Home > Alliance Bank > Securities
Alliance Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $27,081,000 | 3,294 |
| U.S. Government securities | $24,226,000 | 2,726 |
| U.S. Treasury securities | $2,132,000 | 2,249 |
| U.S. Government agency obligations | $22,094,000 | 2,478 |
| Securities issued by states & political subdivisions | $2,855,000 | 3,196 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $16,673,000 | 2,185 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,787,000 | 1,913 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,074,000 | 1,875 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,841,000 | 1,025 |
| Other commercial mortgage-backed securities | $971,000 | 1,104 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $27,081,000 | 3,040 |
| Total debt securities | $27,081,000 | 3,269 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $27,175,000 | 3,308 |
| U.S. Government securities | $24,392,000 | 2,716 |
| U.S. Treasury securities | $2,099,000 | 2,314 |
| U.S. Government agency obligations | $22,293,000 | 2,454 |
| Securities issued by states & political subdivisions | $2,783,000 | 3,212 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,957 |
| Mortgage-backed securities | $17,111,000 | 2,136 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,694,000 | 1,885 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,046,000 | 1,852 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,390,000 | 926 |
| Other commercial mortgage-backed securities | $981,000 | 1,097 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $27,175,000 | 3,044 |
| Total debt securities | $27,175,000 | 3,281 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $27,555,000 | 3,350 |
| U.S. Government securities | $24,747,000 | 2,761 |
| U.S. Treasury securities | $2,498,000 | 2,284 |
| U.S. Government agency obligations | $22,249,000 | 2,514 |
| Securities issued by states & political subdivisions | $2,808,000 | 3,258 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $16,988,000 | 2,181 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,469,000 | 1,886 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,366,000 | 2,036 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,140,000 | 948 |
| Other commercial mortgage-backed securities | $1,013,000 | 1,087 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $27,555,000 | 3,088 |
| Total debt securities | $27,554,000 | 3,326 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $27,948,000 | 3,416 |
| U.S. Government securities | $25,113,000 | 2,823 |
| U.S. Treasury securities | $2,520,000 | 2,350 |
| U.S. Government agency obligations | $22,593,000 | 2,504 |
| Securities issued by states & political subdivisions | $2,835,000 | 3,308 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $17,209,000 | 2,222 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,150,000 | 1,892 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $819,000 | 2,239 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,166,000 | 973 |
| Other commercial mortgage-backed securities | $1,074,000 | 1,092 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $27,948,000 | 3,149 |
| Total debt securities | $27,947,000 | 3,389 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $23,308,000 | 3,608 |
| U.S. Government securities | $19,446,000 | 3,151 |
| U.S. Treasury securities | $1,699,000 | 2,574 |
| U.S. Government agency obligations | $17,747,000 | 2,769 |
| Securities issued by states & political subdivisions | $3,862,000 | 3,186 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,000 | 3,844 |
| Mortgage-backed securities | $13,459,000 | 2,452 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,492,000 | 2,022 |
| 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 | $1,526,000 | 1,100 |
| Other commercial mortgage-backed securities | $441,000 | 1,242 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $23,308,000 | 3,333 |
| Total debt securities | $23,308,000 | 3,584 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $21,601,000 | 3,693 |
| U.S. Government securities | $17,745,000 | 3,262 |
| U.S. Treasury securities | $915,000 | 2,786 |
| U.S. Government agency obligations | $16,830,000 | 2,843 |
| Securities issued by states & political subdivisions | $3,856,000 | 3,215 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,000 | 3,866 |
| Mortgage-backed securities | $12,506,000 | 2,525 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,960,000 | 2,065 |
| 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 | $1,546,000 | 1,120 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $21,601,000 | 3,416 |
| Total debt securities | $21,601,000 | 3,671 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $22,868,000 | 3,669 |
| U.S. Government securities | $18,934,000 | 3,219 |
| U.S. Treasury securities | $939,000 | 2,747 |
| U.S. Government agency obligations | $17,995,000 | 2,825 |
| Securities issued by states & political subdivisions | $3,934,000 | 3,260 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $402,000 | 3,894 |
| Mortgage-backed securities | $13,463,000 | 2,513 |
| Certificates of participation in pools of residential mortgages | $11,759,000 | 2,116 |
| Issued or guaranteed by U.S. | $11,759,000 | 2,064 |
| 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 | $1,704,000 | 1,581 |
| Commercial mortgage pass-through securities | $1,704,000 | 1,085 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $22,868,000 | 3,410 |
| Total debt securities | $22,868,000 | 3,650 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $21,816,000 | 3,661 |
| U.S. Government securities | $18,181,000 | 3,189 |
| U.S. Treasury securities | $965,000 | 2,473 |
| U.S. Government agency obligations | $17,216,000 | 2,843 |
| Securities issued by states & political subdivisions | $3,635,000 | 3,315 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $403,000 | 3,917 |
| Mortgage-backed securities | $13,401,000 | 2,535 |
| Certificates of participation in pools of residential mortgages | $12,023,000 | 2,129 |
| Issued or guaranteed by U.S. | $12,023,000 | 2,081 |
| 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 | $1,378,000 | 1,616 |
| Commercial mortgage pass-through securities | $1,378,000 | 1,132 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $21,816,000 | 3,427 |
| Total debt securities | $21,816,000 | 3,642 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $22,730,000 | 3,579 |
| U.S. Government securities | $19,415,000 | 2,971 |
| U.S. Treasury securities | $496,000 | 2,126 |
| U.S. Government agency obligations | $18,919,000 | 2,719 |
| Securities issued by states & political subdivisions | $3,315,000 | 3,400 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $408,000 | 3,943 |
| Mortgage-backed securities | $14,788,000 | 2,461 |
| Certificates of participation in pools of residential mortgages | $13,303,000 | 2,036 |
| Issued or guaranteed by U.S. | $13,303,000 | 1,977 |
| 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 | $1,485,000 | 1,568 |
| Commercial mortgage pass-through securities | $1,485,000 | 1,105 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $22,730,000 | 3,366 |
| Total debt securities | $22,728,000 | 3,557 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $23,344,000 | 3,500 |
| U.S. Government securities | $20,257,000 | 2,858 |
| U.S. Treasury securities | $503,000 | 1,898 |
| U.S. Government agency obligations | $19,754,000 | 2,670 |
| Securities issued by states & political subdivisions | $3,087,000 | 3,468 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $411,000 | 3,972 |
| Mortgage-backed securities | $15,546,000 | 2,429 |
| Certificates of participation in pools of residential mortgages | $14,036,000 | 1,995 |
| Issued or guaranteed by U.S. | $14,036,000 | 1,940 |
| 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 | $1,510,000 | 1,585 |
| Commercial mortgage pass-through securities | $1,510,000 | 1,101 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $23,344,000 | 3,295 |
| Total debt securities | $23,344,000 | 3,479 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $20,980,000 | 3,564 |
| U.S. Government securities | $18,380,000 | 2,925 |
| U.S. Treasury securities | $501,000 | 1,800 |
| U.S. Government agency obligations | $17,879,000 | 2,749 |
| Securities issued by states & political subdivisions | $2,600,000 | 3,558 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $412,000 | 4,009 |
| Mortgage-backed securities | $13,998,000 | 2,492 |
| Certificates of participation in pools of residential mortgages | $12,486,000 | 2,059 |
| Issued or guaranteed by U.S. | $12,486,000 | 2,005 |
| 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 | $1,512,000 | 1,578 |
| Commercial mortgage pass-through securities | $1,512,000 | 1,104 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $20,980,000 | 3,362 |
| Total debt securities | $20,980,000 | 3,542 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $7,831,000 | 4,232 |
| U.S. Government securities | $6,246,000 | 3,753 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $6,246,000 | 3,574 |
| Securities issued by states & political subdivisions | $1,585,000 | 3,738 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $414,000 | 4,028 |
| Mortgage-backed securities | $2,417,000 | 3,504 |
| Certificates of participation in pools of residential mortgages | $2,417,000 | 3,175 |
| Issued or guaranteed by U.S. | $2,417,000 | 3,083 |
| 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) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $7,831,000 | 3,996 |
| Total debt securities | $7,831,000 | 4,207 |
| 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 | $7,046,000 | 4,250 |
| U.S. Government securities | $4,951,000 | 3,802 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $4,951,000 | 3,657 |
| Securities issued by states & political subdivisions | $2,095,000 | 3,641 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $867,000 | 3,935 |
| Mortgage-backed securities | $2,950,000 | 3,419 |
| Certificates of participation in pools of residential mortgages | $2,950,000 | 3,014 |
| Issued or guaranteed by U.S. | $2,950,000 | 2,937 |
| 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) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $7,046,000 | 4,014 |
| Total debt securities | $7,046,000 | 4,226 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $4,907,000 | 4,385 |
| U.S. Government securities | $3,546,000 | 4,014 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $3,546,000 | 3,857 |
| Securities issued by states & political subdivisions | $1,361,000 | 3,771 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $872,000 | 3,953 |
| Mortgage-backed securities | $3,546,000 | 3,342 |
| Certificates of participation in pools of residential mortgages | $3,546,000 | 2,894 |
| Issued or guaranteed by U.S. | $3,546,000 | 2,809 |
| 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) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $4,907,000 | 4,151 |
| Total debt securities | $4,907,000 | 4,359 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $5,404,000 | 4,365 |
| U.S. Government securities | $4,043,000 | 3,961 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $4,043,000 | 3,797 |
| Securities issued by states & political subdivisions | $1,361,000 | 3,772 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $874,000 | 3,996 |
| Mortgage-backed securities | $4,043,000 | 3,273 |
| Certificates of participation in pools of residential mortgages | $4,043,000 | 2,815 |
| Issued or guaranteed by U.S. | $4,043,000 | 2,736 |
| 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) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $5,404,000 | 4,123 |
| Total debt securities | $5,405,000 | 4,341 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $4,866,000 | 4,446 |
| U.S. Government securities | $3,284,000 | 4,124 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $3,284,000 | 3,959 |
| Securities issued by states & political subdivisions | $1,582,000 | 3,682 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $855,000 | 4,028 |
| Mortgage-backed securities | $3,284,000 | 3,382 |
| Certificates of participation in pools of residential mortgages | $3,284,000 | 2,958 |
| Issued or guaranteed by U.S. | $3,284,000 | 2,868 |
| 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) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $4,866,000 | 4,202 |
| Total debt securities | $4,866,000 | 4,422 |
| 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 | $6,965,000 | 4,324 |
| U.S. Government securities | $4,794,000 | 3,988 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $4,794,000 | 3,824 |
| Securities issued by states & political subdivisions | $2,171,000 | 3,527 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,272,000 | 3,964 |
| Mortgage-backed securities | $3,298,000 | 3,379 |
| Certificates of participation in pools of residential mortgages | $3,298,000 | 2,921 |
| Issued or guaranteed by U.S. | $3,298,000 | 2,835 |
| 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) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $6,965,000 | 4,081 |
| Total debt securities | $6,965,000 | 4,303 |
| 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 | $11,144,000 | 4,044 |
| U.S. Government securities | $8,970,000 | 3,541 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $8,970,000 | 3,384 |
| Securities issued by states & political subdivisions | $2,174,000 | 3,555 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,273,000 | 4,032 |
| Mortgage-backed securities | $3,480,000 | 3,361 |
| Certificates of participation in pools of residential mortgages | $3,480,000 | 2,879 |
| Issued or guaranteed by U.S. | $3,480,000 | 2,790 |
| 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) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $11,144,000 | 3,783 |
| Total debt securities | $11,144,000 | 4,022 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 281 |
| Fair value | $2,998,000 | 288 |
| 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 | $10,631,000 | 4,140 |
| U.S. Government securities | $8,455,000 | 3,689 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $8,455,000 | 3,520 |
| Securities issued by states & political subdivisions | $2,176,000 | 3,605 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,274,000 | 4,077 |
| Mortgage-backed securities | $3,672,000 | 3,324 |
| Certificates of participation in pools of residential mortgages | $3,672,000 | 2,856 |
| Issued or guaranteed by U.S. | $3,672,000 | 2,778 |
| 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) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $10,631,000 | 3,872 |
| Total debt securities | $10,632,000 | 4,119 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 391 |
| Fair value | $1,997,000 | 416 |
| 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 | $12,122,000 | 4,075 |
| U.S. Government securities | $9,951,000 | 3,546 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $9,951,000 | 3,380 |
| Securities issued by states & political subdivisions | $2,171,000 | 3,666 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,236,000 | 4,130 |
| Mortgage-backed securities | $3,727,000 | 3,340 |
| Certificates of participation in pools of residential mortgages | $3,727,000 | 2,873 |
| Issued or guaranteed by U.S. | $3,727,000 | 2,788 |
| 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) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $12,122,000 | 3,809 |
| Total debt securities | $12,122,000 | 4,055 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 373 |
| Fair value | $2,483,000 | 377 |
| 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 | $12,600,000 | 4,068 |
| U.S. Government securities | $9,238,000 | 3,659 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $9,238,000 | 3,500 |
| Securities issued by states & political subdivisions | $3,362,000 | 3,483 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,229,000 | 4,182 |
| Mortgage-backed securities | $2,784,000 | 3,524 |
| Certificates of participation in pools of residential mortgages | $2,784,000 | 3,086 |
| Issued or guaranteed by U.S. | $2,784,000 | 3,021 |
| 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) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $12,600,000 | 3,799 |
| Total debt securities | $12,600,000 | 4,047 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 254 |
| Fair value | $4,474,000 | 251 |
| 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 | $12,544,000 | 4,134 |
| U.S. Government securities | $7,481,000 | 3,924 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $7,481,000 | 3,765 |
| Securities issued by states & political subdivisions | $5,063,000 | 3,208 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,336,000 | 4,208 |
| Mortgage-backed securities | $1,066,000 | 3,912 |
| Certificates of participation in pools of residential mortgages | $1,066,000 | 3,620 |
| Issued or guaranteed by U.S. | $1,066,000 | 3,591 |
| 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) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $12,544,000 | 3,856 |
| Total debt securities | $12,543,000 | 4,111 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 254 |
| Fair value | $4,443,000 | 252 |
| 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 | $12,647,000 | 4,185 |
| U.S. Government securities | $7,563,000 | 3,918 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $7,563,000 | 3,758 |
| Securities issued by states & political subdivisions | $5,084,000 | 3,261 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,816,000 | 4,147 |
| Mortgage-backed securities | $1,134,000 | 3,942 |
| Certificates of participation in pools of residential mortgages | $1,134,000 | 3,656 |
| Issued or guaranteed by U.S. | $1,134,000 | 3,485 |
| 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) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $12,647,000 | 3,910 |
| Total debt securities | $12,647,000 | 4,162 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 254 |
| Fair value | $4,458,000 | 254 |
| 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 | $11,737,000 | 4,312 |
| U.S. Government securities | $6,653,000 | 4,115 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $6,653,000 | 3,977 |
| Securities issued by states & political subdivisions | $5,084,000 | 3,309 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,815,000 | 4,203 |
| Mortgage-backed securities | $1,211,000 | 3,959 |
| Certificates of participation in pools of residential mortgages | $1,211,000 | 3,678 |
| Issued or guaranteed by U.S. | $1,211,000 | 3,671 |
| 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) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $11,737,000 | 4,029 |
| Total debt securities | $11,737,000 | 4,288 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 302 |
| Fair value | $3,471,000 | 299 |
| 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 | $11,037,000 | 4,415 |
| U.S. Government securities | $5,288,000 | 4,363 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $5,288,000 | 4,224 |
| Securities issued by states & political subdivisions | $5,749,000 | 3,266 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,839,000 | 4,256 |
| Mortgage-backed securities | $1,316,000 | 3,973 |
| Certificates of participation in pools of residential mortgages | $1,316,000 | 3,690 |
| Issued or guaranteed by U.S. | $1,316,000 | 3,684 |
| 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) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $11,037,000 | 4,132 |
| Total debt securities | $11,036,000 | 4,389 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 411 |
| Fair value | $1,992,000 | 422 |
| 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 | $11,195,000 | 4,445 |
| U.S. Government securities | $5,401,000 | 4,407 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $5,401,000 | 4,284 |
| Securities issued by states & political subdivisions | $5,794,000 | 3,290 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,441,000 | 4,421 |
| Mortgage-backed securities | $1,407,000 | 3,999 |
| Certificates of participation in pools of residential mortgages | $1,407,000 | 3,707 |
| Issued or guaranteed by U.S. | $1,407,000 | 3,701 |
| 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 | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $11,195,000 | 4,157 |
| Total debt securities | $11,194,000 | 4,421 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 431 |
| Fair value | $2,000,000 | 430 |
| 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 | $11,795,000 | 4,439 |
| U.S. Government securities | $5,982,000 | 4,377 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $5,982,000 | 4,252 |
| Securities issued by states & political subdivisions | $5,813,000 | 3,315 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,457,000 | 3,762 |
| Mortgage-backed securities | $1,486,000 | 4,028 |
| Certificates of participation in pools of residential mortgages | $1,486,000 | 3,728 |
| Issued or guaranteed by U.S. | $1,486,000 | 3,722 |
| 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 | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $11,795,000 | 4,146 |
| Total debt securities | $11,795,000 | 4,419 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 407 |
| Fair value | $2,500,000 | 407 |
| 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 | $11,831,000 | 4,491 |
| U.S. Government securities | $6,046,000 | 4,419 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $6,046,000 | 4,286 |
| Securities issued by states & political subdivisions | $5,785,000 | 3,352 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,431,000 | 3,801 |
| Mortgage-backed securities | $1,555,000 | 4,080 |
| Certificates of participation in pools of residential mortgages | $1,555,000 | 3,774 |
| Issued or guaranteed by U.S. | $1,555,000 | 3,769 |
| 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 | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $11,831,000 | 4,176 |
| Total debt securities | $11,830,000 | 4,470 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 345 |
| Fair value | $3,496,000 | 344 |
| 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 | $11,392,000 | 4,540 |
| U.S. Government securities | $5,635,000 | 4,484 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,635,000 | 4,358 |
| Securities issued by states & political subdivisions | $5,757,000 | 3,381 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,418,000 | 3,828 |
| Mortgage-backed securities | $1,645,000 | 4,082 |
| Certificates of participation in pools of residential mortgages | $1,645,000 | 3,779 |
| Issued or guaranteed by U.S. | $1,645,000 | 3,772 |
| 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 | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $11,392,000 | 4,216 |
| Total debt securities | $11,393,000 | 4,515 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 358 |
| Fair value | $2,998,000 | 358 |
| 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 | $13,018,000 | 4,406 |
| U.S. Government securities | $6,808,000 | 4,325 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $6,808,000 | 4,205 |
| Securities issued by states & political subdivisions | $6,210,000 | 3,329 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,861,000 | 3,798 |
| Mortgage-backed securities | $1,804,000 | 4,084 |
| Certificates of participation in pools of residential mortgages | $1,804,000 | 3,763 |
| Issued or guaranteed by U.S. | $1,804,000 | 3,760 |
| 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 | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $13,018,000 | 4,096 |
| Total debt securities | $13,017,000 | 4,385 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 271 |
| Fair value | $4,003,000 | 274 |
| 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 | $14,692,000 | 4,344 |
| U.S. Government securities | $8,440,000 | 4,154 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $8,440,000 | 4,033 |
| Securities issued by states & political subdivisions | $6,252,000 | 3,339 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,789,000 | 3,874 |
| Mortgage-backed securities | $1,934,000 | 4,084 |
| Certificates of participation in pools of residential mortgages | $1,934,000 | 3,750 |
| Issued or guaranteed by U.S. | $1,934,000 | 3,744 |
| 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 | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $14,692,000 | 4,008 |
| Total debt securities | $14,693,000 | 4,323 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 270 |
| Fair value | $5,003,000 | 273 |
| 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 | $17,255,000 | 4,195 |
| U.S. Government securities | $11,040,000 | 3,927 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $11,040,000 | 3,795 |
| Securities issued by states & political subdivisions | $6,215,000 | 3,328 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,756,000 | 3,922 |
| Mortgage-backed securities | $2,043,000 | 4,095 |
| Certificates of participation in pools of residential mortgages | $2,043,000 | 3,750 |
| Issued or guaranteed by U.S. | $2,043,000 | 3,746 |
| 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 | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $17,255,000 | 3,857 |
| Total debt securities | $17,255,000 | 4,173 |
| Structured notes | ||
| Amortized cost | $7,487,000 | 233 |
| Fair value | $7,500,000 | 235 |
| 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 | $14,705,000 | 4,456 |
| U.S. Government securities | $7,120,000 | 4,524 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,120,000 | 4,400 |
| Securities issued by states & political subdivisions | $7,585,000 | 3,142 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,679,000 | 3,797 |
| Mortgage-backed securities | $2,142,000 | 4,088 |
| Certificates of participation in pools of residential mortgages | $2,142,000 | 3,742 |
| Issued or guaranteed by U.S. | $2,142,000 | 3,739 |
| 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 | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $14,705,000 | 4,104 |
| Total debt securities | $14,704,000 | 4,436 |
| Structured notes | ||
| Amortized cost | $4,486,000 | 436 |
| Fair value | $4,485,000 | 432 |
| 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 | $10,865,000 | 4,893 |
| U.S. Government securities | $3,259,000 | 5,249 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $3,259,000 | 5,139 |
| Securities issued by states & political subdivisions | $7,606,000 | 3,176 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,663,000 | 3,848 |
| Mortgage-backed securities | $2,269,000 | 4,127 |
| Certificates of participation in pools of residential mortgages | $2,269,000 | 3,755 |
| Issued or guaranteed by U.S. | $2,269,000 | 3,752 |
| 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 | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $10,865,000 | 4,534 |
| Total debt securities | $10,866,000 | 4,870 |
| Structured notes | ||
| Amortized cost | $485,000 | 1,557 |
| Fair value | $496,000 | 1,529 |
| 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 | $13,491,000 | 4,732 |
| U.S. Government securities | $5,382,000 | 4,998 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $5,382,000 | 4,884 |
| Securities issued by states & political subdivisions | $8,109,000 | 3,105 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,809,000 | 3,870 |
| Mortgage-backed securities | $2,411,000 | 4,171 |
| Certificates of participation in pools of residential mortgages | $2,411,000 | 3,802 |
| Issued or guaranteed by U.S. | $2,411,000 | 3,798 |
| 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 | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $13,491,000 | 4,357 |
| Total debt securities | $13,492,000 | 4,710 |
| Structured notes | ||
| Amortized cost | $2,484,000 | 884 |
| Fair value | $2,490,000 | 861 |
| 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 | $20,624,000 | 4,187 |
| U.S. Government securities | $12,395,000 | 4,077 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $12,395,000 | 3,959 |
| Securities issued by states & political subdivisions | $8,229,000 | 3,075 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,949,000 | 3,666 |
| Mortgage-backed securities | $2,594,000 | 4,187 |
| Certificates of participation in pools of residential mortgages | $2,594,000 | 3,810 |
| Issued or guaranteed by U.S. | $2,594,000 | 3,806 |
| 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 | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $20,624,000 | 3,834 |
| Total debt securities | $20,624,000 | 4,158 |
| Structured notes | ||
| Amortized cost | $9,282,000 | 367 |
| Fair value | $9,306,000 | 367 |
| 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 | $21,977,000 | 4,136 |
| U.S. Government securities | $11,513,000 | 4,239 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $11,513,000 | 4,128 |
| Securities issued by states & political subdivisions | $10,464,000 | 2,776 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,021,000 | 3,364 |
| Mortgage-backed securities | $2,737,000 | 4,246 |
| Certificates of participation in pools of residential mortgages | $2,737,000 | 3,846 |
| Issued or guaranteed by U.S. | $2,737,000 | 3,840 |
| 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 | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $21,977,000 | 3,787 |
| Total debt securities | $21,977,000 | 4,112 |
| Structured notes | ||
| Amortized cost | $7,781,000 | 458 |
| Fair value | $7,792,000 | 456 |
| 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 | $22,570,000 | 4,183 |
| U.S. Government securities | $12,129,000 | 4,268 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $12,129,000 | 4,161 |
| Securities issued by states & political subdivisions | $10,441,000 | 2,808 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,006,000 | 3,389 |
| Mortgage-backed securities | $2,885,000 | 4,287 |
| Certificates of participation in pools of residential mortgages | $2,885,000 | 3,886 |
| Issued or guaranteed by U.S. | $2,885,000 | 3,884 |
| 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 | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $22,570,000 | 3,823 |
| Total debt securities | $22,570,000 | 4,157 |
| Structured notes | ||
| Amortized cost | $8,278,000 | 463 |
| Fair value | $8,270,000 | 457 |
| 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 | $24,896,000 | 4,037 |
| U.S. Government securities | $14,499,000 | 4,047 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $14,499,000 | 3,932 |
| Securities issued by states & political subdivisions | $10,397,000 | 2,840 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,975,000 | 3,412 |
| Mortgage-backed securities | $3,083,000 | 4,300 |
| Certificates of participation in pools of residential mortgages | $3,083,000 | 3,883 |
| Issued or guaranteed by U.S. | $3,083,000 | 3,882 |
| 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 | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $24,896,000 | 3,684 |
| Total debt securities | $24,896,000 | 4,005 |
| Structured notes | ||
| Amortized cost | $10,418,000 | 396 |
| Fair value | $10,442,000 | 384 |
| 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 | $22,618,000 | 4,247 |
| U.S. Government securities | $12,121,000 | 4,372 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $12,121,000 | 4,269 |
| Securities issued by states & political subdivisions | $10,497,000 | 2,817 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,618,000 | 3,497 |
| Mortgage-backed securities | $3,233,000 | 4,303 |
| Certificates of participation in pools of residential mortgages | $3,233,000 | 3,887 |
| Issued or guaranteed by U.S. | $3,233,000 | 3,887 |
| 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 | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $22,618,000 | 3,881 |
| Total debt securities | $22,618,000 | 4,221 |
| Structured notes | ||
| Amortized cost | $7,414,000 | 562 |
| Fair value | $7,424,000 | 546 |
| 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 | $16,831,000 | 4,763 |
| U.S. Government securities | $4,961,000 | 5,443 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,961,000 | 5,345 |
| Securities issued by states & political subdivisions | $11,870,000 | 2,634 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,950,000 | 3,443 |
| Mortgage-backed securities | $3,404,000 | 4,281 |
| Certificates of participation in pools of residential mortgages | $3,404,000 | 3,857 |
| Issued or guaranteed by U.S. | $3,404,000 | 3,852 |
| 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 | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $16,831,000 | 4,373 |
| Total debt securities | $16,830,000 | 4,737 |
| Structured notes | ||
| Amortized cost | $1,116,000 | 1,541 |
| Fair value | $1,114,000 | 1,534 |
| 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 | $16,512,000 | 4,840 |
| U.S. Government securities | $4,571,000 | 5,571 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,571,000 | 5,466 |
| Securities issued by states & political subdivisions | $11,941,000 | 2,619 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,005,000 | 3,444 |
| Mortgage-backed securities | $3,609,000 | 4,296 |
| Certificates of participation in pools of residential mortgages | $3,609,000 | 3,823 |
| Issued or guaranteed by U.S. | $3,609,000 | 3,817 |
| 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 | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $16,512,000 | 4,457 |
| Total debt securities | $16,512,000 | 4,802 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,948 |
| Fair value | $500,000 | 1,965 |
| 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 | $15,512,000 | 4,927 |
| U.S. Government securities | $3,860,000 | 5,712 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $3,860,000 | 5,610 |
| Securities issued by states & political subdivisions | $11,652,000 | 2,652 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,282,000 | 3,576 |
| Mortgage-backed securities | $3,860,000 | 4,248 |
| Certificates of participation in pools of residential mortgages | $3,860,000 | 3,750 |
| Issued or guaranteed by U.S. | $3,860,000 | 3,745 |
| 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 | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $15,512,000 | 4,546 |
| Total debt securities | $15,512,000 | 4,897 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $16,183,000 | 4,885 |
| U.S. Government securities | $4,221,000 | 5,683 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $4,221,000 | 5,575 |
| Securities issued by states & political subdivisions | $11,962,000 | 2,592 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,487,000 | 3,573 |
| Mortgage-backed securities | $4,221,000 | 4,228 |
| Certificates of participation in pools of residential mortgages | $4,221,000 | 3,722 |
| Issued or guaranteed by U.S. | $4,221,000 | 3,718 |
| 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 | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $16,183,000 | 4,511 |
| Total debt securities | $16,185,000 | 4,849 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $19,742,000 | 4,496 |
| U.S. Government securities | $8,135,000 | 4,994 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $8,135,000 | 4,895 |
| Securities issued by states & political subdivisions | $11,607,000 | 2,617 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,721,000 | 3,525 |
| Mortgage-backed securities | $4,632,000 | 4,161 |
| Certificates of participation in pools of residential mortgages | $4,632,000 | 3,610 |
| Issued or guaranteed by U.S. | $4,632,000 | 3,607 |
| 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 | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $19,742,000 | 4,147 |
| Total debt securities | $19,742,000 | 4,465 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 940 |
| Fair value | $3,503,000 | 947 |
| 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 | $20,673,000 | 4,480 |
| U.S. Government securities | $9,065,000 | 4,940 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $9,065,000 | 4,846 |
| Securities issued by states & political subdivisions | $11,608,000 | 2,578 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,721,000 | 3,554 |
| Mortgage-backed securities | $5,053,000 | 4,209 |
| Certificates of participation in pools of residential mortgages | $5,053,000 | 3,667 |
| Issued or guaranteed by U.S. | $5,053,000 | 3,665 |
| 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 | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $20,673,000 | 4,133 |
| Total debt securities | $20,672,000 | 4,444 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 900 |
| Fair value | $4,012,000 | 911 |
| 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 | $25,226,000 | 4,092 |
| U.S. Government securities | $13,647,000 | 4,337 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $13,647,000 | 4,244 |
| Securities issued by states & political subdivisions | $11,579,000 | 2,526 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,696,000 | 3,587 |
| Mortgage-backed securities | $5,310,000 | 4,190 |
| Certificates of participation in pools of residential mortgages | $5,310,000 | 3,622 |
| Issued or guaranteed by U.S. | $5,310,000 | 3,619 |
| 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 | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $25,226,000 | 3,773 |
| Total debt securities | $25,225,000 | 4,054 |
| Structured notes | ||
| Amortized cost | $7,313,000 | 659 |
| Fair value | $7,334,000 | 658 |
| 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 | $28,487,000 | 3,840 |
| U.S. Government securities | $17,065,000 | 4,025 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $17,065,000 | 3,938 |
| Securities issued by states & political subdivisions | $11,422,000 | 2,472 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,830,000 | 3,956 |
| Mortgage-backed securities | $5,627,000 | 4,159 |
| Certificates of participation in pools of residential mortgages | $5,627,000 | 3,560 |
| Issued or guaranteed by U.S. | $5,627,000 | 3,556 |
| 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 | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $28,487,000 | 3,557 |
| Total debt securities | $28,487,000 | 3,815 |
| Structured notes | ||
| Amortized cost | $10,500,000 | 557 |
| Fair value | $10,431,000 | 562 |
| 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 | $19,804,000 | 4,564 |
| U.S. Government securities | $7,700,000 | 5,352 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $7,700,000 | 5,261 |
| Securities issued by states & political subdivisions | $12,104,000 | 2,362 |
| 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 | $6,821,000 | 3,771 |
| Mortgage-backed securities | $1,172,000 | 5,143 |
| Certificates of participation in pools of residential mortgages | $1,172,000 | 4,745 |
| Issued or guaranteed by U.S. | $1,172,000 | 4,738 |
| 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) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $19,804,000 | 4,191 |
| Total debt securities | $19,805,000 | 4,536 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 1,090 |
| Fair value | $4,512,000 | 1,091 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $18,177,000 | 4,706 |
| U.S. Government securities | $6,839,000 | 5,506 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $6,839,000 | 5,393 |
| Securities issued by states & political subdivisions | $11,338,000 | 2,391 |
| 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 | $5,931,000 | 3,946 |
| Mortgage-backed securities | $1,299,000 | 5,107 |
| Certificates of participation in pools of residential mortgages | $1,299,000 | 4,680 |
| Issued or guaranteed by U.S. | $1,299,000 | 4,669 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $18,177,000 | 4,311 |
| Total debt securities | $18,177,000 | 4,668 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,321 |
| Fair value | $3,511,000 | 1,331 |
| 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 | $20,523,000 | 4,515 |
| U.S. Government securities | $10,454,000 | 4,953 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $10,454,000 | 4,840 |
| Securities issued by states & political subdivisions | $10,069,000 | 2,495 |
| 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 | $5,845,000 | 4,039 |
| Mortgage-backed securities | $1,415,000 | 5,065 |
| Certificates of participation in pools of residential mortgages | $1,415,000 | 4,622 |
| Issued or guaranteed by U.S. | $1,415,000 | 4,614 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $20,523,000 | 4,138 |
| Total debt securities | $20,523,000 | 4,482 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 818 |
| Fair value | $8,024,000 | 819 |
| 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 | $21,221,000 | 4,400 |
| U.S. Government securities | $12,956,000 | 4,555 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $12,956,000 | 4,434 |
| Securities issued by states & political subdivisions | $8,265,000 | 2,752 |
| 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 | $5,641,000 | 4,064 |
| Mortgage-backed securities | $1,535,000 | 4,983 |
| Certificates of participation in pools of residential mortgages | $1,535,000 | 4,533 |
| Issued or guaranteed by U.S. | $1,535,000 | 4,525 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $21,221,000 | 4,046 |
| Total debt securities | $21,220,000 | 4,369 |
| Structured notes | ||
| Amortized cost | $9,000,000 | 781 |
| Fair value | $8,929,000 | 786 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $16,275,000 | 4,869 |
| U.S. Government securities | $9,618,000 | 4,914 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $9,618,000 | 4,792 |
| Securities issued by states & political subdivisions | $6,657,000 | 3,042 |
| 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 | $3,448,000 | 4,699 |
| Mortgage-backed securities | $1,708,000 | 4,882 |
| Certificates of participation in pools of residential mortgages | $1,708,000 | 4,370 |
| Issued or guaranteed by U.S. | $1,708,000 | 4,365 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $16,275,000 | 4,455 |
| Total debt securities | $16,275,000 | 4,830 |
| Structured notes | ||
| Amortized cost | $5,500,000 | 1,046 |
| Fair value | $5,426,000 | 1,056 |
| 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 | $10,278,000 | 5,623 |
| U.S. Government securities | $4,422,000 | 6,045 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,422,000 | 5,920 |
| Securities issued by states & political subdivisions | $5,856,000 | 3,145 |
| 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 | $3,573,000 | 4,708 |
| Mortgage-backed securities | $1,897,000 | 4,837 |
| Certificates of participation in pools of residential mortgages | $1,897,000 | 4,278 |
| Issued or guaranteed by U.S. | $1,897,000 | 4,271 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $10,278,000 | 5,174 |
| Total debt securities | $10,278,000 | 5,589 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,140 |
| Fair value | $1,512,000 | 2,160 |
| 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 | $18,287,000 | 4,605 |
| U.S. Government securities | $12,855,000 | 4,429 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $12,855,000 | 4,315 |
| Securities issued by states & political subdivisions | $5,432,000 | 3,167 |
| 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 | $2,977,000 | 4,973 |
| Mortgage-backed securities | $2,055,000 | 4,801 |
| Certificates of participation in pools of residential mortgages | $2,055,000 | 4,273 |
| Issued or guaranteed by U.S. | $2,055,000 | 4,264 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $18,287,000 | 4,182 |
| Total debt securities | $18,288,000 | 4,567 |
| Structured notes | ||
| Amortized cost | $5,750,000 | 1,064 |
| Fair value | $5,767,000 | 1,071 |
| 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 | $20,633,000 | 4,382 |
| U.S. Government securities | $15,678,000 | 4,055 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $15,678,000 | 3,964 |
| Securities issued by states & political subdivisions | $4,955,000 | 3,263 |
| 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 | $2,023,000 | 5,401 |
| Mortgage-backed securities | $2,196,000 | 4,839 |
| Certificates of participation in pools of residential mortgages | $2,196,000 | 4,324 |
| Issued or guaranteed by U.S. | $2,196,000 | 4,316 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $20,633,000 | 3,973 |
| Total debt securities | $20,633,000 | 4,349 |
| Structured notes | ||
| Amortized cost | $7,497,000 | 695 |
| Fair value | $7,460,000 | 697 |
| 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 | $16,551,000 | 4,801 |
| U.S. Government securities | $15,411,000 | 4,059 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $15,411,000 | 3,976 |
| Securities issued by states & political subdivisions | $1,140,000 | 4,797 |
| 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 | $2,011,000 | 5,460 |
| Mortgage-backed securities | $2,374,000 | 4,866 |
| Certificates of participation in pools of residential mortgages | $2,374,000 | 4,358 |
| Issued or guaranteed by U.S. | $2,374,000 | 4,352 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $16,551,000 | 4,378 |
| Total debt securities | $16,551,000 | 4,764 |
| Structured notes | ||
| Amortized cost | $8,247,000 | 509 |
| Fair value | $8,068,000 | 514 |
| 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 | $13,261,000 | 5,303 |
| U.S. Government securities | $12,110,000 | 4,598 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $12,110,000 | 4,501 |
| Securities issued by states & political subdivisions | $1,151,000 | 4,823 |
| 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 | $2,042,000 | 5,472 |
| Mortgage-backed securities | $2,566,000 | 4,900 |
| Certificates of participation in pools of residential mortgages | $2,566,000 | 4,388 |
| Issued or guaranteed by U.S. | $2,566,000 | 4,381 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $13,261,000 | 4,860 |
| Total debt securities | $13,261,000 | 5,258 |
| Structured notes | ||
| Amortized cost | $4,997,000 | 586 |
| Fair value | $4,986,000 | 585 |
| 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 | $9,380,000 | 5,933 |
| U.S. Government securities | $7,987,000 | 5,392 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $7,987,000 | 5,309 |
| Securities issued by states & political subdivisions | $1,393,000 | 4,670 |
| 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 | $1,046,000 | 5,912 |
| Mortgage-backed securities | $3,288,000 | 4,721 |
| Certificates of participation in pools of residential mortgages | $3,129,000 | 4,245 |
| Issued or guaranteed by U.S. | $3,129,000 | 4,231 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $159,000 | 3,493 |
| CMOs issued by government agencies or sponsored agencies | $159,000 | 3,126 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $9,380,000 | 5,430 |
| Total debt securities | $9,380,000 | 5,883 |
| Structured notes | ||
| Amortized cost | $3,747,000 | 465 |
| Fair value | $3,674,000 | 463 |
| 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 | $7,727,000 | 6,310 |
| U.S. Government securities | $6,140,000 | 5,991 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $6,140,000 | 5,911 |
| Securities issued by states & political subdivisions | $1,587,000 | 4,479 |
| 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 | $2,045,000 | 5,524 |
| Mortgage-backed securities | $3,594,000 | 4,710 |
| Certificates of participation in pools of residential mortgages | $3,421,000 | 4,234 |
| Issued or guaranteed by U.S. | $3,421,000 | 4,221 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $173,000 | 3,498 |
| CMOs issued by government agencies or sponsored agencies | $173,000 | 3,126 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $7,727,000 | 5,781 |
| Total debt securities | $7,728,000 | 6,260 |
| 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 | $8,364,000 | 6,238 |
| U.S. Government securities | $6,798,000 | 5,905 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $6,798,000 | 5,822 |
| Securities issued by states & political subdivisions | $1,566,000 | 4,447 |
| 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 | $3,046,000 | 5,209 |
| Mortgage-backed securities | $3,830,000 | 4,619 |
| Certificates of participation in pools of residential mortgages | $3,647,000 | 4,140 |
| Issued or guaranteed by U.S. | $3,647,000 | 4,127 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $183,000 | 3,459 |
| CMOs issued by government agencies or sponsored agencies | $183,000 | 3,113 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $8,364,000 | 5,703 |
| Total debt securities | $8,364,000 | 6,196 |
| 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 | $8,943,000 | 6,092 |
| U.S. Government securities | $7,299,000 | 5,751 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $7,299,000 | 5,668 |
| Securities issued by states & political subdivisions | $1,644,000 | 4,393 |
| 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 | $2,981,000 | 5,250 |
| Mortgage-backed securities | $3,915,000 | 4,511 |
| Certificates of participation in pools of residential mortgages | $3,723,000 | 4,044 |
| Issued or guaranteed by U.S. | $3,723,000 | 4,032 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $192,000 | 3,379 |
| CMOs issued by government agencies or sponsored agencies | $192,000 | 3,022 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $8,943,000 | 5,545 |
| Total debt securities | $8,943,000 | 6,049 |
| 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 | $11,492,000 | 5,670 |
| U.S. Government securities | $9,826,000 | 5,172 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $9,826,000 | 5,081 |
| Securities issued by states & political subdivisions | $1,666,000 | 4,422 |
| 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 | $1,489,000 | 5,871 |
| Mortgage-backed securities | $4,412,000 | 4,363 |
| Certificates of participation in pools of residential mortgages | $4,211,000 | 3,881 |
| Issued or guaranteed by U.S. | $4,211,000 | 3,868 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $201,000 | 3,365 |
| CMOs issued by government agencies or sponsored agencies | $201,000 | 3,025 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $11,492,000 | 5,158 |
| Total debt securities | $11,492,000 | 5,610 |
| 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 | $12,924,000 | 5,436 |
| U.S. Government securities | $11,124,000 | 4,915 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $11,124,000 | 4,820 |
| Securities issued by states & political subdivisions | $1,800,000 | 4,358 |
| 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 | $1,612,000 | 5,804 |
| Mortgage-backed securities | $4,831,000 | 4,153 |
| Certificates of participation in pools of residential mortgages | $4,612,000 | 3,641 |
| Issued or guaranteed by U.S. | $4,612,000 | 3,625 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $219,000 | 3,336 |
| CMOs issued by government agencies or sponsored agencies | $219,000 | 2,989 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $12,924,000 | 4,941 |
| Total debt securities | $12,924,000 | 5,365 |
| 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 | $14,250,000 | 5,282 |
| U.S. Government securities | $12,277,000 | 4,826 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $12,277,000 | 4,728 |
| Securities issued by states & political subdivisions | $1,973,000 | 4,285 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $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 | $1,986,000 | 5,716 |
| Mortgage-backed securities | $4,973,000 | 3,841 |
| Certificates of participation in pools of residential mortgages | $4,749,000 | 3,298 |
| Issued or guaranteed by U.S. | $4,749,000 | 3,283 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $224,000 | 3,257 |
| CMOs issued by government agencies or sponsored agencies | $224,000 | 2,927 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $14,250,000 | 4,727 |
| Total debt securities | $14,252,000 | 5,226 |
| 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 | $14,793,000 | 5,223 |
| U.S. Government securities | $12,835,000 | 4,793 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $12,835,000 | 4,700 |
| Securities issued by states & political subdivisions | $1,958,000 | 4,298 |
| 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 | $1,925,000 | 5,767 |
| Mortgage-backed securities | $5,095,000 | 3,666 |
| Certificates of participation in pools of residential mortgages | $4,862,000 | 3,111 |
| Issued or guaranteed by U.S. | $4,862,000 | 3,096 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $233,000 | 3,209 |
| CMOs issued by government agencies or sponsored agencies | $233,000 | 2,883 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $14,793,000 | 4,656 |
| Total debt securities | $14,793,000 | 5,175 |
| 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 | $11,888,000 | 5,752 |
| U.S. Government securities | $9,944,000 | 5,412 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $9,944,000 | 5,305 |
| Securities issued by states & political subdivisions | $1,944,000 | 4,292 |
| 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 | $1,717,000 | 5,898 |
| Mortgage-backed securities | $5,289,000 | 3,554 |
| Certificates of participation in pools of residential mortgages | $5,049,000 | 2,993 |
| Issued or guaranteed by U.S. | $5,049,000 | 2,979 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $240,000 | 3,178 |
| CMOs issued by government agencies or sponsored agencies | $240,000 | 2,859 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $11,888,000 | 5,152 |
| Total debt securities | $11,888,000 | 5,691 |
| 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 | $10,344,000 | 6,058 |
| U.S. Government securities | $8,366,000 | 5,792 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $8,366,000 | 5,675 |
| Securities issued by states & political subdivisions | $1,978,000 | 4,289 |
| 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 | $1,401,000 | 6,049 |
| Mortgage-backed securities | $5,672,000 | 3,442 |
| Certificates of participation in pools of residential mortgages | $5,414,000 | 2,892 |
| Issued or guaranteed by U.S. | $5,414,000 | 2,877 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $258,000 | 3,128 |
| CMOs issued by government agencies or sponsored agencies | $258,000 | 2,835 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $10,344,000 | 5,419 |
| Total debt securities | $10,344,000 | 6,006 |
| 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 | $7,737,000 | 6,651 |
| U.S. Government securities | $5,696,000 | 6,603 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,696,000 | 6,472 |
| Securities issued by states & political subdivisions | $2,041,000 | 4,282 |
| 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 | $1,336,000 | 6,086 |
| Mortgage-backed securities | $4,909,000 | 3,650 |
| Certificates of participation in pools of residential mortgages | $4,641,000 | 3,101 |
| Issued or guaranteed by U.S. | $4,641,000 | 3,088 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $268,000 | 3,110 |
| CMOs issued by government agencies or sponsored agencies | $268,000 | 2,821 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $7,737,000 | 5,989 |
| Total debt securities | $7,737,000 | 6,592 |
| 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 | $5,800,000 | 7,152 |
| U.S. Government securities | $4,398,000 | 7,051 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $4,398,000 | 6,918 |
| Securities issued by states & political subdivisions | $1,402,000 | 4,691 |
| 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 | $1,335,000 | 6,149 |
| Mortgage-backed securities | $3,612,000 | 4,081 |
| Certificates of participation in pools of residential mortgages | $3,334,000 | 3,567 |
| Issued or guaranteed by U.S. | $3,334,000 | 3,548 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $278,000 | 3,063 |
| CMOs issued by government agencies or sponsored agencies | $278,000 | 2,778 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $5,800,000 | 6,428 |
| Total debt securities | $5,800,000 | 7,097 |
| 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 | $5,929,000 | 7,156 |
| U.S. Government securities | $4,543,000 | 7,034 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $4,543,000 | 6,895 |
| Securities issued by states & political subdivisions | $1,386,000 | 4,718 |
| 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 | $1,318,000 | 6,188 |
| Mortgage-backed securities | $3,769,000 | 3,992 |
| Certificates of participation in pools of residential mortgages | $3,481,000 | 3,496 |
| Issued or guaranteed by U.S. | $3,481,000 | 3,483 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $288,000 | 3,054 |
| CMOs issued by government agencies or sponsored agencies | $288,000 | 2,751 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $5,929,000 | 6,408 |
| Total debt securities | $5,929,000 | 7,103 |
| 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 | $6,304,000 | 7,116 |
| U.S. Government securities | $4,802,000 | 6,999 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $4,802,000 | 6,857 |
| Securities issued by states & political subdivisions | $1,502,000 | 4,659 |
| 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 | $1,331,000 | 6,192 |
| Mortgage-backed securities | $4,021,000 | 3,931 |
| Certificates of participation in pools of residential mortgages | $3,718,000 | 3,446 |
| Issued or guaranteed by U.S. | $3,718,000 | 3,432 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $303,000 | 3,039 |
| CMOs issued by government agencies or sponsored agencies | $303,000 | 2,737 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $6,304,000 | 6,385 |
| Total debt securities | $6,304,000 | 7,058 |
| 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 | $6,591,000 | 7,083 |
| U.S. Government securities | $5,045,000 | 6,933 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $5,045,000 | 6,781 |
| Securities issued by states & political subdivisions | $1,546,000 | 4,656 |
| 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 | $1,237,000 | 6,255 |
| Mortgage-backed securities | $4,261,000 | 3,887 |
| Certificates of participation in pools of residential mortgages | $3,943,000 | 3,388 |
| Issued or guaranteed by U.S. | $3,943,000 | 3,375 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $318,000 | 3,032 |
| CMOs issued by government agencies or sponsored agencies | $318,000 | 2,742 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $6,591,000 | 6,350 |
| Total debt securities | $6,591,000 | 7,025 |
| 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 | $6,921,000 | 7,027 |
| U.S. Government securities | $5,361,000 | 6,853 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,361,000 | 6,711 |
| Securities issued by states & political subdivisions | $1,560,000 | 4,649 |
| 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 | $1,248,000 | 6,277 |
| Mortgage-backed securities | $4,569,000 | 3,837 |
| Certificates of participation in pools of residential mortgages | $4,226,000 | 3,350 |
| Issued or guaranteed by U.S. | $4,226,000 | 3,336 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $343,000 | 3,029 |
| CMOs issued by government agencies or sponsored agencies | $343,000 | 2,734 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $6,921,000 | 6,262 |
| Total debt securities | $6,921,000 | 6,966 |
| 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 | $7,473,000 | 6,954 |
| U.S. Government securities | $5,927,000 | 6,721 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $5,927,000 | 6,579 |
| Securities issued by states & political subdivisions | $1,546,000 | 4,641 |
| 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 | $1,029,000 | 6,403 |
| Mortgage-backed securities | $4,930,000 | 3,811 |
| Certificates of participation in pools of residential mortgages | $4,566,000 | 3,313 |
| Issued or guaranteed by U.S. | $4,566,000 | 3,299 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $364,000 | 3,052 |
| CMOs issued by government agencies or sponsored agencies | $364,000 | 2,770 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $7,473,000 | 6,174 |
| Total debt securities | $7,473,000 | 6,893 |
| 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 | $7,661,000 | 6,963 |
| U.S. Government securities | $6,123,000 | 6,723 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,123,000 | 6,566 |
| Securities issued by states & political subdivisions | $1,538,000 | 4,668 |
| 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 | $1,025,000 | 6,457 |
| Mortgage-backed securities | $5,637,000 | 3,727 |
| Certificates of participation in pools of residential mortgages | $5,261,000 | 3,203 |
| Issued or guaranteed by U.S. | $5,261,000 | 3,197 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $376,000 | 3,090 |
| CMOs issued by government agencies or sponsored agencies | $376,000 | 2,814 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $7,661,000 | 6,185 |
| Total debt securities | $7,661,000 | 6,908 |
| 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 | $7,543,000 | 6,995 |
| U.S. Government securities | $6,017,000 | 6,777 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,017,000 | 6,621 |
| Securities issued by states & political subdivisions | $1,526,000 | 4,682 |
| 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 | $555,000 | 6,765 |
| Mortgage-backed securities | $5,519,000 | 3,779 |
| Certificates of participation in pools of residential mortgages | $5,118,000 | 3,266 |
| Issued or guaranteed by U.S. | $5,118,000 | 3,255 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $401,000 | 3,110 |
| CMOs issued by government agencies or sponsored agencies | $401,000 | 2,831 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $7,543,000 | 6,219 |
| Total debt securities | $7,543,000 | 6,937 |
| 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 | $8,509,000 | 6,815 |
| U.S. Government securities | $6,978,000 | 6,505 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $6,978,000 | 6,345 |
| Securities issued by states & political subdivisions | $1,531,000 | 4,694 |
| 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 | $600,000 | 6,762 |
| Mortgage-backed securities | $5,877,000 | 3,740 |
| Certificates of participation in pools of residential mortgages | $5,455,000 | 3,202 |
| Issued or guaranteed by U.S. | $5,455,000 | 3,196 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $422,000 | 3,111 |
| CMOs issued by government agencies or sponsored agencies | $422,000 | 2,843 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $8,509,000 | 6,048 |
| Total debt securities | $8,510,000 | 6,756 |
| 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 | $9,226,000 | 6,743 |
| U.S. Government securities | $7,669,000 | 6,388 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $7,669,000 | 6,217 |
| Securities issued by states & political subdivisions | $1,557,000 | 4,689 |
| 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 | $594,000 | 6,804 |
| Mortgage-backed securities | $6,093,000 | 3,748 |
| Certificates of participation in pools of residential mortgages | $5,666,000 | 3,217 |
| Issued or guaranteed by U.S. | $5,666,000 | 3,209 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $427,000 | 3,162 |
| CMOs issued by government agencies or sponsored agencies | $427,000 | 2,904 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $9,226,000 | 5,984 |
| Total debt securities | $9,226,000 | 6,674 |
| 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 | $10,630,000 | 6,439 |
| U.S. Government securities | $9,539,000 | 5,856 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $9,539,000 | 5,700 |
| Securities issued by states & political subdivisions | $1,091,000 | 5,080 |
| 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 | $6,835,000 | 3,609 |
| Certificates of participation in pools of residential mortgages | $6,356,000 | 3,072 |
| Issued or guaranteed by U.S. | $6,356,000 | 3,061 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $479,000 | 3,198 |
| CMOs issued by government agencies or sponsored agencies | $479,000 | 2,929 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $10,630,000 | 5,701 |
| Total debt securities | $10,630,000 | 6,352 |
| 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 | $11,603,000 | 6,279 |
| U.S. Government securities | $10,525,000 | 5,650 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $10,525,000 | 5,489 |
| Securities issued by states & political subdivisions | $1,078,000 | 5,139 |
| 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 | $7,924,000 | 3,360 |
| Certificates of participation in pools of residential mortgages | $7,437,000 | 2,874 |
| Issued or guaranteed by U.S. | $7,437,000 | 2,860 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $487,000 | 3,205 |
| CMOs issued by government agencies or sponsored agencies | $487,000 | 3,053 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $11,603,000 | 5,558 |
| Total debt securities | $11,603,000 | 6,195 |
| 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 | $8,535,000 | 6,879 |
| U.S. Government securities | $7,983,000 | 6,176 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $7,983,000 | 5,993 |
| Securities issued by states & political subdivisions | $552,000 | 5,744 |
| 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 | $4,343,000 | 4,252 |
| Certificates of participation in pools of residential mortgages | $4,343,000 | 3,625 |
| Issued or guaranteed by U.S. | $4,343,000 | 3,613 |
| 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) | $8,535,000 | 6,100 |
| Total debt securities | $8,535,000 | 6,789 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,773 |
| Fair value | $509,000 | 1,786 |
| 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 | $9,514,000 | 6,599 |
| U.S. Government securities | $9,305,000 | 5,729 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $9,305,000 | 5,550 |
| Securities issued by states & political subdivisions | $209,000 | 6,358 |
| 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 | $3,659,000 | 4,555 |
| Certificates of participation in pools of residential mortgages | $3,659,000 | 3,889 |
| Issued or guaranteed by U.S. | $3,659,000 | 3,878 |
| 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) | $9,514,000 | 5,844 |
| Total debt securities | $9,516,000 | 6,498 |
| Structured notes | ||
| Amortized cost | $1,302,000 | 1,096 |
| Fair value | $1,317,000 | 1,095 |
| 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 | $9,947,000 | 6,512 |
| U.S. Government securities | $9,743,000 | 5,638 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $9,743,000 | 5,456 |
| Securities issued by states & political subdivisions | $204,000 | 6,365 |
| 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 | $4,655,000 | 4,262 |
| Certificates of participation in pools of residential mortgages | $4,655,000 | 3,524 |
| Issued or guaranteed by U.S. | $4,655,000 | 3,514 |
| 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) | $9,947,000 | 5,734 |
| Total debt securities | $9,947,000 | 6,417 |
| Structured notes | ||
| Amortized cost | $1,306,000 | 829 |
| Fair value | $1,321,000 | 828 |
| 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 | $9,967,000 | 6,518 |
| U.S. Government securities | $9,967,000 | 5,596 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $9,967,000 | 5,400 |
| 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 | $4,831,000 | 4,209 |
| Certificates of participation in pools of residential mortgages | $4,831,000 | 3,453 |
| Issued or guaranteed by U.S. | $4,831,000 | 3,438 |
| 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) | $9,967,000 | 5,726 |
| Total debt securities | $9,966,000 | 6,417 |
| Structured notes | ||
| Amortized cost | $1,005,000 | 745 |
| Fair value | $1,023,000 | 785 |
| 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 | $10,269,000 | 6,443 |
| U.S. Government securities | $10,269,000 | 5,451 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $10,269,000 | 5,207 |
| 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 | $4,144,000 | 4,254 |
| Certificates of participation in pools of residential mortgages | $4,144,000 | 3,417 |
| Issued or guaranteed by U.S. | $4,144,000 | 3,404 |
| 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) | $10,269,000 | 5,558 |
| Total debt securities | $10,269,000 | 6,345 |
| 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 | $9,203,000 | 7,041 |
| U.S. Government securities | $9,074,000 | 6,162 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $9,074,000 | 5,812 |
| 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 | $129,000 | 6,482 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,718,000 | 5,846 |
| Mortgage-backed securities | $1,148,000 | 5,404 |
| Certificates of participation in pools of residential mortgages | $1,148,000 | 4,638 |
| Issued or guaranteed by U.S. | $1,148,000 | 4,622 |
| 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) | $9,203,000 | 5,939 |
| Total debt securities | $9,074,000 | 6,939 |
| 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 | $7,893,000 | 7,684 |
| U.S. Government securities | $7,779,000 | 6,870 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $7,779,000 | 6,340 |
| 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 | $114,000 | 6,597 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,629,000 | 5,925 |
| Mortgage-backed securities | $1,406,000 | 5,496 |
| Certificates of participation in pools of residential mortgages | $1,406,000 | 4,649 |
| Issued or guaranteed by U.S. | $1,406,000 | 4,635 |
| 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) | $7,893,000 | 6,472 |
| Total debt securities | $7,779,000 | 7,600 |
| 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 | $8,371,000 | 7,583 |
| U.S. Government securities | $8,371,000 | 6,613 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $8,371,000 | 5,768 |
| 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 | $0 | 8,258 |
| 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 | $2,025,000 | 5,297 |
| Certificates of participation in pools of residential mortgages | $2,025,000 | 4,363 |
| Issued or guaranteed by U.S. | $2,025,000 | 4,343 |
| 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) | $8,371,000 | 6,242 |
| Total debt securities | $8,371,000 | 7,450 |
| 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 | $5,051,000 | 9,219 |
| U.S. Government securities | $5,051,000 | 8,530 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $5,051,000 | 7,241 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | 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) | $5,051,000 | 7,452 |
| Total debt securities | $5,051,000 | 9,074 |
| 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 |