Home > Heartland State Bank > Securities
Heartland State Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $44,583,000 | 2,743 |
| U.S. Government securities | $35,792,000 | 2,263 |
| U.S. Treasury securities | $15,963,000 | 1,047 |
| U.S. Government agency obligations | $19,829,000 | 2,597 |
| Securities issued by states & political subdivisions | $8,754,000 | 2,563 |
| Other domestic debt securities | $37,000 | 2,310 |
| Privately issued residential mortgage-backed securities | $37,000 | 634 |
| 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 | $13,819,000 | 2,695 |
| Mortgage-backed securities | $8,451,000 | 2,709 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,208,000 | 2,426 |
| Privately issued | $37,000 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,718,000 | 1,971 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $488,000 | 1,386 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $1,418,000 | 1,456 |
| Available-for-sale securities (fair market value) | $43,165,000 | 2,560 |
| Total debt securities | $44,583,000 | 2,724 |
| Structured notes | ||
| Amortized cost | $500,000 | 939 |
| Fair value | $474,000 | 979 |
| 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 | $43,578,000 | 2,761 |
| U.S. Government securities | $34,322,000 | 2,302 |
| U.S. Treasury securities | $15,548,000 | 1,118 |
| U.S. Government agency obligations | $18,774,000 | 2,641 |
| Securities issued by states & political subdivisions | $9,219,000 | 2,521 |
| Other domestic debt securities | $37,000 | 2,322 |
| Privately issued residential mortgage-backed securities | $37,000 | 615 |
| 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 | $13,583,000 | 2,672 |
| Mortgage-backed securities | $7,773,000 | 2,752 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,552,000 | 2,494 |
| Privately issued | $37,000 | 184 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,703,000 | 1,938 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $481,000 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $1,533,000 | 1,466 |
| Available-for-sale securities (fair market value) | $42,045,000 | 2,557 |
| Total debt securities | $43,579,000 | 2,744 |
| Structured notes | ||
| Amortized cost | $500,000 | 962 |
| Fair value | $456,000 | 1,003 |
| 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 | $45,754,000 | 2,759 |
| U.S. Government securities | $36,067,000 | 2,288 |
| U.S. Treasury securities | $17,113,000 | 1,060 |
| U.S. Government agency obligations | $18,954,000 | 2,695 |
| Securities issued by states & political subdivisions | $9,650,000 | 2,535 |
| Other domestic debt securities | $37,000 | 2,344 |
| Privately issued residential mortgage-backed securities | $37,000 | 622 |
| 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 | $13,658,000 | 2,654 |
| Mortgage-backed securities | $7,834,000 | 2,788 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,998,000 | 2,487 |
| Privately issued | $37,000 | 196 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,314,000 | 2,049 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $485,000 | 1,351 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $1,533,000 | 1,483 |
| Available-for-sale securities (fair market value) | $44,221,000 | 2,561 |
| Total debt securities | $45,755,000 | 2,743 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,012 |
| Fair value | $454,000 | 1,061 |
| 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 | $46,541,000 | 2,815 |
| U.S. Government securities | $37,056,000 | 2,329 |
| U.S. Treasury securities | $17,236,000 | 1,138 |
| U.S. Government agency obligations | $19,820,000 | 2,656 |
| Securities issued by states & political subdivisions | $9,414,000 | 2,604 |
| Other domestic debt securities | $71,000 | 2,380 |
| Privately issued residential mortgage-backed securities | $71,000 | 627 |
| 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 | $13,970,000 | 2,548 |
| Mortgage-backed securities | $8,126,000 | 2,816 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,198,000 | 2,508 |
| Privately issued | $71,000 | 199 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,366,000 | 2,068 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $491,000 | 1,371 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $1,686,000 | 1,513 |
| Available-for-sale securities (fair market value) | $44,855,000 | 2,622 |
| Total debt securities | $46,540,000 | 2,795 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,040 |
| Fair value | $460,000 | 1,083 |
| 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 | $45,217,000 | 2,883 |
| U.S. Government securities | $35,535,000 | 2,398 |
| U.S. Treasury securities | $17,010,000 | 1,174 |
| U.S. Government agency obligations | $18,525,000 | 2,721 |
| Securities issued by states & political subdivisions | $9,611,000 | 2,630 |
| Other domestic debt securities | $71,000 | 2,417 |
| Privately issued residential mortgage-backed securities | $71,000 | 644 |
| 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 | $7,623,000 | 2,913 |
| Mortgage-backed securities | $7,745,000 | 2,880 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,808,000 | 2,567 |
| Privately issued | $71,000 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,378,000 | 2,083 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $488,000 | 1,366 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $1,686,000 | 1,523 |
| Available-for-sale securities (fair market value) | $43,531,000 | 2,684 |
| Total debt securities | $45,217,000 | 2,864 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,066 |
| Fair value | $453,000 | 1,112 |
| 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 | $44,073,000 | 2,931 |
| U.S. Government securities | $34,276,000 | 2,460 |
| U.S. Treasury securities | $16,796,000 | 1,213 |
| U.S. Government agency obligations | $17,480,000 | 2,810 |
| Securities issued by states & political subdivisions | $9,726,000 | 2,632 |
| Other domestic debt securities | $71,000 | 2,378 |
| Privately issued residential mortgage-backed securities | $71,000 | 639 |
| 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 | $7,531,000 | 2,873 |
| Mortgage-backed securities | $7,779,000 | 2,891 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,314,000 | 2,542 |
| Privately issued | $71,000 | 206 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $909,000 | 2,241 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $485,000 | 1,381 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $1,801,000 | 1,491 |
| Available-for-sale securities (fair market value) | $42,272,000 | 2,736 |
| Total debt securities | $44,075,000 | 2,910 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,055 |
| Fair value | $445,000 | 1,103 |
| 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 | $44,344,000 | 2,961 |
| U.S. Government securities | $34,557,000 | 2,488 |
| U.S. Treasury securities | $17,300,000 | 1,181 |
| U.S. Government agency obligations | $17,257,000 | 2,860 |
| Securities issued by states & political subdivisions | $9,716,000 | 2,693 |
| Other domestic debt securities | $71,000 | 2,240 |
| Privately issued residential mortgage-backed securities | $71,000 | 649 |
| 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 | $3,162,000 | 3,395 |
| Mortgage-backed securities | $7,685,000 | 2,931 |
| Certificates of participation in pools of residential mortgages | $6,429,000 | 2,638 |
| Issued or guaranteed by U.S. | $6,358,000 | 2,571 |
| Privately issued | $71,000 | 210 |
| Collaterized mortgage obligations | $754,000 | 2,403 |
| CMOs issued by government agencies or sponsored agencies | $754,000 | 2,330 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $502,000 | 1,870 |
| Commercial mortgage pass-through securities | $502,000 | 1,371 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $1,801,000 | 1,419 |
| Available-for-sale securities (fair market value) | $42,543,000 | 2,784 |
| Total debt securities | $44,344,000 | 2,945 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,031 |
| Fair value | $468,000 | 1,070 |
| 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 | $40,951,000 | 3,031 |
| U.S. Government securities | $33,324,000 | 2,493 |
| U.S. Treasury securities | $15,676,000 | 1,103 |
| U.S. Government agency obligations | $17,648,000 | 2,824 |
| Securities issued by states & political subdivisions | $7,523,000 | 2,894 |
| Other domestic debt securities | $104,000 | 2,213 |
| Privately issued residential mortgage-backed securities | $104,000 | 622 |
| 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 | $2,995,000 | 3,411 |
| Mortgage-backed securities | $7,864,000 | 2,929 |
| Certificates of participation in pools of residential mortgages | $7,006,000 | 2,579 |
| Issued or guaranteed by U.S. | $6,902,000 | 2,526 |
| Privately issued | $104,000 | 212 |
| Collaterized mortgage obligations | $347,000 | 2,586 |
| CMOs issued by government agencies or sponsored agencies | $347,000 | 2,515 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $511,000 | 1,854 |
| Commercial mortgage pass-through securities | $511,000 | 1,358 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $1,949,000 | 1,312 |
| Available-for-sale securities (fair market value) | $39,002,000 | 2,891 |
| Total debt securities | $40,951,000 | 3,016 |
| 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 | $39,340,000 | 2,987 |
| U.S. Government securities | $31,999,000 | 2,403 |
| U.S. Treasury securities | $16,565,000 | 779 |
| U.S. Government agency obligations | $15,434,000 | 2,930 |
| Securities issued by states & political subdivisions | $7,237,000 | 2,962 |
| Other domestic debt securities | $104,000 | 2,187 |
| Privately issued residential mortgage-backed securities | $104,000 | 594 |
| 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 | $3,061,000 | 3,420 |
| Mortgage-backed securities | $7,169,000 | 2,995 |
| Certificates of participation in pools of residential mortgages | $6,221,000 | 2,663 |
| Issued or guaranteed by U.S. | $6,117,000 | 2,595 |
| Privately issued | $104,000 | 220 |
| Collaterized mortgage obligations | $409,000 | 2,538 |
| CMOs issued by government agencies or sponsored agencies | $409,000 | 2,480 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $539,000 | 1,819 |
| Commercial mortgage pass-through securities | $539,000 | 1,338 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $1,949,000 | 1,215 |
| Available-for-sale securities (fair market value) | $37,391,000 | 2,889 |
| Total debt securities | $39,341,000 | 2,970 |
| 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 | $28,037,000 | 3,319 |
| U.S. Government securities | $20,818,000 | 2,819 |
| U.S. Treasury securities | $7,809,000 | 973 |
| U.S. Government agency obligations | $13,009,000 | 3,084 |
| Securities issued by states & political subdivisions | $7,115,000 | 2,971 |
| Other domestic debt securities | $104,000 | 2,145 |
| Privately issued residential mortgage-backed securities | $104,000 | 571 |
| 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 | $3,164,000 | 3,426 |
| Mortgage-backed securities | $7,167,000 | 3,012 |
| Certificates of participation in pools of residential mortgages | $6,151,000 | 2,684 |
| Issued or guaranteed by U.S. | $6,047,000 | 2,624 |
| Privately issued | $104,000 | 206 |
| Collaterized mortgage obligations | $471,000 | 2,542 |
| CMOs issued by government agencies or sponsored agencies | $471,000 | 2,484 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $545,000 | 1,834 |
| Commercial mortgage pass-through securities | $545,000 | 1,350 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $2,034,000 | 1,188 |
| Available-for-sale securities (fair market value) | $26,003,000 | 3,196 |
| Total debt securities | $28,037,000 | 3,299 |
| 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 | $29,519,000 | 3,216 |
| U.S. Government securities | $21,504,000 | 2,733 |
| U.S. Treasury securities | $7,828,000 | 882 |
| U.S. Government agency obligations | $13,676,000 | 3,013 |
| Securities issued by states & political subdivisions | $7,911,000 | 2,882 |
| Other domestic debt securities | $104,000 | 2,144 |
| Privately issued residential mortgage-backed securities | $104,000 | 580 |
| 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 | $3,435,000 | 3,381 |
| Mortgage-backed securities | $7,573,000 | 2,966 |
| Certificates of participation in pools of residential mortgages | $6,534,000 | 2,622 |
| Issued or guaranteed by U.S. | $6,430,000 | 2,556 |
| Privately issued | $104,000 | 224 |
| Collaterized mortgage obligations | $488,000 | 2,519 |
| CMOs issued by government agencies or sponsored agencies | $488,000 | 2,467 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $551,000 | 1,827 |
| Commercial mortgage pass-through securities | $551,000 | 1,356 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $2,834,000 | 1,085 |
| Available-for-sale securities (fair market value) | $26,685,000 | 3,142 |
| Total debt securities | $29,519,000 | 3,195 |
| 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 | $12,229,000 | 3,949 |
| U.S. Government securities | $6,524,000 | 3,721 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $6,524,000 | 3,539 |
| Securities issued by states & political subdivisions | $5,570,000 | 3,129 |
| Other domestic debt securities | $135,000 | 2,126 |
| Privately issued residential mortgage-backed securities | $135,000 | 580 |
| 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 | $3,522,000 | 3,356 |
| Mortgage-backed securities | $3,433,000 | 3,362 |
| Certificates of participation in pools of residential mortgages | $3,433,000 | 2,979 |
| Issued or guaranteed by U.S. | $3,298,000 | 2,910 |
| Privately issued | $135,000 | 234 |
| 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) | $3,163,000 | 1,031 |
| Available-for-sale securities (fair market value) | $9,066,000 | 3,919 |
| Total debt securities | $12,229,000 | 3,922 |
| 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 | $10,767,000 | 3,973 |
| U.S. Government securities | $5,502,000 | 3,734 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $5,502,000 | 3,588 |
| Securities issued by states & political subdivisions | $5,130,000 | 3,176 |
| Other domestic debt securities | $135,000 | 2,062 |
| Privately issued residential mortgage-backed securities | $135,000 | 557 |
| 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 | $3,554,000 | 3,350 |
| Mortgage-backed securities | $3,786,000 | 3,305 |
| Certificates of participation in pools of residential mortgages | $3,786,000 | 2,887 |
| Issued or guaranteed by U.S. | $3,651,000 | 2,830 |
| Privately issued | $135,000 | 216 |
| 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) | $3,164,000 | 1,006 |
| Available-for-sale securities (fair market value) | $7,603,000 | 3,971 |
| Total debt securities | $10,767,000 | 3,947 |
| 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 | $9,856,000 | 4,023 |
| U.S. Government securities | $5,215,000 | 3,780 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $5,215,000 | 3,624 |
| Securities issued by states & political subdivisions | $4,506,000 | 3,190 |
| Other domestic debt securities | $135,000 | 2,037 |
| Privately issued residential mortgage-backed securities | $135,000 | 560 |
| 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 | $3,564,000 | 3,376 |
| Mortgage-backed securities | $3,483,000 | 3,352 |
| Certificates of participation in pools of residential mortgages | $3,483,000 | 2,907 |
| Issued or guaranteed by U.S. | $3,348,000 | 2,847 |
| Privately issued | $135,000 | 222 |
| 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) | $3,165,000 | 999 |
| Available-for-sale securities (fair market value) | $6,691,000 | 4,008 |
| Total debt securities | $9,850,000 | 3,998 |
| 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 | $7,635,000 | 4,189 |
| U.S. Government securities | $3,947,000 | 3,980 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $3,947,000 | 3,810 |
| Securities issued by states & political subdivisions | $3,553,000 | 3,299 |
| Other domestic debt securities | $135,000 | 1,980 |
| Privately issued residential mortgage-backed securities | $135,000 | 539 |
| 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 | $3,557,000 | 3,405 |
| Mortgage-backed securities | $1,973,000 | 3,612 |
| Certificates of participation in pools of residential mortgages | $1,973,000 | 3,226 |
| Issued or guaranteed by U.S. | $1,838,000 | 3,180 |
| Privately issued | $135,000 | 218 |
| 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) | $3,205,000 | 1,005 |
| Available-for-sale securities (fair market value) | $4,430,000 | 4,208 |
| Total debt securities | $7,635,000 | 4,165 |
| 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 | $6,063,000 | 4,345 |
| U.S. Government securities | $1,864,000 | 4,353 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,864,000 | 4,220 |
| Securities issued by states & political subdivisions | $4,035,000 | 3,154 |
| Other domestic debt securities | $164,000 | 1,912 |
| Privately issued residential mortgage-backed securities | $164,000 | 548 |
| 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 | $3,530,000 | 3,413 |
| Mortgage-backed securities | $461,000 | 3,944 |
| Certificates of participation in pools of residential mortgages | $461,000 | 3,730 |
| Issued or guaranteed by U.S. | $297,000 | 3,717 |
| Privately issued | $164,000 | 228 |
| 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) | $3,694,000 | 977 |
| Available-for-sale securities (fair market value) | $2,369,000 | 4,419 |
| Total debt securities | $6,062,000 | 4,321 |
| 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 | $6,023,000 | 4,397 |
| U.S. Government securities | $1,822,000 | 4,449 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,822,000 | 4,308 |
| Securities issued by states & political subdivisions | $4,037,000 | 3,166 |
| Other domestic debt securities | $164,000 | 1,883 |
| Privately issued residential mortgage-backed securities | $164,000 | 520 |
| 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 | $3,510,000 | 3,483 |
| Mortgage-backed securities | $462,000 | 3,954 |
| Certificates of participation in pools of residential mortgages | $462,000 | 3,734 |
| Issued or guaranteed by U.S. | $298,000 | 3,747 |
| Privately issued | $164,000 | 209 |
| 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) | $3,695,000 | 1,020 |
| Available-for-sale securities (fair market value) | $2,328,000 | 4,491 |
| Total debt securities | $6,024,000 | 4,377 |
| 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 | $6,176,000 | 4,461 |
| U.S. Government securities | $1,860,000 | 4,536 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,860,000 | 4,393 |
| Securities issued by states & political subdivisions | $4,151,000 | 3,175 |
| Other domestic debt securities | $165,000 | 1,934 |
| Privately issued residential mortgage-backed securities | $165,000 | 560 |
| 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 | $2,979,000 | 3,658 |
| Mortgage-backed securities | $480,000 | 3,993 |
| Certificates of participation in pools of residential mortgages | $480,000 | 3,764 |
| Issued or guaranteed by U.S. | $315,000 | 3,767 |
| Privately issued | $165,000 | 245 |
| 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) | $3,809,000 | 1,070 |
| Available-for-sale securities (fair market value) | $2,367,000 | 4,573 |
| Total debt securities | $6,176,000 | 4,438 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $6,210,000 | 4,523 |
| U.S. Government securities | $1,855,000 | 4,606 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,855,000 | 4,453 |
| Securities issued by states & political subdivisions | $4,191,000 | 3,208 |
| Other domestic debt securities | $164,000 | 1,919 |
| Privately issued residential mortgage-backed securities | $164,000 | 530 |
| 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 | $2,978,000 | 3,716 |
| Mortgage-backed securities | $491,000 | 4,003 |
| Certificates of participation in pools of residential mortgages | $491,000 | 3,772 |
| Issued or guaranteed by U.S. | $327,000 | 3,790 |
| Privately issued | $164,000 | 203 |
| 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) | $3,850,000 | 1,107 |
| Available-for-sale securities (fair market value) | $2,360,000 | 4,614 |
| Total debt securities | $6,209,000 | 4,498 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $6,217,000 | 4,576 |
| U.S. Government securities | $1,836,000 | 4,662 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,836,000 | 4,511 |
| Securities issued by states & political subdivisions | $4,187,000 | 3,272 |
| Other domestic debt securities | $194,000 | 1,916 |
| Privately issued residential mortgage-backed securities | $194,000 | 528 |
| 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 | $2,977,000 | 3,769 |
| Mortgage-backed securities | $530,000 | 4,022 |
| Certificates of participation in pools of residential mortgages | $530,000 | 3,789 |
| Issued or guaranteed by U.S. | $336,000 | 3,805 |
| Privately issued | $194,000 | 201 |
| 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) | $3,850,000 | 1,117 |
| Available-for-sale securities (fair market value) | $2,367,000 | 4,656 |
| Total debt securities | $6,219,000 | 4,554 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $5,666,000 | 4,675 |
| U.S. Government securities | $1,791,000 | 4,708 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,791,000 | 4,556 |
| Securities issued by states & political subdivisions | $3,681,000 | 3,427 |
| Other domestic debt securities | $194,000 | 1,904 |
| Privately issued residential mortgage-backed securities | $194,000 | 498 |
| 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 | $2,974,000 | 3,801 |
| Mortgage-backed securities | $530,000 | 4,048 |
| Certificates of participation in pools of residential mortgages | $530,000 | 3,816 |
| Issued or guaranteed by U.S. | $336,000 | 3,848 |
| Privately issued | $194,000 | 169 |
| 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) | $3,351,000 | 1,199 |
| Available-for-sale securities (fair market value) | $2,315,000 | 4,709 |
| Total debt securities | $5,667,000 | 4,656 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $5,768,000 | 4,718 |
| U.S. Government securities | $1,791,000 | 4,778 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,791,000 | 4,626 |
| Securities issued by states & political subdivisions | $3,783,000 | 3,450 |
| Other domestic debt securities | $194,000 | 1,884 |
| Privately issued residential mortgage-backed securities | $194,000 | 451 |
| 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 | $3,073,000 | 3,809 |
| Mortgage-backed securities | $539,000 | 4,098 |
| Certificates of participation in pools of residential mortgages | $539,000 | 3,864 |
| Issued or guaranteed by U.S. | $345,000 | 3,935 |
| Privately issued | $194,000 | 109 |
| 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) | $3,453,000 | 1,202 |
| Available-for-sale securities (fair market value) | $2,315,000 | 4,777 |
| Total debt securities | $5,768,000 | 4,699 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $6,840,000 | 4,661 |
| U.S. Government securities | $2,075,000 | 4,760 |
| U.S. Treasury securities | $250,000 | 1,420 |
| U.S. Government agency obligations | $1,825,000 | 4,654 |
| Securities issued by states & political subdivisions | $4,571,000 | 3,347 |
| Other domestic debt securities | $194,000 | 2,076 |
| Privately issued residential mortgage-backed securities | $194,000 | 708 |
| 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 | $3,800,000 | 3,693 |
| Mortgage-backed securities | $557,000 | 4,146 |
| Certificates of participation in pools of residential mortgages | $557,000 | 3,910 |
| Issued or guaranteed by U.S. | $363,000 | 3,852 |
| Privately issued | $194,000 | 372 |
| 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) | $3,454,000 | 1,219 |
| Available-for-sale securities (fair market value) | $3,386,000 | 4,738 |
| Total debt securities | $6,840,000 | 4,640 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $5,705,000 | 4,826 |
| U.S. Government securities | $873,000 | 5,089 |
| U.S. Treasury securities | $250,000 | 1,368 |
| U.S. Government agency obligations | $623,000 | 5,006 |
| Securities issued by states & political subdivisions | $4,607,000 | 3,384 |
| Other domestic debt securities | $225,000 | 1,884 |
| Privately issued residential mortgage-backed securities | $225,000 | 411 |
| 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 | $3,872,000 | 3,726 |
| Mortgage-backed securities | $602,000 | 4,172 |
| Certificates of participation in pools of residential mortgages | $602,000 | 3,934 |
| Issued or guaranteed by U.S. | $377,000 | 4,031 |
| Privately issued | $225,000 | 48 |
| 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) | $3,494,000 | 1,251 |
| Available-for-sale securities (fair market value) | $2,211,000 | 4,910 |
| Total debt securities | $5,704,000 | 4,808 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $5,739,000 | 4,896 |
| U.S. Government securities | $897,000 | 5,128 |
| U.S. Treasury securities | $250,000 | 1,273 |
| U.S. Government agency obligations | $647,000 | 5,054 |
| Securities issued by states & political subdivisions | $4,617,000 | 3,454 |
| Other domestic debt securities | $225,000 | 1,884 |
| Privately issued residential mortgage-backed securities | $225,000 | 414 |
| 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 | $3,875,000 | 3,790 |
| Mortgage-backed securities | $624,000 | 4,196 |
| Certificates of participation in pools of residential mortgages | $624,000 | 3,968 |
| Issued or guaranteed by U.S. | $399,000 | 4,073 |
| Privately issued | $225,000 | 45 |
| 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) | $3,495,000 | 1,281 |
| Available-for-sale securities (fair market value) | $2,244,000 | 4,967 |
| Total debt securities | $5,739,000 | 4,873 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $5,946,000 | 4,937 |
| U.S. Government securities | $1,144,000 | 5,120 |
| U.S. Treasury securities | $250,000 | 1,253 |
| U.S. Government agency obligations | $894,000 | 5,062 |
| Securities issued by states & political subdivisions | $4,802,000 | 3,450 |
| 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 | $4,061,000 | 3,799 |
| Mortgage-backed securities | $419,000 | 4,339 |
| Certificates of participation in pools of residential mortgages | $419,000 | 4,125 |
| Issued or guaranteed by U.S. | $419,000 | 4,121 |
| 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) | $3,676,000 | 1,307 |
| Available-for-sale securities (fair market value) | $2,270,000 | 5,007 |
| Total debt securities | $5,946,000 | 4,912 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $5,793,000 | 4,995 |
| U.S. Government securities | $685,000 | 5,263 |
| U.S. Treasury securities | $250,000 | 1,289 |
| U.S. Government agency obligations | $435,000 | 5,219 |
| Securities issued by states & political subdivisions | $5,108,000 | 3,432 |
| 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 | $4,063,000 | 3,828 |
| Mortgage-backed securities | $435,000 | 4,368 |
| Certificates of participation in pools of residential mortgages | $435,000 | 4,150 |
| Issued or guaranteed by U.S. | $435,000 | 4,145 |
| 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) | $3,678,000 | 1,327 |
| Available-for-sale securities (fair market value) | $2,115,000 | 5,075 |
| Total debt securities | $5,793,000 | 4,972 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $6,609,000 | 4,968 |
| U.S. Government securities | $1,344,000 | 5,199 |
| U.S. Treasury securities | $900,000 | 1,173 |
| U.S. Government agency obligations | $444,000 | 5,293 |
| Securities issued by states & political subdivisions | $5,265,000 | 3,445 |
| 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 | $4,208,000 | 3,843 |
| Mortgage-backed securities | $444,000 | 4,432 |
| Certificates of participation in pools of residential mortgages | $444,000 | 4,215 |
| Issued or guaranteed by U.S. | $444,000 | 4,211 |
| 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) | $3,718,000 | 1,351 |
| Available-for-sale securities (fair market value) | $2,891,000 | 5,045 |
| Total debt securities | $6,609,000 | 4,943 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $5,568,000 | 5,101 |
| U.S. Government securities | $1,358,000 | 5,238 |
| U.S. Treasury securities | $901,000 | 1,155 |
| U.S. Government agency obligations | $457,000 | 5,336 |
| Securities issued by states & political subdivisions | $4,210,000 | 3,664 |
| 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 | $3,604,000 | 3,996 |
| Mortgage-backed securities | $457,000 | 4,455 |
| Certificates of participation in pools of residential mortgages | $457,000 | 4,234 |
| Issued or guaranteed by U.S. | $457,000 | 4,228 |
| 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) | $3,720,000 | 1,366 |
| Available-for-sale securities (fair market value) | $1,848,000 | 5,189 |
| Total debt securities | $5,568,000 | 5,076 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $6,030,000 | 5,107 |
| U.S. Government securities | $1,408,000 | 5,278 |
| U.S. Treasury securities | $903,000 | 1,017 |
| U.S. Government agency obligations | $505,000 | 5,378 |
| Securities issued by states & political subdivisions | $4,622,000 | 3,599 |
| 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 | $3,987,000 | 3,971 |
| Mortgage-backed securities | $505,000 | 4,474 |
| Certificates of participation in pools of residential mortgages | $505,000 | 4,248 |
| Issued or guaranteed by U.S. | $505,000 | 4,244 |
| 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) | $4,102,000 | 1,324 |
| Available-for-sale securities (fair market value) | $1,928,000 | 5,234 |
| Total debt securities | $6,030,000 | 5,085 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $6,558,000 | 5,121 |
| U.S. Government securities | $1,933,000 | 5,256 |
| U.S. Treasury securities | $1,405,000 | 891 |
| U.S. Government agency obligations | $528,000 | 5,476 |
| Securities issued by states & political subdivisions | $4,625,000 | 3,627 |
| 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 | $3,989,000 | 4,042 |
| Mortgage-backed securities | $528,000 | 4,517 |
| Certificates of participation in pools of residential mortgages | $528,000 | 4,292 |
| Issued or guaranteed by U.S. | $528,000 | 4,286 |
| 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) | $4,104,000 | 1,366 |
| Available-for-sale securities (fair market value) | $2,454,000 | 5,241 |
| Total debt securities | $6,558,000 | 5,101 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $6,044,000 | 5,239 |
| U.S. Government securities | $1,408,000 | 5,455 |
| U.S. Treasury securities | $1,404,000 | 920 |
| U.S. Government agency obligations | $4,000 | 5,724 |
| Securities issued by states & political subdivisions | $4,636,000 | 3,629 |
| 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 | $4,169,000 | 4,041 |
| Mortgage-backed securities | $4,000 | 4,965 |
| Certificates of participation in pools of residential mortgages | $4,000 | 4,806 |
| Issued or guaranteed by U.S. | $4,000 | 4,802 |
| 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) | $3,975,000 | 1,415 |
| Available-for-sale securities (fair market value) | $2,069,000 | 5,342 |
| Total debt securities | $6,044,000 | 5,224 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $6,893,000 | 5,202 |
| U.S. Government securities | $2,263,000 | 5,340 |
| U.S. Treasury securities | $2,258,000 | 791 |
| U.S. Government agency obligations | $5,000 | 5,789 |
| Securities issued by states & political subdivisions | $4,630,000 | 3,645 |
| 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 | $2,667,000 | 4,432 |
| Mortgage-backed securities | $5,000 | 5,005 |
| Certificates of participation in pools of residential mortgages | $5,000 | 4,841 |
| Issued or guaranteed by U.S. | $5,000 | 4,835 |
| 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) | $3,977,000 | 1,444 |
| Available-for-sale securities (fair market value) | $2,916,000 | 5,299 |
| Total debt securities | $6,893,000 | 5,179 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $8,459,000 | 5,147 |
| U.S. Government securities | $3,819,000 | 5,151 |
| U.S. Treasury securities | $3,814,000 | 634 |
| U.S. Government agency obligations | $5,000 | 5,885 |
| Securities issued by states & political subdivisions | $4,640,000 | 3,687 |
| 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 | $3,248,000 | 4,372 |
| Mortgage-backed securities | $5,000 | 5,073 |
| Certificates of participation in pools of residential mortgages | $5,000 | 4,903 |
| Issued or guaranteed by U.S. | $5,000 | 4,896 |
| 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) | $4,166,000 | 1,428 |
| Available-for-sale securities (fair market value) | $4,293,000 | 5,229 |
| Total debt securities | $8,461,000 | 5,122 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $9,491,000 | 5,126 |
| U.S. Government securities | $4,920,000 | 5,079 |
| U.S. Treasury securities | $4,914,000 | 579 |
| U.S. Government agency obligations | $6,000 | 5,960 |
| Securities issued by states & political subdivisions | $4,571,000 | 3,705 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $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 | $3,267,000 | 4,406 |
| Mortgage-backed securities | $6,000 | 5,144 |
| Certificates of participation in pools of residential mortgages | $6,000 | 4,974 |
| Issued or guaranteed by U.S. | $6,000 | 4,969 |
| 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) | $2,350,000 | 1,677 |
| Available-for-sale securities (fair market value) | $7,141,000 | 5,002 |
| Total debt securities | $9,491,000 | 5,106 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $4,923,000 | 5,664 |
| U.S. Government securities | $759,000 | 5,908 |
| U.S. Treasury securities | $252,000 | 1,255 |
| U.S. Government agency obligations | $507,000 | 5,873 |
| Securities issued by states & political subdivisions | $4,164,000 | 3,787 |
| 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 | $3,847,000 | 4,322 |
| Mortgage-backed securities | $7,000 | 5,187 |
| Certificates of participation in pools of residential mortgages | $7,000 | 5,016 |
| Issued or guaranteed by U.S. | $7,000 | 5,007 |
| 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) | $2,388,000 | 1,667 |
| Available-for-sale securities (fair market value) | $2,535,000 | 5,536 |
| Total debt securities | $4,923,000 | 5,639 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,664 |
| Fair value | $500,000 | 1,700 |
| 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 | $4,785,000 | 5,784 |
| U.S. Government securities | $505,000 | 6,058 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $505,000 | 5,961 |
| Securities issued by states & political subdivisions | $4,280,000 | 3,807 |
| 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 | $3,845,000 | 4,394 |
| Mortgage-backed securities | $7,000 | 5,286 |
| Certificates of participation in pools of residential mortgages | $7,000 | 5,102 |
| Issued or guaranteed by U.S. | $7,000 | 5,094 |
| 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) | $2,388,000 | 1,693 |
| Available-for-sale securities (fair market value) | $2,397,000 | 5,652 |
| Total debt securities | $4,785,000 | 5,764 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,752 |
| Fair value | $498,000 | 1,799 |
| 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 | $4,893,000 | 5,852 |
| U.S. Government securities | $505,000 | 6,140 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $505,000 | 6,050 |
| Securities issued by states & political subdivisions | $4,388,000 | 3,834 |
| 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 | $3,851,000 | 4,440 |
| Mortgage-backed securities | $8,000 | 5,363 |
| Certificates of participation in pools of residential mortgages | $8,000 | 5,178 |
| Issued or guaranteed by U.S. | $8,000 | 5,172 |
| 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) | $2,388,000 | 1,709 |
| Available-for-sale securities (fair market value) | $2,505,000 | 5,725 |
| Total debt securities | $4,893,000 | 5,831 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,862 |
| Fair value | $497,000 | 1,913 |
| 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 | $4,886,000 | 5,926 |
| U.S. Government securities | $505,000 | 6,206 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $505,000 | 6,112 |
| Securities issued by states & political subdivisions | $4,381,000 | 3,863 |
| 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 | $4,654,000 | 4,285 |
| Mortgage-backed securities | $8,000 | 5,415 |
| Certificates of participation in pools of residential mortgages | $8,000 | 5,228 |
| Issued or guaranteed by U.S. | $8,000 | 5,223 |
| 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) | $2,388,000 | 1,724 |
| Available-for-sale securities (fair market value) | $2,498,000 | 5,792 |
| Total debt securities | $4,886,000 | 5,906 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,912 |
| Fair value | $497,000 | 1,965 |
| 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 | $5,032,000 | 5,954 |
| U.S. Government securities | $504,000 | 6,263 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $504,000 | 6,162 |
| Securities issued by states & political subdivisions | $4,528,000 | 3,849 |
| 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 | $4,824,000 | 4,266 |
| Mortgage-backed securities | $9,000 | 5,462 |
| Certificates of participation in pools of residential mortgages | $9,000 | 5,277 |
| Issued or guaranteed by U.S. | $9,000 | 5,270 |
| 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) | $2,427,000 | 1,718 |
| Available-for-sale securities (fair market value) | $2,605,000 | 5,824 |
| Total debt securities | $5,032,000 | 5,930 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,951 |
| Fair value | $495,000 | 2,015 |
| 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 | $5,267,000 | 5,971 |
| U.S. Government securities | $501,000 | 6,328 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $501,000 | 6,226 |
| Securities issued by states & political subdivisions | $4,766,000 | 3,818 |
| 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 | $5,216,000 | 4,186 |
| Mortgage-backed securities | $9,000 | 5,511 |
| Certificates of participation in pools of residential mortgages | $9,000 | 5,327 |
| Issued or guaranteed by U.S. | $9,000 | 5,319 |
| 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) | $2,427,000 | 1,707 |
| Available-for-sale securities (fair market value) | $2,840,000 | 5,857 |
| Total debt securities | $5,267,000 | 5,948 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,949 |
| Fair value | $492,000 | 2,001 |
| 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 | $5,151,000 | 6,043 |
| U.S. Government securities | $502,000 | 6,402 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $502,000 | 6,307 |
| Securities issued by states & political subdivisions | $4,649,000 | 3,856 |
| 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 | $4,094,000 | 4,477 |
| Mortgage-backed securities | $9,000 | 5,565 |
| Certificates of participation in pools of residential mortgages | $9,000 | 5,380 |
| Issued or guaranteed by U.S. | $9,000 | 5,372 |
| 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) | $2,427,000 | 1,675 |
| Available-for-sale securities (fair market value) | $2,724,000 | 5,945 |
| Total debt securities | $5,151,000 | 6,020 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,948 |
| Fair value | $493,000 | 2,002 |
| 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 | $5,142,000 | 6,061 |
| U.S. Government securities | $498,000 | 6,445 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $498,000 | 6,348 |
| Securities issued by states & political subdivisions | $4,644,000 | 3,846 |
| 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 | $4,137,000 | 4,477 |
| Mortgage-backed securities | $9,000 | 5,594 |
| Certificates of participation in pools of residential mortgages | $9,000 | 5,402 |
| Issued or guaranteed by U.S. | $9,000 | 5,392 |
| 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) | $2,427,000 | 1,621 |
| Available-for-sale securities (fair market value) | $2,715,000 | 5,976 |
| Total debt securities | $5,142,000 | 6,035 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,931 |
| Fair value | $489,000 | 2,008 |
| 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 | $5,508,000 | 6,055 |
| U.S. Government securities | $509,000 | 6,488 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $509,000 | 6,387 |
| Securities issued by states & political subdivisions | $4,999,000 | 3,773 |
| 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 | $4,390,000 | 4,447 |
| Mortgage-backed securities | $9,000 | 5,653 |
| Certificates of participation in pools of residential mortgages | $9,000 | 5,453 |
| Issued or guaranteed by U.S. | $9,000 | 5,445 |
| 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) | $2,465,000 | 1,584 |
| Available-for-sale securities (fair market value) | $3,043,000 | 5,981 |
| Total debt securities | $5,508,000 | 6,034 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,980 |
| Fair value | $499,000 | 2,076 |
| 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 | $6,338,000 | 5,998 |
| U.S. Government securities | $1,261,000 | 6,332 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,261,000 | 6,222 |
| Securities issued by states & political subdivisions | $5,077,000 | 3,739 |
| 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 | $5,140,000 | 4,253 |
| Mortgage-backed securities | $10,000 | 5,692 |
| Certificates of participation in pools of residential mortgages | $10,000 | 5,477 |
| Issued or guaranteed by U.S. | $10,000 | 5,471 |
| 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) | $2,465,000 | 1,595 |
| Available-for-sale securities (fair market value) | $3,873,000 | 5,921 |
| Total debt securities | $6,338,000 | 5,968 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,008 |
| Fair value | $499,000 | 2,131 |
| 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 | $6,406,000 | 6,094 |
| U.S. Government securities | $1,314,000 | 6,429 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,314,000 | 6,330 |
| Securities issued by states & political subdivisions | $5,092,000 | 3,730 |
| 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 | $5,472,000 | 4,229 |
| Mortgage-backed securities | $55,000 | 5,659 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $55,000 | 3,714 |
| CMOs issued by government agencies or sponsored agencies | $55,000 | 3,548 |
| 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) | $2,465,000 | 1,626 |
| Available-for-sale securities (fair market value) | $3,941,000 | 5,997 |
| Total debt securities | $6,406,000 | 6,064 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $7,248,000 | 6,031 |
| U.S. Government securities | $1,926,000 | 6,401 |
| U.S. Treasury securities | $500,000 | 907 |
| U.S. Government agency obligations | $1,426,000 | 6,401 |
| Securities issued by states & political subdivisions | $5,322,000 | 3,621 |
| 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 | $5,740,000 | 4,212 |
| Mortgage-backed securities | $162,000 | 5,592 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $162,000 | 3,609 |
| CMOs issued by government agencies or sponsored agencies | $162,000 | 3,442 |
| 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) | $2,465,000 | 1,625 |
| Available-for-sale securities (fair market value) | $4,783,000 | 5,945 |
| Total debt securities | $7,248,000 | 6,005 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $6,229,000 | 6,212 |
| U.S. Government securities | $1,495,000 | 6,563 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,495,000 | 6,467 |
| Securities issued by states & political subdivisions | $4,734,000 | 3,689 |
| 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 | $4,679,000 | 4,474 |
| Mortgage-backed securities | $228,000 | 5,575 |
| Certificates of participation in pools of residential mortgages | $10,000 | 5,656 |
| Issued or guaranteed by U.S. | $10,000 | 5,647 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $218,000 | 3,615 |
| CMOs issued by government agencies or sponsored agencies | $218,000 | 3,440 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $1,890,000 | 1,749 |
| Available-for-sale securities (fair market value) | $4,339,000 | 6,051 |
| Total debt securities | $6,229,000 | 6,185 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $6,396,000 | 6,208 |
| U.S. Government securities | $1,577,000 | 6,567 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,577,000 | 6,475 |
| Securities issued by states & political subdivisions | $4,819,000 | 3,635 |
| 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 | $4,546,000 | 4,308 |
| Mortgage-backed securities | $803,000 | 5,277 |
| Certificates of participation in pools of residential mortgages | $527,000 | 5,050 |
| Issued or guaranteed by U.S. | $527,000 | 5,039 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $276,000 | 3,525 |
| CMOs issued by government agencies or sponsored agencies | $276,000 | 3,265 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $1,890,000 | 1,818 |
| Available-for-sale securities (fair market value) | $4,506,000 | 6,026 |
| Total debt securities | $6,396,000 | 6,178 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $6,177,000 | 6,254 |
| U.S. Government securities | $1,140,000 | 6,742 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,140,000 | 6,640 |
| Securities issued by states & political subdivisions | $5,037,000 | 3,526 |
| 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 | $4,474,000 | 4,350 |
| Mortgage-backed securities | $362,000 | 5,515 |
| Certificates of participation in pools of residential mortgages | $27,000 | 5,596 |
| Issued or guaranteed by U.S. | $27,000 | 5,584 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $335,000 | 3,480 |
| CMOs issued by government agencies or sponsored agencies | $335,000 | 3,212 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $1,890,000 | 1,839 |
| Available-for-sale securities (fair market value) | $4,287,000 | 6,097 |
| Total debt securities | $6,177,000 | 6,224 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $6,031,000 | 6,373 |
| U.S. Government securities | $1,196,000 | 6,829 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,196,000 | 6,724 |
| Securities issued by states & political subdivisions | $4,835,000 | 3,537 |
| 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 | $3,979,000 | 4,520 |
| Mortgage-backed securities | $414,000 | 5,503 |
| Certificates of participation in pools of residential mortgages | $27,000 | 5,615 |
| Issued or guaranteed by U.S. | $27,000 | 5,609 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $387,000 | 3,422 |
| CMOs issued by government agencies or sponsored agencies | $387,000 | 3,141 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $1,890,000 | 1,878 |
| Available-for-sale securities (fair market value) | $4,141,000 | 6,203 |
| Total debt securities | $6,031,000 | 6,341 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $6,117,000 | 6,381 |
| U.S. Government securities | $1,231,000 | 6,862 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $1,231,000 | 6,752 |
| Securities issued by states & political subdivisions | $4,886,000 | 3,504 |
| 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 | $3,907,000 | 4,541 |
| Mortgage-backed securities | $462,000 | 5,458 |
| Certificates of participation in pools of residential mortgages | $27,000 | 5,626 |
| Issued or guaranteed by U.S. | $27,000 | 5,616 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $435,000 | 3,341 |
| CMOs issued by government agencies or sponsored agencies | $435,000 | 3,062 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $1,890,000 | 1,897 |
| Available-for-sale securities (fair market value) | $4,227,000 | 6,205 |
| Total debt securities | $6,117,000 | 6,349 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $6,288,000 | 6,307 |
| U.S. Government securities | $1,316,000 | 6,840 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $1,316,000 | 6,723 |
| Securities issued by states & political subdivisions | $4,970,000 | 3,458 |
| 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 | $2,000 | 1,402 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,931,000 | 4,521 |
| Mortgage-backed securities | $543,000 | 5,399 |
| Certificates of participation in pools of residential mortgages | $26,000 | 5,632 |
| Issued or guaranteed by U.S. | $26,000 | 5,622 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $517,000 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $517,000 | 2,988 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $1,890,000 | 1,926 |
| Available-for-sale securities (fair market value) | $4,398,000 | 6,142 |
| Total debt securities | $6,286,000 | 6,274 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $6,326,000 | 6,312 |
| U.S. Government securities | $1,181,000 | 6,932 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,181,000 | 6,818 |
| Securities issued by states & political subdivisions | $5,143,000 | 3,336 |
| 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 | $2,000 | 1,451 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,095,000 | 4,525 |
| Mortgage-backed securities | $643,000 | 5,392 |
| Certificates of participation in pools of residential mortgages | $25,000 | 5,676 |
| Issued or guaranteed by U.S. | $25,000 | 5,663 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $618,000 | 3,213 |
| CMOs issued by government agencies or sponsored agencies | $618,000 | 2,906 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $1,890,000 | 1,959 |
| Available-for-sale securities (fair market value) | $4,436,000 | 6,152 |
| Total debt securities | $6,324,000 | 6,272 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $6,671,000 | 6,336 |
| U.S. Government securities | $1,511,000 | 6,974 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,511,000 | 6,865 |
| Securities issued by states & political subdivisions | $5,160,000 | 3,234 |
| 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 | $3,515,000 | 4,784 |
| Mortgage-backed securities | $736,000 | 5,363 |
| Certificates of participation in pools of residential mortgages | $27,000 | 5,714 |
| Issued or guaranteed by U.S. | $27,000 | 5,703 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $709,000 | 3,076 |
| CMOs issued by government agencies or sponsored agencies | $709,000 | 2,759 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $1,890,000 | 2,033 |
| Available-for-sale securities (fair market value) | $4,781,000 | 6,171 |
| Total debt securities | $6,671,000 | 6,300 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $6,717,000 | 6,400 |
| U.S. Government securities | $1,589,000 | 7,037 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $1,589,000 | 6,930 |
| Securities issued by states & political subdivisions | $5,128,000 | 3,217 |
| 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 | $3,170,000 | 4,963 |
| Mortgage-backed securities | $829,000 | 5,410 |
| Certificates of participation in pools of residential mortgages | $36,000 | 5,785 |
| Issued or guaranteed by U.S. | $36,000 | 5,775 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $793,000 | 3,000 |
| CMOs issued by government agencies or sponsored agencies | $793,000 | 2,674 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $1,890,000 | 2,055 |
| Available-for-sale securities (fair market value) | $4,827,000 | 6,235 |
| Total debt securities | $6,717,000 | 6,359 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $6,662,000 | 6,398 |
| U.S. Government securities | $1,940,000 | 7,000 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $1,940,000 | 6,900 |
| Securities issued by states & political subdivisions | $4,722,000 | 3,333 |
| 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 | $3,420,000 | 4,909 |
| Mortgage-backed securities | $952,000 | 5,409 |
| Certificates of participation in pools of residential mortgages | $35,000 | 5,849 |
| Issued or guaranteed by U.S. | $35,000 | 5,835 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $917,000 | 2,929 |
| CMOs issued by government agencies or sponsored agencies | $917,000 | 2,590 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $1,890,000 | 2,084 |
| Available-for-sale securities (fair market value) | $4,772,000 | 6,253 |
| Total debt securities | $6,662,000 | 6,361 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $4,961,000 | 6,816 |
| U.S. Government securities | $2,045,000 | 7,005 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,045,000 | 6,906 |
| Securities issued by states & political subdivisions | $2,916,000 | 3,958 |
| 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 | $1,530,000 | 5,675 |
| Mortgage-backed securities | $1,038,000 | 5,456 |
| Certificates of participation in pools of residential mortgages | $47,000 | 5,901 |
| Issued or guaranteed by U.S. | $47,000 | 5,881 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $991,000 | 2,884 |
| CMOs issued by government agencies or sponsored agencies | $991,000 | 2,530 |
| 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) | $4,961,000 | 6,291 |
| Total debt securities | $4,961,000 | 6,768 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $5,027,000 | 6,793 |
| U.S. Government securities | $2,093,000 | 7,024 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $2,093,000 | 6,928 |
| Securities issued by states & political subdivisions | $2,934,000 | 3,917 |
| 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 | $1,363,000 | 5,781 |
| Mortgage-backed securities | $1,105,000 | 5,475 |
| Certificates of participation in pools of residential mortgages | $47,000 | 5,956 |
| Issued or guaranteed by U.S. | $47,000 | 5,934 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,058,000 | 2,836 |
| CMOs issued by government agencies or sponsored agencies | $1,058,000 | 2,467 |
| 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) | $5,027,000 | 6,267 |
| Total debt securities | $5,027,000 | 6,756 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $6,987,000 | 6,464 |
| U.S. Government securities | $3,887,000 | 6,603 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $3,887,000 | 6,515 |
| Securities issued by states & political subdivisions | $3,100,000 | 3,766 |
| 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 | $3,038,000 | 5,135 |
| Mortgage-backed securities | $1,155,000 | 5,525 |
| Certificates of participation in pools of residential mortgages | $51,000 | 5,996 |
| Issued or guaranteed by U.S. | $51,000 | 5,978 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,104,000 | 2,858 |
| CMOs issued by government agencies or sponsored agencies | $1,104,000 | 2,480 |
| 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) | $6,987,000 | 5,924 |
| Total debt securities | $6,987,000 | 6,421 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 892 |
| Fair value | $996,000 | 1,016 |
| 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 | $6,582,000 | 6,595 |
| U.S. Government securities | $4,454,000 | 6,562 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,454,000 | 6,470 |
| Securities issued by states & political subdivisions | $2,124,000 | 4,144 |
| 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 | $4,000 | 1,682 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,065,000 | 5,194 |
| Mortgage-backed securities | $8,000 | 6,495 |
| Certificates of participation in pools of residential mortgages | $8,000 | 6,241 |
| Issued or guaranteed by U.S. | $8,000 | 6,219 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $558,000 | 2,781 |
| Available-for-sale securities (fair market value) | $6,024,000 | 6,143 |
| Total debt securities | $6,578,000 | 6,555 |
| 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 | $5,348,000 | 6,849 |
| U.S. Government securities | $3,030,000 | 6,990 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $3,030,000 | 6,887 |
| Securities issued by states & political subdivisions | $2,305,000 | 4,047 |
| 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 | $13,000 | 1,715 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,939,000 | 5,268 |
| Mortgage-backed securities | $8,000 | 6,517 |
| Certificates of participation in pools of residential mortgages | $8,000 | 6,273 |
| Issued or guaranteed by U.S. | $8,000 | 6,252 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $581,000 | 2,788 |
| Available-for-sale securities (fair market value) | $4,767,000 | 6,374 |
| Total debt securities | $5,335,000 | 6,808 |
| 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 | $8,510,000 | 6,222 |
| U.S. Government securities | $5,825,000 | 6,193 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $5,825,000 | 6,111 |
| Securities issued by states & political subdivisions | $2,444,000 | 4,021 |
| 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 | $241,000 | 1,482 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,940,000 | 5,261 |
| Mortgage-backed securities | $8,000 | 6,537 |
| Certificates of participation in pools of residential mortgages | $8,000 | 6,293 |
| Issued or guaranteed by U.S. | $8,000 | 6,268 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $582,000 | 2,790 |
| Available-for-sale securities (fair market value) | $7,928,000 | 5,791 |
| Total debt securities | $8,269,000 | 6,209 |
| 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 | $8,845,000 | 6,169 |
| U.S. Government securities | $2,086,000 | 7,348 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,086,000 | 7,247 |
| Securities issued by states & political subdivisions | $6,514,000 | 2,736 |
| 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 | $245,000 | 1,497 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,544,000 | 5,367 |
| Mortgage-backed securities | $30,000 | 6,425 |
| Certificates of participation in pools of residential mortgages | $30,000 | 6,149 |
| Issued or guaranteed by U.S. | $30,000 | 6,119 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $604,000 | 2,815 |
| Available-for-sale securities (fair market value) | $8,241,000 | 5,731 |
| Total debt securities | $8,600,000 | 6,142 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $4,777,000 | 7,142 |
| U.S. Government securities | $1,956,000 | 7,526 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $1,956,000 | 7,416 |
| Securities issued by states & political subdivisions | $2,567,000 | 3,982 |
| 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 | $254,000 | 1,450 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,989,000 | 5,713 |
| Mortgage-backed securities | $30,000 | 6,365 |
| Certificates of participation in pools of residential mortgages | $30,000 | 6,087 |
| Issued or guaranteed by U.S. | $30,000 | 6,067 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $604,000 | 2,890 |
| Available-for-sale securities (fair market value) | $4,173,000 | 6,641 |
| Total debt securities | $4,523,000 | 7,147 |
| 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 | $4,597,000 | 7,220 |
| U.S. Government securities | $1,951,000 | 7,591 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $1,951,000 | 7,481 |
| Securities issued by states & political subdivisions | $2,646,000 | 3,946 |
| 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 | $1,989,000 | 5,723 |
| Mortgage-backed securities | $30,000 | 6,330 |
| Certificates of participation in pools of residential mortgages | $30,000 | 6,040 |
| Issued or guaranteed by U.S. | $30,000 | 6,017 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $617,000 | 2,939 |
| Available-for-sale securities (fair market value) | $3,980,000 | 6,719 |
| Total debt securities | $4,597,000 | 7,176 |
| 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 | $4,501,000 | 7,289 |
| U.S. Government securities | $1,943,000 | 7,634 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $1,943,000 | 7,521 |
| Securities issued by states & political subdivisions | $2,558,000 | 3,994 |
| 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 | $1,993,000 | 5,743 |
| Mortgage-backed securities | $31,000 | 6,357 |
| Certificates of participation in pools of residential mortgages | $31,000 | 6,059 |
| Issued or guaranteed by U.S. | $31,000 | 6,038 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $618,000 | 2,971 |
| Available-for-sale securities (fair market value) | $3,883,000 | 6,764 |
| Total debt securities | $4,501,000 | 7,244 |
| 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 | $4,388,000 | 7,368 |
| U.S. Government securities | $2,051,000 | 7,622 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $2,051,000 | 7,502 |
| Securities issued by states & political subdivisions | $2,337,000 | 4,107 |
| 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 | $1,528,000 | 5,981 |
| Mortgage-backed securities | $31,000 | 6,373 |
| Certificates of participation in pools of residential mortgages | $31,000 | 6,075 |
| Issued or guaranteed by U.S. | $31,000 | 6,053 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $352,000 | 3,214 |
| Available-for-sale securities (fair market value) | $4,036,000 | 6,751 |
| Total debt securities | $4,388,000 | 7,320 |
| 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 | $4,350,000 | 7,415 |
| U.S. Government securities | $2,075,000 | 7,664 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $2,075,000 | 7,539 |
| Securities issued by states & political subdivisions | $2,275,000 | 4,165 |
| 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 | $1,526,000 | 5,998 |
| Mortgage-backed securities | $32,000 | 6,394 |
| Certificates of participation in pools of residential mortgages | $32,000 | 6,088 |
| Issued or guaranteed by U.S. | $32,000 | 6,065 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $352,000 | 3,286 |
| Available-for-sale securities (fair market value) | $3,998,000 | 6,790 |
| Total debt securities | $4,350,000 | 7,361 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $4,123,000 | 7,538 |
| U.S. Government securities | $1,823,000 | 7,834 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $1,823,000 | 7,707 |
| Securities issued by states & political subdivisions | $2,300,000 | 4,142 |
| 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 | $1,332,000 | 6,150 |
| Mortgage-backed securities | $32,000 | 6,447 |
| Certificates of participation in pools of residential mortgages | $32,000 | 6,139 |
| Issued or guaranteed by U.S. | $32,000 | 6,110 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $366,000 | 3,359 |
| Available-for-sale securities (fair market value) | $3,757,000 | 6,904 |
| Total debt securities | $4,123,000 | 7,489 |
| 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 | $3,877,000 | 7,646 |
| U.S. Government securities | $1,813,000 | 7,890 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $1,813,000 | 7,758 |
| Securities issued by states & political subdivisions | $2,064,000 | 4,267 |
| 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 | $1,331,000 | 6,184 |
| Mortgage-backed securities | $32,000 | 6,499 |
| Certificates of participation in pools of residential mortgages | $32,000 | 6,189 |
| Issued or guaranteed by U.S. | $32,000 | 6,163 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $366,000 | 3,419 |
| Available-for-sale securities (fair market value) | $3,511,000 | 6,962 |
| Total debt securities | $3,877,000 | 7,598 |
| 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 | $3,937,000 | 7,671 |
| U.S. Government securities | $1,842,000 | 7,933 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $1,842,000 | 7,804 |
| Securities issued by states & political subdivisions | $2,095,000 | 4,275 |
| 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 | $33,000 | 6,532 |
| Certificates of participation in pools of residential mortgages | $33,000 | 6,217 |
| Issued or guaranteed by U.S. | $33,000 | 6,195 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $372,000 | 3,468 |
| Available-for-sale securities (fair market value) | $3,565,000 | 6,997 |
| Total debt securities | $3,937,000 | 7,621 |
| 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 | $3,942,000 | 7,706 |
| U.S. Government securities | $1,845,000 | 7,974 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $1,845,000 | 7,845 |
| Securities issued by states & political subdivisions | $2,097,000 | 4,304 |
| 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 | $1,330,000 | 6,216 |
| Mortgage-backed securities | $33,000 | 6,604 |
| Certificates of participation in pools of residential mortgages | $33,000 | 6,276 |
| Issued or guaranteed by U.S. | $33,000 | 6,255 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $372,000 | 3,537 |
| Available-for-sale securities (fair market value) | $3,570,000 | 7,029 |
| Total debt securities | $3,942,000 | 7,653 |
| 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 | $3,473,000 | 7,858 |
| U.S. Government securities | $1,362,000 | 8,139 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $1,362,000 | 8,022 |
| Securities issued by states & political subdivisions | $2,111,000 | 4,296 |
| 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 | $933,000 | 6,523 |
| Mortgage-backed securities | $34,000 | 6,638 |
| Certificates of participation in pools of residential mortgages | $34,000 | 6,310 |
| Issued or guaranteed by U.S. | $34,000 | 6,291 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $386,000 | 3,571 |
| Available-for-sale securities (fair market value) | $3,087,000 | 7,164 |
| Total debt securities | $3,472,000 | 7,809 |
| 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 | $3,165,000 | 7,970 |
| U.S. Government securities | $1,380,000 | 8,168 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $1,380,000 | 8,044 |
| Securities issued by states & political subdivisions | $1,785,000 | 4,489 |
| 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 | $1,133,000 | 6,348 |
| Mortgage-backed securities | $34,000 | 6,682 |
| Certificates of participation in pools of residential mortgages | $34,000 | 6,356 |
| Issued or guaranteed by U.S. | $34,000 | 6,336 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $386,000 | 3,632 |
| Available-for-sale securities (fair market value) | $2,779,000 | 7,289 |
| Total debt securities | $3,165,000 | 7,915 |
| 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 | $2,937,000 | 8,101 |
| U.S. Government securities | $1,397,000 | 8,226 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,397,000 | 8,094 |
| Securities issued by states & political subdivisions | $1,540,000 | 4,667 |
| 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 | $1,134,000 | 6,393 |
| Mortgage-backed securities | $36,000 | 6,752 |
| Certificates of participation in pools of residential mortgages | $36,000 | 6,422 |
| Issued or guaranteed by U.S. | $36,000 | 6,403 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $529,000 | 3,517 |
| Available-for-sale securities (fair market value) | $2,408,000 | 7,420 |
| Total debt securities | $2,937,000 | 8,050 |
| 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 | $2,622,000 | 8,227 |
| U.S. Government securities | $1,215,000 | 8,295 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,215,000 | 8,164 |
| Securities issued by states & political subdivisions | $1,407,000 | 4,762 |
| 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 | $934,000 | 6,564 |
| Mortgage-backed securities | $35,000 | 6,808 |
| Certificates of participation in pools of residential mortgages | $35,000 | 6,470 |
| Issued or guaranteed by U.S. | $35,000 | 6,457 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $543,000 | 3,551 |
| Available-for-sale securities (fair market value) | $2,079,000 | 7,542 |
| Total debt securities | $2,622,000 | 8,167 |
| 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 | $3,146,000 | 8,130 |
| U.S. Government securities | $1,833,000 | 8,159 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $1,833,000 | 8,024 |
| Securities issued by states & political subdivisions | $1,313,000 | 4,860 |
| 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 | $1,150,000 | 6,426 |
| Mortgage-backed securities | $37,000 | 6,840 |
| Certificates of participation in pools of residential mortgages | $37,000 | 6,494 |
| Issued or guaranteed by U.S. | $37,000 | 6,481 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $959,000 | 3,332 |
| Available-for-sale securities (fair market value) | $2,187,000 | 7,554 |
| Total debt securities | $3,146,000 | 8,067 |
| 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 | $3,149,000 | 8,208 |
| U.S. Government securities | $1,831,000 | 8,239 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,831,000 | 8,092 |
| Securities issued by states & political subdivisions | $1,318,000 | 4,861 |
| 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 | $1,714,000 | 6,096 |
| Mortgage-backed securities | $36,000 | 6,928 |
| Certificates of participation in pools of residential mortgages | $36,000 | 6,587 |
| Issued or guaranteed by U.S. | $36,000 | 6,575 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $959,000 | 3,350 |
| Available-for-sale securities (fair market value) | $2,190,000 | 7,626 |
| Total debt securities | $3,149,000 | 8,150 |
| 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 | $3,048,000 | 8,218 |
| U.S. Government securities | $1,883,000 | 8,186 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,883,000 | 8,040 |
| Securities issued by states & political subdivisions | $1,165,000 | 4,994 |
| 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 | $1,260,000 | 6,348 |
| Mortgage-backed securities | $37,000 | 6,943 |
| Certificates of participation in pools of residential mortgages | $37,000 | 6,596 |
| Issued or guaranteed by U.S. | $37,000 | 6,580 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $965,000 | 3,374 |
| Available-for-sale securities (fair market value) | $2,083,000 | 7,657 |
| Total debt securities | $3,048,000 | 8,149 |
| 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 | $3,388,000 | 8,219 |
| U.S. Government securities | $2,332,000 | 8,115 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $2,332,000 | 7,945 |
| Securities issued by states & political subdivisions | $1,056,000 | 5,163 |
| 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 | $1,814,000 | 5,984 |
| Mortgage-backed securities | $148,000 | 6,667 |
| Certificates of participation in pools of residential mortgages | $148,000 | 6,295 |
| Issued or guaranteed by U.S. | $148,000 | 6,271 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,385,000 | 3,142 |
| Available-for-sale securities (fair market value) | $2,003,000 | 7,740 |
| Total debt securities | $3,388,000 | 8,141 |
| 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 | $3,464,000 | 8,176 |
| U.S. Government securities | $2,425,000 | 8,051 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $2,425,000 | 7,886 |
| Securities issued by states & political subdivisions | $1,039,000 | 5,186 |
| 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 | $2,104,000 | 5,753 |
| Mortgage-backed securities | $151,000 | 6,713 |
| Certificates of participation in pools of residential mortgages | $151,000 | 6,338 |
| Issued or guaranteed by U.S. | $151,000 | 6,310 |
| 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) | $1,444,000 | 3,146 |
| Available-for-sale securities (fair market value) | $2,020,000 | 7,736 |
| Total debt securities | $3,464,000 | 8,092 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $3,909,000 | 8,051 |
| U.S. Government securities | $2,525,000 | 7,998 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $2,525,000 | 7,823 |
| Securities issued by states & political subdivisions | $1,046,000 | 5,156 |
| 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 | $338,000 | 1,782 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,208,000 | 5,696 |
| Mortgage-backed securities | $151,000 | 6,760 |
| Certificates of participation in pools of residential mortgages | $151,000 | 6,363 |
| Issued or guaranteed by U.S. | $151,000 | 6,340 |
| 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) | $1,460,000 | 3,164 |
| Available-for-sale securities (fair market value) | $2,449,000 | 7,633 |
| Total debt securities | $3,571,000 | 8,068 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $4,361,000 | 7,999 |
| U.S. Government securities | $2,927,000 | 7,926 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,927,000 | 7,741 |
| Securities issued by states & political subdivisions | $1,097,000 | 5,043 |
| 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 | $337,000 | 1,776 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,071,000 | 5,812 |
| Mortgage-backed securities | $153,000 | 6,798 |
| Certificates of participation in pools of residential mortgages | $153,000 | 6,367 |
| Issued or guaranteed by U.S. | $153,000 | 6,347 |
| 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) | $1,541,000 | 3,163 |
| Available-for-sale securities (fair market value) | $2,820,000 | 7,568 |
| Total debt securities | $4,024,000 | 7,994 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $4,424,000 | 7,993 |
| U.S. Government securities | $3,157,000 | 7,858 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $3,157,000 | 7,652 |
| Securities issued by states & political subdivisions | $1,095,000 | 5,062 |
| 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 | $172,000 | 1,982 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,676,000 | 6,101 |
| Mortgage-backed securities | $155,000 | 6,818 |
| Certificates of participation in pools of residential mortgages | $155,000 | 6,353 |
| Issued or guaranteed by U.S. | $155,000 | 6,333 |
| 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) | $1,468,000 | 3,276 |
| Available-for-sale securities (fair market value) | $2,956,000 | 7,555 |
| Total debt securities | $4,252,000 | 7,956 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $7,285,000 | 7,237 |
| U.S. Government securities | $4,890,000 | 7,282 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $4,890,000 | 7,038 |
| Securities issued by states & political subdivisions | $2,395,000 | 4,057 |
| 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 | $2,961,000 | 5,395 |
| Mortgage-backed securities | $160,000 | 6,855 |
| Certificates of participation in pools of residential mortgages | $160,000 | 6,344 |
| Issued or guaranteed by U.S. | $160,000 | 6,319 |
| 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) | $1,747,000 | 3,348 |
| Available-for-sale securities (fair market value) | $5,538,000 | 6,833 |
| Total debt securities | $7,285,000 | 7,138 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $2,552,000 | 9,134 |
| U.S. Government securities | $1,968,000 | 9,011 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $1,968,000 | 8,729 |
| Securities issued by states & political subdivisions | $584,000 | 5,938 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,397,000 | 6,043 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,552,000 | 3,604 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $2,552,000 | 9,014 |
| 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 | $1,917,000 | 9,660 |
| U.S. Government securities | $1,395,000 | 9,560 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $1,395,000 | 9,207 |
| Securities issued by states & political subdivisions | $522,000 | 6,353 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,395,000 | 6,831 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,917,000 | 4,293 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $1,917,000 | 9,567 |
| 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 | $648,000 | 10,144 |
| U.S. Government securities | $482,000 | 10,019 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $482,000 | 9,622 |
| Securities issued by states & political subdivisions | $166,000 | 7,371 |
| 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 | $482,000 | 7,845 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $648,000 | 5,717 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $648,000 | 10,040 |
| 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 | $1,993,000 | 10,330 |
| U.S. Government securities | $1,968,000 | 10,045 |
| U.S. Treasury securities | $200,000 | 7,718 |
| U.S. Government agency obligations | $1,768,000 | 9,200 |
| Securities issued by states & political subdivisions | $25,000 | 8,095 |
| 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 | $1,968,000 | 6,545 |
| 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) | $1,993,000 | 5,620 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $1,993,000 | 10,235 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $2,301,000 | 10,778 |
| U.S. Government securities | $2,268,000 | 10,472 |
| U.S. Treasury securities | $1,096,000 | 7,014 |
| U.S. Government agency obligations | $1,172,000 | 10,045 |
| Securities issued by states & political subdivisions | $33,000 | 8,516 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,268,000 | 6,486 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,301,000 | 6,081 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $2,301,000 | 10,680 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $1,286,000 | 11,561 |
| U.S. Government securities | $1,245,000 | 11,386 |
| U.S. Treasury securities | $1,245,000 | 8,085 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $41,000 | 8,859 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,286,000 | 7,713 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,286,000 | 7,194 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $1,286,000 | 11,467 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $755,000 | 12,367 |
| U.S. Government securities | $704,000 | 12,242 |
| U.S. Treasury securities | $704,000 | 10,134 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $51,000 | 9,301 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $700,000 | 8,908 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $755,000 | 10,921 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $755,000 | 12,275 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $851,000 | 12,935 |
| U.S. Government securities | $757,000 | 12,771 |
| U.S. Treasury securities | $757,000 | 10,429 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $94,000 | 9,381 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $757,000 | 9,020 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $851,000 | 12,814 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $776,000 | 13,518 |
| U.S. Government securities | $758,000 | 13,323 |
| U.S. Treasury securities | $758,000 | 10,858 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $18,000 | 9,834 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $750,000 | 9,212 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $776,000 | 13,412 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |