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HomePride Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $7,426,000 | 4,128 |
| U.S. Government securities | $6,866,000 | 3,828 |
| U.S. Treasury securities | $1,664,000 | 2,382 |
| U.S. Government agency obligations | $5,202,000 | 3,648 |
| Securities issued by states & political subdivisions | $560,000 | 3,636 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,032,000 | 3,250 |
| Mortgage-backed securities | $1,888,000 | 3,364 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,888,000 | 3,034 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $7,426,000 | 3,871 |
| Total debt securities | $7,426,000 | 4,104 |
| Structured notes | ||
| Amortized cost | $500,000 | 939 |
| Fair value | $494,000 | 948 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $7,286,000 | 4,153 |
| U.S. Government securities | $6,737,000 | 3,854 |
| U.S. Treasury securities | $1,633,000 | 2,450 |
| U.S. Government agency obligations | $5,104,000 | 3,657 |
| Securities issued by states & political subdivisions | $549,000 | 3,674 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,914,000 | 3,224 |
| Mortgage-backed securities | $1,860,000 | 3,373 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,860,000 | 3,040 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $7,286,000 | 3,876 |
| Total debt securities | $7,287,000 | 4,130 |
| Structured notes | ||
| Amortized cost | $500,000 | 962 |
| Fair value | $487,000 | 972 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $7,437,000 | 4,180 |
| U.S. Government securities | $6,878,000 | 3,896 |
| U.S. Treasury securities | $1,639,000 | 2,468 |
| U.S. Government agency obligations | $5,239,000 | 3,687 |
| Securities issued by states & political subdivisions | $559,000 | 3,709 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,372,000 | 3,169 |
| Mortgage-backed securities | $2,002,000 | 3,374 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,002,000 | 3,044 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $7,437,000 | 3,898 |
| Total debt securities | $7,436,000 | 4,159 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,012 |
| Fair value | $487,000 | 1,022 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $7,543,000 | 4,249 |
| U.S. Government securities | $6,977,000 | 3,965 |
| U.S. Treasury securities | $1,657,000 | 2,542 |
| U.S. Government agency obligations | $5,320,000 | 3,698 |
| Securities issued by states & political subdivisions | $566,000 | 3,759 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,543,000 | 3,003 |
| Mortgage-backed securities | $2,068,000 | 3,419 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,068,000 | 3,070 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $7,543,000 | 3,964 |
| Total debt securities | $7,543,000 | 4,227 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,040 |
| Fair value | $490,000 | 1,053 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $7,520,000 | 4,290 |
| U.S. Government securities | $6,956,000 | 3,983 |
| U.S. Treasury securities | $1,639,000 | 2,579 |
| U.S. Government agency obligations | $5,317,000 | 3,698 |
| Securities issued by states & political subdivisions | $564,000 | 3,793 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,109,000 | 3,061 |
| Mortgage-backed securities | $2,112,000 | 3,432 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,112,000 | 3,087 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $7,520,000 | 3,992 |
| Total debt securities | $7,520,000 | 4,266 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,066 |
| Fair value | $485,000 | 1,078 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $7,512,000 | 4,320 |
| U.S. Government securities | $6,955,000 | 3,996 |
| U.S. Treasury securities | $1,626,000 | 2,607 |
| U.S. Government agency obligations | $5,329,000 | 3,718 |
| Securities issued by states & political subdivisions | $557,000 | 3,829 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,057,000 | 3,025 |
| Mortgage-backed securities | $2,139,000 | 3,451 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,139,000 | 3,098 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $7,512,000 | 4,026 |
| Total debt securities | $7,511,000 | 4,297 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,055 |
| Fair value | $483,000 | 1,066 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $6,872,000 | 4,371 |
| U.S. Government securities | $6,300,000 | 4,050 |
| U.S. Treasury securities | $674,000 | 2,800 |
| U.S. Government agency obligations | $5,626,000 | 3,716 |
| Securities issued by states & political subdivisions | $572,000 | 3,866 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,071,000 | 3,032 |
| Mortgage-backed securities | $2,359,000 | 3,470 |
| Certificates of participation in pools of residential mortgages | $2,359,000 | 3,182 |
| Issued or guaranteed by U.S. | $2,359,000 | 3,093 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $6,872,000 | 4,097 |
| Total debt securities | $6,872,000 | 4,353 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,031 |
| Fair value | $493,000 | 1,041 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $6,175,000 | 4,350 |
| U.S. Government securities | $5,594,000 | 4,042 |
| U.S. Treasury securities | $194,000 | 2,651 |
| U.S. Government agency obligations | $5,400,000 | 3,730 |
| Securities issued by states & political subdivisions | $581,000 | 3,877 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,047,000 | 3,010 |
| Mortgage-backed securities | $2,572,000 | 3,450 |
| Certificates of participation in pools of residential mortgages | $2,572,000 | 3,160 |
| Issued or guaranteed by U.S. | $2,572,000 | 3,070 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $6,175,000 | 4,098 |
| Total debt securities | $6,175,000 | 4,331 |
| 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 | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $6,711,000 | 4,292 |
| U.S. Government securities | $6,081,000 | 3,893 |
| U.S. Treasury securities | $206,000 | 2,185 |
| U.S. Government agency obligations | $5,875,000 | 3,661 |
| Securities issued by states & political subdivisions | $630,000 | 3,899 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,159,000 | 3,118 |
| Mortgage-backed securities | $2,903,000 | 3,419 |
| Certificates of participation in pools of residential mortgages | $2,903,000 | 3,107 |
| Issued or guaranteed by U.S. | $2,903,000 | 3,007 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $6,711,000 | 4,072 |
| Total debt securities | $6,711,000 | 4,270 |
| 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 | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $6,926,000 | 4,314 |
| U.S. Government securities | $6,190,000 | 3,867 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $6,190,000 | 3,648 |
| Securities issued by states & political subdivisions | $736,000 | 3,923 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,244,000 | 3,115 |
| Mortgage-backed securities | $3,178,000 | 3,423 |
| Certificates of participation in pools of residential mortgages | $3,178,000 | 3,082 |
| Issued or guaranteed by U.S. | $3,178,000 | 2,997 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $6,926,000 | 4,086 |
| Total debt securities | $6,926,000 | 4,290 |
| 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 | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $6,977,000 | 4,314 |
| U.S. Government securities | $6,237,000 | 3,857 |
| U.S. Treasury securities | $451,000 | 1,849 |
| U.S. Government agency obligations | $5,786,000 | 3,686 |
| Securities issued by states & political subdivisions | $740,000 | 3,935 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,976,000 | 3,155 |
| Mortgage-backed securities | $2,774,000 | 3,488 |
| Certificates of participation in pools of residential mortgages | $2,774,000 | 3,142 |
| Issued or guaranteed by U.S. | $2,774,000 | 3,047 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $6,977,000 | 4,084 |
| Total debt securities | $6,977,000 | 4,293 |
| 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 | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $6,273,000 | 4,315 |
| U.S. Government securities | $5,530,000 | 3,831 |
| U.S. Treasury securities | $454,000 | 1,556 |
| U.S. Government agency obligations | $5,076,000 | 3,704 |
| Securities issued by states & political subdivisions | $743,000 | 3,944 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,696,000 | 3,513 |
| Mortgage-backed securities | $3,057,000 | 3,412 |
| Certificates of participation in pools of residential mortgages | $3,057,000 | 3,036 |
| Issued or guaranteed by U.S. | $3,057,000 | 2,945 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $6,273,000 | 4,085 |
| Total debt securities | $6,272,000 | 4,292 |
| 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 | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $5,865,000 | 4,325 |
| U.S. Government securities | $5,091,000 | 3,784 |
| U.S. Treasury securities | $1,288,000 | 890 |
| U.S. Government agency obligations | $3,803,000 | 3,804 |
| Securities issued by states & political subdivisions | $774,000 | 3,952 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,089,000 | 3,612 |
| Mortgage-backed securities | $2,811,000 | 3,439 |
| Certificates of participation in pools of residential mortgages | $2,811,000 | 3,041 |
| Issued or guaranteed by U.S. | $2,811,000 | 2,964 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $5,865,000 | 4,090 |
| Total debt securities | $5,865,000 | 4,301 |
| 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 | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $4,580,000 | 4,419 |
| U.S. Government securities | $3,804,000 | 3,967 |
| U.S. Treasury securities | $1,746,000 | 858 |
| U.S. Government agency obligations | $2,058,000 | 4,093 |
| Securities issued by states & political subdivisions | $776,000 | 3,927 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,549,000 | 3,557 |
| Mortgage-backed securities | $61,000 | 4,057 |
| Certificates of participation in pools of residential mortgages | $61,000 | 3,900 |
| Issued or guaranteed by U.S. | $61,000 | 3,832 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $4,580,000 | 4,182 |
| Total debt securities | $4,580,000 | 4,395 |
| 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 | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $6,657,000 | 4,263 |
| U.S. Government securities | $5,789,000 | 3,733 |
| U.S. Treasury securities | $5,262,000 | 575 |
| U.S. Government agency obligations | $527,000 | 4,435 |
| Securities issued by states & political subdivisions | $868,000 | 3,905 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,515,000 | 3,413 |
| Mortgage-backed securities | $71,000 | 4,062 |
| Certificates of participation in pools of residential mortgages | $71,000 | 3,898 |
| Issued or guaranteed by U.S. | $71,000 | 3,831 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $6,657,000 | 4,025 |
| Total debt securities | $6,657,000 | 4,241 |
| 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 | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $9,635,000 | 4,060 |
| U.S. Government securities | $8,701,000 | 3,444 |
| U.S. Treasury securities | $8,164,000 | 488 |
| U.S. Government agency obligations | $537,000 | 4,504 |
| Securities issued by states & political subdivisions | $934,000 | 3,876 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,509,000 | 3,243 |
| Mortgage-backed securities | $80,000 | 4,093 |
| Certificates of participation in pools of residential mortgages | $80,000 | 3,925 |
| Issued or guaranteed by U.S. | $80,000 | 3,850 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $9,635,000 | 3,814 |
| Total debt securities | $9,636,000 | 4,035 |
| 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 | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $6,357,000 | 4,379 |
| U.S. Government securities | $5,026,000 | 3,953 |
| U.S. Treasury securities | $4,486,000 | 705 |
| U.S. Government agency obligations | $540,000 | 4,580 |
| Securities issued by states & political subdivisions | $1,331,000 | 3,751 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,982,000 | 3,221 |
| Mortgage-backed securities | $88,000 | 4,115 |
| Certificates of participation in pools of residential mortgages | $88,000 | 3,943 |
| Issued or guaranteed by U.S. | $88,000 | 3,875 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $6,357,000 | 4,142 |
| Total debt securities | $6,357,000 | 4,359 |
| 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 | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $7,482,000 | 4,365 |
| U.S. Government securities | $5,694,000 | 3,948 |
| U.S. Treasury securities | $4,894,000 | 701 |
| U.S. Government agency obligations | $800,000 | 4,608 |
| Securities issued by states & political subdivisions | $1,788,000 | 3,657 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,174,000 | 3,249 |
| Mortgage-backed securities | $98,000 | 4,154 |
| Certificates of participation in pools of residential mortgages | $98,000 | 3,975 |
| Issued or guaranteed by U.S. | $98,000 | 3,904 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $7,482,000 | 4,108 |
| Total debt securities | $7,482,000 | 4,340 |
| 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 | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $8,292,000 | 4,360 |
| U.S. Government securities | $6,493,000 | 3,925 |
| U.S. Treasury securities | $4,184,000 | 730 |
| U.S. Government agency obligations | $2,309,000 | 4,354 |
| Securities issued by states & political subdivisions | $1,799,000 | 3,711 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,163,000 | 3,297 |
| Mortgage-backed securities | $108,000 | 4,166 |
| Certificates of participation in pools of residential mortgages | $108,000 | 3,985 |
| Issued or guaranteed by U.S. | $108,000 | 3,919 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $8,292,000 | 4,101 |
| Total debt securities | $8,292,000 | 4,336 |
| 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 | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $8,771,000 | 4,373 |
| U.S. Government securities | $6,990,000 | 3,911 |
| U.S. Treasury securities | $4,677,000 | 722 |
| U.S. Government agency obligations | $2,313,000 | 4,412 |
| Securities issued by states & political subdivisions | $1,781,000 | 3,779 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,401,000 | 3,319 |
| Mortgage-backed securities | $121,000 | 4,196 |
| Certificates of participation in pools of residential mortgages | $121,000 | 4,012 |
| Issued or guaranteed by U.S. | $121,000 | 3,940 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $8,771,000 | 4,098 |
| Total debt securities | $8,772,000 | 4,351 |
| 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 | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $8,768,000 | 4,423 |
| U.S. Government securities | $6,554,000 | 3,994 |
| U.S. Treasury securities | $4,239,000 | 752 |
| U.S. Government agency obligations | $2,315,000 | 4,441 |
| Securities issued by states & political subdivisions | $2,214,000 | 3,719 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,238,000 | 3,387 |
| Mortgage-backed securities | $132,000 | 4,219 |
| Certificates of participation in pools of residential mortgages | $132,000 | 4,039 |
| Issued or guaranteed by U.S. | $132,000 | 3,984 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $8,768,000 | 4,145 |
| Total debt securities | $8,768,000 | 4,402 |
| 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 | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $8,754,000 | 4,468 |
| U.S. Government securities | $6,560,000 | 4,048 |
| U.S. Treasury securities | $3,342,000 | 811 |
| U.S. Government agency obligations | $3,218,000 | 4,372 |
| Securities issued by states & political subdivisions | $2,194,000 | 3,781 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,377,000 | 3,389 |
| Mortgage-backed securities | $143,000 | 4,270 |
| Certificates of participation in pools of residential mortgages | $143,000 | 4,090 |
| Issued or guaranteed by U.S. | $143,000 | 4,069 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $8,754,000 | 4,192 |
| Total debt securities | $8,754,000 | 4,443 |
| 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 | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $8,793,000 | 4,512 |
| U.S. Government securities | $6,573,000 | 4,050 |
| U.S. Treasury securities | $3,341,000 | 780 |
| U.S. Government agency obligations | $3,232,000 | 4,398 |
| Securities issued by states & political subdivisions | $2,220,000 | 3,823 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,697,000 | 3,373 |
| Mortgage-backed securities | $159,000 | 4,317 |
| Certificates of participation in pools of residential mortgages | $159,000 | 4,129 |
| Issued or guaranteed by U.S. | $159,000 | 4,004 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $8,793,000 | 4,228 |
| Total debt securities | $8,793,000 | 4,487 |
| 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 | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $8,790,000 | 4,559 |
| U.S. Government securities | $6,591,000 | 4,130 |
| U.S. Treasury securities | $3,342,000 | 758 |
| U.S. Government agency obligations | $3,249,000 | 4,476 |
| Securities issued by states & political subdivisions | $2,199,000 | 3,879 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,204,000 | 3,346 |
| Mortgage-backed securities | $174,000 | 4,342 |
| Certificates of participation in pools of residential mortgages | $174,000 | 4,152 |
| Issued or guaranteed by U.S. | $174,000 | 4,144 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $8,790,000 | 4,274 |
| Total debt securities | $8,790,000 | 4,532 |
| 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 | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $9,260,000 | 4,597 |
| U.S. Government securities | $6,148,000 | 4,238 |
| U.S. Treasury securities | $1,374,000 | 991 |
| U.S. Government agency obligations | $4,774,000 | 4,309 |
| Securities issued by states & political subdivisions | $2,834,000 | 3,799 |
| Other domestic debt securities | $278,000 | 1,828 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $278,000 | 1,502 |
| 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 | $7,172,000 | 3,235 |
| Mortgage-backed securities | $191,000 | 4,378 |
| Certificates of participation in pools of residential mortgages | $191,000 | 4,191 |
| Issued or guaranteed by U.S. | $191,000 | 4,186 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $9,260,000 | 4,315 |
| Total debt securities | $9,260,000 | 4,570 |
| Structured notes | ||
| Amortized cost | $449,000 | 806 |
| Fair value | $449,000 | 806 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $9,312,000 | 4,630 |
| U.S. Government securities | $6,183,000 | 4,301 |
| U.S. Treasury securities | $1,380,000 | 968 |
| U.S. Government agency obligations | $4,803,000 | 4,373 |
| Securities issued by states & political subdivisions | $2,851,000 | 3,844 |
| Other domestic debt securities | $278,000 | 1,852 |
| 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 | $278,000 | 1,536 |
| 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 | $7,204,000 | 3,279 |
| Mortgage-backed securities | $207,000 | 4,425 |
| Certificates of participation in pools of residential mortgages | $207,000 | 4,240 |
| Issued or guaranteed by U.S. | $207,000 | 4,236 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $9,312,000 | 4,342 |
| Total debt securities | $9,312,000 | 4,608 |
| Structured notes | ||
| Amortized cost | $449,000 | 839 |
| Fair value | $450,000 | 835 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $9,342,000 | 4,674 |
| U.S. Government securities | $6,206,000 | 4,348 |
| U.S. Treasury securities | $2,884,000 | 761 |
| U.S. Government agency obligations | $3,322,000 | 4,627 |
| Securities issued by states & political subdivisions | $2,858,000 | 3,870 |
| Other domestic debt securities | $278,000 | 1,886 |
| 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 | $278,000 | 1,565 |
| 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 | $7,681,000 | 3,230 |
| Mortgage-backed securities | $224,000 | 4,456 |
| Certificates of participation in pools of residential mortgages | $224,000 | 4,266 |
| Issued or guaranteed by U.S. | $224,000 | 4,261 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $9,342,000 | 4,382 |
| Total debt securities | $9,342,000 | 4,649 |
| 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 | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $9,309,000 | 4,724 |
| U.S. Government securities | $6,108,000 | 4,414 |
| U.S. Treasury securities | $2,891,000 | 793 |
| U.S. Government agency obligations | $3,217,000 | 4,705 |
| Securities issued by states & political subdivisions | $2,923,000 | 3,897 |
| Other domestic debt securities | $278,000 | 1,960 |
| 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 | $278,000 | 1,612 |
| 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 | $7,554,000 | 3,285 |
| Mortgage-backed securities | $270,000 | 4,497 |
| Certificates of participation in pools of residential mortgages | $270,000 | 4,294 |
| Issued or guaranteed by U.S. | $270,000 | 4,290 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $9,309,000 | 4,417 |
| Total debt securities | $9,308,000 | 4,700 |
| Structured notes | ||
| Amortized cost | $448,000 | 946 |
| Fair value | $448,000 | 943 |
| 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 | $8,343,000 | 4,831 |
| U.S. Government securities | $3,788,000 | 4,744 |
| U.S. Treasury securities | $1,000,000 | 1,069 |
| U.S. Government agency obligations | $2,788,000 | 4,799 |
| Securities issued by states & political subdivisions | $4,076,000 | 3,691 |
| Other domestic debt securities | $479,000 | 1,881 |
| 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 | $479,000 | 1,551 |
| 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 | $8,343,000 | 3,177 |
| Mortgage-backed securities | $291,000 | 4,519 |
| Certificates of participation in pools of residential mortgages | $291,000 | 4,322 |
| Issued or guaranteed by U.S. | $291,000 | 4,317 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $8,343,000 | 4,516 |
| Total debt securities | $8,343,000 | 4,806 |
| 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 | $8,742,000 | 4,835 |
| U.S. Government securities | $3,832,000 | 4,781 |
| U.S. Treasury securities | $1,000,000 | 984 |
| U.S. Government agency obligations | $2,832,000 | 4,851 |
| Securities issued by states & political subdivisions | $4,429,000 | 3,643 |
| Other domestic debt securities | $481,000 | 1,894 |
| 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 | $481,000 | 1,558 |
| 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 | $6,827,000 | 3,433 |
| Mortgage-backed securities | $320,000 | 4,547 |
| Certificates of participation in pools of residential mortgages | $320,000 | 4,340 |
| Issued or guaranteed by U.S. | $320,000 | 4,337 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $8,742,000 | 4,496 |
| Total debt securities | $8,742,000 | 4,810 |
| 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 | $8,956,000 | 4,872 |
| U.S. Government securities | $3,867,000 | 4,879 |
| U.S. Treasury securities | $1,000,000 | 1,024 |
| U.S. Government agency obligations | $2,867,000 | 4,944 |
| Securities issued by states & political subdivisions | $4,605,000 | 3,631 |
| Other domestic debt securities | $484,000 | 1,928 |
| 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 | $484,000 | 1,571 |
| 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 | $6,705,000 | 3,520 |
| Mortgage-backed securities | $349,000 | 4,586 |
| Certificates of participation in pools of residential mortgages | $349,000 | 4,380 |
| Issued or guaranteed by U.S. | $349,000 | 4,375 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $8,956,000 | 4,524 |
| Total debt securities | $8,954,000 | 4,847 |
| 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 | $9,562,000 | 4,870 |
| U.S. Government securities | $4,276,000 | 4,911 |
| U.S. Treasury securities | $998,000 | 1,051 |
| U.S. Government agency obligations | $3,278,000 | 4,964 |
| Securities issued by states & political subdivisions | $4,803,000 | 3,593 |
| Other domestic debt securities | $483,000 | 1,942 |
| 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 | $483,000 | 1,576 |
| 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 | $5,445,000 | 3,786 |
| Mortgage-backed securities | $375,000 | 4,617 |
| Certificates of participation in pools of residential mortgages | $375,000 | 4,410 |
| Issued or guaranteed by U.S. | $375,000 | 4,406 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $9,562,000 | 4,514 |
| Total debt securities | $9,562,000 | 4,847 |
| 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 | $7,184,000 | 5,174 |
| U.S. Government securities | $797,000 | 5,648 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $797,000 | 5,553 |
| Securities issued by states & political subdivisions | $5,905,000 | 3,388 |
| Other domestic debt securities | $482,000 | 1,928 |
| 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 | $482,000 | 1,568 |
| 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 | $3,853,000 | 4,145 |
| Mortgage-backed securities | $400,000 | 4,636 |
| Certificates of participation in pools of residential mortgages | $400,000 | 4,424 |
| Issued or guaranteed by U.S. | $400,000 | 4,421 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $7,184,000 | 4,829 |
| Total debt securities | $7,184,000 | 5,152 |
| 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 | $7,643,000 | 5,219 |
| U.S. Government securities | $829,000 | 5,736 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $829,000 | 5,645 |
| Securities issued by states & political subdivisions | $6,329,000 | 3,354 |
| Other domestic debt securities | $485,000 | 1,942 |
| 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 | $485,000 | 1,569 |
| 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 | $3,787,000 | 4,220 |
| Mortgage-backed securities | $430,000 | 4,699 |
| Certificates of participation in pools of residential mortgages | $430,000 | 4,473 |
| Issued or guaranteed by U.S. | $430,000 | 4,469 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $7,643,000 | 4,856 |
| Total debt securities | $7,643,000 | 5,196 |
| 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 | $8,215,000 | 5,259 |
| U.S. Government securities | $852,000 | 5,813 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $852,000 | 5,720 |
| Securities issued by states & political subdivisions | $6,376,000 | 3,362 |
| Other domestic debt securities | $987,000 | 1,679 |
| 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 | $987,000 | 1,353 |
| 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 | $4,930,000 | 4,022 |
| Mortgage-backed securities | $457,000 | 4,762 |
| Certificates of participation in pools of residential mortgages | $457,000 | 4,536 |
| Issued or guaranteed by U.S. | $457,000 | 4,533 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $8,215,000 | 4,892 |
| Total debt securities | $8,215,000 | 5,235 |
| 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 | $9,767,000 | 5,157 |
| U.S. Government securities | $887,000 | 5,884 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $887,000 | 5,793 |
| Securities issued by states & political subdivisions | $7,888,000 | 3,118 |
| Other domestic debt securities | $992,000 | 1,719 |
| 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 | $992,000 | 1,375 |
| 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 | $5,421,000 | 3,985 |
| Mortgage-backed securities | $491,000 | 4,804 |
| Certificates of participation in pools of residential mortgages | $491,000 | 4,570 |
| Issued or guaranteed by U.S. | $491,000 | 4,565 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $9,767,000 | 4,791 |
| Total debt securities | $9,765,000 | 5,139 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $9,933,000 | 5,217 |
| U.S. Government securities | $912,000 | 5,974 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $912,000 | 5,878 |
| Securities issued by states & political subdivisions | $8,029,000 | 3,125 |
| Other domestic debt securities | $992,000 | 1,722 |
| 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 | $992,000 | 1,381 |
| 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 | $5,627,000 | 3,985 |
| Mortgage-backed securities | $522,000 | 4,871 |
| Certificates of participation in pools of residential mortgages | $522,000 | 4,628 |
| Issued or guaranteed by U.S. | $522,000 | 4,623 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $9,933,000 | 4,831 |
| Total debt securities | $9,932,000 | 5,195 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $10,769,000 | 5,228 |
| U.S. Government securities | $1,188,000 | 5,990 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $1,188,000 | 5,902 |
| Securities issued by states & political subdivisions | $8,588,000 | 3,081 |
| Other domestic debt securities | $993,000 | 1,782 |
| 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 | $993,000 | 1,419 |
| 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 | $5,890,000 | 3,987 |
| Mortgage-backed securities | $549,000 | 4,950 |
| Certificates of participation in pools of residential mortgages | $549,000 | 4,701 |
| Issued or guaranteed by U.S. | $549,000 | 4,698 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $10,769,000 | 4,839 |
| Total debt securities | $10,769,000 | 5,209 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $12,996,000 | 5,080 |
| U.S. Government securities | $1,228,000 | 6,053 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,228,000 | 5,960 |
| Securities issued by states & political subdivisions | $10,769,000 | 2,776 |
| Other domestic debt securities | $999,000 | 1,818 |
| 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 | $999,000 | 1,444 |
| 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 | $6,029,000 | 3,982 |
| Mortgage-backed securities | $585,000 | 4,983 |
| Certificates of participation in pools of residential mortgages | $585,000 | 4,726 |
| Issued or guaranteed by U.S. | $585,000 | 4,724 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $12,996,000 | 4,674 |
| Total debt securities | $12,995,000 | 5,054 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $13,359,000 | 5,089 |
| U.S. Government securities | $1,256,000 | 6,105 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,256,000 | 6,013 |
| Securities issued by states & political subdivisions | $11,109,000 | 2,739 |
| Other domestic debt securities | $994,000 | 1,871 |
| 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 | $994,000 | 1,484 |
| 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 | $6,019,000 | 4,007 |
| Mortgage-backed securities | $614,000 | 5,014 |
| Certificates of participation in pools of residential mortgages | $614,000 | 4,756 |
| Issued or guaranteed by U.S. | $614,000 | 4,752 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $13,359,000 | 4,689 |
| Total debt securities | $13,359,000 | 5,063 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $13,999,000 | 5,031 |
| U.S. Government securities | $1,280,000 | 6,155 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,280,000 | 6,054 |
| Securities issued by states & political subdivisions | $11,731,000 | 2,647 |
| Other domestic debt securities | $988,000 | 1,923 |
| 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 | $988,000 | 1,522 |
| 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 | $6,568,000 | 3,906 |
| Mortgage-backed securities | $643,000 | 5,047 |
| Certificates of participation in pools of residential mortgages | $643,000 | 4,778 |
| Issued or guaranteed by U.S. | $643,000 | 4,774 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $13,999,000 | 4,636 |
| Total debt securities | $13,998,000 | 5,004 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $14,635,000 | 5,018 |
| U.S. Government securities | $1,317,000 | 6,210 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,317,000 | 6,116 |
| Securities issued by states & political subdivisions | $12,334,000 | 2,569 |
| Other domestic debt securities | $984,000 | 1,981 |
| 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 | $984,000 | 1,561 |
| 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 | $6,788,000 | 3,871 |
| Mortgage-backed securities | $673,000 | 5,077 |
| Certificates of participation in pools of residential mortgages | $673,000 | 4,799 |
| Issued or guaranteed by U.S. | $673,000 | 4,795 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $14,635,000 | 4,623 |
| Total debt securities | $14,635,000 | 4,990 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $14,087,000 | 5,073 |
| U.S. Government securities | $851,000 | 6,352 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $851,000 | 6,252 |
| Securities issued by states & political subdivisions | $12,258,000 | 2,558 |
| Other domestic debt securities | $978,000 | 2,039 |
| 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 | $978,000 | 1,602 |
| 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 | $6,758,000 | 3,869 |
| Mortgage-backed securities | $211,000 | 5,313 |
| Certificates of participation in pools of residential mortgages | $211,000 | 5,076 |
| Issued or guaranteed by U.S. | $211,000 | 5,069 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $14,087,000 | 4,694 |
| Total debt securities | $14,087,000 | 5,042 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $14,836,000 | 5,021 |
| U.S. Government securities | $902,000 | 6,392 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $902,000 | 6,285 |
| Securities issued by states & political subdivisions | $12,951,000 | 2,481 |
| Other domestic debt securities | $983,000 | 2,042 |
| 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 | $983,000 | 1,582 |
| 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 | $7,089,000 | 3,857 |
| Mortgage-backed securities | $243,000 | 5,348 |
| Certificates of participation in pools of residential mortgages | $243,000 | 5,087 |
| Issued or guaranteed by U.S. | $243,000 | 5,082 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $14,836,000 | 4,656 |
| Total debt securities | $14,835,000 | 4,984 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $11,404,000 | 5,376 |
| U.S. Government securities | $788,000 | 6,475 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $788,000 | 6,367 |
| Securities issued by states & political subdivisions | $9,926,000 | 2,851 |
| Other domestic debt securities | $690,000 | 2,191 |
| 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 | $690,000 | 1,668 |
| 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 | $6,595,000 | 3,940 |
| Mortgage-backed securities | $275,000 | 5,375 |
| Certificates of participation in pools of residential mortgages | $275,000 | 5,097 |
| Issued or guaranteed by U.S. | $275,000 | 5,093 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $11,404,000 | 4,998 |
| Total debt securities | $11,404,000 | 5,351 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $11,469,000 | 5,460 |
| U.S. Government securities | $826,000 | 6,568 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $826,000 | 6,474 |
| Securities issued by states & political subdivisions | $9,962,000 | 2,806 |
| Other domestic debt securities | $681,000 | 2,247 |
| 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 | $681,000 | 1,726 |
| 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 | $6,267,000 | 4,045 |
| Mortgage-backed securities | $309,000 | 5,454 |
| Certificates of participation in pools of residential mortgages | $309,000 | 5,180 |
| Issued or guaranteed by U.S. | $309,000 | 5,173 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $11,469,000 | 5,071 |
| Total debt securities | $11,469,000 | 5,431 |
| 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 | $11,094,000 | 5,560 |
| U.S. Government securities | $858,000 | 6,641 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $858,000 | 6,545 |
| Securities issued by states & political subdivisions | $9,575,000 | 2,819 |
| Other domestic debt securities | $661,000 | 2,259 |
| 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 | $661,000 | 1,727 |
| 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 | $6,273,000 | 4,072 |
| Mortgage-backed securities | $338,000 | 5,478 |
| Certificates of participation in pools of residential mortgages | $338,000 | 5,194 |
| Issued or guaranteed by U.S. | $338,000 | 5,186 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $11,094,000 | 5,168 |
| Total debt securities | $11,094,000 | 5,531 |
| 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 | $11,091,000 | 5,605 |
| U.S. Government securities | $896,000 | 6,709 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $896,000 | 6,606 |
| Securities issued by states & political subdivisions | $9,521,000 | 2,748 |
| Other domestic debt securities | $674,000 | 2,232 |
| 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 | $674,000 | 1,712 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,267,000 | 4,064 |
| Mortgage-backed securities | $373,000 | 5,485 |
| Certificates of participation in pools of residential mortgages | $373,000 | 5,186 |
| Issued or guaranteed by U.S. | $373,000 | 5,180 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $11,091,000 | 5,210 |
| Total debt securities | $11,091,000 | 5,578 |
| 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 | $11,879,000 | 5,506 |
| U.S. Government securities | $1,178,000 | 6,655 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,178,000 | 6,562 |
| Securities issued by states & political subdivisions | $10,048,000 | 2,621 |
| Other domestic debt securities | $653,000 | 2,213 |
| 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 | $653,000 | 1,636 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,248,000 | 3,883 |
| Mortgage-backed securities | $402,000 | 5,467 |
| Certificates of participation in pools of residential mortgages | $402,000 | 5,148 |
| Issued or guaranteed by U.S. | $402,000 | 5,134 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $11,879,000 | 5,088 |
| Total debt securities | $11,879,000 | 5,479 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,859 |
| Fair value | $250,000 | 2,878 |
| 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 | $11,959,000 | 5,454 |
| U.S. Government securities | $1,227,000 | 6,724 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,227,000 | 6,621 |
| Securities issued by states & political subdivisions | $10,037,000 | 2,564 |
| Other domestic debt securities | $695,000 | 2,185 |
| 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 | $695,000 | 1,579 |
| 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 | $6,303,000 | 3,861 |
| Mortgage-backed securities | $447,000 | 5,467 |
| Certificates of participation in pools of residential mortgages | $447,000 | 5,131 |
| Issued or guaranteed by U.S. | $447,000 | 5,115 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $11,959,000 | 5,029 |
| Total debt securities | $11,959,000 | 5,418 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,928 |
| Fair value | $251,000 | 2,944 |
| 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 | $11,936,000 | 5,535 |
| U.S. Government securities | $1,858,000 | 6,695 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,858,000 | 6,584 |
| Securities issued by states & political subdivisions | $9,878,000 | 2,526 |
| Other domestic debt securities | $200,000 | 2,569 |
| 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 | $200,000 | 1,889 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,371,000 | 4,146 |
| Mortgage-backed securities | $483,000 | 5,452 |
| Certificates of participation in pools of residential mortgages | $483,000 | 5,113 |
| Issued or guaranteed by U.S. | $483,000 | 5,098 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $11,936,000 | 5,108 |
| Total debt securities | $11,936,000 | 5,502 |
| Structured notes | ||
| Amortized cost | $850,000 | 2,646 |
| Fair value | $847,000 | 2,650 |
| 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 | $13,937,000 | 5,255 |
| U.S. Government securities | $2,313,000 | 6,621 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $2,313,000 | 6,504 |
| Securities issued by states & political subdivisions | $11,425,000 | 2,292 |
| Other domestic debt securities | $199,000 | 2,634 |
| 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 | $199,000 | 1,940 |
| 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 | $4,911,000 | 4,253 |
| Mortgage-backed securities | $517,000 | 5,413 |
| Certificates of participation in pools of residential mortgages | $517,000 | 5,052 |
| Issued or guaranteed by U.S. | $517,000 | 5,040 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $13,937,000 | 4,831 |
| Total debt securities | $13,937,000 | 5,220 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 2,369 |
| Fair value | $1,276,000 | 2,378 |
| 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 | $11,117,000 | 5,546 |
| U.S. Government securities | $802,000 | 6,994 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $802,000 | 6,882 |
| Securities issued by states & political subdivisions | $10,116,000 | 2,443 |
| Other domestic debt securities | $199,000 | 2,782 |
| 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 | $199,000 | 1,954 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,644,000 | 4,979 |
| Mortgage-backed securities | $0 | 6,134 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $11,117,000 | 5,110 |
| Total debt securities | $11,117,000 | 5,511 |
| Structured notes | ||
| Amortized cost | $800,000 | 2,583 |
| Fair value | $802,000 | 2,583 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $10,220,000 | 5,631 |
| U.S. Government securities | $954,000 | 7,023 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $954,000 | 6,913 |
| Securities issued by states & political subdivisions | $9,067,000 | 2,530 |
| Other domestic debt securities | $199,000 | 2,869 |
| 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 | $199,000 | 1,985 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,738,000 | 5,006 |
| Mortgage-backed securities | $0 | 6,191 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $10,220,000 | 5,181 |
| Total debt securities | $10,221,000 | 5,596 |
| Structured notes | ||
| Amortized cost | $950,000 | 2,590 |
| Fair value | $955,000 | 2,586 |
| 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 | $9,211,000 | 5,868 |
| U.S. Government securities | $1,202,000 | 7,053 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,202,000 | 6,945 |
| Securities issued by states & political subdivisions | $8,009,000 | 2,588 |
| 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 | $850,000 | 5,850 |
| Mortgage-backed securities | $0 | 6,235 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $9,211,000 | 5,390 |
| Total debt securities | $9,211,000 | 5,826 |
| Structured notes | ||
| Amortized cost | $1,100,000 | 2,423 |
| Fair value | $1,102,000 | 2,429 |
| 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 | $7,902,000 | 6,172 |
| U.S. Government securities | $353,000 | 7,387 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $353,000 | 7,288 |
| Securities issued by states & political subdivisions | $7,549,000 | 2,653 |
| 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 | $811,000 | 5,940 |
| Mortgage-backed securities | $0 | 6,328 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $7,902,000 | 5,683 |
| Total debt securities | $7,902,000 | 6,127 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,912 |
| Fair value | $253,000 | 2,915 |
| 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 | $7,190,000 | 6,305 |
| U.S. Government securities | $302,000 | 7,429 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $302,000 | 7,333 |
| Securities issued by states & political subdivisions | $6,888,000 | 2,796 |
| 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 | $556,000 | 6,093 |
| Mortgage-backed securities | $50,000 | 6,107 |
| Certificates of participation in pools of residential mortgages | $50,000 | 5,805 |
| Issued or guaranteed by U.S. | $50,000 | 5,791 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $7,190,000 | 5,799 |
| Total debt securities | $7,188,000 | 6,268 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,669 |
| Fair value | $252,000 | 2,675 |
| 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 | $6,797,000 | 6,418 |
| U.S. Government securities | $313,000 | 7,506 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $313,000 | 7,417 |
| Securities issued by states & political subdivisions | $6,484,000 | 2,890 |
| 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 | $561,000 | 6,118 |
| Mortgage-backed securities | $61,000 | 6,162 |
| Certificates of participation in pools of residential mortgages | $61,000 | 5,870 |
| Issued or guaranteed by U.S. | $61,000 | 5,852 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $6,797,000 | 5,901 |
| Total debt securities | $6,796,000 | 6,376 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,308 |
| Fair value | $252,000 | 2,310 |
| 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 | $5,528,000 | 6,700 |
| U.S. Government securities | $324,000 | 7,570 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $324,000 | 7,489 |
| Securities issued by states & political subdivisions | $5,204,000 | 3,150 |
| 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 | $551,000 | 6,156 |
| Mortgage-backed securities | $74,000 | 6,196 |
| Certificates of participation in pools of residential mortgages | $74,000 | 5,896 |
| Issued or guaranteed by U.S. | $74,000 | 5,876 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $5,528,000 | 6,165 |
| Total debt securities | $5,528,000 | 6,660 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,832 |
| Fair value | $250,000 | 1,839 |
| 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 | $4,582,000 | 6,931 |
| U.S. Government securities | $344,000 | 7,648 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $344,000 | 7,569 |
| Securities issued by states & political subdivisions | $4,238,000 | 3,365 |
| 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 | $525,000 | 6,215 |
| Mortgage-backed securities | $93,000 | 6,216 |
| Certificates of participation in pools of residential mortgages | $93,000 | 5,921 |
| Issued or guaranteed by U.S. | $93,000 | 5,904 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $4,582,000 | 6,377 |
| Total debt securities | $4,582,000 | 6,893 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $4,658,000 | 6,974 |
| U.S. Government securities | $359,000 | 7,713 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $359,000 | 7,639 |
| Securities issued by states & political subdivisions | $4,299,000 | 3,314 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $605,000 | 6,219 |
| Mortgage-backed securities | $107,000 | 6,215 |
| Certificates of participation in pools of residential mortgages | $107,000 | 5,927 |
| Issued or guaranteed by U.S. | $107,000 | 5,908 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $4,658,000 | 6,411 |
| Total debt securities | $4,658,000 | 6,937 |
| 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 | $4,466,000 | 7,031 |
| U.S. Government securities | $364,000 | 7,775 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $364,000 | 7,694 |
| Securities issued by states & political subdivisions | $4,102,000 | 3,366 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,036,000 | 5,607 |
| Mortgage-backed securities | $112,000 | 6,203 |
| Certificates of participation in pools of residential mortgages | $112,000 | 5,919 |
| Issued or guaranteed by U.S. | $112,000 | 5,899 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $4,466,000 | 6,448 |
| Total debt securities | $4,466,000 | 6,984 |
| 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 | $3,884,000 | 7,247 |
| U.S. Government securities | $624,000 | 7,745 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $624,000 | 7,671 |
| Securities issued by states & political subdivisions | $3,260,000 | 3,662 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,328,000 | 5,478 |
| Mortgage-backed securities | $120,000 | 6,214 |
| Certificates of participation in pools of residential mortgages | $120,000 | 5,923 |
| Issued or guaranteed by U.S. | $120,000 | 5,898 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $3,884,000 | 6,635 |
| Total debt securities | $3,884,000 | 7,189 |
| 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 | $4,154,000 | 7,207 |
| U.S. Government securities | $1,199,000 | 7,617 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $1,199,000 | 7,533 |
| Securities issued by states & political subdivisions | $2,955,000 | 3,819 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,030,000 | 5,174 |
| Mortgage-backed securities | $132,000 | 6,195 |
| Certificates of participation in pools of residential mortgages | $132,000 | 5,892 |
| Issued or guaranteed by U.S. | $132,000 | 5,862 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $4,154,000 | 6,608 |
| Total debt securities | $4,154,000 | 7,152 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,797 |
| Fair value | $250,000 | 1,817 |
| 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 | $5,571,000 | 6,952 |
| U.S. Government securities | $2,641,000 | 7,298 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $2,641,000 | 7,185 |
| Securities issued by states & political subdivisions | $2,930,000 | 3,824 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,381,000 | 5,072 |
| Mortgage-backed securities | $134,000 | 6,105 |
| Certificates of participation in pools of residential mortgages | $134,000 | 5,792 |
| Issued or guaranteed by U.S. | $134,000 | 5,771 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $5,571,000 | 6,333 |
| Total debt securities | $5,570,000 | 6,899 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,948 |
| Fair value | $499,000 | 2,077 |
| 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 | $6,087,000 | 6,887 |
| U.S. Government securities | $3,391,000 | 7,144 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $3,391,000 | 7,023 |
| Securities issued by states & political subdivisions | $2,696,000 | 3,922 |
| 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 | $3,625,000 | 4,995 |
| Mortgage-backed securities | $140,000 | 6,055 |
| Certificates of participation in pools of residential mortgages | $140,000 | 5,733 |
| Issued or guaranteed by U.S. | $140,000 | 5,711 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $6,087,000 | 6,264 |
| Total debt securities | $6,087,000 | 6,838 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,161 |
| Fair value | $498,000 | 2,278 |
| 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 | $5,714,000 | 7,017 |
| U.S. Government securities | $3,072,000 | 7,289 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $3,072,000 | 7,159 |
| Securities issued by states & political subdivisions | $2,642,000 | 3,956 |
| 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 | $3,855,000 | 4,958 |
| Mortgage-backed securities | $145,000 | 6,066 |
| Certificates of participation in pools of residential mortgages | $145,000 | 5,740 |
| Issued or guaranteed by U.S. | $145,000 | 5,720 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $5,714,000 | 6,369 |
| Total debt securities | $5,714,000 | 6,970 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,776 |
| Fair value | $991,000 | 1,876 |
| 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 | $6,020,000 | 6,996 |
| U.S. Government securities | $3,576,000 | 7,173 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $3,576,000 | 7,040 |
| Securities issued by states & political subdivisions | $2,444,000 | 4,056 |
| 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 | $4,156,000 | 4,849 |
| Mortgage-backed securities | $151,000 | 6,067 |
| Certificates of participation in pools of residential mortgages | $151,000 | 5,744 |
| Issued or guaranteed by U.S. | $151,000 | 5,721 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $6,020,000 | 6,324 |
| Total debt securities | $6,020,000 | 6,951 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,747 |
| Fair value | $1,242,000 | 1,753 |
| 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 | $6,246,000 | 6,974 |
| U.S. Government securities | $4,075,000 | 7,060 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $4,075,000 | 6,930 |
| Securities issued by states & political subdivisions | $2,171,000 | 4,212 |
| 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 | $4,135,000 | 4,869 |
| Mortgage-backed securities | $155,000 | 6,074 |
| Certificates of participation in pools of residential mortgages | $155,000 | 5,736 |
| Issued or guaranteed by U.S. | $155,000 | 5,712 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $6,246,000 | 6,291 |
| Total debt securities | $6,247,000 | 6,927 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,847 |
| Fair value | $1,238,000 | 1,855 |
| 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 | $6,084,000 | 7,086 |
| U.S. Government securities | $4,070,000 | 7,138 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $4,070,000 | 7,002 |
| Securities issued by states & political subdivisions | $2,014,000 | 4,293 |
| 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 | $4,376,000 | 4,817 |
| Mortgage-backed securities | $161,000 | 6,092 |
| Certificates of participation in pools of residential mortgages | $161,000 | 5,746 |
| Issued or guaranteed by U.S. | $161,000 | 5,718 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $6,084,000 | 6,365 |
| Total debt securities | $6,084,000 | 7,030 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,698 |
| Fair value | $1,732,000 | 1,703 |
| 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 | $6,013,000 | 7,120 |
| U.S. Government securities | $4,031,000 | 7,171 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $4,031,000 | 7,031 |
| Securities issued by states & political subdivisions | $1,982,000 | 4,317 |
| 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 | $4,330,000 | 4,846 |
| Mortgage-backed securities | $167,000 | 6,123 |
| Certificates of participation in pools of residential mortgages | $167,000 | 5,774 |
| Issued or guaranteed by U.S. | $167,000 | 5,748 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $6,013,000 | 6,380 |
| Total debt securities | $6,012,000 | 7,066 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,383 |
| Fair value | $2,444,000 | 1,412 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $6,120,000 | 7,153 |
| U.S. Government securities | $4,061,000 | 7,213 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $4,061,000 | 7,065 |
| Securities issued by states & political subdivisions | $2,059,000 | 4,295 |
| 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 | $4,252,000 | 4,859 |
| Mortgage-backed securities | $181,000 | 6,141 |
| Certificates of participation in pools of residential mortgages | $181,000 | 5,779 |
| Issued or guaranteed by U.S. | $181,000 | 5,755 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $6,120,000 | 6,425 |
| Total debt securities | $6,119,000 | 7,098 |
| Structured notes | ||
| Amortized cost | $2,450,000 | 1,462 |
| Fair value | $2,453,000 | 1,436 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $6,231,000 | 7,158 |
| U.S. Government securities | $3,826,000 | 7,309 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $3,826,000 | 7,163 |
| Securities issued by states & political subdivisions | $2,405,000 | 4,132 |
| 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 | $2,959,000 | 5,406 |
| Mortgage-backed securities | $190,000 | 6,203 |
| Certificates of participation in pools of residential mortgages | $190,000 | 5,815 |
| Issued or guaranteed by U.S. | $190,000 | 5,789 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $6,231,000 | 6,432 |
| Total debt securities | $6,231,000 | 7,105 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,406 |
| Fair value | $2,461,000 | 1,433 |
| 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 | $10,624,000 | 6,199 |
| U.S. Government securities | $8,505,000 | 5,933 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $8,505,000 | 5,787 |
| Securities issued by states & political subdivisions | $2,119,000 | 4,288 |
| 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 | $4,656,000 | 4,713 |
| Mortgage-backed securities | $203,000 | 6,221 |
| Certificates of participation in pools of residential mortgages | $203,000 | 5,826 |
| Issued or guaranteed by U.S. | $203,000 | 5,807 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $10,624,000 | 5,473 |
| Total debt securities | $10,623,000 | 6,136 |
| Structured notes | ||
| Amortized cost | $5,749,000 | 760 |
| Fair value | $5,679,000 | 763 |
| 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 | $10,765,000 | 6,217 |
| U.S. Government securities | $8,575,000 | 5,956 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $8,575,000 | 5,815 |
| Securities issued by states & political subdivisions | $2,190,000 | 4,238 |
| 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 | $4,812,000 | 4,657 |
| Mortgage-backed securities | $219,000 | 6,258 |
| Certificates of participation in pools of residential mortgages | $219,000 | 5,862 |
| Issued or guaranteed by U.S. | $219,000 | 5,834 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $10,765,000 | 5,485 |
| Total debt securities | $10,766,000 | 6,149 |
| Structured notes | ||
| Amortized cost | $5,749,000 | 756 |
| Fair value | $5,712,000 | 758 |
| 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 | $11,805,000 | 6,091 |
| U.S. Government securities | $10,268,000 | 5,619 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $10,268,000 | 5,473 |
| Securities issued by states & political subdivisions | $1,537,000 | 4,671 |
| 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 | $5,039,000 | 4,598 |
| Mortgage-backed securities | $235,000 | 6,307 |
| Certificates of participation in pools of residential mortgages | $235,000 | 5,911 |
| Issued or guaranteed by U.S. | $235,000 | 5,890 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $11,805,000 | 5,342 |
| Total debt securities | $11,805,000 | 6,020 |
| Structured notes | ||
| Amortized cost | $5,999,000 | 712 |
| Fair value | $5,911,000 | 722 |
| 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 | $11,995,000 | 6,082 |
| U.S. Government securities | $10,390,000 | 5,608 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $10,390,000 | 5,451 |
| Securities issued by states & political subdivisions | $1,605,000 | 4,629 |
| 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 | $5,499,000 | 4,439 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $11,995,000 | 5,320 |
| Total debt securities | $11,994,000 | 6,008 |
| Structured notes | ||
| Amortized cost | $5,999,000 | 692 |
| Fair value | $5,970,000 | 691 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $12,687,000 | 5,934 |
| U.S. Government securities | $11,326,000 | 5,402 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $11,326,000 | 5,250 |
| Securities issued by states & political subdivisions | $1,361,000 | 4,823 |
| 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 | $5,633,000 | 4,382 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $12,687,000 | 5,201 |
| Total debt securities | $12,687,000 | 5,862 |
| Structured notes | ||
| Amortized cost | $7,134,000 | 592 |
| Fair value | $7,123,000 | 593 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $13,588,000 | 5,839 |
| U.S. Government securities | $11,988,000 | 5,312 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $11,988,000 | 5,156 |
| Securities issued by states & political subdivisions | $1,349,000 | 4,831 |
| Other domestic debt securities | $251,000 | 3,226 |
| 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 | $251,000 | 2,798 |
| 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 | $5,006,000 | 4,585 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $13,588,000 | 5,126 |
| Total debt securities | $13,588,000 | 5,760 |
| Structured notes | ||
| Amortized cost | $7,633,000 | 555 |
| Fair value | $7,544,000 | 553 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $11,531,000 | 6,246 |
| U.S. Government securities | $9,893,000 | 5,764 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $9,893,000 | 5,623 |
| Securities issued by states & political subdivisions | $1,385,000 | 4,809 |
| Other domestic debt securities | $253,000 | 3,330 |
| 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 | $253,000 | 2,875 |
| 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 | $5,219,000 | 4,463 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $11,531,000 | 5,523 |
| Total debt securities | $11,534,000 | 6,166 |
| Structured notes | ||
| Amortized cost | $4,883,000 | 732 |
| Fair value | $4,902,000 | 732 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $11,480,000 | 6,303 |
| U.S. Government securities | $10,338,000 | 5,689 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $10,338,000 | 5,533 |
| Securities issued by states & political subdivisions | $888,000 | 5,340 |
| Other domestic debt securities | $254,000 | 3,380 |
| 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 | $254,000 | 3,018 |
| 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 | $4,884,000 | 4,520 |
| Mortgage-backed securities | $2,000 | 7,302 |
| Certificates of participation in pools of residential mortgages | $2,000 | 7,038 |
| Issued or guaranteed by U.S. | $2,000 | 7,013 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $11,480,000 | 5,578 |
| Total debt securities | $11,480,000 | 6,219 |
| Structured notes | ||
| Amortized cost | $3,799,000 | 799 |
| Fair value | $3,786,000 | 797 |
| 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 | $9,855,000 | 6,584 |
| U.S. Government securities | $8,658,000 | 5,975 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $8,658,000 | 5,791 |
| Securities issued by states & political subdivisions | $943,000 | 5,300 |
| Other domestic debt securities | $254,000 | 3,491 |
| 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 | $254,000 | 3,120 |
| 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 | $5,880,000 | 4,138 |
| Mortgage-backed securities | $29,000 | 7,073 |
| Certificates of participation in pools of residential mortgages | $21,000 | 6,827 |
| Issued or guaranteed by U.S. | $21,000 | 6,804 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $8,000 | 4,071 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,850 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $9,855,000 | 5,845 |
| Total debt securities | $9,855,000 | 6,484 |
| Structured notes | ||
| Amortized cost | $3,300,000 | 742 |
| Fair value | $3,291,000 | 741 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $9,416,000 | 6,634 |
| U.S. Government securities | $8,012,000 | 6,116 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $8,012,000 | 5,933 |
| Securities issued by states & political subdivisions | $1,148,000 | 5,043 |
| Other domestic debt securities | $256,000 | 3,546 |
| 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 | $256,000 | 3,158 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,010,000 | 4,050 |
| Mortgage-backed securities | $47,000 | 7,034 |
| Certificates of participation in pools of residential mortgages | $25,000 | 6,826 |
| Issued or guaranteed by U.S. | $25,000 | 6,807 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $22,000 | 4,177 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,975 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $9,416,000 | 5,867 |
| Total debt securities | $9,415,000 | 6,529 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 960 |
| Fair value | $1,810,000 | 964 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $9,657,000 | 6,573 |
| U.S. Government securities | $8,177,000 | 6,071 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $8,177,000 | 5,890 |
| Securities issued by states & political subdivisions | $1,225,000 | 4,920 |
| Other domestic debt securities | $255,000 | 3,591 |
| 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 | $255,000 | 3,183 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,154,000 | 4,006 |
| Mortgage-backed securities | $69,000 | 6,991 |
| Certificates of participation in pools of residential mortgages | $38,000 | 6,746 |
| Issued or guaranteed by U.S. | $38,000 | 6,727 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $31,000 | 4,223 |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 4,030 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $9,657,000 | 5,797 |
| Total debt securities | $9,657,000 | 6,477 |
| Structured notes | ||
| Amortized cost | $1,900,000 | 711 |
| Fair value | $1,909,000 | 711 |
| 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 | $8,641,000 | 6,855 |
| U.S. Government securities | $7,123,000 | 6,448 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $7,123,000 | 6,254 |
| Securities issued by states & political subdivisions | $1,266,000 | 4,896 |
| Other domestic debt securities | $252,000 | 3,642 |
| 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 | $252,000 | 3,221 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,937,000 | 4,446 |
| Mortgage-backed securities | $103,000 | 6,910 |
| Certificates of participation in pools of residential mortgages | $60,000 | 6,633 |
| Issued or guaranteed by U.S. | $60,000 | 6,613 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $43,000 | 4,244 |
| CMOs issued by government agencies or sponsored agencies | $43,000 | 4,056 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $8,641,000 | 6,047 |
| Total debt securities | $8,639,000 | 6,755 |
| Structured notes | ||
| Amortized cost | $1,548,000 | 601 |
| Fair value | $1,560,000 | 604 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $8,372,000 | 6,926 |
| U.S. Government securities | $6,585,000 | 6,593 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $6,585,000 | 6,364 |
| Securities issued by states & political subdivisions | $1,541,000 | 4,703 |
| Other domestic debt securities | $246,000 | 3,731 |
| 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 | $246,000 | 3,239 |
| 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 | $2,957,000 | 5,401 |
| Mortgage-backed securities | $505,000 | 6,340 |
| Certificates of participation in pools of residential mortgages | $349,000 | 5,949 |
| Issued or guaranteed by U.S. | $349,000 | 5,925 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $156,000 | 4,174 |
| CMOs issued by government agencies or sponsored agencies | $156,000 | 3,989 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $8,372,000 | 6,034 |
| Total debt securities | $8,371,000 | 6,820 |
| 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 | $7,308,000 | 7,577 |
| U.S. Government securities | $5,419,000 | 7,575 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $5,419,000 | 7,231 |
| Securities issued by states & political subdivisions | $1,691,000 | 4,644 |
| 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 | $198,000 | 5,812 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $505,000 | 7,457 |
| Mortgage-backed securities | $920,000 | 5,618 |
| Certificates of participation in pools of residential mortgages | $426,000 | 5,583 |
| Issued or guaranteed by U.S. | $426,000 | 5,563 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $494,000 | 3,349 |
| CMOs issued by government agencies or sponsored agencies | $494,000 | 3,185 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $7,308,000 | 6,481 |
| Total debt securities | $7,110,000 | 7,520 |
| 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 | $6,457,000 | 8,183 |
| U.S. Government securities | $5,106,000 | 7,993 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $5,106,000 | 7,473 |
| Securities issued by states & political subdivisions | $1,260,000 | 5,306 |
| 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 | $91,000 | 6,855 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $494,000 | 7,740 |
| Mortgage-backed securities | $1,183,000 | 5,686 |
| Certificates of participation in pools of residential mortgages | $568,000 | 5,638 |
| Issued or guaranteed by U.S. | $568,000 | 5,625 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $615,000 | 3,375 |
| CMOs issued by government agencies or sponsored agencies | $615,000 | 3,223 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $6,457,000 | 6,947 |
| Total debt securities | $6,366,000 | 8,091 |
| 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 | $5,032,000 | 8,759 |
| U.S. Government securities | $3,446,000 | 8,779 |
| U.S. Treasury securities | $101,000 | 6,706 |
| U.S. Government agency obligations | $3,345,000 | 8,022 |
| Securities issued by states & political subdivisions | $1,565,000 | 5,117 |
| 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 | $21,000 | 7,620 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $665,000 | 7,536 |
| Mortgage-backed securities | $950,000 | 6,165 |
| Certificates of participation in pools of residential mortgages | $467,000 | 6,044 |
| Issued or guaranteed by U.S. | $467,000 | 6,028 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $483,000 | 3,815 |
| CMOs issued by government agencies or sponsored agencies | $483,000 | 3,659 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $5,032,000 | 7,349 |
| Total debt securities | $5,011,000 | 8,634 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $5,729,000 | 8,914 |
| U.S. Government securities | $3,754,000 | 9,205 |
| U.S. Treasury securities | $351,000 | 7,462 |
| U.S. Government agency obligations | $3,403,000 | 8,165 |
| Securities issued by states & political subdivisions | $1,704,000 | 4,904 |
| Other domestic debt securities | $250,000 | 2,797 |
| 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 | $250,000 | 2,230 |
| Foreign debt securities | NA | NA |
| Equity securities | $21,000 | 7,630 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,865,000 | 6,612 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $5,729,000 | 7,178 |
| Total debt securities | $5,708,000 | 8,805 |
| Structured notes | ||
| Amortized cost | $398,000 | 2,288 |
| Fair value | $397,000 | 2,273 |
| 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 | $5,012,000 | 9,772 |
| U.S. Government securities | $2,788,000 | 10,254 |
| U.S. Treasury securities | $349,000 | 8,338 |
| U.S. Government agency obligations | $2,439,000 | 9,189 |
| Securities issued by states & political subdivisions | $1,803,000 | 5,007 |
| Other domestic debt securities | $400,000 | 2,890 |
| 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 | $400,000 | 2,234 |
| Foreign debt securities | NA | NA |
| Equity securities | $21,000 | 7,723 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,804,000 | 6,907 |
| Mortgage-backed securities | $66,000 | 8,644 |
| Certificates of participation in pools of residential mortgages | $60,000 | 8,084 |
| Issued or guaranteed by U.S. | $60,000 | 8,062 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $6,000 | 5,585 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 5,252 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $5,012,000 | 7,769 |
| Total debt securities | $4,991,000 | 9,663 |
| Structured notes | ||
| Amortized cost | $397,000 | 2,989 |
| Fair value | $392,000 | 2,972 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $4,819,000 | 10,288 |
| U.S. Government securities | $2,236,000 | 10,986 |
| U.S. Treasury securities | $203,000 | 9,936 |
| U.S. Government agency obligations | $2,033,000 | 9,703 |
| Securities issued by states & political subdivisions | $2,159,000 | 4,734 |
| Other domestic debt securities | $403,000 | 3,426 |
| 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 | $403,000 | 2,695 |
| Foreign debt securities | NA | NA |
| Equity securities | $21,000 | 7,786 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,511,000 | 7,409 |
| Mortgage-backed securities | $314,000 | 8,381 |
| Certificates of participation in pools of residential mortgages | $86,000 | 8,369 |
| Issued or guaranteed by U.S. | $86,000 | 8,334 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $228,000 | 5,413 |
| CMOs issued by government agencies or sponsored agencies | $228,000 | 5,190 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $4,819,000 | 8,132 |
| Total debt securities | $4,798,000 | 10,195 |
| Structured notes | ||
| Amortized cost | $396,000 | 3,923 |
| Fair value | $390,000 | 3,908 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $4,862,000 | 10,921 |
| U.S. Government securities | $2,313,000 | 11,613 |
| U.S. Treasury securities | $293,000 | 10,814 |
| U.S. Government agency obligations | $2,020,000 | 9,900 |
| Securities issued by states & political subdivisions | $2,150,000 | 5,001 |
| Other domestic debt securities | $378,000 | 3,952 |
| 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 | $378,000 | 3,163 |
| Foreign debt securities | NA | NA |
| Equity securities | $21,000 | 7,848 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,643,000 | 7,480 |
| Mortgage-backed securities | $151,000 | 9,409 |
| Certificates of participation in pools of residential mortgages | $141,000 | 8,614 |
| Issued or guaranteed by U.S. | $141,000 | 8,585 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $10,000 | 6,559 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 6,096 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $4,862,000 | 6,969 |
| Total debt securities | $4,841,000 | 10,831 |
| 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 | $4,268,000 | 11,623 |
| U.S. Government securities | $1,753,000 | 12,353 |
| U.S. Treasury securities | $102,000 | 11,467 |
| U.S. Government agency obligations | $1,651,000 | 10,566 |
| Securities issued by states & political subdivisions | $2,094,000 | 5,187 |
| Other domestic debt securities | $400,000 | 4,548 |
| 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 | $400,000 | 3,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $21,000 | 7,741 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,158,000 | 8,254 |
| Mortgage-backed securities | $334,000 | 9,588 |
| Certificates of participation in pools of residential mortgages | $314,000 | 8,596 |
| Issued or guaranteed by U.S. | $314,000 | 8,540 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $20,000 | 6,910 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 6,436 |
| 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 | $4,247,000 | 11,507 |
| 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 | $5,160,000 | 11,507 |
| U.S. Government securities | $2,385,000 | 12,466 |
| U.S. Treasury securities | $104,000 | 12,008 |
| U.S. Government agency obligations | $2,281,000 | 10,236 |
| Securities issued by states & political subdivisions | $1,832,000 | 5,241 |
| Other domestic debt securities | $922,000 | 4,233 |
| 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 | $922,000 | 3,099 |
| Foreign debt securities | NA | NA |
| Equity securities | $21,000 | 7,575 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,326,000 | 8,104 |
| Mortgage-backed securities | $458,000 | 9,895 |
| Certificates of participation in pools of residential mortgages | $424,000 | 8,793 |
| Issued or guaranteed by U.S. | $424,000 | 8,728 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $34,000 | 7,193 |
| CMOs issued by government agencies or sponsored agencies | $34,000 | 6,547 |
| 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 | $5,139,000 | 11,375 |
| 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 |