Home > Montrose Savings Bank > Securities
Montrose Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $21,087,000 | 3,538 |
| U.S. Government securities | $2,825,000 | 4,128 |
| U.S. Treasury securities | $2,206,000 | 2,243 |
| U.S. Government agency obligations | $619,000 | 4,115 |
| Securities issued by states & political subdivisions | $18,231,000 | 1,881 |
| 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 | $4,033,000 | 3,445 |
| Mortgage-backed securities | $0 | 3,879 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,683 |
| 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) | $21,056,000 | 3,290 |
| Total debt securities | $21,056,000 | 3,515 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $20,171,000 | 3,586 |
| U.S. Government securities | $3,286,000 | 4,132 |
| U.S. Treasury securities | $2,676,000 | 2,227 |
| U.S. Government agency obligations | $610,000 | 4,139 |
| Securities issued by states & political subdivisions | $16,854,000 | 1,952 |
| 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 | $3,970,000 | 3,432 |
| Mortgage-backed securities | $0 | 3,892 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,701 |
| 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) | $20,140,000 | 3,328 |
| Total debt securities | $20,140,000 | 3,564 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $20,656,000 | 3,606 |
| U.S. Government securities | $3,261,000 | 4,171 |
| U.S. Treasury securities | $2,653,000 | 2,267 |
| U.S. Government agency obligations | $608,000 | 4,176 |
| Securities issued by states & political subdivisions | $17,393,000 | 1,978 |
| 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 | $3,985,000 | 3,407 |
| Mortgage-backed securities | $0 | 3,920 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,723 |
| 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) | $20,654,000 | 3,346 |
| Total debt securities | $20,654,000 | 3,585 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,143 |
| Fair value | $241,000 | 1,147 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $21,350,000 | 3,660 |
| U.S. Government securities | $3,262,000 | 4,234 |
| U.S. Treasury securities | $2,654,000 | 2,343 |
| U.S. Government agency obligations | $608,000 | 4,198 |
| Securities issued by states & political subdivisions | $18,086,000 | 1,993 |
| 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 | $4,009,000 | 3,367 |
| Mortgage-backed securities | $0 | 3,939 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,775 |
| 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) | $21,348,000 | 3,389 |
| Total debt securities | $21,348,000 | 3,636 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,170 |
| Fair value | $243,000 | 1,177 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $22,268,000 | 3,646 |
| U.S. Government securities | $5,148,000 | 4,114 |
| U.S. Treasury securities | $4,545,000 | 2,094 |
| U.S. Government agency obligations | $603,000 | 4,220 |
| Securities issued by states & political subdivisions | $17,118,000 | 2,088 |
| 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 | $0 | 3,972 |
| Mortgage-backed securities | $0 | 3,973 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,815 |
| 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) | $22,266,000 | 3,373 |
| Total debt securities | $22,266,000 | 3,625 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,199 |
| Fair value | $240,000 | 1,206 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $21,826,000 | 3,680 |
| U.S. Government securities | $5,365,000 | 4,122 |
| U.S. Treasury securities | $4,766,000 | 2,104 |
| U.S. Government agency obligations | $599,000 | 4,252 |
| Securities issued by states & political subdivisions | $16,459,000 | 2,126 |
| 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 | $3,757,000 | 3,306 |
| Mortgage-backed securities | $0 | 4,006 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,845 |
| 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) | $21,824,000 | 3,402 |
| Total debt securities | $21,824,000 | 3,658 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,184 |
| Fair value | $239,000 | 1,186 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $19,860,000 | 3,790 |
| U.S. Government securities | $5,939,000 | 4,089 |
| U.S. Treasury securities | $5,327,000 | 1,989 |
| U.S. Government agency obligations | $612,000 | 4,275 |
| Securities issued by states & political subdivisions | $13,919,000 | 2,352 |
| 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 | $3,839,000 | 3,309 |
| Mortgage-backed securities | $0 | 4,060 |
| Certificates of participation in pools of residential mortgages | $0 | 3,938 |
| Issued or guaranteed by U.S. | $0 | 3,877 |
| 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) | $19,858,000 | 3,530 |
| Total debt securities | $19,858,000 | 3,772 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,156 |
| Fair value | $244,000 | 1,161 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $17,802,000 | 3,832 |
| U.S. Government securities | $3,423,000 | 4,222 |
| U.S. Treasury securities | $3,423,000 | 2,032 |
| U.S. Government agency obligations | $0 | 4,457 |
| Securities issued by states & political subdivisions | $14,377,000 | 2,340 |
| 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 | $3,881,000 | 3,292 |
| Mortgage-backed securities | $0 | 4,078 |
| Certificates of participation in pools of residential mortgages | $0 | 3,954 |
| Issued or guaranteed by U.S. | $0 | 3,898 |
| 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) | $17,800,000 | 3,593 |
| Total debt securities | $17,801,000 | 3,815 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $18,548,000 | 3,736 |
| U.S. Government securities | $3,497,000 | 4,134 |
| U.S. Treasury securities | $3,497,000 | 1,565 |
| U.S. Government agency obligations | $0 | 4,476 |
| Securities issued by states & political subdivisions | $15,049,000 | 2,341 |
| 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 | $4,066,000 | 3,267 |
| Mortgage-backed securities | $0 | 4,098 |
| Certificates of participation in pools of residential mortgages | $0 | 3,982 |
| Issued or guaranteed by U.S. | $0 | 3,918 |
| 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) | $18,546,000 | 3,523 |
| Total debt securities | $18,546,000 | 3,716 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $15,904,000 | 3,846 |
| U.S. Government securities | $2,418,000 | 4,266 |
| U.S. Treasury securities | $1,516,000 | 1,647 |
| U.S. Government agency obligations | $902,000 | 4,289 |
| Securities issued by states & political subdivisions | $13,484,000 | 2,414 |
| 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 | $4,104,000 | 3,276 |
| Mortgage-backed securities | $0 | 4,153 |
| Certificates of participation in pools of residential mortgages | $0 | 4,035 |
| Issued or guaranteed by U.S. | $0 | 3,975 |
| 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) | $15,902,000 | 3,632 |
| Total debt securities | $15,902,000 | 3,825 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $14,918,000 | 3,877 |
| U.S. Government securities | $2,427,000 | 4,278 |
| U.S. Treasury securities | $1,517,000 | 1,538 |
| U.S. Government agency obligations | $910,000 | 4,326 |
| Securities issued by states & political subdivisions | $12,489,000 | 2,471 |
| 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 | $4,120,000 | 3,275 |
| Mortgage-backed securities | $0 | 4,171 |
| Certificates of participation in pools of residential mortgages | $0 | 4,051 |
| Issued or guaranteed by U.S. | $0 | 3,990 |
| 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) | $14,916,000 | 3,657 |
| Total debt securities | $14,916,000 | 3,854 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $12,743,000 | 3,918 |
| U.S. Government securities | $1,917,000 | 4,297 |
| U.S. Treasury securities | $1,000,000 | 1,378 |
| U.S. Government agency obligations | $917,000 | 4,318 |
| Securities issued by states & political subdivisions | $10,824,000 | 2,566 |
| 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 | $4,014,000 | 3,273 |
| Mortgage-backed securities | $0 | 4,168 |
| Certificates of participation in pools of residential mortgages | $0 | 4,049 |
| Issued or guaranteed by U.S. | $0 | 3,983 |
| 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) | $12,741,000 | 3,694 |
| Total debt securities | $12,741,000 | 3,893 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $11,170,000 | 3,944 |
| U.S. Government securities | $925,000 | 4,413 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $925,000 | 4,285 |
| Securities issued by states & political subdivisions | $10,243,000 | 2,591 |
| 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 | $2,917,000 | 3,479 |
| Mortgage-backed securities | $0 | 4,176 |
| Certificates of participation in pools of residential mortgages | $0 | 4,054 |
| Issued or guaranteed by U.S. | $0 | 3,991 |
| 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) | $11,168,000 | 3,722 |
| Total debt securities | $11,168,000 | 3,919 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $9,175,000 | 4,062 |
| U.S. Government securities | $932,000 | 4,441 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $932,000 | 4,320 |
| Securities issued by states & political subdivisions | $8,241,000 | 2,671 |
| 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 | $2,933,000 | 3,489 |
| Mortgage-backed securities | $0 | 4,188 |
| Certificates of participation in pools of residential mortgages | $0 | 4,060 |
| Issued or guaranteed by U.S. | $0 | 3,999 |
| 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) | $9,173,000 | 3,824 |
| Total debt securities | $9,173,000 | 4,040 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $8,057,000 | 4,155 |
| U.S. Government securities | $938,000 | 4,474 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $938,000 | 4,351 |
| Securities issued by states & political subdivisions | $7,117,000 | 2,772 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,920,000 | 3,525 |
| Mortgage-backed securities | $0 | 4,205 |
| Certificates of participation in pools of residential mortgages | $0 | 4,071 |
| Issued or guaranteed by U.S. | $0 | 4,016 |
| 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) | $8,055,000 | 3,912 |
| Total debt securities | $8,055,000 | 4,129 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $8,480,000 | 4,153 |
| U.S. Government securities | $1,685,000 | 4,384 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,685,000 | 4,255 |
| Securities issued by states & political subdivisions | $6,795,000 | 2,716 |
| 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 | $2,694,000 | 3,580 |
| Mortgage-backed securities | $0 | 4,242 |
| Certificates of participation in pools of residential mortgages | $0 | 4,107 |
| Issued or guaranteed by U.S. | $0 | 4,042 |
| 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) | $8,480,000 | 3,902 |
| Total debt securities | $8,482,000 | 4,127 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $8,940,000 | 4,176 |
| U.S. Government securities | $1,678,000 | 4,474 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,678,000 | 4,335 |
| Securities issued by states & political subdivisions | $7,262,000 | 2,645 |
| 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 | $2,552,000 | 3,678 |
| Mortgage-backed securities | $0 | 4,283 |
| Certificates of participation in pools of residential mortgages | $0 | 4,141 |
| Issued or guaranteed by U.S. | $0 | 4,080 |
| 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) | $8,940,000 | 3,921 |
| Total debt securities | $8,940,000 | 4,151 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $9,798,000 | 4,153 |
| U.S. Government securities | $1,674,000 | 4,570 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,674,000 | 4,428 |
| Securities issued by states & political subdivisions | $8,124,000 | 2,538 |
| 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 | $2,559,000 | 3,741 |
| Mortgage-backed securities | $0 | 4,333 |
| Certificates of participation in pools of residential mortgages | $0 | 4,185 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| 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) | $9,798,000 | 3,893 |
| Total debt securities | $9,798,000 | 4,127 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $10,671,000 | 4,136 |
| U.S. Government securities | $1,221,000 | 4,710 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,221,000 | 4,579 |
| Securities issued by states & political subdivisions | $9,450,000 | 2,406 |
| 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 | $2,567,000 | 3,791 |
| Mortgage-backed securities | $477,000 | 4,007 |
| Certificates of participation in pools of residential mortgages | $477,000 | 3,780 |
| Issued or guaranteed by U.S. | $477,000 | 3,710 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $10,671,000 | 3,867 |
| Total debt securities | $10,671,000 | 4,115 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $11,337,000 | 4,146 |
| U.S. Government securities | $1,546,000 | 4,702 |
| U.S. Treasury securities | $298,000 | 1,452 |
| U.S. Government agency obligations | $1,248,000 | 4,631 |
| Securities issued by states & political subdivisions | $9,791,000 | 2,451 |
| 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 | $2,322,000 | 3,894 |
| Mortgage-backed securities | $513,000 | 4,027 |
| Certificates of participation in pools of residential mortgages | $513,000 | 3,796 |
| Issued or guaranteed by U.S. | $513,000 | 3,713 |
| 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) | $11,337,000 | 3,873 |
| Total debt securities | $11,337,000 | 4,128 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $11,581,000 | 4,167 |
| U.S. Government securities | $1,569,000 | 4,740 |
| U.S. Treasury securities | $295,000 | 1,456 |
| U.S. Government agency obligations | $1,274,000 | 4,660 |
| Securities issued by states & political subdivisions | $10,012,000 | 2,491 |
| 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 | $2,319,000 | 3,938 |
| Mortgage-backed securities | $546,000 | 4,045 |
| Certificates of participation in pools of residential mortgages | $546,000 | 3,812 |
| Issued or guaranteed by U.S. | $546,000 | 3,746 |
| 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) | $11,581,000 | 3,894 |
| Total debt securities | $11,581,000 | 4,142 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $12,993,000 | 4,084 |
| U.S. Government securities | $1,984,000 | 4,739 |
| U.S. Treasury securities | $680,000 | 1,334 |
| U.S. Government agency obligations | $1,304,000 | 4,722 |
| Securities issued by states & political subdivisions | $11,009,000 | 2,413 |
| 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 | $2,317,000 | 3,992 |
| Mortgage-backed securities | $582,000 | 4,086 |
| Certificates of participation in pools of residential mortgages | $582,000 | 3,844 |
| Issued or guaranteed by U.S. | $582,000 | 3,818 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $12,993,000 | 3,809 |
| Total debt securities | $12,993,000 | 4,057 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $13,354,000 | 4,106 |
| U.S. Government securities | $2,035,000 | 4,766 |
| U.S. Treasury securities | $683,000 | 1,290 |
| U.S. Government agency obligations | $1,352,000 | 4,739 |
| Securities issued by states & political subdivisions | $11,319,000 | 2,432 |
| 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 | $2,335,000 | 4,030 |
| Mortgage-backed securities | $629,000 | 4,121 |
| Certificates of participation in pools of residential mortgages | $629,000 | 3,879 |
| Issued or guaranteed by U.S. | $629,000 | 3,714 |
| 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) | $13,354,000 | 3,828 |
| Total debt securities | $13,354,000 | 4,083 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $11,771,000 | 4,308 |
| U.S. Government securities | $2,000,000 | 4,835 |
| U.S. Treasury securities | $593,000 | 1,258 |
| U.S. Government agency obligations | $1,407,000 | 4,816 |
| Securities issued by states & political subdivisions | $9,771,000 | 2,632 |
| 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 | $2,341,000 | 4,079 |
| Mortgage-backed securities | $681,000 | 4,145 |
| Certificates of participation in pools of residential mortgages | $681,000 | 3,905 |
| Issued or guaranteed by U.S. | $681,000 | 3,898 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $11,771,000 | 4,025 |
| Total debt securities | $11,771,000 | 4,283 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $12,950,000 | 4,268 |
| U.S. Government securities | $2,067,000 | 4,863 |
| U.S. Treasury securities | $598,000 | 1,175 |
| U.S. Government agency obligations | $1,469,000 | 4,865 |
| Securities issued by states & political subdivisions | $10,883,000 | 2,563 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,339,000 | 4,136 |
| Mortgage-backed securities | $736,000 | 4,159 |
| Certificates of participation in pools of residential mortgages | $736,000 | 3,924 |
| Issued or guaranteed by U.S. | $736,000 | 3,918 |
| 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) | $12,950,000 | 3,975 |
| Total debt securities | $12,950,000 | 4,247 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $13,203,000 | 4,289 |
| U.S. Government securities | $1,837,000 | 4,981 |
| U.S. Treasury securities | $300,000 | 1,244 |
| U.S. Government agency obligations | $1,537,000 | 4,900 |
| Securities issued by states & political subdivisions | $11,366,000 | 2,555 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,303,000 | 4,204 |
| Mortgage-backed securities | $794,000 | 4,188 |
| Certificates of participation in pools of residential mortgages | $794,000 | 3,945 |
| Issued or guaranteed by U.S. | $794,000 | 3,940 |
| 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) | $13,203,000 | 3,994 |
| Total debt securities | $13,202,000 | 4,268 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $12,974,000 | 4,342 |
| U.S. Government securities | $1,898,000 | 5,024 |
| U.S. Treasury securities | $301,000 | 1,276 |
| U.S. Government agency obligations | $1,597,000 | 4,944 |
| Securities issued by states & political subdivisions | $11,076,000 | 2,607 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,311,000 | 4,236 |
| Mortgage-backed securities | $854,000 | 4,208 |
| Certificates of participation in pools of residential mortgages | $854,000 | 3,958 |
| Issued or guaranteed by U.S. | $854,000 | 3,952 |
| 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) | $12,974,000 | 4,048 |
| Total debt securities | $12,974,000 | 4,322 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $10,859,000 | 4,583 |
| U.S. Government securities | $1,207,000 | 5,232 |
| U.S. Treasury securities | $301,000 | 1,309 |
| U.S. Government agency obligations | $906,000 | 5,174 |
| Securities issued by states & political subdivisions | $9,652,000 | 2,813 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,315,000 | 4,270 |
| Mortgage-backed securities | $906,000 | 4,257 |
| Certificates of participation in pools of residential mortgages | $906,000 | 4,010 |
| Issued or guaranteed by U.S. | $906,000 | 4,005 |
| 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) | $10,859,000 | 4,268 |
| Total debt securities | $10,859,000 | 4,556 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $12,236,000 | 4,459 |
| U.S. Government securities | $1,258,000 | 5,259 |
| U.S. Treasury securities | $302,000 | 1,284 |
| U.S. Government agency obligations | $956,000 | 5,207 |
| Securities issued by states & political subdivisions | $10,978,000 | 2,661 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,393,000 | 4,288 |
| Mortgage-backed securities | $956,000 | 4,268 |
| Certificates of participation in pools of residential mortgages | $956,000 | 4,012 |
| Issued or guaranteed by U.S. | $956,000 | 4,004 |
| 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) | $12,236,000 | 4,138 |
| Total debt securities | $12,236,000 | 4,438 |
| 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 | $11,817,000 | 4,521 |
| U.S. Government securities | $1,649,000 | 5,225 |
| U.S. Treasury securities | $604,000 | 1,048 |
| U.S. Government agency obligations | $1,045,000 | 5,230 |
| Securities issued by states & political subdivisions | $10,168,000 | 2,780 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,393,000 | 4,356 |
| Mortgage-backed securities | $1,045,000 | 4,279 |
| Certificates of participation in pools of residential mortgages | $1,045,000 | 4,012 |
| Issued or guaranteed by U.S. | $1,045,000 | 4,008 |
| 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) | $11,817,000 | 4,200 |
| Total debt securities | $11,817,000 | 4,499 |
| 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 | $11,205,000 | 4,656 |
| U.S. Government securities | $1,714,000 | 5,311 |
| U.S. Treasury securities | $605,000 | 1,082 |
| U.S. Government agency obligations | $1,109,000 | 5,314 |
| Securities issued by states & political subdivisions | $9,491,000 | 2,862 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,407,000 | 4,439 |
| Mortgage-backed securities | $1,109,000 | 4,310 |
| Certificates of participation in pools of residential mortgages | $1,109,000 | 4,030 |
| Issued or guaranteed by U.S. | $1,109,000 | 4,024 |
| 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) | $11,205,000 | 4,314 |
| Total debt securities | $11,205,000 | 4,636 |
| 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 | $11,236,000 | 4,734 |
| U.S. Government securities | $1,774,000 | 5,383 |
| U.S. Treasury securities | $605,000 | 1,108 |
| U.S. Government agency obligations | $1,169,000 | 5,396 |
| Securities issued by states & political subdivisions | $9,462,000 | 2,866 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,417,000 | 4,472 |
| Mortgage-backed securities | $1,169,000 | 4,324 |
| Certificates of participation in pools of residential mortgages | $1,169,000 | 4,037 |
| Issued or guaranteed by U.S. | $1,169,000 | 4,032 |
| 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) | $11,236,000 | 4,369 |
| Total debt securities | $11,236,000 | 4,713 |
| 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 | $16,502,000 | 4,300 |
| U.S. Government securities | $4,927,000 | 4,868 |
| U.S. Treasury securities | $2,702,000 | 754 |
| U.S. Government agency obligations | $2,225,000 | 5,242 |
| Securities issued by states & political subdivisions | $11,575,000 | 2,628 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,716,000 | 4,187 |
| Mortgage-backed securities | $1,216,000 | 4,340 |
| Certificates of participation in pools of residential mortgages | $1,216,000 | 4,050 |
| Issued or guaranteed by U.S. | $1,216,000 | 4,046 |
| 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) | $16,502,000 | 3,951 |
| Total debt securities | $16,502,000 | 4,273 |
| 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 | $16,929,000 | 4,354 |
| U.S. Government securities | $5,020,000 | 4,947 |
| U.S. Treasury securities | $2,719,000 | 721 |
| U.S. Government agency obligations | $2,301,000 | 5,340 |
| Securities issued by states & political subdivisions | $11,909,000 | 2,590 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,736,000 | 4,236 |
| Mortgage-backed securities | $1,283,000 | 4,378 |
| Certificates of participation in pools of residential mortgages | $1,283,000 | 4,083 |
| Issued or guaranteed by U.S. | $1,283,000 | 4,078 |
| 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) | $16,929,000 | 3,996 |
| Total debt securities | $16,929,000 | 4,328 |
| 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 | $18,013,000 | 4,332 |
| U.S. Government securities | $5,057,000 | 5,050 |
| U.S. Treasury securities | $2,710,000 | 738 |
| U.S. Government agency obligations | $2,347,000 | 5,419 |
| Securities issued by states & political subdivisions | $12,956,000 | 2,486 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,743,000 | 4,293 |
| Mortgage-backed securities | $1,338,000 | 4,442 |
| Certificates of participation in pools of residential mortgages | $1,338,000 | 4,150 |
| Issued or guaranteed by U.S. | $1,338,000 | 4,145 |
| 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) | $18,013,000 | 3,965 |
| Total debt securities | $18,013,000 | 4,305 |
| 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 | $17,777,000 | 4,407 |
| U.S. Government securities | $5,573,000 | 5,045 |
| U.S. Treasury securities | $2,717,000 | 724 |
| U.S. Government agency obligations | $2,856,000 | 5,399 |
| Securities issued by states & political subdivisions | $12,204,000 | 2,552 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,150,000 | 4,496 |
| Mortgage-backed securities | $1,839,000 | 4,373 |
| Certificates of participation in pools of residential mortgages | $1,839,000 | 4,045 |
| Issued or guaranteed by U.S. | $1,839,000 | 4,039 |
| 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) | $17,777,000 | 4,044 |
| Total debt securities | $17,777,000 | 4,386 |
| 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 | $16,523,000 | 4,579 |
| U.S. Government securities | $4,221,000 | 5,354 |
| U.S. Treasury securities | $2,090,000 | 783 |
| U.S. Government agency obligations | $2,131,000 | 5,624 |
| Securities issued by states & political subdivisions | $12,302,000 | 2,553 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,642,000 | 4,701 |
| Mortgage-backed securities | $1,931,000 | 4,437 |
| Certificates of participation in pools of residential mortgages | $1,931,000 | 4,093 |
| Issued or guaranteed by U.S. | $1,931,000 | 4,087 |
| 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) | $16,523,000 | 4,204 |
| Total debt securities | $16,523,000 | 4,558 |
| 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 | $17,502,000 | 4,582 |
| U.S. Government securities | $5,350,000 | 5,256 |
| U.S. Treasury securities | $2,082,000 | 786 |
| U.S. Government agency obligations | $3,268,000 | 5,492 |
| Securities issued by states & political subdivisions | $12,152,000 | 2,591 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,489,000 | 4,791 |
| Mortgage-backed securities | $2,021,000 | 4,490 |
| Certificates of participation in pools of residential mortgages | $2,021,000 | 4,151 |
| Issued or guaranteed by U.S. | $2,021,000 | 4,148 |
| 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) | $17,502,000 | 4,198 |
| Total debt securities | $17,502,000 | 4,561 |
| Structured notes | ||
| Amortized cost | $1,050,000 | 1,521 |
| Fair value | $1,049,000 | 1,520 |
| 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 | $15,798,000 | 4,800 |
| U.S. Government securities | $3,340,000 | 5,642 |
| U.S. Treasury securities | $500,000 | 1,169 |
| U.S. Government agency obligations | $2,840,000 | 5,647 |
| Securities issued by states & political subdivisions | $12,458,000 | 2,556 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,533,000 | 4,827 |
| Mortgage-backed securities | $2,142,000 | 4,523 |
| Certificates of participation in pools of residential mortgages | $2,142,000 | 4,169 |
| Issued or guaranteed by U.S. | $2,142,000 | 4,167 |
| 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) | $15,798,000 | 4,404 |
| Total debt securities | $15,798,000 | 4,779 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,128 |
| Fair value | $300,000 | 2,133 |
| 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 | $14,110,000 | 5,020 |
| U.S. Government securities | $2,438,000 | 5,869 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $2,438,000 | 5,772 |
| Securities issued by states & political subdivisions | $11,672,000 | 2,668 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,580,000 | 4,851 |
| Mortgage-backed securities | $2,241,000 | 4,532 |
| Certificates of participation in pools of residential mortgages | $2,241,000 | 4,167 |
| Issued or guaranteed by U.S. | $2,241,000 | 4,165 |
| 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) | $14,110,000 | 4,614 |
| Total debt securities | $14,110,000 | 4,991 |
| 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 | $15,324,000 | 4,894 |
| U.S. Government securities | $2,336,000 | 5,931 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,336,000 | 5,834 |
| Securities issued by states & political subdivisions | $12,988,000 | 2,511 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,462,000 | 4,913 |
| Mortgage-backed securities | $2,336,000 | 4,541 |
| Certificates of participation in pools of residential mortgages | $2,336,000 | 4,161 |
| Issued or guaranteed by U.S. | $2,336,000 | 4,156 |
| 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) | $15,324,000 | 4,504 |
| Total debt securities | $15,324,000 | 4,869 |
| 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 | $15,445,000 | 4,945 |
| U.S. Government securities | $2,432,000 | 5,973 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,432,000 | 5,877 |
| Securities issued by states & political subdivisions | $13,013,000 | 2,489 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,513,000 | 4,939 |
| Mortgage-backed securities | $2,432,000 | 4,561 |
| Certificates of participation in pools of residential mortgages | $2,432,000 | 4,161 |
| Issued or guaranteed by U.S. | $2,432,000 | 4,154 |
| 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) | $15,445,000 | 4,550 |
| Total debt securities | $15,445,000 | 4,916 |
| 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 | $14,446,000 | 5,040 |
| U.S. Government securities | $1,580,000 | 6,165 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,580,000 | 6,061 |
| Securities issued by states & political subdivisions | $12,866,000 | 2,492 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,067,000 | 5,091 |
| Mortgage-backed securities | $1,580,000 | 4,787 |
| Certificates of participation in pools of residential mortgages | $1,580,000 | 4,411 |
| Issued or guaranteed by U.S. | $1,580,000 | 4,407 |
| 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) | $14,446,000 | 4,665 |
| Total debt securities | $14,446,000 | 5,005 |
| 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 | $13,642,000 | 5,149 |
| U.S. Government securities | $920,000 | 6,386 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $920,000 | 6,280 |
| Securities issued by states & political subdivisions | $12,722,000 | 2,502 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,158,000 | 5,121 |
| Mortgage-backed securities | $920,000 | 5,051 |
| Certificates of participation in pools of residential mortgages | $920,000 | 4,729 |
| Issued or guaranteed by U.S. | $920,000 | 4,727 |
| 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) | $13,642,000 | 4,779 |
| Total debt securities | $13,642,000 | 5,111 |
| 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 | $14,321,000 | 5,041 |
| U.S. Government securities | $1,044,000 | 6,385 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,044,000 | 6,279 |
| Securities issued by states & political subdivisions | $13,277,000 | 2,403 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,236,000 | 5,110 |
| Mortgage-backed securities | $1,044,000 | 5,041 |
| Certificates of participation in pools of residential mortgages | $1,044,000 | 4,697 |
| Issued or guaranteed by U.S. | $1,044,000 | 4,696 |
| 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) | $14,321,000 | 4,667 |
| Total debt securities | $14,321,000 | 5,009 |
| 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 | $13,527,000 | 5,209 |
| U.S. Government securities | $1,183,000 | 6,466 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,183,000 | 6,368 |
| Securities issued by states & political subdivisions | $12,344,000 | 2,496 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,352,000 | 5,140 |
| Mortgage-backed securities | $1,183,000 | 5,090 |
| Certificates of participation in pools of residential mortgages | $1,183,000 | 4,744 |
| Issued or guaranteed by U.S. | $1,183,000 | 4,741 |
| 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) | $13,527,000 | 4,810 |
| Total debt securities | $13,527,000 | 5,178 |
| 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 | $12,763,000 | 5,350 |
| U.S. Government securities | $2,068,000 | 6,359 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $2,068,000 | 6,264 |
| Securities issued by states & political subdivisions | $10,695,000 | 2,652 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,867,000 | 5,009 |
| Mortgage-backed securities | $1,316,000 | 5,096 |
| Certificates of participation in pools of residential mortgages | $1,316,000 | 4,726 |
| Issued or guaranteed by U.S. | $1,316,000 | 4,724 |
| 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) | $12,763,000 | 4,956 |
| Total debt securities | $12,763,000 | 5,321 |
| Structured notes | ||
| Amortized cost | $751,000 | 2,289 |
| Fair value | $752,000 | 2,296 |
| 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 | $13,678,000 | 5,286 |
| U.S. Government securities | $2,712,000 | 6,309 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $2,712,000 | 6,205 |
| Securities issued by states & political subdivisions | $10,966,000 | 2,528 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,858,000 | 5,045 |
| Mortgage-backed securities | $1,456,000 | 5,081 |
| Certificates of participation in pools of residential mortgages | $1,456,000 | 4,692 |
| Issued or guaranteed by U.S. | $1,456,000 | 4,689 |
| 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) | $13,678,000 | 4,884 |
| Total debt securities | $13,678,000 | 5,260 |
| Structured notes | ||
| Amortized cost | $753,000 | 2,533 |
| Fair value | $755,000 | 2,539 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $10,445,000 | 5,686 |
| U.S. Government securities | $2,870,000 | 6,311 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $2,870,000 | 6,215 |
| Securities issued by states & political subdivisions | $7,575,000 | 3,026 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,122,000 | 5,054 |
| Mortgage-backed securities | $1,608,000 | 5,007 |
| Certificates of participation in pools of residential mortgages | $1,608,000 | 4,583 |
| Issued or guaranteed by U.S. | $1,608,000 | 4,577 |
| 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) | $10,445,000 | 5,267 |
| Total debt securities | $10,445,000 | 5,661 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $11,305,000 | 5,543 |
| U.S. Government securities | $3,251,000 | 6,274 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $3,251,000 | 6,161 |
| Securities issued by states & political subdivisions | $8,054,000 | 2,878 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,464,000 | 4,955 |
| Mortgage-backed securities | $1,781,000 | 4,948 |
| Certificates of participation in pools of residential mortgages | $1,781,000 | 4,495 |
| Issued or guaranteed by U.S. | $1,781,000 | 4,482 |
| 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) | $11,305,000 | 5,113 |
| Total debt securities | $11,305,000 | 5,507 |
| Structured notes | ||
| Amortized cost | $757,000 | 2,520 |
| Fair value | $761,000 | 2,525 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $10,248,000 | 5,776 |
| U.S. Government securities | $3,811,000 | 6,276 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $3,811,000 | 6,158 |
| Securities issued by states & political subdivisions | $6,437,000 | 3,149 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,605,000 | 4,954 |
| Mortgage-backed securities | $1,932,000 | 4,889 |
| Certificates of participation in pools of residential mortgages | $1,932,000 | 4,415 |
| Issued or guaranteed by U.S. | $1,932,000 | 4,405 |
| 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) | $10,248,000 | 5,339 |
| Total debt securities | $10,248,000 | 5,740 |
| Structured notes | ||
| Amortized cost | $758,000 | 2,689 |
| Fair value | $765,000 | 2,691 |
| 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 | $8,068,000 | 6,082 |
| U.S. Government securities | $3,236,000 | 6,418 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $3,236,000 | 6,302 |
| Securities issued by states & political subdivisions | $4,832,000 | 3,514 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,729,000 | 4,926 |
| Mortgage-backed securities | $1,359,000 | 5,046 |
| Certificates of participation in pools of residential mortgages | $1,359,000 | 4,615 |
| Issued or guaranteed by U.S. | $1,359,000 | 4,607 |
| 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) | $8,068,000 | 5,616 |
| Total debt securities | $8,068,000 | 6,050 |
| Structured notes | ||
| Amortized cost | $760,000 | 2,738 |
| Fair value | $766,000 | 2,736 |
| 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 | $7,893,000 | 6,033 |
| U.S. Government securities | $3,404,000 | 6,301 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $3,404,000 | 6,174 |
| Securities issued by states & political subdivisions | $4,489,000 | 3,593 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,940,000 | 4,884 |
| Mortgage-backed securities | $1,516,000 | 4,949 |
| Certificates of participation in pools of residential mortgages | $1,516,000 | 4,458 |
| Issued or guaranteed by U.S. | $1,516,000 | 4,453 |
| 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) | $7,893,000 | 5,582 |
| Total debt securities | $7,893,000 | 6,001 |
| Structured notes | ||
| Amortized cost | $762,000 | 2,608 |
| Fair value | $768,000 | 2,606 |
| 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 | $8,239,000 | 5,959 |
| U.S. Government securities | $3,632,000 | 6,253 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $3,632,000 | 6,137 |
| Securities issued by states & political subdivisions | $4,607,000 | 3,473 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,172,000 | 4,843 |
| Mortgage-backed securities | $1,730,000 | 4,889 |
| Certificates of participation in pools of residential mortgages | $1,730,000 | 4,338 |
| Issued or guaranteed by U.S. | $1,730,000 | 4,331 |
| 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) | $8,239,000 | 5,497 |
| Total debt securities | $8,239,000 | 5,923 |
| Structured notes | ||
| Amortized cost | $764,000 | 2,658 |
| Fair value | $772,000 | 2,658 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $6,984,000 | 6,275 |
| U.S. Government securities | $2,609,000 | 6,677 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,609,000 | 6,562 |
| Securities issued by states & political subdivisions | $4,375,000 | 3,465 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,330,000 | 4,848 |
| Mortgage-backed securities | $1,876,000 | 4,856 |
| Certificates of participation in pools of residential mortgages | $1,876,000 | 4,336 |
| Issued or guaranteed by U.S. | $1,876,000 | 4,328 |
| 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) | $6,984,000 | 5,776 |
| Total debt securities | $6,984,000 | 6,237 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $7,091,000 | 6,333 |
| U.S. Government securities | $3,057,000 | 6,648 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $3,057,000 | 6,538 |
| Securities issued by states & political subdivisions | $4,034,000 | 3,544 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,575,000 | 4,821 |
| Mortgage-backed securities | $2,017,000 | 4,898 |
| Certificates of participation in pools of residential mortgages | $2,017,000 | 4,400 |
| Issued or guaranteed by U.S. | $2,017,000 | 4,392 |
| 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) | $7,091,000 | 5,826 |
| Total debt securities | $7,091,000 | 6,291 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $6,320,000 | 6,458 |
| U.S. Government securities | $2,994,000 | 6,671 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,994,000 | 6,571 |
| Securities issued by states & political subdivisions | $3,326,000 | 3,791 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,979,000 | 5,093 |
| Mortgage-backed securities | $2,156,000 | 4,934 |
| Certificates of participation in pools of residential mortgages | $2,156,000 | 4,430 |
| Issued or guaranteed by U.S. | $2,156,000 | 4,424 |
| 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) | $6,320,000 | 5,940 |
| Total debt securities | $6,320,000 | 6,423 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $7,949,000 | 6,191 |
| U.S. Government securities | $3,859,000 | 6,480 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,859,000 | 6,386 |
| Securities issued by states & political subdivisions | $4,090,000 | 3,532 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,930,000 | 5,139 |
| Mortgage-backed securities | $2,715,000 | 4,851 |
| Certificates of participation in pools of residential mortgages | $2,715,000 | 4,335 |
| Issued or guaranteed by U.S. | $2,715,000 | 4,328 |
| 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) | $7,949,000 | 5,692 |
| Total debt securities | $7,949,000 | 6,151 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,264 |
| Fair value | $300,000 | 2,270 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $8,877,000 | 6,026 |
| U.S. Government securities | $4,298,000 | 6,356 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $4,298,000 | 6,264 |
| Securities issued by states & political subdivisions | $4,579,000 | 3,350 |
| 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 | $3,323,000 | 4,993 |
| Mortgage-backed securities | $2,855,000 | 4,853 |
| Certificates of participation in pools of residential mortgages | $2,855,000 | 4,356 |
| Issued or guaranteed by U.S. | $2,855,000 | 4,343 |
| 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) | $8,877,000 | 5,524 |
| Total debt securities | $8,877,000 | 5,972 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,780 |
| Fair value | $295,000 | 1,799 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $7,703,000 | 6,314 |
| U.S. Government securities | $4,170,000 | 6,521 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $4,170,000 | 6,439 |
| Securities issued by states & political subdivisions | $3,533,000 | 3,614 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,743,000 | 5,254 |
| Mortgage-backed securities | $2,306,000 | 5,109 |
| Certificates of participation in pools of residential mortgages | $2,306,000 | 4,634 |
| Issued or guaranteed by U.S. | $2,306,000 | 4,621 |
| 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) | $7,703,000 | 5,782 |
| Total debt securities | $7,703,000 | 6,265 |
| 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 | $7,657,000 | 6,372 |
| U.S. Government securities | $4,392,000 | 6,577 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,392,000 | 6,482 |
| Securities issued by states & political subdivisions | $3,265,000 | 3,661 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,106,000 | 5,182 |
| Mortgage-backed securities | $1,392,000 | 5,429 |
| Certificates of participation in pools of residential mortgages | $1,392,000 | 4,982 |
| Issued or guaranteed by U.S. | $1,392,000 | 4,967 |
| 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) | $7,657,000 | 5,832 |
| Total debt securities | $7,657,000 | 6,333 |
| 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 | $7,711,000 | 6,335 |
| U.S. Government securities | $4,774,000 | 6,461 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,774,000 | 6,368 |
| Securities issued by states & political subdivisions | $2,937,000 | 3,773 |
| 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 | $3,543,000 | 5,025 |
| Mortgage-backed securities | $1,451,000 | 5,364 |
| Certificates of participation in pools of residential mortgages | $1,451,000 | 4,926 |
| Issued or guaranteed by U.S. | $1,451,000 | 4,909 |
| 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) | $7,711,000 | 5,780 |
| Total debt securities | $7,711,000 | 6,293 |
| 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 | $7,815,000 | 6,366 |
| U.S. Government securities | $5,163,000 | 6,396 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $5,163,000 | 6,309 |
| Securities issued by states & political subdivisions | $2,652,000 | 3,932 |
| 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 | $3,935,000 | 4,877 |
| Mortgage-backed securities | $1,026,000 | 5,565 |
| Certificates of participation in pools of residential mortgages | $1,026,000 | 5,152 |
| Issued or guaranteed by U.S. | $1,026,000 | 5,131 |
| 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) | $7,815,000 | 5,811 |
| Total debt securities | $7,815,000 | 6,307 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $8,231,000 | 6,290 |
| U.S. Government securities | $6,059,000 | 6,133 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $6,059,000 | 6,040 |
| Securities issued by states & political subdivisions | $2,172,000 | 4,167 |
| 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 | $3,691,000 | 4,928 |
| Mortgage-backed securities | $1,134,000 | 5,474 |
| Certificates of participation in pools of residential mortgages | $1,134,000 | 5,043 |
| Issued or guaranteed by U.S. | $1,134,000 | 5,020 |
| 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) | $8,231,000 | 5,734 |
| Total debt securities | $8,231,000 | 6,221 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $6,883,000 | 6,673 |
| U.S. Government securities | $4,783,000 | 6,667 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $4,783,000 | 6,557 |
| Securities issued by states & political subdivisions | $2,100,000 | 4,224 |
| 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 | $3,380,000 | 5,073 |
| Mortgage-backed securities | $39,000 | 6,329 |
| Certificates of participation in pools of residential mortgages | $39,000 | 6,039 |
| Issued or guaranteed by U.S. | $39,000 | 6,018 |
| 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) | $6,883,000 | 6,055 |
| Total debt securities | $6,883,000 | 6,613 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $7,858,000 | 6,523 |
| U.S. Government securities | $5,996,000 | 6,385 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $5,996,000 | 6,277 |
| Securities issued by states & political subdivisions | $1,862,000 | 4,348 |
| 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 | $3,318,000 | 5,122 |
| Mortgage-backed securities | $75,000 | 6,196 |
| Certificates of participation in pools of residential mortgages | $75,000 | 5,879 |
| Issued or guaranteed by U.S. | $75,000 | 5,856 |
| 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) | $7,858,000 | 5,904 |
| Total debt securities | $7,858,000 | 6,466 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $9,204,000 | 6,260 |
| U.S. Government securities | $7,353,000 | 6,011 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $7,353,000 | 5,895 |
| Securities issued by states & political subdivisions | $1,851,000 | 4,349 |
| 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 | $3,546,000 | 5,052 |
| Mortgage-backed securities | $86,000 | 6,195 |
| Certificates of participation in pools of residential mortgages | $86,000 | 5,868 |
| Issued or guaranteed by U.S. | $86,000 | 5,847 |
| 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) | $9,204,000 | 5,641 |
| Total debt securities | $9,204,000 | 6,200 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $9,711,000 | 6,199 |
| U.S. Government securities | $7,853,000 | 5,936 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $7,853,000 | 5,817 |
| Securities issued by states & political subdivisions | $1,858,000 | 4,361 |
| 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 | $3,807,000 | 4,986 |
| Mortgage-backed securities | $98,000 | 6,172 |
| Certificates of participation in pools of residential mortgages | $98,000 | 5,844 |
| Issued or guaranteed by U.S. | $98,000 | 5,820 |
| 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) | $9,711,000 | 5,548 |
| Total debt securities | $9,711,000 | 6,144 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $9,569,000 | 6,260 |
| U.S. Government securities | $8,114,000 | 5,898 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $8,114,000 | 5,778 |
| Securities issued by states & political subdivisions | $1,455,000 | 4,624 |
| 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 | $3,700,000 | 5,031 |
| Mortgage-backed securities | $117,000 | 6,150 |
| Certificates of participation in pools of residential mortgages | $117,000 | 5,811 |
| Issued or guaranteed by U.S. | $117,000 | 5,787 |
| 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) | $9,569,000 | 5,615 |
| Total debt securities | $9,569,000 | 6,200 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,419 |
| Fair value | $499,000 | 2,438 |
| 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 | $10,697,000 | 6,065 |
| U.S. Government securities | $9,248,000 | 5,688 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $9,248,000 | 5,569 |
| Securities issued by states & political subdivisions | $1,449,000 | 4,664 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,536,000 | 5,118 |
| Mortgage-backed securities | $142,000 | 6,132 |
| Certificates of participation in pools of residential mortgages | $142,000 | 5,792 |
| Issued or guaranteed by U.S. | $142,000 | 5,763 |
| 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) | $10,697,000 | 5,408 |
| Total debt securities | $10,697,000 | 6,007 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,538 |
| Fair value | $496,000 | 2,610 |
| 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 | $11,531,000 | 5,926 |
| U.S. Government securities | $10,090,000 | 5,517 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $10,090,000 | 5,387 |
| Securities issued by states & political subdivisions | $1,441,000 | 4,678 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,806,000 | 5,034 |
| Mortgage-backed securities | $158,000 | 6,138 |
| Certificates of participation in pools of residential mortgages | $158,000 | 5,794 |
| Issued or guaranteed by U.S. | $158,000 | 5,768 |
| 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) | $11,531,000 | 5,274 |
| Total debt securities | $11,531,000 | 5,873 |
| Structured notes | ||
| Amortized cost | $501,000 | 2,593 |
| Fair value | $493,000 | 2,643 |
| 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 | $11,719,000 | 5,934 |
| U.S. Government securities | $10,268,000 | 5,514 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $10,268,000 | 5,378 |
| Securities issued by states & political subdivisions | $1,451,000 | 4,699 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,047,000 | 5,333 |
| Mortgage-backed securities | $172,000 | 6,158 |
| Certificates of participation in pools of residential mortgages | $172,000 | 5,800 |
| Issued or guaranteed by U.S. | $172,000 | 5,776 |
| 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) | $11,719,000 | 5,262 |
| Total debt securities | $11,719,000 | 5,877 |
| Structured notes | ||
| Amortized cost | $1,337,000 | 1,983 |
| Fair value | $1,326,000 | 1,980 |
| 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 | $10,252,000 | 6,270 |
| U.S. Government securities | $8,798,000 | 5,883 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $8,798,000 | 5,733 |
| Securities issued by states & political subdivisions | $1,454,000 | 4,724 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,616,000 | 5,107 |
| Mortgage-backed securities | $187,000 | 6,210 |
| Certificates of participation in pools of residential mortgages | $187,000 | 5,821 |
| Issued or guaranteed by U.S. | $187,000 | 5,795 |
| 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) | $10,252,000 | 5,554 |
| Total debt securities | $10,252,000 | 6,210 |
| Structured notes | ||
| Amortized cost | $949,000 | 2,378 |
| Fair value | $937,000 | 2,374 |
| 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 | $11,108,000 | 6,110 |
| U.S. Government securities | $9,446,000 | 5,692 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $9,446,000 | 5,553 |
| Securities issued by states & political subdivisions | $1,662,000 | 4,584 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,684,000 | 5,075 |
| Mortgage-backed securities | $206,000 | 6,213 |
| Certificates of participation in pools of residential mortgages | $206,000 | 5,817 |
| Issued or guaranteed by U.S. | $206,000 | 5,798 |
| 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) | $11,108,000 | 5,391 |
| Total debt securities | $11,108,000 | 6,044 |
| Structured notes | ||
| Amortized cost | $1,350,000 | 1,922 |
| Fair value | $1,336,000 | 1,924 |
| 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 | $11,865,000 | 5,982 |
| U.S. Government securities | $9,905,000 | 5,631 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $9,905,000 | 5,490 |
| Securities issued by states & political subdivisions | $1,664,000 | 4,569 |
| Other domestic debt securities | $296,000 | 2,912 |
| Privately issued residential mortgage-backed securities | $296,000 | 981 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,702,000 | 5,059 |
| Mortgage-backed securities | $533,000 | 5,867 |
| Certificates of participation in pools of residential mortgages | $237,000 | 5,820 |
| Issued or guaranteed by U.S. | $237,000 | 5,793 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $296,000 | 3,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $296,000 | 901 |
| 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) | $11,865,000 | 5,263 |
| Total debt securities | $11,865,000 | 5,921 |
| Structured notes | ||
| Amortized cost | $1,350,000 | 1,909 |
| Fair value | $1,339,000 | 1,914 |
| 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 | $11,835,000 | 6,081 |
| U.S. Government securities | $10,022,000 | 5,664 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $10,022,000 | 5,511 |
| Securities issued by states & political subdivisions | $1,212,000 | 4,922 |
| Other domestic debt securities | $601,000 | 2,584 |
| Privately issued residential mortgage-backed securities | $601,000 | 860 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,662,000 | 5,110 |
| Mortgage-backed securities | $869,000 | 5,682 |
| Certificates of participation in pools of residential mortgages | $268,000 | 5,846 |
| Issued or guaranteed by U.S. | $268,000 | 5,828 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $601,000 | 2,874 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $601,000 | 799 |
| 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) | $11,835,000 | 5,331 |
| Total debt securities | $11,835,000 | 6,010 |
| Structured notes | ||
| Amortized cost | $1,350,000 | 1,889 |
| Fair value | $1,330,000 | 1,890 |
| 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 | $11,023,000 | 6,273 |
| U.S. Government securities | $9,080,000 | 5,914 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $9,080,000 | 5,768 |
| Securities issued by states & political subdivisions | $1,341,000 | 4,816 |
| Other domestic debt securities | $602,000 | 2,618 |
| Privately issued residential mortgage-backed securities | $602,000 | 843 |
| 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 | $3,538,000 | 5,150 |
| Mortgage-backed securities | $901,000 | 5,711 |
| Certificates of participation in pools of residential mortgages | $299,000 | 5,835 |
| Issued or guaranteed by U.S. | $299,000 | 5,821 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $602,000 | 2,910 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $602,000 | 781 |
| 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) | $11,023,000 | 5,517 |
| Total debt securities | $11,023,000 | 6,204 |
| Structured notes | ||
| Amortized cost | $1,350,000 | 1,846 |
| Fair value | $1,341,000 | 1,847 |
| 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 | $10,717,000 | 6,343 |
| U.S. Government securities | $8,755,000 | 6,007 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $8,755,000 | 5,859 |
| Securities issued by states & political subdivisions | $1,355,000 | 4,828 |
| Other domestic debt securities | $607,000 | 2,650 |
| Privately issued residential mortgage-backed securities | $607,000 | 791 |
| 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 | $3,392,000 | 5,227 |
| Mortgage-backed securities | $948,000 | 5,689 |
| Certificates of participation in pools of residential mortgages | $341,000 | 5,812 |
| Issued or guaranteed by U.S. | $341,000 | 5,800 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $607,000 | 2,930 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $607,000 | 731 |
| 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) | $10,717,000 | 5,588 |
| Total debt securities | $10,717,000 | 6,275 |
| Structured notes | ||
| Amortized cost | $1,350,000 | 1,839 |
| Fair value | $1,350,000 | 1,838 |
| 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 | $10,973,000 | 6,371 |
| U.S. Government securities | $9,056,000 | 6,002 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $9,056,000 | 5,845 |
| Securities issued by states & political subdivisions | $1,185,000 | 4,983 |
| Other domestic debt securities | $732,000 | 2,663 |
| Privately issued residential mortgage-backed securities | $732,000 | 749 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,610,000 | 5,121 |
| Mortgage-backed securities | $1,135,000 | 5,626 |
| Certificates of participation in pools of residential mortgages | $403,000 | 5,816 |
| Issued or guaranteed by U.S. | $403,000 | 5,804 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $732,000 | 2,896 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $732,000 | 698 |
| 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) | $10,973,000 | 5,622 |
| Total debt securities | $10,973,000 | 6,292 |
| Structured notes | ||
| Amortized cost | $1,350,000 | 1,824 |
| Fair value | $1,331,000 | 1,822 |
| 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 | $11,498,000 | 6,254 |
| U.S. Government securities | $9,617,000 | 5,832 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $9,617,000 | 5,680 |
| Securities issued by states & political subdivisions | $984,000 | 5,182 |
| Other domestic debt securities | $897,000 | 2,643 |
| Privately issued residential mortgage-backed securities | $897,000 | 751 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,680,000 | 4,664 |
| Mortgage-backed securities | $1,389,000 | 5,526 |
| Certificates of participation in pools of residential mortgages | $492,000 | 5,739 |
| Issued or guaranteed by U.S. | $492,000 | 5,722 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $897,000 | 2,878 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $897,000 | 701 |
| 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) | $11,498,000 | 5,530 |
| Total debt securities | $11,498,000 | 6,172 |
| Structured notes | ||
| Amortized cost | $903,000 | 2,005 |
| Fair value | $908,000 | 2,011 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $10,724,000 | 6,458 |
| U.S. Government securities | $8,675,000 | 6,133 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $8,675,000 | 5,957 |
| Securities issued by states & political subdivisions | $990,000 | 5,228 |
| Other domestic debt securities | $1,059,000 | 2,509 |
| Privately issued residential mortgage-backed securities | $1,059,000 | 594 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,611,000 | 4,621 |
| Mortgage-backed securities | $1,606,000 | 5,407 |
| Certificates of participation in pools of residential mortgages | $547,000 | 5,705 |
| Issued or guaranteed by U.S. | $547,000 | 5,686 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,059,000 | 2,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $1,059,000 | 522 |
| 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) | $10,724,000 | 5,720 |
| Total debt securities | $10,724,000 | 6,372 |
| Structured notes | ||
| Amortized cost | $400,000 | 2,252 |
| Fair value | $400,000 | 2,260 |
| 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 | $10,711,000 | 6,390 |
| U.S. Government securities | $8,385,000 | 6,068 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $8,385,000 | 5,881 |
| Securities issued by states & political subdivisions | $1,002,000 | 5,229 |
| Other domestic debt securities | $1,324,000 | 2,452 |
| Privately issued residential mortgage-backed securities | $1,324,000 | 588 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,203,000 | 4,344 |
| Mortgage-backed securities | $1,954,000 | 5,219 |
| Certificates of participation in pools of residential mortgages | $630,000 | 5,662 |
| Issued or guaranteed by U.S. | $630,000 | 5,639 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,324,000 | 2,637 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $1,324,000 | 521 |
| 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) | $10,711,000 | 5,666 |
| Total debt securities | $10,711,000 | 6,297 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $10,964,000 | 6,256 |
| U.S. Government securities | $8,172,000 | 6,063 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $8,172,000 | 5,882 |
| Securities issued by states & political subdivisions | $1,009,000 | 5,198 |
| Other domestic debt securities | $1,783,000 | 2,277 |
| Privately issued residential mortgage-backed securities | $1,783,000 | 564 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,720,000 | 4,507 |
| Mortgage-backed securities | $2,645,000 | 4,977 |
| Certificates of participation in pools of residential mortgages | $862,000 | 5,492 |
| Issued or guaranteed by U.S. | $862,000 | 5,471 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,783,000 | 2,618 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $1,783,000 | 504 |
| 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) | $10,964,000 | 5,519 |
| Total debt securities | $10,964,000 | 6,174 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $11,795,000 | 6,140 |
| U.S. Government securities | $8,128,000 | 6,084 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $8,128,000 | 5,903 |
| Securities issued by states & political subdivisions | $1,415,000 | 4,749 |
| Other domestic debt securities | $2,252,000 | 2,087 |
| Privately issued residential mortgage-backed securities | $2,252,000 | 527 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,103,000 | 4,775 |
| Mortgage-backed securities | $3,322,000 | 4,734 |
| Certificates of participation in pools of residential mortgages | $1,070,000 | 5,295 |
| Issued or guaranteed by U.S. | $1,070,000 | 5,275 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,252,000 | 2,480 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $2,252,000 | 471 |
| 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) | $11,795,000 | 5,363 |
| Total debt securities | $11,795,000 | 6,047 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $12,296,000 | 6,001 |
| U.S. Government securities | $9,086,000 | 5,836 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $9,086,000 | 5,636 |
| Securities issued by states & political subdivisions | $1,419,000 | 4,757 |
| Other domestic debt securities | $1,791,000 | 2,312 |
| Privately issued residential mortgage-backed securities | $1,791,000 | 556 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,941,000 | 4,868 |
| Mortgage-backed securities | $2,480,000 | 5,092 |
| Certificates of participation in pools of residential mortgages | $689,000 | 5,648 |
| Issued or guaranteed by U.S. | $689,000 | 5,632 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,791,000 | 2,723 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $1,791,000 | 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 | 4,875 |
| Available-for-sale securities (fair market value) | $12,296,000 | 5,218 |
| Total debt securities | $12,296,000 | 5,907 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $12,998,000 | 5,788 |
| U.S. Government securities | $10,019,000 | 5,511 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $10,019,000 | 5,265 |
| Securities issued by states & political subdivisions | $1,149,000 | 5,072 |
| Other domestic debt securities | $1,830,000 | 2,354 |
| Privately issued residential mortgage-backed securities | $1,830,000 | 646 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,367,000 | 5,142 |
| Mortgage-backed securities | $1,830,000 | 5,374 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,830,000 | 2,814 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $1,830,000 | 580 |
| 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) | $12,998,000 | 4,945 |
| Total debt securities | $12,998,000 | 5,696 |
| 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 | $10,355,000 | 6,695 |
| U.S. Government securities | $9,357,000 | 6,058 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $9,357,000 | 5,722 |
| Securities issued by states & political subdivisions | $493,000 | 6,099 |
| Other domestic debt securities | $503,000 | 2,922 |
| Privately issued residential mortgage-backed securities | $503,000 | 888 |
| 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 | $2,000 | 8,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,459,000 | 6,004 |
| Mortgage-backed securities | $503,000 | 6,102 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $503,000 | 3,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $503,000 | 779 |
| 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) | $10,355,000 | 5,644 |
| Total debt securities | $10,353,000 | 6,559 |
| 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 | $10,068,000 | 7,061 |
| U.S. Government securities | $9,579,000 | 6,233 |
| U.S. Treasury securities | $1,451,000 | 3,243 |
| U.S. Government agency obligations | $8,128,000 | 6,201 |
| Securities issued by states & political subdivisions | $487,000 | 6,416 |
| 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 | $2,000 | 8,150 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,290,000 | 6,149 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $10,068,000 | 5,846 |
| Total debt securities | $10,066,000 | 6,931 |
| 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 | $10,318,000 | 7,004 |
| U.S. Government securities | $9,814,000 | 6,167 |
| U.S. Treasury securities | $2,997,000 | 3,210 |
| U.S. Government agency obligations | $6,817,000 | 6,386 |
| Securities issued by states & political subdivisions | $502,000 | 6,567 |
| 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 | $2,000 | 8,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,090,000 | 6,060 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $10,318,000 | 5,682 |
| Total debt securities | $10,316,000 | 6,863 |
| 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 | $9,139,000 | 7,703 |
| U.S. Government securities | $9,137,000 | 6,798 |
| U.S. Treasury securities | $3,831,000 | 3,787 |
| U.S. Government agency obligations | $5,306,000 | 7,133 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,023,000 | 6,422 |
| 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) | $9,139,000 | 6,008 |
| Total debt securities | $9,137,000 | 7,560 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $7,162,000 | 8,915 |
| U.S. Government securities | $7,160,000 | 8,189 |
| U.S. Treasury securities | $1,797,000 | 6,257 |
| U.S. Government agency obligations | $5,363,000 | 7,448 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,518,000 | 7,190 |
| Mortgage-backed securities | $511,000 | 7,518 |
| Certificates of participation in pools of residential mortgages | $275,000 | 7,235 |
| Issued or guaranteed by U.S. | $275,000 | 7,217 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $236,000 | 4,944 |
| CMOs issued by government agencies or sponsored agencies | $236,000 | 4,759 |
| 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) | $7,162,000 | 6,924 |
| Total debt securities | $7,162,000 | 8,820 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $6,197,000 | 9,689 |
| U.S. Government securities | $6,195,000 | 8,973 |
| U.S. Treasury securities | $1,200,000 | 8,148 |
| U.S. Government agency obligations | $4,995,000 | 7,716 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,300,000 | 7,681 |
| Mortgage-backed securities | $762,000 | 7,616 |
| Certificates of participation in pools of residential mortgages | $464,000 | 7,090 |
| Issued or guaranteed by U.S. | $464,000 | 7,058 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $298,000 | 5,244 |
| CMOs issued by government agencies or sponsored agencies | $298,000 | 5,043 |
| 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) | $6,197,000 | 7,474 |
| Total debt securities | $6,195,000 | 9,595 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $6,077,000 | 10,351 |
| U.S. Government securities | $6,075,000 | 9,607 |
| U.S. Treasury securities | $1,360,000 | 9,125 |
| U.S. Government agency obligations | $4,715,000 | 7,887 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,694 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,050,000 | 6,984 |
| Mortgage-backed securities | $939,000 | 7,845 |
| Certificates of participation in pools of residential mortgages | $507,000 | 7,369 |
| Issued or guaranteed by U.S. | $507,000 | 7,341 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $432,000 | 5,416 |
| CMOs issued by government agencies or sponsored agencies | $432,000 | 5,192 |
| 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) | $6,077,000 | 6,317 |
| Total debt securities | $6,075,000 | 10,246 |
| 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 | $5,109,000 | 11,214 |
| U.S. Government securities | $5,107,000 | 10,457 |
| U.S. Treasury securities | $1,812,000 | 8,762 |
| U.S. Government agency obligations | $3,295,000 | 9,135 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,550,000 | 7,635 |
| Mortgage-backed securities | $1,266,000 | 8,069 |
| Certificates of participation in pools of residential mortgages | $780,000 | 7,474 |
| Issued or guaranteed by U.S. | $780,000 | 7,424 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $486,000 | 5,780 |
| CMOs issued by government agencies or sponsored agencies | $486,000 | 5,540 |
| 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 | $5,109,000 | 11,083 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $7,191,000 | 10,421 |
| U.S. Government securities | $7,189,000 | 9,450 |
| U.S. Treasury securities | $4,002,000 | 6,613 |
| U.S. Government agency obligations | $3,187,000 | 9,375 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,450,000 | 7,926 |
| Mortgage-backed securities | $1,772,000 | 7,924 |
| Certificates of participation in pools of residential mortgages | $1,286,000 | 7,076 |
| Issued or guaranteed by U.S. | $1,286,000 | 7,017 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $486,000 | 5,934 |
| CMOs issued by government agencies or sponsored agencies | $486,000 | 5,536 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,191,000 | 10,289 |
| 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 |