Home > Chester National Bank > Securities
Chester National Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $6,311,000 | 4,171 |
| U.S. Government securities | $6,220,000 | 3,878 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $6,220,000 | 3,567 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $91,000 | 2,287 |
| 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 | $91,000 | 1,848 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $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) | $6,311,000 | 3,912 |
| Total debt securities | $6,311,000 | 4,146 |
| 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 | $6,188,000 | 4,207 |
| U.S. Government securities | $6,102,000 | 3,907 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $6,102,000 | 3,579 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $86,000 | 2,296 |
| 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 | $86,000 | 1,860 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,957 |
| Mortgage-backed securities | $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) | $6,188,000 | 3,924 |
| Total debt securities | $6,188,000 | 4,179 |
| 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 | $7,132,000 | 4,200 |
| U.S. Government securities | $7,043,000 | 3,878 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $7,043,000 | 3,523 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $89,000 | 2,320 |
| 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 | $89,000 | 1,875 |
| 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 | $277,000 | 3,889 |
| 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) | $7,132,000 | 3,920 |
| Total debt securities | $7,132,000 | 4,178 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $7,251,000 | 4,259 |
| U.S. Government securities | $7,061,000 | 3,950 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $7,061,000 | 3,528 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $190,000 | 2,339 |
| 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 | $190,000 | 1,893 |
| 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 | $279,000 | 3,902 |
| 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) | $7,251,000 | 3,976 |
| Total debt securities | $7,251,000 | 4,236 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $7,253,000 | 4,298 |
| U.S. Government securities | $6,967,000 | 3,981 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $6,967,000 | 3,555 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $286,000 | 2,329 |
| 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 | $286,000 | 1,874 |
| 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 | $275,000 | 3,869 |
| 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) | $7,253,000 | 4,002 |
| Total debt securities | $7,253,000 | 4,275 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $7,277,000 | 4,328 |
| U.S. Government securities | $6,893,000 | 4,004 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $6,893,000 | 3,580 |
| Securities issued by states & political subdivisions | $100,000 | 3,973 |
| Other domestic debt securities | $284,000 | 2,294 |
| 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 | $284,000 | 1,879 |
| 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 | $271,000 | 3,895 |
| 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) | $7,277,000 | 4,037 |
| Total debt securities | $7,277,000 | 4,305 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $7,455,000 | 4,340 |
| U.S. Government securities | $7,066,000 | 3,995 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $7,066,000 | 3,591 |
| Securities issued by states & political subdivisions | $100,000 | 4,011 |
| Other domestic debt securities | $289,000 | 2,154 |
| 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 | $289,000 | 1,866 |
| 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 | $279,000 | 3,928 |
| 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) | $7,455,000 | 4,060 |
| Total debt securities | $7,455,000 | 4,322 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $7,685,000 | 4,279 |
| U.S. Government securities | $7,137,000 | 3,923 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $7,137,000 | 3,572 |
| Securities issued by states & political subdivisions | $250,000 | 3,982 |
| Other domestic debt securities | $298,000 | 2,137 |
| 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 | $298,000 | 1,835 |
| 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 | $282,000 | 3,951 |
| 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) | $7,685,000 | 4,024 |
| Total debt securities | $7,686,000 | 4,259 |
| 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 | $8,358,000 | 4,222 |
| U.S. Government securities | $7,394,000 | 3,794 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $7,394,000 | 3,519 |
| Securities issued by states & political subdivisions | $652,000 | 3,896 |
| Other domestic debt securities | $312,000 | 2,104 |
| 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 | $312,000 | 1,782 |
| 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 | $1,078,000 | 3,784 |
| 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) | $8,358,000 | 3,996 |
| Total debt securities | $8,358,000 | 4,200 |
| 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 | $7,444,000 | 4,290 |
| U.S. Government securities | $6,477,000 | 3,835 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $6,477,000 | 3,611 |
| Securities issued by states & political subdivisions | $654,000 | 3,942 |
| Other domestic debt securities | $313,000 | 2,057 |
| 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 | $313,000 | 1,720 |
| 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 | $298,000 | 4,007 |
| 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) | $7,444,000 | 4,061 |
| Total debt securities | $7,444,000 | 4,265 |
| 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 | $7,435,000 | 4,300 |
| U.S. Government securities | $6,461,000 | 3,834 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $6,461,000 | 3,602 |
| Securities issued by states & political subdivisions | $658,000 | 3,950 |
| Other domestic debt securities | $316,000 | 2,051 |
| 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 | $316,000 | 1,677 |
| 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 | $295,000 | 4,050 |
| 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) | $7,435,000 | 4,066 |
| Total debt securities | $7,435,000 | 4,277 |
| 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 | $6,952,000 | 4,281 |
| U.S. Government securities | $5,975,000 | 3,779 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $5,975,000 | 3,599 |
| Securities issued by states & political subdivisions | $661,000 | 3,966 |
| Other domestic debt securities | $316,000 | 2,034 |
| 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 | $316,000 | 1,632 |
| 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 | $295,000 | 4,067 |
| 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) | $6,952,000 | 4,051 |
| Total debt securities | $6,952,000 | 4,259 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $7,384,000 | 4,226 |
| U.S. Government securities | $5,002,000 | 3,793 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $5,002,000 | 3,645 |
| Securities issued by states & political subdivisions | $2,063,000 | 3,657 |
| Other domestic debt securities | $319,000 | 1,965 |
| 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 | $319,000 | 1,560 |
| 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 | $800,000 | 3,945 |
| 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) | $7,384,000 | 3,985 |
| Total debt securities | $7,384,000 | 4,202 |
| 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 | $7,877,000 | 4,161 |
| U.S. Government securities | $5,489,000 | 3,749 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $5,489,000 | 3,593 |
| Securities issued by states & political subdivisions | $2,073,000 | 3,599 |
| Other domestic debt securities | $315,000 | 1,943 |
| 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 | $315,000 | 1,537 |
| 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 | $908,000 | 3,950 |
| 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) | $7,877,000 | 3,917 |
| Total debt securities | $7,877,000 | 4,133 |
| 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 | $8,271,000 | 4,139 |
| U.S. Government securities | $5,504,000 | 3,767 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $5,504,000 | 3,604 |
| Securities issued by states & political subdivisions | $2,083,000 | 3,572 |
| Other domestic debt securities | $684,000 | 1,718 |
| 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 | $684,000 | 1,345 |
| 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 | $914,000 | 3,988 |
| 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) | $8,271,000 | 3,896 |
| Total debt securities | $8,271,000 | 4,111 |
| 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 | $7,243,000 | 4,252 |
| U.S. Government securities | $4,505,000 | 3,939 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $4,505,000 | 3,775 |
| Securities issued by states & political subdivisions | $2,068,000 | 3,553 |
| Other domestic debt securities | $670,000 | 1,657 |
| 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 | $670,000 | 1,269 |
| 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 | $912,000 | 4,010 |
| 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) | $7,243,000 | 4,010 |
| Total debt securities | $7,243,000 | 4,227 |
| 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 | $8,444,000 | 4,209 |
| U.S. Government securities | $5,476,000 | 3,910 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $5,476,000 | 3,739 |
| Securities issued by states & political subdivisions | $2,089,000 | 3,549 |
| Other domestic debt securities | $879,000 | 1,569 |
| 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 | $879,000 | 1,186 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,291,000 | 3,959 |
| 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) | $8,444,000 | 3,955 |
| Total debt securities | $8,444,000 | 4,187 |
| 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 | $9,178,000 | 4,212 |
| U.S. Government securities | $5,550,000 | 3,964 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $5,550,000 | 3,803 |
| Securities issued by states & political subdivisions | $2,402,000 | 3,499 |
| Other domestic debt securities | $1,226,000 | 1,463 |
| 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 | $1,226,000 | 1,079 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,992,000 | 3,868 |
| 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) | $9,178,000 | 3,955 |
| Total debt securities | $9,178,000 | 4,187 |
| 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 | $11,394,000 | 4,077 |
| U.S. Government securities | $6,542,000 | 3,921 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $6,542,000 | 3,761 |
| Securities issued by states & political subdivisions | $2,404,000 | 3,548 |
| Other domestic debt securities | $2,448,000 | 1,185 |
| 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 | $2,448,000 | 854 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,693,000 | 3,975 |
| Mortgage-backed securities | $0 | 4,365 |
| Certificates of participation in pools of residential mortgages | $0 | 4,219 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| 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) | $11,394,000 | 3,810 |
| Total debt securities | $11,394,000 | 4,056 |
| Structured notes | ||
| Amortized cost | $100,000 | 910 |
| Fair value | $99,000 | 914 |
| 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 | $18,019,000 | 3,660 |
| U.S. Government securities | $11,316,000 | 3,384 |
| U.S. Treasury securities | $1,495,000 | 1,091 |
| U.S. Government agency obligations | $9,821,000 | 3,395 |
| Securities issued by states & political subdivisions | $3,598,000 | 3,383 |
| Other domestic debt securities | $2,729,000 | 1,145 |
| 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 | $2,729,000 | 821 |
| Foreign debt securities | $376,000 | 273 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,695,000 | 4,016 |
| Mortgage-backed securities | $0 | 4,413 |
| Certificates of participation in pools of residential mortgages | $0 | 4,262 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| 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) | $14,609,000 | 680 |
| Available-for-sale securities (fair market value) | $3,410,000 | 4,571 |
| Total debt securities | $18,019,000 | 3,635 |
| Structured notes | ||
| Amortized cost | $100,000 | 932 |
| Fair value | $98,000 | 934 |
| 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 | $19,247,000 | 3,599 |
| U.S. Government securities | $11,815,000 | 3,370 |
| U.S. Treasury securities | $1,494,000 | 1,092 |
| U.S. Government agency obligations | $10,321,000 | 3,380 |
| Securities issued by states & political subdivisions | $3,598,000 | 3,444 |
| Other domestic debt securities | $3,473,000 | 1,014 |
| 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 | $3,473,000 | 725 |
| Foreign debt securities | $361,000 | 278 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,695,000 | 4,073 |
| Mortgage-backed securities | $0 | 4,455 |
| Certificates of participation in pools of residential mortgages | $0 | 4,303 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| 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) | $15,108,000 | 700 |
| Available-for-sale securities (fair market value) | $4,139,000 | 4,546 |
| Total debt securities | $19,247,000 | 3,576 |
| Structured notes | ||
| Amortized cost | $100,000 | 953 |
| Fair value | $90,000 | 957 |
| 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 | $22,325,000 | 3,431 |
| U.S. Government securities | $13,813,000 | 3,233 |
| U.S. Treasury securities | $1,493,000 | 1,069 |
| U.S. Government agency obligations | $12,320,000 | 3,220 |
| Securities issued by states & political subdivisions | $4,619,000 | 3,294 |
| Other domestic debt securities | $3,533,000 | 964 |
| 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 | $3,533,000 | 716 |
| Foreign debt securities | $360,000 | 276 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,694,000 | 4,129 |
| Mortgage-backed securities | $0 | 4,513 |
| Certificates of participation in pools of residential mortgages | $0 | 4,362 |
| Issued or guaranteed by U.S. | $0 | 4,341 |
| 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) | $18,021,000 | 667 |
| Available-for-sale securities (fair market value) | $4,304,000 | 4,586 |
| Total debt securities | $22,325,000 | 3,408 |
| Structured notes | ||
| Amortized cost | $100,000 | 935 |
| Fair value | $94,000 | 939 |
| 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 | $24,801,000 | 3,318 |
| U.S. Government securities | $16,312,000 | 2,990 |
| U.S. Treasury securities | $1,492,000 | 1,050 |
| U.S. Government agency obligations | $14,820,000 | 2,976 |
| Securities issued by states & political subdivisions | $4,619,000 | 3,341 |
| Other domestic debt securities | $3,512,000 | 1,100 |
| 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 | $3,512,000 | 722 |
| Foreign debt securities | $358,000 | 276 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,693,000 | 4,174 |
| Mortgage-backed securities | $0 | 4,567 |
| Certificates of participation in pools of residential mortgages | $0 | 4,414 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| 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) | $20,520,000 | 623 |
| Available-for-sale securities (fair market value) | $4,281,000 | 4,650 |
| Total debt securities | $24,801,000 | 3,294 |
| Structured notes | ||
| Amortized cost | $100,000 | 940 |
| Fair value | $94,000 | 943 |
| 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 | $24,809,000 | 3,365 |
| U.S. Government securities | $16,311,000 | 3,067 |
| U.S. Treasury securities | $1,492,000 | 1,009 |
| U.S. Government agency obligations | $14,819,000 | 3,044 |
| Securities issued by states & political subdivisions | $4,619,000 | 3,382 |
| Other domestic debt securities | $3,517,000 | 967 |
| 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 | $3,517,000 | 740 |
| Foreign debt securities | $362,000 | 267 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,692,000 | 4,231 |
| Mortgage-backed securities | $0 | 4,615 |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | $0 | 4,457 |
| 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) | $20,519,000 | 642 |
| Available-for-sale securities (fair market value) | $4,290,000 | 4,696 |
| Total debt securities | $24,809,000 | 3,339 |
| Structured notes | ||
| Amortized cost | $100,000 | 904 |
| Fair value | $96,000 | 908 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $25,172,000 | 3,385 |
| U.S. Government securities | $16,311,000 | 3,092 |
| U.S. Treasury securities | $1,491,000 | 966 |
| U.S. Government agency obligations | $14,820,000 | 3,077 |
| Securities issued by states & political subdivisions | $4,840,000 | 3,409 |
| Other domestic debt securities | $3,644,000 | 940 |
| 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 | $3,644,000 | 726 |
| Foreign debt securities | $377,000 | 264 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,692,000 | 4,283 |
| Mortgage-backed securities | $0 | 4,665 |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| 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) | $20,519,000 | 654 |
| Available-for-sale securities (fair market value) | $4,653,000 | 4,723 |
| Total debt securities | $25,172,000 | 3,357 |
| Structured notes | ||
| Amortized cost | $100,000 | 918 |
| Fair value | $99,000 | 919 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $25,532,000 | 3,403 |
| U.S. Government securities | $16,310,000 | 3,126 |
| U.S. Treasury securities | $1,490,000 | 957 |
| U.S. Government agency obligations | $14,820,000 | 3,122 |
| Securities issued by states & political subdivisions | $5,061,000 | 3,406 |
| Other domestic debt securities | $3,784,000 | 958 |
| 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 | $3,784,000 | 742 |
| Foreign debt securities | $377,000 | 280 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,691,000 | 4,353 |
| Mortgage-backed securities | $0 | 4,727 |
| Certificates of participation in pools of residential mortgages | $0 | 4,578 |
| Issued or guaranteed by U.S. | $0 | 4,573 |
| 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) | $20,738,000 | 676 |
| Available-for-sale securities (fair market value) | $4,794,000 | 4,769 |
| Total debt securities | $25,532,000 | 3,378 |
| Structured notes | ||
| Amortized cost | $100,000 | 948 |
| Fair value | $98,000 | 951 |
| 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 | $25,332,000 | 3,471 |
| U.S. Government securities | $16,308,000 | 3,178 |
| U.S. Treasury securities | $1,489,000 | 975 |
| U.S. Government agency obligations | $14,819,000 | 3,183 |
| Securities issued by states & political subdivisions | $5,062,000 | 3,445 |
| Other domestic debt securities | $3,586,000 | 993 |
| 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 | $3,586,000 | 774 |
| Foreign debt securities | $376,000 | 291 |
| 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 | $1,190,000 | 4,509 |
| Mortgage-backed securities | $0 | 4,767 |
| Certificates of participation in pools of residential mortgages | $0 | 4,616 |
| Issued or guaranteed by U.S. | $0 | 4,610 |
| 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) | $20,737,000 | 683 |
| Available-for-sale securities (fair market value) | $4,595,000 | 4,825 |
| Total debt securities | $25,332,000 | 3,446 |
| Structured notes | ||
| Amortized cost | $100,000 | 1,021 |
| Fair value | $99,000 | 1,041 |
| 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 | $26,893,000 | 3,398 |
| U.S. Government securities | $17,810,000 | 3,098 |
| U.S. Treasury securities | $2,991,000 | 782 |
| U.S. Government agency obligations | $14,819,000 | 3,220 |
| Securities issued by states & political subdivisions | $5,158,000 | 3,461 |
| Other domestic debt securities | $3,561,000 | 1,019 |
| 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 | $3,561,000 | 793 |
| Foreign debt securities | $364,000 | 292 |
| 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 | $1,290,000 | 4,548 |
| Mortgage-backed securities | $0 | 4,838 |
| Certificates of participation in pools of residential mortgages | $0 | 4,686 |
| Issued or guaranteed by U.S. | $0 | 4,681 |
| 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) | $22,333,000 | 671 |
| Available-for-sale securities (fair market value) | $4,560,000 | 4,875 |
| Total debt securities | $26,893,000 | 3,373 |
| Structured notes | ||
| Amortized cost | $100,000 | 1,121 |
| Fair value | $96,000 | 1,127 |
| 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 | $26,713,000 | 3,414 |
| U.S. Government securities | $17,560,000 | 3,080 |
| U.S. Treasury securities | $2,989,000 | 758 |
| U.S. Government agency obligations | $14,571,000 | 3,212 |
| Securities issued by states & political subdivisions | $5,273,000 | 3,453 |
| Other domestic debt securities | $3,191,000 | 1,067 |
| 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 | $3,191,000 | 818 |
| Foreign debt securities | $689,000 | 236 |
| 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 | $1,884,000 | 4,438 |
| Mortgage-backed securities | $0 | 4,889 |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | $0 | 4,732 |
| 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) | $22,083,000 | 678 |
| Available-for-sale securities (fair market value) | $4,630,000 | 4,888 |
| Total debt securities | $26,713,000 | 3,388 |
| Structured notes | ||
| Amortized cost | $498,000 | 923 |
| Fair value | $465,000 | 932 |
| 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 | $27,454,000 | 3,371 |
| U.S. Government securities | $17,557,000 | 3,070 |
| U.S. Treasury securities | $2,987,000 | 667 |
| U.S. Government agency obligations | $14,570,000 | 3,229 |
| Securities issued by states & political subdivisions | $5,870,000 | 3,379 |
| Other domestic debt securities | $3,702,000 | 1,005 |
| 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 | $3,702,000 | 772 |
| Foreign debt securities | $325,000 | 282 |
| 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 | $2,383,000 | 4,360 |
| Mortgage-backed securities | $0 | 4,935 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| 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) | $22,168,000 | 676 |
| Available-for-sale securities (fair market value) | $5,286,000 | 4,856 |
| Total debt securities | $27,454,000 | 3,345 |
| Structured notes | ||
| Amortized cost | $100,000 | 1,104 |
| Fair value | $99,000 | 1,111 |
| 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 | $26,914,000 | 3,470 |
| U.S. Government securities | $17,231,000 | 3,187 |
| U.S. Treasury securities | $2,986,000 | 696 |
| U.S. Government agency obligations | $14,245,000 | 3,351 |
| Securities issued by states & political subdivisions | $5,874,000 | 3,390 |
| Other domestic debt securities | $3,809,000 | 1,004 |
| 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 | $3,809,000 | 762 |
| 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 | $1,782,000 | 4,612 |
| Mortgage-backed securities | $0 | 4,997 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| 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) | $21,842,000 | 713 |
| Available-for-sale securities (fair market value) | $5,072,000 | 4,956 |
| Total debt securities | $26,914,000 | 3,447 |
| Structured notes | ||
| Amortized cost | $600,000 | 939 |
| Fair value | $599,000 | 943 |
| 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 | $26,966,000 | 3,520 |
| U.S. Government securities | $17,230,000 | 3,265 |
| U.S. Treasury securities | $2,985,000 | 701 |
| U.S. Government agency obligations | $14,245,000 | 3,431 |
| Securities issued by states & political subdivisions | $5,574,000 | 3,429 |
| Other domestic debt securities | $4,162,000 | 964 |
| 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 | $4,162,000 | 719 |
| 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 | $1,782,000 | 4,654 |
| Mortgage-backed securities | $0 | 5,046 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| 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) | $21,539,000 | 730 |
| Available-for-sale securities (fair market value) | $5,427,000 | 4,966 |
| Total debt securities | $26,966,000 | 3,496 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,040 |
| Fair value | $793,000 | 1,048 |
| 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 | $27,751,000 | 3,510 |
| U.S. Government securities | $17,229,000 | 3,313 |
| U.S. Treasury securities | $2,984,000 | 732 |
| U.S. Government agency obligations | $14,245,000 | 3,478 |
| Securities issued by states & political subdivisions | $5,876,000 | 3,392 |
| Other domestic debt securities | $4,646,000 | 904 |
| 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 | $4,646,000 | 674 |
| 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 | $1,781,000 | 4,698 |
| Mortgage-backed securities | $0 | 5,088 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| 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) | $21,838,000 | 736 |
| Available-for-sale securities (fair market value) | $5,913,000 | 4,961 |
| Total debt securities | $27,751,000 | 3,484 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 919 |
| Fair value | $1,288,000 | 923 |
| 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 | $28,600,000 | 3,504 |
| U.S. Government securities | $17,227,000 | 3,385 |
| U.S. Treasury securities | $2,983,000 | 707 |
| U.S. Government agency obligations | $14,244,000 | 3,565 |
| Securities issued by states & political subdivisions | $6,325,000 | 3,355 |
| Other domestic debt securities | $5,048,000 | 866 |
| 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 | $5,048,000 | 635 |
| 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 | $2,280,000 | 4,613 |
| Mortgage-backed securities | $0 | 5,155 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| 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) | $21,732,000 | 738 |
| Available-for-sale securities (fair market value) | $6,868,000 | 4,942 |
| Total debt securities | $28,600,000 | 3,478 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 1,064 |
| Fair value | $1,297,000 | 1,067 |
| 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 | $25,658,000 | 3,750 |
| U.S. Government securities | $13,841,000 | 3,832 |
| U.S. Treasury securities | $1,483,000 | 925 |
| U.S. Government agency obligations | $12,358,000 | 3,874 |
| Securities issued by states & political subdivisions | $6,681,000 | 3,298 |
| Other domestic debt securities | $5,136,000 | 864 |
| 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 | $5,136,000 | 642 |
| 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 | $1,855,000 | 4,785 |
| Mortgage-backed securities | $0 | 5,233 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| 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) | $18,696,000 | 808 |
| Available-for-sale securities (fair market value) | $6,962,000 | 5,020 |
| Total debt securities | $25,658,000 | 3,730 |
| Structured notes | ||
| Amortized cost | $2,300,000 | 901 |
| Fair value | $2,264,000 | 900 |
| 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 | $22,256,000 | 4,056 |
| U.S. Government securities | $10,348,000 | 4,330 |
| U.S. Treasury securities | $1,482,000 | 918 |
| U.S. Government agency obligations | $8,866,000 | 4,433 |
| Securities issued by states & political subdivisions | $6,500,000 | 3,340 |
| Other domestic debt securities | $5,408,000 | 828 |
| 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 | $5,408,000 | 606 |
| 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 | $1,655,000 | 4,899 |
| Mortgage-backed securities | $0 | 5,287 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| 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) | $15,013,000 | 902 |
| Available-for-sale securities (fair market value) | $7,243,000 | 5,050 |
| Total debt securities | $22,256,000 | 4,033 |
| Structured notes | ||
| Amortized cost | $2,798,000 | 883 |
| Fair value | $2,787,000 | 887 |
| 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 | $20,257,000 | 4,264 |
| U.S. Government securities | $8,353,000 | 4,659 |
| U.S. Treasury securities | $1,481,000 | 930 |
| U.S. Government agency obligations | $6,872,000 | 4,795 |
| Securities issued by states & political subdivisions | $6,506,000 | 3,374 |
| Other domestic debt securities | $5,398,000 | 835 |
| 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 | $5,398,000 | 612 |
| 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 | $1,655,000 | 4,961 |
| Mortgage-backed securities | $0 | 5,380 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| 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) | $13,018,000 | 978 |
| Available-for-sale securities (fair market value) | $7,239,000 | 5,127 |
| Total debt securities | $20,257,000 | 4,244 |
| Structured notes | ||
| Amortized cost | $3,797,000 | 773 |
| Fair value | $3,726,000 | 772 |
| 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 | $21,432,000 | 4,255 |
| U.S. Government securities | $8,851,000 | 4,696 |
| U.S. Treasury securities | $1,480,000 | 926 |
| U.S. Government agency obligations | $7,371,000 | 4,834 |
| Securities issued by states & political subdivisions | $7,186,000 | 3,287 |
| Other domestic debt securities | $5,395,000 | 860 |
| 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 | $5,395,000 | 628 |
| 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 | $2,154,000 | 4,872 |
| Mortgage-backed securities | $0 | 5,465 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| 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) | $13,456,000 | 973 |
| Available-for-sale securities (fair market value) | $7,976,000 | 5,134 |
| Total debt securities | $21,432,000 | 4,234 |
| Structured notes | ||
| Amortized cost | $5,920,000 | 622 |
| Fair value | $5,737,000 | 623 |
| 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 | $22,052,000 | 4,270 |
| U.S. Government securities | $9,852,000 | 4,628 |
| U.S. Treasury securities | $1,480,000 | 880 |
| U.S. Government agency obligations | $8,372,000 | 4,720 |
| Securities issued by states & political subdivisions | $7,198,000 | 3,335 |
| Other domestic debt securities | $5,002,000 | 925 |
| 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 | $5,002,000 | 674 |
| 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 | $1,655,000 | 5,081 |
| Mortgage-backed securities | $0 | 5,516 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| 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) | $14,457,000 | 947 |
| Available-for-sale securities (fair market value) | $7,595,000 | 5,218 |
| Total debt securities | $22,052,000 | 4,248 |
| Structured notes | ||
| Amortized cost | $7,872,000 | 520 |
| Fair value | $7,660,000 | 522 |
| 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 | $21,974,000 | 4,302 |
| U.S. Government securities | $9,975,000 | 4,651 |
| U.S. Treasury securities | $1,479,000 | 787 |
| U.S. Government agency obligations | $8,496,000 | 4,759 |
| Securities issued by states & political subdivisions | $7,206,000 | 3,355 |
| Other domestic debt securities | $4,793,000 | 982 |
| 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 | $4,793,000 | 718 |
| 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 | $1,655,000 | 5,128 |
| Mortgage-backed securities | $0 | 5,578 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| 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) | $14,581,000 | 934 |
| Available-for-sale securities (fair market value) | $7,393,000 | 5,286 |
| Total debt securities | $21,974,000 | 4,278 |
| Structured notes | ||
| Amortized cost | $8,497,000 | 502 |
| Fair value | $8,093,000 | 503 |
| 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 | $21,184,000 | 4,368 |
| U.S. Government securities | $9,974,000 | 4,638 |
| U.S. Treasury securities | $1,478,000 | 756 |
| U.S. Government agency obligations | $8,496,000 | 4,742 |
| Securities issued by states & political subdivisions | $7,452,000 | 3,306 |
| Other domestic debt securities | $3,758,000 | 1,148 |
| 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 | $3,758,000 | 846 |
| 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 | $1,655,000 | 5,172 |
| Mortgage-backed securities | $0 | 5,624 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| 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) | $14,580,000 | 919 |
| Available-for-sale securities (fair market value) | $6,604,000 | 5,409 |
| Total debt securities | $21,184,000 | 4,345 |
| Structured notes | ||
| Amortized cost | $8,497,000 | 489 |
| Fair value | $7,873,000 | 497 |
| 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 | $21,049,000 | 4,405 |
| U.S. Government securities | $9,974,000 | 4,668 |
| U.S. Treasury securities | $1,477,000 | 737 |
| U.S. Government agency obligations | $8,497,000 | 4,785 |
| Securities issued by states & political subdivisions | $7,931,000 | 3,230 |
| Other domestic debt securities | $3,144,000 | 1,276 |
| 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 | $3,144,000 | 955 |
| 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 | $2,155,000 | 5,035 |
| Mortgage-backed securities | $0 | 5,680 |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| 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) | $14,720,000 | 885 |
| Available-for-sale securities (fair market value) | $6,329,000 | 5,506 |
| Total debt securities | $21,049,000 | 4,376 |
| Structured notes | ||
| Amortized cost | $8,497,000 | 478 |
| Fair value | $8,049,000 | 481 |
| 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 | $19,720,000 | 4,527 |
| U.S. Government securities | $9,973,000 | 4,674 |
| U.S. Treasury securities | $1,476,000 | 753 |
| U.S. Government agency obligations | $8,497,000 | 4,780 |
| Securities issued by states & political subdivisions | $7,580,000 | 3,291 |
| Other domestic debt securities | $2,167,000 | 1,529 |
| 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 | $2,167,000 | 1,170 |
| 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 | $1,656,000 | 5,237 |
| Mortgage-backed securities | $0 | 5,709 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| 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) | $14,365,000 | 848 |
| Available-for-sale securities (fair market value) | $5,355,000 | 5,657 |
| Total debt securities | $19,720,000 | 4,494 |
| Structured notes | ||
| Amortized cost | $8,497,000 | 463 |
| Fair value | $8,165,000 | 468 |
| 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 | $21,065,000 | 4,416 |
| U.S. Government securities | $11,126,000 | 4,554 |
| U.S. Treasury securities | $1,476,000 | 777 |
| U.S. Government agency obligations | $9,650,000 | 4,675 |
| Securities issued by states & political subdivisions | $7,615,000 | 3,254 |
| Other domestic debt securities | $2,324,000 | 1,495 |
| 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 | $2,324,000 | 1,108 |
| 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 | $1,658,000 | 5,293 |
| Mortgage-backed securities | $0 | 5,765 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| 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) | $15,518,000 | 766 |
| Available-for-sale securities (fair market value) | $5,547,000 | 5,685 |
| Total debt securities | $21,065,000 | 4,391 |
| Structured notes | ||
| Amortized cost | $9,650,000 | 413 |
| Fair value | $9,621,000 | 413 |
| 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 | $24,416,000 | 4,089 |
| U.S. Government securities | $14,624,000 | 4,045 |
| U.S. Treasury securities | $1,475,000 | 757 |
| U.S. Government agency obligations | $13,149,000 | 4,152 |
| Securities issued by states & political subdivisions | $7,653,000 | 3,214 |
| Other domestic debt securities | $2,139,000 | 1,532 |
| 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 | $2,139,000 | 1,133 |
| 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 | $1,563,000 | 5,347 |
| Mortgage-backed securities | $0 | 5,808 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| 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) | $18,916,000 | 681 |
| Available-for-sale securities (fair market value) | $5,500,000 | 5,722 |
| Total debt securities | $24,416,000 | 4,060 |
| Structured notes | ||
| Amortized cost | $9,649,000 | 432 |
| Fair value | $9,648,000 | 431 |
| 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 | $22,977,000 | 4,258 |
| U.S. Government securities | $13,623,000 | 4,285 |
| U.S. Treasury securities | $1,474,000 | 720 |
| U.S. Government agency obligations | $12,149,000 | 4,403 |
| Securities issued by states & political subdivisions | $7,827,000 | 3,164 |
| Other domestic debt securities | $1,527,000 | 1,779 |
| 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 | $1,527,000 | 1,343 |
| 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 | $1,554,000 | 5,435 |
| Mortgage-backed securities | $0 | 5,902 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $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) | $17,970,000 | 708 |
| Available-for-sale securities (fair market value) | $5,007,000 | 5,856 |
| Total debt securities | $22,977,000 | 4,228 |
| Structured notes | ||
| Amortized cost | $8,649,000 | 499 |
| Fair value | $8,627,000 | 501 |
| 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 | $21,545,000 | 4,445 |
| U.S. Government securities | $12,363,000 | 4,524 |
| U.S. Treasury securities | $1,473,000 | 703 |
| U.S. Government agency obligations | $10,890,000 | 4,659 |
| Securities issued by states & political subdivisions | $7,732,000 | 3,125 |
| Other domestic debt securities | $1,450,000 | 1,824 |
| 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 | $1,450,000 | 1,374 |
| 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 | $1,810,000 | 5,398 |
| Mortgage-backed securities | $0 | 5,941 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $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) | $15,911,000 | 765 |
| Available-for-sale securities (fair market value) | $5,634,000 | 5,831 |
| Total debt securities | $21,545,000 | 4,417 |
| Structured notes | ||
| Amortized cost | $4,505,000 | 960 |
| Fair value | $4,510,000 | 970 |
| 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 | $23,723,000 | 4,285 |
| U.S. Government securities | $15,821,000 | 4,178 |
| U.S. Treasury securities | $1,472,000 | 760 |
| U.S. Government agency obligations | $14,349,000 | 4,257 |
| Securities issued by states & political subdivisions | $6,929,000 | 3,188 |
| Other domestic debt securities | $973,000 | 2,072 |
| 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 | $973,000 | 1,593 |
| 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 | $2,082,000 | 5,314 |
| Mortgage-backed securities | $0 | 5,982 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| 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) | $16,298,000 | 765 |
| Available-for-sale securities (fair market value) | $7,425,000 | 5,651 |
| Total debt securities | $23,723,000 | 4,242 |
| Structured notes | ||
| Amortized cost | $6,175,000 | 887 |
| Fair value | $6,174,000 | 884 |
| 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 | $21,932,000 | 4,381 |
| U.S. Government securities | $14,753,000 | 4,238 |
| U.S. Treasury securities | $1,472,000 | 707 |
| U.S. Government agency obligations | $13,281,000 | 4,355 |
| Securities issued by states & political subdivisions | $7,179,000 | 3,110 |
| 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 | $2,087,000 | 5,067 |
| Mortgage-backed securities | $0 | 5,999 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $13,206,000 | 871 |
| Available-for-sale securities (fair market value) | $8,726,000 | 5,470 |
| Total debt securities | $21,932,000 | 4,351 |
| Structured notes | ||
| Amortized cost | $7,124,000 | 746 |
| Fair value | $7,166,000 | 737 |
| 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 | $23,801,000 | 4,127 |
| U.S. Government securities | $17,222,000 | 3,896 |
| U.S. Treasury securities | $1,471,000 | 738 |
| U.S. Government agency obligations | $15,751,000 | 3,967 |
| Securities issued by states & political subdivisions | $6,579,000 | 3,161 |
| 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 | $2,200,000 | 5,056 |
| Mortgage-backed securities | $0 | 6,031 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $12,094,000 | 910 |
| Available-for-sale securities (fair market value) | $11,707,000 | 5,064 |
| Total debt securities | $23,801,000 | 4,096 |
| Structured notes | ||
| Amortized cost | $7,624,000 | 738 |
| Fair value | $7,686,000 | 735 |
| 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 | $26,196,000 | 3,938 |
| U.S. Government securities | $20,412,000 | 3,612 |
| U.S. Treasury securities | $973,000 | 949 |
| U.S. Government agency obligations | $19,439,000 | 3,632 |
| Securities issued by states & political subdivisions | $5,784,000 | 3,314 |
| 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 | $2,213,000 | 5,084 |
| Mortgage-backed securities | $4,648,000 | 4,229 |
| Certificates of participation in pools of residential mortgages | $4,648,000 | 3,607 |
| Issued or guaranteed by U.S. | $4,648,000 | 3,595 |
| 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) | $7,116,000 | 1,201 |
| Available-for-sale securities (fair market value) | $19,080,000 | 4,279 |
| Total debt securities | $26,195,000 | 3,899 |
| Structured notes | ||
| Amortized cost | $8,676,000 | 780 |
| Fair value | $8,705,000 | 779 |
| 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 | $25,140,000 | 4,015 |
| U.S. Government securities | $19,879,000 | 3,668 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $19,879,000 | 3,562 |
| Securities issued by states & political subdivisions | $5,261,000 | 3,409 |
| 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 | $2,220,000 | 5,114 |
| Mortgage-backed securities | $4,763,000 | 4,128 |
| Certificates of participation in pools of residential mortgages | $4,763,000 | 3,505 |
| Issued or guaranteed by U.S. | $4,763,000 | 3,496 |
| 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) | $3,390,000 | 1,611 |
| Available-for-sale securities (fair market value) | $21,750,000 | 3,999 |
| Total debt securities | $25,140,000 | 3,983 |
| Structured notes | ||
| Amortized cost | $9,675,000 | 748 |
| Fair value | $9,496,000 | 751 |
| 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 | $25,432,000 | 3,885 |
| U.S. Government securities | $20,612,000 | 3,415 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $20,612,000 | 3,319 |
| Securities issued by states & political subdivisions | $4,820,000 | 3,492 |
| 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 | $2,120,000 | 5,167 |
| Mortgage-backed securities | $4,851,000 | 4,031 |
| Certificates of participation in pools of residential mortgages | $4,851,000 | 3,385 |
| Issued or guaranteed by U.S. | $4,851,000 | 3,379 |
| 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) | $25,432,000 | 3,570 |
| Total debt securities | $25,432,000 | 3,853 |
| Structured notes | ||
| Amortized cost | $9,175,000 | 710 |
| Fair value | $8,990,000 | 718 |
| 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 | $23,542,000 | 3,999 |
| U.S. Government securities | $18,639,000 | 3,588 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $18,639,000 | 3,487 |
| Securities issued by states & political subdivisions | $4,903,000 | 3,389 |
| 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 | $2,374,000 | 5,137 |
| Mortgage-backed securities | $5,088,000 | 3,997 |
| Certificates of participation in pools of residential mortgages | $5,088,000 | 3,302 |
| Issued or guaranteed by U.S. | $5,088,000 | 3,295 |
| 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) | $23,542,000 | 3,672 |
| Total debt securities | $23,542,000 | 3,961 |
| Structured notes | ||
| Amortized cost | $6,700,000 | 890 |
| Fair value | $6,734,000 | 889 |
| 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 | $21,173,000 | 4,257 |
| U.S. Government securities | $16,165,000 | 3,929 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $16,165,000 | 3,831 |
| Securities issued by states & political subdivisions | $5,008,000 | 3,283 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,371,000 | 5,179 |
| Mortgage-backed securities | $1,058,000 | 5,185 |
| Certificates of participation in pools of residential mortgages | $1,058,000 | 4,715 |
| Issued or guaranteed by U.S. | $1,058,000 | 4,708 |
| 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) | $21,173,000 | 3,877 |
| Total debt securities | $21,173,000 | 4,223 |
| Structured notes | ||
| Amortized cost | $6,698,000 | 942 |
| Fair value | $6,761,000 | 943 |
| 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 | $21,997,000 | 4,218 |
| U.S. Government securities | $17,583,000 | 3,828 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $17,583,000 | 3,741 |
| Securities issued by states & political subdivisions | $4,414,000 | 3,436 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,766,000 | 5,119 |
| Mortgage-backed securities | $5,175,000 | 4,054 |
| Certificates of participation in pools of residential mortgages | $3,920,000 | 3,749 |
| Issued or guaranteed by U.S. | $3,920,000 | 3,743 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,255,000 | 2,755 |
| CMOs issued by government agencies or sponsored agencies | $1,255,000 | 2,431 |
| 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) | $21,997,000 | 659 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $21,997,000 | 4,183 |
| Structured notes | ||
| Amortized cost | $5,198,000 | 934 |
| Fair value | $5,187,000 | 935 |
| 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 | $20,980,000 | 4,309 |
| U.S. Government securities | $16,628,000 | 3,902 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $16,628,000 | 3,818 |
| Securities issued by states & political subdivisions | $4,352,000 | 3,462 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,361,000 | 4,929 |
| Mortgage-backed securities | $5,707,000 | 3,995 |
| Certificates of participation in pools of residential mortgages | $4,439,000 | 3,687 |
| Issued or guaranteed by U.S. | $4,439,000 | 3,681 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,268,000 | 2,751 |
| CMOs issued by government agencies or sponsored agencies | $1,268,000 | 2,417 |
| 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) | $20,980,000 | 700 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $20,980,000 | 4,276 |
| Structured notes | ||
| Amortized cost | $3,698,000 | 1,041 |
| Fair value | $3,671,000 | 1,041 |
| 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 | $22,502,000 | 4,156 |
| U.S. Government securities | $17,878,000 | 3,740 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $17,878,000 | 3,668 |
| Securities issued by states & political subdivisions | $4,624,000 | 3,375 |
| 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 | $3,363,000 | 4,952 |
| Mortgage-backed securities | $6,436,000 | 3,911 |
| Certificates of participation in pools of residential mortgages | $5,154,000 | 3,609 |
| Issued or guaranteed by U.S. | $5,154,000 | 3,598 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,282,000 | 2,756 |
| CMOs issued by government agencies or sponsored agencies | $1,282,000 | 2,401 |
| 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) | $22,502,000 | 688 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $22,502,000 | 4,118 |
| Structured notes | ||
| Amortized cost | $3,198,000 | 801 |
| Fair value | $3,197,000 | 804 |
| 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 | $21,827,000 | 4,223 |
| U.S. Government securities | $17,070,000 | 3,829 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $17,070,000 | 3,741 |
| Securities issued by states & political subdivisions | $4,757,000 | 3,285 |
| 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 | $2,887,000 | 5,170 |
| Mortgage-backed securities | $5,304,000 | 4,213 |
| Certificates of participation in pools of residential mortgages | $4,010,000 | 3,946 |
| Issued or guaranteed by U.S. | $4,010,000 | 3,932 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,294,000 | 2,739 |
| CMOs issued by government agencies or sponsored agencies | $1,294,000 | 2,376 |
| 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) | $21,827,000 | 705 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $21,827,000 | 4,180 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 584 |
| Fair value | $2,945,000 | 586 |
| 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 | $21,099,000 | 4,306 |
| U.S. Government securities | $16,497,000 | 3,956 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $16,497,000 | 3,885 |
| Securities issued by states & political subdivisions | $4,602,000 | 3,265 |
| 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 | $6,152,000 | 4,159 |
| Mortgage-backed securities | $3,792,000 | 4,652 |
| Certificates of participation in pools of residential mortgages | $2,491,000 | 4,567 |
| Issued or guaranteed by U.S. | $2,491,000 | 4,556 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,301,000 | 2,755 |
| CMOs issued by government agencies or sponsored agencies | $1,301,000 | 2,390 |
| 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) | $21,099,000 | 717 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $21,099,000 | 4,266 |
| Structured notes | ||
| Amortized cost | $2,659,000 | 476 |
| Fair value | $2,644,000 | 476 |
| 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 | $19,348,000 | 4,522 |
| U.S. Government securities | $14,349,000 | 4,338 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $14,349,000 | 4,261 |
| Securities issued by states & political subdivisions | $4,999,000 | 3,110 |
| 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 | $2,901,000 | 5,271 |
| Mortgage-backed securities | $3,039,000 | 4,851 |
| Certificates of participation in pools of residential mortgages | $1,728,000 | 4,866 |
| Issued or guaranteed by U.S. | $1,728,000 | 4,852 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,311,000 | 2,690 |
| CMOs issued by government agencies or sponsored agencies | $1,311,000 | 2,365 |
| 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) | $19,348,000 | 769 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $19,348,000 | 4,489 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 621 |
| Fair value | $2,023,000 | 622 |
| 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 | $21,439,000 | 4,209 |
| U.S. Government securities | $16,083,000 | 4,036 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $16,083,000 | 3,957 |
| Securities issued by states & political subdivisions | $5,356,000 | 2,993 |
| 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 | $7,409,000 | 3,924 |
| Mortgage-backed securities | $2,129,000 | 5,096 |
| Certificates of participation in pools of residential mortgages | $1,836,000 | 4,783 |
| Issued or guaranteed by U.S. | $1,836,000 | 4,768 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $293,000 | 3,276 |
| CMOs issued by government agencies or sponsored agencies | $293,000 | 2,938 |
| 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) | $21,439,000 | 714 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $21,439,000 | 4,171 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 606 |
| Fair value | $1,950,000 | 668 |
| 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 | $22,719,000 | 4,116 |
| U.S. Government securities | $15,213,000 | 4,182 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $15,213,000 | 4,112 |
| Securities issued by states & political subdivisions | $7,506,000 | 2,534 |
| 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 | $6,475,000 | 4,122 |
| Mortgage-backed securities | $2,258,000 | 5,062 |
| Certificates of participation in pools of residential mortgages | $1,957,000 | 4,723 |
| Issued or guaranteed by U.S. | $1,957,000 | 4,703 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $301,000 | 3,274 |
| CMOs issued by government agencies or sponsored agencies | $301,000 | 2,940 |
| 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) | $22,719,000 | 675 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $22,719,000 | 4,067 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 642 |
| Fair value | $1,955,000 | 702 |
| 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 | $23,736,000 | 3,984 |
| U.S. Government securities | $15,616,000 | 4,136 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $15,616,000 | 4,062 |
| Securities issued by states & political subdivisions | $8,120,000 | 2,399 |
| 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 | $7,258,000 | 3,888 |
| Mortgage-backed securities | $2,421,000 | 4,928 |
| Certificates of participation in pools of residential mortgages | $2,106,000 | 4,565 |
| Issued or guaranteed by U.S. | $2,106,000 | 4,545 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $315,000 | 3,244 |
| CMOs issued by government agencies or sponsored agencies | $315,000 | 2,902 |
| 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) | $23,736,000 | 646 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $23,736,000 | 3,930 |
| Structured notes | ||
| Amortized cost | $2,196,000 | 663 |
| Fair value | $2,179,000 | 662 |
| 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 | $31,060,000 | 3,369 |
| U.S. Government securities | $22,593,000 | 3,287 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $22,593,000 | 3,217 |
| Securities issued by states & political subdivisions | $8,467,000 | 2,323 |
| 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 | $9,950,000 | 3,416 |
| Mortgage-backed securities | $2,551,000 | 4,646 |
| Certificates of participation in pools of residential mortgages | $2,222,000 | 4,249 |
| Issued or guaranteed by U.S. | $2,222,000 | 4,233 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $329,000 | 3,146 |
| CMOs issued by government agencies or sponsored agencies | $329,000 | 2,824 |
| 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) | $31,060,000 | 546 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $31,060,000 | 3,321 |
| Structured notes | ||
| Amortized cost | $4,192,000 | 584 |
| Fair value | $4,186,000 | 584 |
| 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 | $34,013,000 | 3,156 |
| U.S. Government securities | $27,305,000 | 2,905 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $27,305,000 | 2,845 |
| Securities issued by states & political subdivisions | $6,708,000 | 2,645 |
| 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 | $10,599,000 | 3,320 |
| Mortgage-backed securities | $2,766,000 | 4,446 |
| Certificates of participation in pools of residential mortgages | $2,423,000 | 4,007 |
| Issued or guaranteed by U.S. | $2,423,000 | 3,992 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $343,000 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $343,000 | 2,775 |
| 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) | $34,013,000 | 522 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $34,013,000 | 3,112 |
| Structured notes | ||
| Amortized cost | $5,191,000 | 602 |
| Fair value | $5,169,000 | 601 |
| 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 | $38,281,000 | 2,869 |
| U.S. Government securities | $31,478,000 | 2,582 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $31,478,000 | 2,512 |
| Securities issued by states & political subdivisions | $6,803,000 | 2,622 |
| 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 | $12,297,000 | 3,049 |
| Mortgage-backed securities | $2,944,000 | 4,336 |
| Certificates of participation in pools of residential mortgages | $2,581,000 | 3,896 |
| Issued or guaranteed by U.S. | $2,581,000 | 3,885 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $363,000 | 3,048 |
| CMOs issued by government agencies or sponsored agencies | $363,000 | 2,739 |
| 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) | $38,281,000 | 482 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $38,281,000 | 2,828 |
| Structured notes | ||
| Amortized cost | $7,187,000 | 460 |
| Fair value | $7,114,000 | 460 |
| 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 | $39,974,000 | 2,785 |
| U.S. Government securities | $32,669,000 | 2,512 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $32,669,000 | 2,438 |
| Securities issued by states & political subdivisions | $6,804,000 | 2,635 |
| Other domestic debt securities | $501,000 | 2,272 |
| 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 | $501,000 | 1,677 |
| 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 | $15,296,000 | 2,649 |
| Mortgage-backed securities | $3,137,000 | 4,242 |
| Certificates of participation in pools of residential mortgages | $2,757,000 | 3,813 |
| Issued or guaranteed by U.S. | $2,757,000 | 3,797 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $380,000 | 2,994 |
| CMOs issued by government agencies or sponsored agencies | $380,000 | 2,708 |
| 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) | $39,974,000 | 477 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $39,974,000 | 2,742 |
| Structured notes | ||
| Amortized cost | $8,436,000 | 409 |
| Fair value | $8,365,000 | 405 |
| 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 | $44,603,000 | 2,568 |
| U.S. Government securities | $36,848,000 | 2,320 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $36,848,000 | 2,255 |
| Securities issued by states & political subdivisions | $7,253,000 | 2,528 |
| Other domestic debt securities | $502,000 | 2,294 |
| 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 | $502,000 | 1,717 |
| 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 | $15,795,000 | 2,579 |
| Mortgage-backed securities | $3,317,000 | 4,182 |
| Certificates of participation in pools of residential mortgages | $2,910,000 | 3,742 |
| Issued or guaranteed by U.S. | $2,910,000 | 3,731 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $407,000 | 2,964 |
| CMOs issued by government agencies or sponsored agencies | $407,000 | 2,684 |
| 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) | $44,603,000 | 445 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $44,603,000 | 2,525 |
| Structured notes | ||
| Amortized cost | $11,436,000 | 315 |
| Fair value | $11,307,000 | 314 |
| 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 | $47,795,000 | 2,432 |
| U.S. Government securities | $40,038,000 | 2,154 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $40,038,000 | 2,096 |
| Securities issued by states & political subdivisions | $7,254,000 | 2,520 |
| Other domestic debt securities | $503,000 | 2,316 |
| 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 | $503,000 | 1,741 |
| 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 | $12,693,000 | 2,978 |
| Mortgage-backed securities | $3,509,000 | 4,108 |
| Certificates of participation in pools of residential mortgages | $3,078,000 | 3,662 |
| Issued or guaranteed by U.S. | $3,078,000 | 3,641 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $431,000 | 2,907 |
| CMOs issued by government agencies or sponsored agencies | $431,000 | 2,634 |
| 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) | $47,795,000 | 448 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $47,795,000 | 2,391 |
| Structured notes | ||
| Amortized cost | $12,435,000 | 309 |
| Fair value | $12,248,000 | 305 |
| 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 | $49,109,000 | 2,370 |
| U.S. Government securities | $41,277,000 | 2,105 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $41,277,000 | 2,041 |
| Securities issued by states & political subdivisions | $7,328,000 | 2,489 |
| Other domestic debt securities | $504,000 | 2,335 |
| 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 | $504,000 | 1,769 |
| 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 | $5,694,000 | 4,399 |
| Mortgage-backed securities | $3,749,000 | 3,998 |
| Certificates of participation in pools of residential mortgages | $3,291,000 | 3,570 |
| Issued or guaranteed by U.S. | $3,291,000 | 3,557 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $458,000 | 2,875 |
| CMOs issued by government agencies or sponsored agencies | $458,000 | 2,585 |
| 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) | $49,109,000 | 450 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $49,109,000 | 2,326 |
| Structured notes | ||
| Amortized cost | $13,434,000 | 306 |
| Fair value | $12,959,000 | 308 |
| 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 | $50,544,000 | 2,344 |
| U.S. Government securities | $42,637,000 | 2,090 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $42,637,000 | 2,013 |
| Securities issued by states & political subdivisions | $7,402,000 | 2,454 |
| Other domestic debt securities | $505,000 | 2,401 |
| 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 | $505,000 | 1,855 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,695,000 | 4,724 |
| Mortgage-backed securities | $4,108,000 | 3,901 |
| Certificates of participation in pools of residential mortgages | $3,497,000 | 3,535 |
| Issued or guaranteed by U.S. | $3,497,000 | 3,519 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $611,000 | 2,741 |
| CMOs issued by government agencies or sponsored agencies | $611,000 | 2,453 |
| 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) | $50,544,000 | 443 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $50,544,000 | 2,294 |
| Structured notes | ||
| Amortized cost | $14,434,000 | 297 |
| Fair value | $14,083,000 | 300 |
| 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 | $50,307,000 | 2,357 |
| U.S. Government securities | $41,120,000 | 2,138 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $41,120,000 | 2,058 |
| Securities issued by states & political subdivisions | $7,680,000 | 2,395 |
| Other domestic debt securities | $1,507,000 | 1,819 |
| 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 | $1,507,000 | 1,348 |
| 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 | $4,697,000 | 4,698 |
| Mortgage-backed securities | $4,590,000 | 3,801 |
| Certificates of participation in pools of residential mortgages | $3,683,000 | 3,488 |
| Issued or guaranteed by U.S. | $3,683,000 | 3,472 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $907,000 | 2,570 |
| CMOs issued by government agencies or sponsored agencies | $907,000 | 2,290 |
| 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) | $50,307,000 | 456 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $50,307,000 | 2,312 |
| Structured notes | ||
| Amortized cost | $14,433,000 | 302 |
| Fair value | $14,096,000 | 303 |
| 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 | $50,042,000 | 2,340 |
| U.S. Government securities | $40,812,000 | 2,127 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $40,812,000 | 2,060 |
| Securities issued by states & political subdivisions | $7,721,000 | 2,356 |
| Other domestic debt securities | $1,509,000 | 1,852 |
| 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 | $1,509,000 | 1,400 |
| 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 | $3,958,000 | 4,965 |
| Mortgage-backed securities | $5,282,000 | 3,653 |
| Certificates of participation in pools of residential mortgages | $3,949,000 | 3,440 |
| Issued or guaranteed by U.S. | $3,949,000 | 3,425 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,333,000 | 2,324 |
| CMOs issued by government agencies or sponsored agencies | $1,333,000 | 2,071 |
| 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) | $50,042,000 | 461 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $50,042,000 | 2,293 |
| Structured notes | ||
| Amortized cost | $14,433,000 | 296 |
| Fair value | $14,197,000 | 297 |
| 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 | $47,852,000 | 2,451 |
| U.S. Government securities | $39,531,000 | 2,220 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $39,531,000 | 2,142 |
| Securities issued by states & political subdivisions | $6,810,000 | 2,529 |
| Other domestic debt securities | $1,511,000 | 1,898 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,511,000 | 1,471 |
| 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 | $3,761,000 | 5,024 |
| Mortgage-backed securities | $6,500,000 | 3,438 |
| Certificates of participation in pools of residential mortgages | $4,319,000 | 3,397 |
| Issued or guaranteed by U.S. | $4,319,000 | 3,382 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,181,000 | 2,053 |
| CMOs issued by government agencies or sponsored agencies | $2,181,000 | 1,822 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $47,852,000 | 488 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $47,852,000 | 2,406 |
| Structured notes | ||
| Amortized cost | $14,432,000 | 296 |
| Fair value | $14,323,000 | 296 |
| 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 | $45,862,000 | 2,566 |
| U.S. Government securities | $38,626,000 | 2,303 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $38,626,000 | 2,225 |
| Securities issued by states & political subdivisions | $5,723,000 | 2,813 |
| Other domestic debt securities | $1,513,000 | 1,938 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,513,000 | 1,547 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,913,000 | 4,331 |
| Mortgage-backed securities | $7,587,000 | 3,277 |
| Certificates of participation in pools of residential mortgages | $4,657,000 | 3,368 |
| Issued or guaranteed by U.S. | $4,657,000 | 3,360 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,930,000 | 1,914 |
| CMOs issued by government agencies or sponsored agencies | $2,930,000 | 1,694 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $45,862,000 | 507 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $45,862,000 | 2,522 |
| Structured notes | ||
| Amortized cost | $13,439,000 | 318 |
| Fair value | $13,166,000 | 317 |
| 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 | $52,599,000 | 2,321 |
| U.S. Government securities | $45,061,000 | 2,035 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $45,061,000 | 1,951 |
| Securities issued by states & political subdivisions | $6,023,000 | 2,756 |
| Other domestic debt securities | $1,515,000 | 2,004 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,515,000 | 1,624 |
| 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 | $6,022,000 | 4,278 |
| Mortgage-backed securities | $9,494,000 | 3,019 |
| Certificates of participation in pools of residential mortgages | $4,988,000 | 3,307 |
| Issued or guaranteed by U.S. | $4,988,000 | 3,295 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $4,506,000 | 1,626 |
| CMOs issued by government agencies or sponsored agencies | $4,506,000 | 1,434 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $52,599,000 | 445 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $52,599,000 | 2,274 |
| Structured notes | ||
| Amortized cost | $17,439,000 | 222 |
| Fair value | $17,380,000 | 219 |
| 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 | $57,174,000 | 2,151 |
| U.S. Government securities | $49,231,000 | 1,843 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $49,231,000 | 1,780 |
| Securities issued by states & political subdivisions | $6,426,000 | 2,674 |
| Other domestic debt securities | $1,517,000 | 2,023 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,517,000 | 1,672 |
| 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 | $4,014,000 | 4,969 |
| Mortgage-backed securities | $10,648,000 | 2,847 |
| Certificates of participation in pools of residential mortgages | $5,396,000 | 3,216 |
| Issued or guaranteed by U.S. | $5,396,000 | 3,209 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,252,000 | 1,510 |
| CMOs issued by government agencies or sponsored agencies | $5,252,000 | 1,338 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $57,174,000 | 404 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $57,174,000 | 2,095 |
| Structured notes | ||
| Amortized cost | $19,439,000 | 203 |
| Fair value | $19,456,000 | 202 |
| 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 | $57,738,000 | 2,144 |
| U.S. Government securities | $50,242,000 | 1,841 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $50,242,000 | 1,778 |
| Securities issued by states & political subdivisions | $5,977,000 | 2,761 |
| Other domestic debt securities | $1,519,000 | 2,112 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,519,000 | 1,758 |
| 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 | $4,021,000 | 4,956 |
| Mortgage-backed securities | $10,641,000 | 2,886 |
| Certificates of participation in pools of residential mortgages | $5,851,000 | 3,175 |
| Issued or guaranteed by U.S. | $5,851,000 | 3,167 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,790,000 | 1,593 |
| CMOs issued by government agencies or sponsored agencies | $4,790,000 | 1,407 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $57,738,000 | 405 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $57,738,000 | 2,096 |
| Structured notes | ||
| Amortized cost | $19,439,000 | 194 |
| Fair value | $19,089,000 | 192 |
| 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 | $51,347,000 | 2,379 |
| U.S. Government securities | $45,104,000 | 2,038 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $45,104,000 | 1,961 |
| Securities issued by states & political subdivisions | $4,721,000 | 3,182 |
| Other domestic debt securities | $1,522,000 | 2,191 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,522,000 | 1,847 |
| 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 | $4,028,000 | 4,913 |
| Mortgage-backed securities | $11,583,000 | 2,798 |
| Certificates of participation in pools of residential mortgages | $6,573,000 | 3,017 |
| Issued or guaranteed by U.S. | $6,573,000 | 3,007 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $5,010,000 | 1,591 |
| CMOs issued by government agencies or sponsored agencies | $5,010,000 | 1,407 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $51,347,000 | 425 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $51,347,000 | 2,312 |
| Structured notes | ||
| Amortized cost | $19,438,000 | 167 |
| Fair value | $19,608,000 | 164 |
| 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 | $53,732,000 | 2,341 |
| U.S. Government securities | $46,537,000 | 2,037 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $46,537,000 | 1,969 |
| Securities issued by states & political subdivisions | $5,671,000 | 2,888 |
| Other domestic debt securities | $1,524,000 | 2,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,524,000 | 1,948 |
| 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 | $4,035,000 | 4,845 |
| Mortgage-backed securities | $12,272,000 | 2,702 |
| Certificates of participation in pools of residential mortgages | $7,066,000 | 2,941 |
| Issued or guaranteed by U.S. | $7,066,000 | 2,928 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,206,000 | 1,564 |
| CMOs issued by government agencies or sponsored agencies | $5,206,000 | 1,460 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $53,732,000 | 418 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $53,732,000 | 2,282 |
| Structured notes | ||
| Amortized cost | $17,638,000 | 151 |
| Fair value | $17,572,000 | 152 |
| 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 | $55,730,000 | 2,245 |
| U.S. Government securities | $47,926,000 | 1,932 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $47,926,000 | 1,861 |
| Securities issued by states & political subdivisions | $6,278,000 | 2,714 |
| Other domestic debt securities | $1,526,000 | 2,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,526,000 | 2,056 |
| 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 | $4,047,000 | 4,818 |
| Mortgage-backed securities | $12,130,000 | 2,690 |
| Certificates of participation in pools of residential mortgages | $6,643,000 | 2,999 |
| Issued or guaranteed by U.S. | $6,643,000 | 2,986 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $5,487,000 | 1,544 |
| CMOs issued by government agencies or sponsored agencies | $5,487,000 | 1,437 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $55,730,000 | 395 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $55,730,000 | 2,190 |
| Structured notes | ||
| Amortized cost | $16,638,000 | 132 |
| Fair value | $16,470,000 | 132 |
| 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 | $45,794,000 | 2,579 |
| U.S. Government securities | $37,915,000 | 2,263 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $37,915,000 | 2,180 |
| Securities issued by states & political subdivisions | $6,351,000 | 2,649 |
| Other domestic debt securities | $1,528,000 | 2,410 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,528,000 | 2,110 |
| 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 | $4,059,000 | 4,781 |
| Mortgage-backed securities | $10,805,000 | 2,953 |
| Certificates of participation in pools of residential mortgages | $7,950,000 | 2,712 |
| Issued or guaranteed by U.S. | $7,950,000 | 2,700 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,855,000 | 2,214 |
| CMOs issued by government agencies or sponsored agencies | $2,855,000 | 2,098 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $45,794,000 | 454 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $45,794,000 | 2,510 |
| Structured notes | ||
| Amortized cost | $10,450,000 | 163 |
| Fair value | $10,605,000 | 158 |
| 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 | $55,293,000 | 2,174 |
| U.S. Government securities | $46,429,000 | 1,890 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $46,429,000 | 1,810 |
| Securities issued by states & political subdivisions | $7,334,000 | 2,344 |
| Other domestic debt securities | $1,530,000 | 2,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,530,000 | 2,120 |
| 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 | $3,970,000 | 4,845 |
| Mortgage-backed securities | $4,855,000 | 4,209 |
| Certificates of participation in pools of residential mortgages | $1,980,000 | 4,669 |
| Issued or guaranteed by U.S. | $1,980,000 | 4,653 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,875,000 | 2,280 |
| CMOs issued by government agencies or sponsored agencies | $2,875,000 | 2,162 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $54,395,000 | 395 |
| Available-for-sale securities (fair market value) | $898,000 | 8,120 |
| Total debt securities | $55,293,000 | 2,104 |
| Structured notes | ||
| Amortized cost | $16,710,000 | 68 |
| Fair value | $16,842,000 | 68 |
| 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 | $41,270,000 | 2,736 |
| U.S. Government securities | $32,108,000 | 2,554 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $32,108,000 | 2,454 |
| Securities issued by states & political subdivisions | $6,656,000 | 2,484 |
| Other domestic debt securities | $2,506,000 | 1,994 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,506,000 | 1,729 |
| 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 | $3,918,000 | 4,875 |
| Mortgage-backed securities | $3,241,000 | 4,765 |
| Certificates of participation in pools of residential mortgages | $2,353,000 | 4,444 |
| Issued or guaranteed by U.S. | $2,353,000 | 4,429 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $888,000 | 3,259 |
| CMOs issued by government agencies or sponsored agencies | $888,000 | 3,116 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,370,000 | 503 |
| Available-for-sale securities (fair market value) | $900,000 | 8,135 |
| Total debt securities | $41,270,000 | 2,657 |
| Structured notes | ||
| Amortized cost | $5,200,000 | 191 |
| Fair value | $5,322,000 | 189 |
| 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 | $42,625,000 | 2,527 |
| U.S. Government securities | $34,011,000 | 2,295 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $34,011,000 | 2,166 |
| Securities issued by states & political subdivisions | $6,982,000 | 2,302 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $1,632,000 | 1,120 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,502,000 | 5,645 |
| Mortgage-backed securities | $7,111,000 | 3,433 |
| Certificates of participation in pools of residential mortgages | $4,563,000 | 3,280 |
| Issued or guaranteed by U.S. | $4,563,000 | 3,263 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,548,000 | 2,517 |
| CMOs issued by government agencies or sponsored agencies | $2,548,000 | 2,357 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,481,000 | 502 |
| Available-for-sale securities (fair market value) | $2,144,000 | 7,878 |
| Total debt securities | $40,993,000 | 2,532 |
| 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 | $52,412,000 | 2,089 |
| U.S. Government securities | $46,079,000 | 1,741 |
| U.S. Treasury securities | $252,000 | 3,779 |
| U.S. Government agency obligations | $45,827,000 | 1,619 |
| Securities issued by states & political subdivisions | $5,173,000 | 2,740 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,160,000 | 2,299 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,304,000 | 2,211 |
| Mortgage-backed securities | $15,586,000 | 1,763 |
| Certificates of participation in pools of residential mortgages | $9,325,000 | 1,818 |
| Issued or guaranteed by U.S. | $9,325,000 | 1,807 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $6,261,000 | 1,338 |
| CMOs issued by government agencies or sponsored agencies | $6,261,000 | 1,219 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $44,401,000 | 574 |
| Available-for-sale securities (fair market value) | $8,011,000 | 6,251 |
| Total debt securities | $51,252,000 | 2,054 |
| 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 | $60,432,000 | 1,902 |
| U.S. Government securities | $54,676,000 | 1,548 |
| U.S. Treasury securities | $500,000 | 4,448 |
| U.S. Government agency obligations | $54,176,000 | 1,397 |
| Securities issued by states & political subdivisions | $4,640,000 | 3,070 |
| 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 | $0 | 343 |
| Equity securities | $1,116,000 | 2,247 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,782,000 | 1,935 |
| Mortgage-backed securities | $21,735,000 | 1,528 |
| Certificates of participation in pools of residential mortgages | $12,100,000 | 1,643 |
| Issued or guaranteed by U.S. | $12,100,000 | 1,631 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $9,635,000 | 1,123 |
| CMOs issued by government agencies or sponsored agencies | $9,635,000 | 1,001 |
| 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) | $49,624,000 | 554 |
| Available-for-sale securities (fair market value) | $10,808,000 | 5,644 |
| Total debt securities | $59,316,000 | 1,857 |
| 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 | $72,942,000 | 1,622 |
| U.S. Government securities | $66,930,000 | 1,329 |
| U.S. Treasury securities | $3,521,000 | 2,858 |
| U.S. Government agency obligations | $63,409,000 | 1,198 |
| Securities issued by states & political subdivisions | $4,896,000 | 3,007 |
| 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 | $0 | 363 |
| Equity securities | $1,116,000 | 2,179 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,000,000 | 2,046 |
| Mortgage-backed securities | $21,871,000 | 1,605 |
| Certificates of participation in pools of residential mortgages | $11,275,000 | 1,808 |
| Issued or guaranteed by U.S. | $11,275,000 | 1,795 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $10,596,000 | 1,138 |
| CMOs issued by government agencies or sponsored agencies | $10,596,000 | 1,050 |
| 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) | $50,543,000 | 587 |
| Available-for-sale securities (fair market value) | $22,399,000 | 3,489 |
| Total debt securities | $71,826,000 | 1,570 |
| 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 | $55,432,000 | 2,083 |
| U.S. Government securities | $46,839,000 | 1,937 |
| U.S. Treasury securities | $16,009,000 | 1,168 |
| U.S. Government agency obligations | $30,830,000 | 2,246 |
| Securities issued by states & political subdivisions | $7,656,000 | 1,939 |
| 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 | $0 | 390 |
| Equity securities | $937,000 | 2,431 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,258,000 | 2,037 |
| Mortgage-backed securities | $13,788,000 | 2,139 |
| Certificates of participation in pools of residential mortgages | $6,396,000 | 2,551 |
| Issued or guaranteed by U.S. | $6,396,000 | 2,540 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $7,392,000 | 1,379 |
| CMOs issued by government agencies or sponsored agencies | $7,392,000 | 1,313 |
| 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) | $36,844,000 | 962 |
| Available-for-sale securities (fair market value) | $18,588,000 | 3,810 |
| Total debt securities | $54,495,000 | 2,050 |
| 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 | $57,579,000 | 2,114 |
| U.S. Government securities | $45,730,000 | 2,130 |
| U.S. Treasury securities | $11,475,000 | 1,991 |
| U.S. Government agency obligations | $34,255,000 | 2,088 |
| Securities issued by states & political subdivisions | $10,912,000 | 1,330 |
| 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 | $0 | 466 |
| Equity securities | $937,000 | 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 | $15,470,000 | 2,034 |
| Mortgage-backed securities | $15,897,000 | 2,183 |
| Certificates of participation in pools of residential mortgages | $7,558,000 | 2,537 |
| Issued or guaranteed by U.S. | $7,558,000 | 2,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $8,339,000 | 1,429 |
| CMOs issued by government agencies or sponsored agencies | $8,339,000 | 1,354 |
| 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) | $43,268,000 | 947 |
| Available-for-sale securities (fair market value) | $14,311,000 | 4,855 |
| Total debt securities | $56,642,000 | 2,080 |
| 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 | $53,764,000 | 2,328 |
| U.S. Government securities | $40,662,000 | 2,490 |
| U.S. Treasury securities | $6,524,000 | 3,809 |
| U.S. Government agency obligations | $34,138,000 | 2,051 |
| Securities issued by states & political subdivisions | $13,199,000 | 1,053 |
| Other domestic debt securities | $5,000 | 5,099 |
| Privately issued residential mortgage-backed securities | $5,000 | 2,511 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $102,000 | 107 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $15,520,000 | 2,328 |
| Certificates of participation in pools of residential mortgages | $15,520,000 | 1,599 |
| Issued or guaranteed by U.S. | $15,515,000 | 1,578 |
| Privately issued | $5,000 | 549 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| 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) | $45,095,000 | 946 |
| Available-for-sale securities (fair market value) | $8,669,000 | 6,570 |
| Total debt securities | $53,866,000 | 2,258 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $54,254,000 | 2,427 |
| U.S. Government securities | $30,861,000 | 3,363 |
| U.S. Treasury securities | $11,743,000 | 2,947 |
| U.S. Government agency obligations | $19,118,000 | 3,311 |
| Securities issued by states & political subdivisions | $14,680,000 | 924 |
| Other domestic debt securities | $8,806,000 | 816 |
| Privately issued residential mortgage-backed securities | $7,000 | 2,816 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,799,000 | 589 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $93,000 | 162 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,236,000 | 2,723 |
| Certificates of participation in pools of residential mortgages | $13,236,000 | 1,876 |
| Issued or guaranteed by U.S. | $13,229,000 | 1,854 |
| Privately issued | $7,000 | 555 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| 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) | $54,254,000 | 1,362 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $54,347,000 | 2,370 |
| 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 | $42,054,000 | 3,308 |
| U.S. Government securities | $20,472,000 | 5,028 |
| U.S. Treasury securities | $9,198,000 | 3,742 |
| U.S. Government agency obligations | $11,274,000 | 5,130 |
| Securities issued by states & political subdivisions | $14,723,000 | 937 |
| Other domestic debt securities | $6,631,000 | 1,162 |
| Privately issued residential mortgage-backed securities | $28,000 | 3,178 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,603,000 | 857 |
| Foreign debt securities | NA | NA |
| Equity securities | $250,000 | 4,170 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $22,000 | 246 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,452,000 | 4,293 |
| Certificates of participation in pools of residential mortgages | $7,452,000 | 2,977 |
| Issued or guaranteed by U.S. | $7,424,000 | 2,955 |
| Privately issued | $28,000 | 673 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| 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 | $41,826,000 | 3,244 |
| 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 | $33,856,000 | 4,007 |
| U.S. Government securities | $16,838,000 | 5,774 |
| U.S. Treasury securities | $3,900,000 | 6,713 |
| U.S. Government agency obligations | $12,938,000 | 4,599 |
| Securities issued by states & political subdivisions | $14,229,000 | 878 |
| Other domestic debt securities | $2,680,000 | 2,502 |
| Privately issued residential mortgage-backed securities | $31,000 | 3,906 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,649,000 | 1,760 |
| Foreign debt securities | NA | NA |
| Equity securities | $149,000 | 4,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $40,000 | 316 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,619,000 | 3,593 |
| Certificates of participation in pools of residential mortgages | $10,619,000 | 2,414 |
| Issued or guaranteed by U.S. | $10,588,000 | 2,379 |
| Privately issued | $31,000 | 780 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| 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 | $33,747,000 | 3,930 |
| 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 |