Home > Citizens' Bank of Charleston > Securities
Citizens' Bank of Charleston, Securities
| 2023-12-31 | Rank | |
| Total securities | $26,088,000 | 3,334 |
| U.S. Government securities | $18,476,000 | 3,062 |
| U.S. Treasury securities | $5,352,000 | 1,799 |
| U.S. Government agency obligations | $13,124,000 | 3,013 |
| Securities issued by states & political subdivisions | $4,712,000 | 2,949 |
| Other domestic debt securities | $2,900,000 | 1,598 |
| 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 | $2,900,000 | 1,190 |
| 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 | $14,746,000 | 2,634 |
| Mortgage-backed securities | $5,040,000 | 3,009 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,762,000 | 2,728 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,278,000 | 2,087 |
| 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) | $26,088,000 | 3,086 |
| Total debt securities | $26,088,000 | 3,312 |
| Structured notes | ||
| Amortized cost | $500,000 | 939 |
| Fair value | $487,000 | 961 |
| 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 | $25,596,000 | 3,368 |
| U.S. Government securities | $18,201,000 | 3,078 |
| U.S. Treasury securities | $5,262,000 | 1,837 |
| U.S. Government agency obligations | $12,939,000 | 3,005 |
| Securities issued by states & political subdivisions | $4,568,000 | 2,985 |
| Other domestic debt securities | $2,827,000 | 1,599 |
| 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 | $2,827,000 | 1,195 |
| 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 | $16,672,000 | 2,498 |
| Mortgage-backed securities | $5,030,000 | 3,005 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,757,000 | 2,728 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,273,000 | 2,052 |
| 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) | $25,596,000 | 3,105 |
| Total debt securities | $25,597,000 | 3,345 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 768 |
| Fair value | $934,000 | 810 |
| 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 | $26,170,000 | 3,398 |
| U.S. Government securities | $18,610,000 | 3,102 |
| U.S. Treasury securities | $5,273,000 | 1,872 |
| U.S. Government agency obligations | $13,337,000 | 3,031 |
| Securities issued by states & political subdivisions | $4,686,000 | 3,012 |
| Other domestic debt securities | $2,874,000 | 1,593 |
| 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 | $2,874,000 | 1,200 |
| 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 | $17,721,000 | 2,430 |
| Mortgage-backed securities | $5,394,000 | 2,997 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,026,000 | 2,724 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,368,000 | 2,032 |
| 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) | $26,170,000 | 3,138 |
| Total debt securities | $26,170,000 | 3,376 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 811 |
| Fair value | $938,000 | 851 |
| 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 | $26,632,000 | 3,458 |
| U.S. Government securities | $18,992,000 | 3,162 |
| U.S. Treasury securities | $5,318,000 | 1,941 |
| U.S. Government agency obligations | $13,674,000 | 3,029 |
| Securities issued by states & political subdivisions | $4,751,000 | 3,057 |
| Other domestic debt securities | $2,889,000 | 1,639 |
| 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 | $2,889,000 | 1,233 |
| 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 | $19,340,000 | 2,287 |
| Mortgage-backed securities | $5,676,000 | 3,016 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,226,000 | 2,743 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,450,000 | 2,050 |
| 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) | $26,632,000 | 3,193 |
| Total debt securities | $26,633,000 | 3,432 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 845 |
| Fair value | $944,000 | 888 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $22,367,000 | 3,642 |
| U.S. Government securities | $16,968,000 | 3,298 |
| U.S. Treasury securities | $4,771,000 | 2,067 |
| U.S. Government agency obligations | $12,197,000 | 3,135 |
| Securities issued by states & political subdivisions | $4,922,000 | 3,076 |
| Other domestic debt securities | $477,000 | 2,260 |
| 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 | $477,000 | 1,814 |
| 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 | $14,054,000 | 2,448 |
| Mortgage-backed securities | $5,300,000 | 3,087 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,816,000 | 2,821 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,484,000 | 2,056 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $22,367,000 | 3,367 |
| Total debt securities | $22,368,000 | 3,621 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 869 |
| Fair value | $932,000 | 905 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $21,829,000 | 3,679 |
| U.S. Government securities | $16,524,000 | 3,336 |
| U.S. Treasury securities | $4,234,000 | 2,186 |
| U.S. Government agency obligations | $12,290,000 | 3,140 |
| Securities issued by states & political subdivisions | $4,820,000 | 3,104 |
| Other domestic debt securities | $485,000 | 2,214 |
| 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 | $485,000 | 1,812 |
| 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 | $15,482,000 | 2,318 |
| Mortgage-backed securities | $5,406,000 | 3,096 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,884,000 | 2,831 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,522,000 | 2,053 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $21,829,000 | 3,401 |
| Total debt securities | $21,829,000 | 3,657 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 861 |
| Fair value | $924,000 | 902 |
| 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 | $16,652,000 | 3,925 |
| U.S. Government securities | $13,441,000 | 3,563 |
| U.S. Treasury securities | $3,361,000 | 2,262 |
| U.S. Government agency obligations | $10,080,000 | 3,345 |
| Securities issued by states & political subdivisions | $3,211,000 | 3,362 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,691,000 | 2,311 |
| Mortgage-backed securities | $5,397,000 | 3,145 |
| Certificates of participation in pools of residential mortgages | $3,732,000 | 2,986 |
| Issued or guaranteed by U.S. | $3,732,000 | 2,898 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,665,000 | 2,127 |
| CMOs issued by government agencies or sponsored agencies | $1,665,000 | 2,050 |
| 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) | $16,652,000 | 3,661 |
| Total debt securities | $16,653,000 | 3,909 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 840 |
| Fair value | $955,000 | 881 |
| 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 | $11,205,000 | 4,138 |
| U.S. Government securities | $8,529,000 | 3,816 |
| U.S. Treasury securities | $1,979,000 | 2,237 |
| U.S. Government agency obligations | $6,550,000 | 3,625 |
| Securities issued by states & political subdivisions | $2,676,000 | 3,469 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,502,000 | 2,862 |
| Mortgage-backed securities | $3,778,000 | 3,321 |
| Certificates of participation in pools of residential mortgages | $2,434,000 | 3,176 |
| Issued or guaranteed by U.S. | $2,434,000 | 3,086 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,344,000 | 2,201 |
| CMOs issued by government agencies or sponsored agencies | $1,344,000 | 2,133 |
| 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) | $11,205,000 | 3,879 |
| Total debt securities | $11,205,000 | 4,120 |
| Structured notes | ||
| Amortized cost | $500,000 | 914 |
| Fair value | $471,000 | 963 |
| 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 | $8,868,000 | 4,200 |
| U.S. Government securities | $4,713,000 | 4,020 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $4,713,000 | 3,776 |
| Securities issued by states & political subdivisions | $4,155,000 | 3,288 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,402,000 | 2,974 |
| Mortgage-backed securities | $3,729,000 | 3,323 |
| Certificates of participation in pools of residential mortgages | $2,702,000 | 3,135 |
| Issued or guaranteed by U.S. | $2,702,000 | 3,033 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,027,000 | 2,284 |
| CMOs issued by government agencies or sponsored agencies | $1,027,000 | 2,229 |
| 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) | $8,868,000 | 3,974 |
| Total debt securities | $8,869,000 | 4,176 |
| Structured notes | ||
| Amortized cost | $500,000 | 829 |
| Fair value | $496,000 | 863 |
| 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 | $7,765,000 | 4,268 |
| U.S. Government securities | $3,591,000 | 4,135 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $3,591,000 | 3,932 |
| Securities issued by states & political subdivisions | $4,174,000 | 3,318 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,195,000 | 2,913 |
| Mortgage-backed securities | $3,096,000 | 3,428 |
| Certificates of participation in pools of residential mortgages | $1,886,000 | 3,330 |
| Issued or guaranteed by U.S. | $1,886,000 | 3,242 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,210,000 | 2,255 |
| CMOs issued by government agencies or sponsored agencies | $1,210,000 | 2,206 |
| 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) | $7,765,000 | 4,037 |
| Total debt securities | $7,764,000 | 4,245 |
| 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 | $8,144,000 | 4,262 |
| U.S. Government securities | $3,961,000 | 4,097 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $3,961,000 | 3,892 |
| Securities issued by states & political subdivisions | $4,183,000 | 3,326 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,878,000 | 2,841 |
| Mortgage-backed securities | $3,466,000 | 3,393 |
| Certificates of participation in pools of residential mortgages | $2,074,000 | 3,291 |
| Issued or guaranteed by U.S. | $2,074,000 | 3,191 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,392,000 | 2,185 |
| CMOs issued by government agencies or sponsored agencies | $1,392,000 | 2,138 |
| 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) | $8,144,000 | 4,020 |
| Total debt securities | $8,143,000 | 4,240 |
| 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 | $8,102,000 | 4,216 |
| U.S. Government securities | $3,912,000 | 4,032 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $3,912,000 | 3,857 |
| Securities issued by states & political subdivisions | $4,190,000 | 3,311 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,400,000 | 2,888 |
| Mortgage-backed securities | $3,417,000 | 3,364 |
| Certificates of participation in pools of residential mortgages | $2,303,000 | 3,197 |
| Issued or guaranteed by U.S. | $2,303,000 | 3,104 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,114,000 | 2,226 |
| CMOs issued by government agencies or sponsored agencies | $1,114,000 | 2,179 |
| 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) | $8,102,000 | 3,978 |
| Total debt securities | $8,101,000 | 4,193 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $10,268,000 | 4,014 |
| U.S. Government securities | $3,917,000 | 3,934 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $3,917,000 | 3,786 |
| Securities issued by states & political subdivisions | $6,351,000 | 3,015 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,823,000 | 2,824 |
| Mortgage-backed securities | $3,417,000 | 3,358 |
| Certificates of participation in pools of residential mortgages | $2,031,000 | 3,244 |
| Issued or guaranteed by U.S. | $2,031,000 | 3,160 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,386,000 | 2,182 |
| CMOs issued by government agencies or sponsored agencies | $1,386,000 | 2,137 |
| 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) | $10,268,000 | 3,785 |
| Total debt securities | $10,267,000 | 3,984 |
| 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 | $10,196,000 | 4,001 |
| U.S. Government securities | $3,982,000 | 3,941 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $3,982,000 | 3,788 |
| Securities issued by states & political subdivisions | $6,214,000 | 2,937 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,973,000 | 2,709 |
| Mortgage-backed securities | $3,483,000 | 3,352 |
| Certificates of participation in pools of residential mortgages | $1,638,000 | 3,319 |
| Issued or guaranteed by U.S. | $1,638,000 | 3,229 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,845,000 | 2,100 |
| CMOs issued by government agencies or sponsored agencies | $1,845,000 | 2,049 |
| 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) | $10,196,000 | 3,765 |
| Total debt securities | $10,196,000 | 3,977 |
| 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 | $9,516,000 | 4,041 |
| U.S. Government securities | $3,837,000 | 3,996 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $3,837,000 | 3,827 |
| Securities issued by states & political subdivisions | $5,679,000 | 2,966 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,970,000 | 2,702 |
| Mortgage-backed securities | $3,837,000 | 3,310 |
| Certificates of participation in pools of residential mortgages | $1,771,000 | 3,294 |
| Issued or guaranteed by U.S. | $1,771,000 | 3,202 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,066,000 | 2,075 |
| CMOs issued by government agencies or sponsored agencies | $2,066,000 | 2,031 |
| 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) | $9,516,000 | 3,803 |
| Total debt securities | $9,517,000 | 4,015 |
| 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 | $7,929,000 | 4,199 |
| U.S. Government securities | $2,480,000 | 4,261 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $2,480,000 | 4,116 |
| Securities issued by states & political subdivisions | $5,449,000 | 2,927 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,094,000 | 2,878 |
| Mortgage-backed securities | $2,480,000 | 3,530 |
| Certificates of participation in pools of residential mortgages | $1,330,000 | 3,424 |
| Issued or guaranteed by U.S. | $1,330,000 | 3,322 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,150,000 | 2,291 |
| CMOs issued by government agencies or sponsored agencies | $1,150,000 | 2,245 |
| 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) | $7,929,000 | 3,956 |
| Total debt securities | $7,929,000 | 4,174 |
| 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 | $9,748,000 | 4,104 |
| U.S. Government securities | $3,085,000 | 4,256 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $3,085,000 | 4,090 |
| Securities issued by states & political subdivisions | $6,663,000 | 2,740 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,465,000 | 2,784 |
| Mortgage-backed securities | $2,585,000 | 3,494 |
| Certificates of participation in pools of residential mortgages | $1,391,000 | 3,396 |
| Issued or guaranteed by U.S. | $1,391,000 | 3,301 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,194,000 | 2,288 |
| CMOs issued by government agencies or sponsored agencies | $1,194,000 | 2,245 |
| 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) | $9,748,000 | 3,848 |
| Total debt securities | $9,748,000 | 4,079 |
| 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 | $10,190,000 | 4,122 |
| U.S. Government securities | $3,245,000 | 4,304 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $3,245,000 | 4,142 |
| Securities issued by states & political subdivisions | $6,945,000 | 2,706 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,863,000 | 2,758 |
| Mortgage-backed securities | $2,745,000 | 3,497 |
| Certificates of participation in pools of residential mortgages | $1,474,000 | 3,386 |
| Issued or guaranteed by U.S. | $1,474,000 | 3,285 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,271,000 | 2,291 |
| CMOs issued by government agencies or sponsored agencies | $1,271,000 | 2,247 |
| 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) | $10,190,000 | 3,863 |
| Total debt securities | $10,191,000 | 4,096 |
| 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 | $11,329,000 | 4,081 |
| U.S. Government securities | $3,908,000 | 4,270 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $3,908,000 | 4,105 |
| Securities issued by states & political subdivisions | $6,950,000 | 2,760 |
| Other domestic debt securities | $471,000 | 1,766 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $471,000 | 164 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,591,000 | 2,754 |
| Mortgage-backed securities | $3,380,000 | 3,381 |
| Certificates of participation in pools of residential mortgages | $1,558,000 | 3,358 |
| Issued or guaranteed by U.S. | $1,558,000 | 3,275 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,351,000 | 2,253 |
| CMOs issued by government agencies or sponsored agencies | $1,351,000 | 2,207 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $471,000 | 1,709 |
| Commercial mortgage pass-through securities | $471,000 | 1,272 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $11,329,000 | 3,814 |
| Total debt securities | $11,330,000 | 4,061 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $13,146,000 | 3,991 |
| U.S. Government securities | $5,531,000 | 4,088 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $5,531,000 | 3,929 |
| Securities issued by states & political subdivisions | $7,147,000 | 2,784 |
| Other domestic debt securities | $468,000 | 1,768 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $468,000 | 157 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,359,000 | 2,511 |
| Mortgage-backed securities | $3,505,000 | 3,381 |
| Certificates of participation in pools of residential mortgages | $1,628,000 | 3,359 |
| Issued or guaranteed by U.S. | $1,628,000 | 3,280 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,409,000 | 2,239 |
| CMOs issued by government agencies or sponsored agencies | $1,409,000 | 2,188 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $468,000 | 1,637 |
| Commercial mortgage pass-through securities | $468,000 | 1,250 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $13,146,000 | 3,721 |
| Total debt securities | $13,145,000 | 3,968 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $13,876,000 | 3,974 |
| U.S. Government securities | $5,617,000 | 4,120 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $5,617,000 | 3,978 |
| Securities issued by states & political subdivisions | $7,794,000 | 2,765 |
| Other domestic debt securities | $465,000 | 1,760 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $465,000 | 149 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,036,000 | 2,460 |
| Mortgage-backed securities | $3,597,000 | 3,383 |
| Certificates of participation in pools of residential mortgages | $1,679,000 | 3,365 |
| Issued or guaranteed by U.S. | $1,679,000 | 3,294 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,453,000 | 2,229 |
| CMOs issued by government agencies or sponsored agencies | $1,453,000 | 2,178 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $465,000 | 1,598 |
| Commercial mortgage pass-through securities | $465,000 | 1,234 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $13,876,000 | 3,707 |
| Total debt securities | $13,875,000 | 3,952 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $14,121,000 | 3,988 |
| U.S. Government securities | $5,740,000 | 4,166 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $5,740,000 | 4,024 |
| Securities issued by states & political subdivisions | $7,933,000 | 2,778 |
| Other domestic debt securities | $448,000 | 1,731 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $448,000 | 140 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,972,000 | 2,638 |
| Mortgage-backed securities | $3,709,000 | 3,399 |
| Certificates of participation in pools of residential mortgages | $1,745,000 | 3,394 |
| Issued or guaranteed by U.S. | $1,745,000 | 3,365 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,516,000 | 2,207 |
| CMOs issued by government agencies or sponsored agencies | $1,516,000 | 2,155 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $448,000 | 1,602 |
| Commercial mortgage pass-through securities | $448,000 | 1,229 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $14,121,000 | 3,712 |
| Total debt securities | $14,120,000 | 3,965 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $14,759,000 | 3,998 |
| U.S. Government securities | $6,334,000 | 4,094 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $6,334,000 | 3,950 |
| Securities issued by states & political subdivisions | $7,972,000 | 2,821 |
| Other domestic debt securities | $453,000 | 1,915 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $453,000 | 134 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,502,000 | 2,635 |
| Mortgage-backed securities | $3,912,000 | 3,406 |
| Certificates of participation in pools of residential mortgages | $1,838,000 | 3,410 |
| Issued or guaranteed by U.S. | $1,838,000 | 3,244 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,621,000 | 2,200 |
| CMOs issued by government agencies or sponsored agencies | $1,621,000 | 2,146 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $453,000 | 1,577 |
| Commercial mortgage pass-through securities | $453,000 | 1,204 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $14,759,000 | 3,711 |
| Total debt securities | $14,760,000 | 3,972 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $14,962,000 | 4,035 |
| U.S. Government securities | $6,523,000 | 4,141 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $6,523,000 | 3,997 |
| Securities issued by states & political subdivisions | $7,969,000 | 2,866 |
| Other domestic debt securities | $470,000 | 1,741 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $470,000 | 134 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,399,000 | 2,590 |
| Mortgage-backed securities | $4,117,000 | 3,403 |
| Certificates of participation in pools of residential mortgages | $1,939,000 | 3,434 |
| Issued or guaranteed by U.S. | $1,939,000 | 3,428 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,708,000 | 2,172 |
| CMOs issued by government agencies or sponsored agencies | $1,708,000 | 2,112 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $470,000 | 1,390 |
| Commercial mortgage pass-through securities | $470,000 | 973 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $14,962,000 | 3,757 |
| Total debt securities | $14,962,000 | 4,012 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $16,252,000 | 4,008 |
| U.S. Government securities | $6,745,000 | 4,142 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $6,745,000 | 4,001 |
| Securities issued by states & political subdivisions | $9,028,000 | 2,788 |
| Other domestic debt securities | $479,000 | 1,741 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $479,000 | 131 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,151,000 | 2,554 |
| Mortgage-backed securities | $4,339,000 | 3,387 |
| Certificates of participation in pools of residential mortgages | $2,050,000 | 3,445 |
| Issued or guaranteed by U.S. | $2,050,000 | 3,437 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,810,000 | 2,132 |
| CMOs issued by government agencies or sponsored agencies | $1,810,000 | 2,069 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $479,000 | 1,382 |
| Commercial mortgage pass-through securities | $479,000 | 971 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $16,252,000 | 3,724 |
| Total debt securities | $16,251,000 | 3,985 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $16,545,000 | 4,020 |
| U.S. Government securities | $6,994,000 | 4,154 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $6,994,000 | 4,013 |
| Securities issued by states & political subdivisions | $9,064,000 | 2,826 |
| Other domestic debt securities | $487,000 | 1,763 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $487,000 | 129 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,778,000 | 2,806 |
| Mortgage-backed securities | $4,580,000 | 3,396 |
| Certificates of participation in pools of residential mortgages | $2,173,000 | 3,473 |
| Issued or guaranteed by U.S. | $2,173,000 | 3,468 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,920,000 | 2,112 |
| CMOs issued by government agencies or sponsored agencies | $1,920,000 | 2,053 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $487,000 | 1,368 |
| Commercial mortgage pass-through securities | $487,000 | 959 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $16,545,000 | 3,723 |
| Total debt securities | $16,546,000 | 3,994 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $16,302,000 | 4,092 |
| U.S. Government securities | $6,888,000 | 4,229 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $6,888,000 | 4,099 |
| Securities issued by states & political subdivisions | $8,924,000 | 2,866 |
| Other domestic debt securities | $490,000 | 1,792 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $490,000 | 123 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,678,000 | 2,736 |
| Mortgage-backed securities | $3,477,000 | 3,620 |
| Certificates of participation in pools of residential mortgages | $1,483,000 | 3,730 |
| Issued or guaranteed by U.S. | $1,483,000 | 3,724 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,504,000 | 2,273 |
| CMOs issued by government agencies or sponsored agencies | $1,504,000 | 2,208 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $490,000 | 1,325 |
| Commercial mortgage pass-through securities | $490,000 | 934 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $16,302,000 | 3,797 |
| Total debt securities | $16,302,000 | 4,067 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $15,826,000 | 4,169 |
| U.S. Government securities | $6,999,000 | 4,272 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $6,999,000 | 4,136 |
| Securities issued by states & political subdivisions | $8,827,000 | 2,913 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,157,000 | 2,725 |
| Mortgage-backed securities | $3,100,000 | 3,739 |
| Certificates of participation in pools of residential mortgages | $1,823,000 | 3,670 |
| Issued or guaranteed by U.S. | $1,823,000 | 3,667 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,277,000 | 2,376 |
| CMOs issued by government agencies or sponsored agencies | $1,277,000 | 2,308 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $15,826,000 | 3,864 |
| Total debt securities | $15,825,000 | 4,144 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $12,805,000 | 4,413 |
| U.S. Government securities | $4,639,000 | 4,621 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,639,000 | 4,493 |
| Securities issued by states & political subdivisions | $8,166,000 | 3,039 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,134,000 | 2,713 |
| Mortgage-backed securities | $2,728,000 | 3,832 |
| Certificates of participation in pools of residential mortgages | $1,933,000 | 3,667 |
| Issued or guaranteed by U.S. | $1,933,000 | 3,662 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $795,000 | 2,584 |
| CMOs issued by government agencies or sponsored agencies | $795,000 | 2,509 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $12,805,000 | 4,099 |
| Total debt securities | $12,806,000 | 4,391 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $13,419,000 | 4,376 |
| U.S. Government securities | $4,642,000 | 4,652 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $4,642,000 | 4,534 |
| Securities issued by states & political subdivisions | $8,777,000 | 2,959 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,676,000 | 2,905 |
| Mortgage-backed securities | $3,210,000 | 3,773 |
| Certificates of participation in pools of residential mortgages | $2,128,000 | 3,642 |
| Issued or guaranteed by U.S. | $2,128,000 | 3,639 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,082,000 | 2,472 |
| CMOs issued by government agencies or sponsored agencies | $1,082,000 | 2,405 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $13,419,000 | 4,065 |
| Total debt securities | $13,420,000 | 4,354 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $14,162,000 | 4,394 |
| U.S. Government securities | $4,908,000 | 4,709 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $4,908,000 | 4,589 |
| Securities issued by states & political subdivisions | $9,254,000 | 2,897 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,383,000 | 2,985 |
| Mortgage-backed securities | $3,471,000 | 3,755 |
| Certificates of participation in pools of residential mortgages | $2,288,000 | 3,637 |
| Issued or guaranteed by U.S. | $2,288,000 | 3,632 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,183,000 | 2,464 |
| CMOs issued by government agencies or sponsored agencies | $1,183,000 | 2,393 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $14,162,000 | 4,065 |
| Total debt securities | $14,161,000 | 4,371 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $14,262,000 | 4,441 |
| U.S. Government securities | $5,028,000 | 4,783 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $5,028,000 | 4,671 |
| Securities issued by states & political subdivisions | $9,234,000 | 2,903 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,064,000 | 2,957 |
| Mortgage-backed securities | $3,604,000 | 3,757 |
| Certificates of participation in pools of residential mortgages | $2,350,000 | 3,651 |
| Issued or guaranteed by U.S. | $2,350,000 | 3,648 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,254,000 | 2,453 |
| CMOs issued by government agencies or sponsored agencies | $1,254,000 | 2,381 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $14,262,000 | 4,104 |
| Total debt securities | $14,263,000 | 4,419 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $15,677,000 | 4,370 |
| U.S. Government securities | $5,223,000 | 4,810 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,223,000 | 4,692 |
| Securities issued by states & political subdivisions | $10,454,000 | 2,752 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,186,000 | 2,955 |
| Mortgage-backed securities | $3,808,000 | 3,729 |
| Certificates of participation in pools of residential mortgages | $2,490,000 | 3,638 |
| Issued or guaranteed by U.S. | $2,490,000 | 3,636 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,318,000 | 2,465 |
| CMOs issued by government agencies or sponsored agencies | $1,318,000 | 2,397 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $15,677,000 | 4,016 |
| Total debt securities | $15,678,000 | 4,346 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $16,091,000 | 4,415 |
| U.S. Government securities | $5,524,000 | 4,869 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $5,524,000 | 4,757 |
| Securities issued by states & political subdivisions | $10,567,000 | 2,758 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,619,000 | 3,202 |
| Mortgage-backed securities | $4,096,000 | 3,718 |
| Certificates of participation in pools of residential mortgages | $2,681,000 | 3,637 |
| Issued or guaranteed by U.S. | $2,681,000 | 3,635 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,415,000 | 2,453 |
| CMOs issued by government agencies or sponsored agencies | $1,415,000 | 2,387 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $16,091,000 | 4,060 |
| Total debt securities | $16,089,000 | 4,393 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $16,972,000 | 4,427 |
| U.S. Government securities | $6,261,000 | 4,860 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $6,261,000 | 4,751 |
| Securities issued by states & political subdivisions | $10,711,000 | 2,746 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,128,000 | 3,292 |
| Mortgage-backed securities | $4,346,000 | 3,754 |
| Certificates of participation in pools of residential mortgages | $2,847,000 | 3,678 |
| Issued or guaranteed by U.S. | $2,847,000 | 3,675 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,499,000 | 2,490 |
| CMOs issued by government agencies or sponsored agencies | $1,499,000 | 2,422 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $16,972,000 | 4,064 |
| Total debt securities | $16,971,000 | 4,407 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $17,075,000 | 4,462 |
| U.S. Government securities | $6,610,000 | 4,880 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $6,610,000 | 4,777 |
| Securities issued by states & political subdivisions | $10,465,000 | 2,760 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,727,000 | 3,236 |
| Mortgage-backed securities | $4,685,000 | 3,758 |
| Certificates of participation in pools of residential mortgages | $3,061,000 | 3,678 |
| Issued or guaranteed by U.S. | $3,061,000 | 3,675 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,624,000 | 2,489 |
| CMOs issued by government agencies or sponsored agencies | $1,624,000 | 2,412 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $17,075,000 | 4,103 |
| Total debt securities | $17,075,000 | 4,442 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $19,191,000 | 4,344 |
| U.S. Government securities | $7,352,000 | 4,844 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $7,352,000 | 4,728 |
| Securities issued by states & political subdivisions | $11,839,000 | 2,603 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,276,000 | 3,488 |
| Mortgage-backed securities | $5,477,000 | 3,682 |
| Certificates of participation in pools of residential mortgages | $3,763,000 | 3,570 |
| Issued or guaranteed by U.S. | $3,763,000 | 3,564 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,714,000 | 2,500 |
| CMOs issued by government agencies or sponsored agencies | $1,714,000 | 2,422 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $19,191,000 | 3,985 |
| Total debt securities | $19,192,000 | 4,324 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $20,562,000 | 4,324 |
| U.S. Government securities | $8,711,000 | 4,715 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $8,711,000 | 4,599 |
| Securities issued by states & political subdivisions | $11,851,000 | 2,625 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,039,000 | 3,251 |
| Mortgage-backed securities | $6,139,000 | 3,659 |
| Certificates of participation in pools of residential mortgages | $4,343,000 | 3,526 |
| Issued or guaranteed by U.S. | $4,343,000 | 3,525 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,796,000 | 2,529 |
| CMOs issued by government agencies or sponsored agencies | $1,796,000 | 2,439 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $20,562,000 | 3,963 |
| Total debt securities | $20,561,000 | 4,300 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $22,010,000 | 4,272 |
| U.S. Government securities | $9,927,000 | 4,619 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $9,927,000 | 4,511 |
| Securities issued by states & political subdivisions | $12,083,000 | 2,604 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,324,000 | 3,218 |
| Mortgage-backed securities | $7,047,000 | 3,586 |
| Certificates of participation in pools of residential mortgages | $5,125,000 | 3,411 |
| Issued or guaranteed by U.S. | $5,125,000 | 3,411 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,922,000 | 2,521 |
| CMOs issued by government agencies or sponsored agencies | $1,922,000 | 2,440 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $22,010,000 | 3,906 |
| Total debt securities | $22,010,000 | 4,251 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $21,065,000 | 4,368 |
| U.S. Government securities | $9,552,000 | 4,702 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $9,552,000 | 4,603 |
| Securities issued by states & political subdivisions | $11,513,000 | 2,689 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,696,000 | 3,060 |
| Mortgage-backed securities | $5,519,000 | 3,851 |
| Certificates of participation in pools of residential mortgages | $3,508,000 | 3,815 |
| Issued or guaranteed by U.S. | $3,508,000 | 3,815 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,011,000 | 2,485 |
| CMOs issued by government agencies or sponsored agencies | $2,011,000 | 2,403 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $21,065,000 | 3,997 |
| Total debt securities | $21,065,000 | 4,344 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $20,146,000 | 4,446 |
| U.S. Government securities | $8,189,000 | 4,902 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,189,000 | 4,806 |
| Securities issued by states & political subdivisions | $11,957,000 | 2,625 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,134,000 | 3,591 |
| Mortgage-backed securities | $4,166,000 | 4,103 |
| Certificates of participation in pools of residential mortgages | $2,591,000 | 4,094 |
| Issued or guaranteed by U.S. | $2,591,000 | 4,089 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,575,000 | 2,630 |
| CMOs issued by government agencies or sponsored agencies | $1,575,000 | 2,536 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $20,146,000 | 4,076 |
| Total debt securities | $20,145,000 | 4,425 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $17,191,000 | 4,767 |
| U.S. Government securities | $4,345,000 | 5,616 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,345,000 | 5,515 |
| Securities issued by states & political subdivisions | $12,846,000 | 2,503 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,574,000 | 3,330 |
| Mortgage-backed securities | $1,629,000 | 4,760 |
| Certificates of participation in pools of residential mortgages | $1,629,000 | 4,412 |
| Issued or guaranteed by U.S. | $1,629,000 | 4,407 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $17,191,000 | 4,376 |
| Total debt securities | $17,191,000 | 4,735 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,570 |
| Fair value | $1,002,000 | 1,567 |
| 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 | $16,481,000 | 4,842 |
| U.S. Government securities | $3,856,000 | 5,713 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $3,856,000 | 5,611 |
| Securities issued by states & political subdivisions | $12,625,000 | 2,516 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,199,000 | 3,216 |
| Mortgage-backed securities | $946,000 | 4,983 |
| Certificates of participation in pools of residential mortgages | $946,000 | 4,653 |
| Issued or guaranteed by U.S. | $946,000 | 4,649 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $16,481,000 | 4,463 |
| Total debt securities | $16,482,000 | 4,808 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,552 |
| Fair value | $1,002,000 | 1,560 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $16,726,000 | 4,823 |
| U.S. Government securities | $3,941,000 | 5,741 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $3,941,000 | 5,635 |
| Securities issued by states & political subdivisions | $12,785,000 | 2,500 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,739,000 | 3,063 |
| Mortgage-backed securities | $1,012,000 | 5,016 |
| Certificates of participation in pools of residential mortgages | $1,012,000 | 4,679 |
| Issued or guaranteed by U.S. | $1,012,000 | 4,677 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $16,726,000 | 4,456 |
| Total debt securities | $16,726,000 | 4,790 |
| Structured notes | ||
| Amortized cost | $600,000 | 1,906 |
| Fair value | $603,000 | 1,904 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $14,513,000 | 5,013 |
| U.S. Government securities | $2,218,000 | 6,119 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,218,000 | 6,017 |
| Securities issued by states & political subdivisions | $12,295,000 | 2,518 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,735,000 | 3,185 |
| 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) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $14,513,000 | 4,634 |
| Total debt securities | $14,512,000 | 4,983 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 1,524 |
| Fair value | $1,306,000 | 1,527 |
| 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 | $14,255,000 | 5,119 |
| U.S. Government securities | $2,479,000 | 6,189 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,479,000 | 6,097 |
| Securities issued by states & political subdivisions | $11,776,000 | 2,563 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,910,000 | 3,518 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $14,255,000 | 4,738 |
| Total debt securities | $14,259,000 | 5,091 |
| Structured notes | ||
| Amortized cost | $1,251,000 | 1,660 |
| Fair value | $1,261,000 | 1,658 |
| 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 | $15,286,000 | 5,027 |
| U.S. Government securities | $3,282,000 | 6,099 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,282,000 | 5,998 |
| Securities issued by states & political subdivisions | $12,004,000 | 2,487 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,284,000 | 3,468 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $15,286,000 | 4,657 |
| Total debt securities | $15,286,000 | 4,998 |
| Structured notes | ||
| Amortized cost | $2,052,000 | 1,462 |
| Fair value | $2,063,000 | 1,466 |
| 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 | $15,415,000 | 5,077 |
| U.S. Government securities | $4,080,000 | 6,025 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $4,080,000 | 5,927 |
| Securities issued by states & political subdivisions | $11,335,000 | 2,479 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,382,000 | 3,312 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $15,415,000 | 4,674 |
| Total debt securities | $15,407,000 | 5,052 |
| Structured notes | ||
| Amortized cost | $2,354,000 | 1,596 |
| Fair value | $2,357,000 | 1,598 |
| 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 | $12,037,000 | 5,480 |
| U.S. Government securities | $1,767,000 | 6,540 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,767,000 | 6,445 |
| Securities issued by states & political subdivisions | $10,270,000 | 2,588 |
| 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 | $8,627,000 | 3,450 |
| 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) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $12,037,000 | 5,060 |
| Total debt securities | $12,040,000 | 5,452 |
| Structured notes | ||
| Amortized cost | $955,000 | 2,368 |
| Fair value | $958,000 | 2,360 |
| 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 | $10,992,000 | 5,595 |
| U.S. Government securities | $1,423,000 | 6,674 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,423,000 | 6,573 |
| Securities issued by states & political subdivisions | $9,569,000 | 2,652 |
| 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 | $7,104,000 | 3,692 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $10,992,000 | 5,166 |
| Total debt securities | $10,992,000 | 5,556 |
| Structured notes | ||
| Amortized cost | $906,000 | 2,451 |
| Fair value | $905,000 | 2,453 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $11,618,000 | 5,592 |
| U.S. Government securities | $2,369,000 | 6,579 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $2,369,000 | 6,466 |
| Securities issued by states & political subdivisions | $9,249,000 | 2,634 |
| 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 | $6,653,000 | 3,840 |
| Mortgage-backed securities | $0 | 6,067 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $11,618,000 | 5,156 |
| Total debt securities | $11,616,000 | 5,558 |
| Structured notes | ||
| Amortized cost | $1,307,000 | 2,319 |
| Fair value | $1,296,000 | 2,328 |
| 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 | $10,931,000 | 5,658 |
| U.S. Government securities | $2,354,000 | 6,613 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $2,354,000 | 6,495 |
| Securities issued by states & political subdivisions | $8,577,000 | 2,706 |
| 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 | $6,741,000 | 3,809 |
| Mortgage-backed securities | $0 | 6,094 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $10,931,000 | 5,230 |
| Total debt securities | $10,931,000 | 5,625 |
| Structured notes | ||
| Amortized cost | $1,309,000 | 2,365 |
| Fair value | $1,282,000 | 2,377 |
| 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 | $10,210,000 | 5,679 |
| U.S. Government securities | $2,346,000 | 6,576 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $2,346,000 | 6,456 |
| Securities issued by states & political subdivisions | $7,864,000 | 2,825 |
| 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 | $4,776,000 | 4,272 |
| Mortgage-backed securities | $0 | 6,134 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $10,210,000 | 5,229 |
| Total debt securities | $10,210,000 | 5,641 |
| Structured notes | ||
| Amortized cost | $1,310,000 | 2,218 |
| Fair value | $1,269,000 | 2,238 |
| 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 | $7,173,000 | 6,150 |
| U.S. Government securities | $1,700,000 | 6,810 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,700,000 | 6,691 |
| Securities issued by states & political subdivisions | $5,473,000 | 3,246 |
| 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 | $4,781,000 | 4,315 |
| Mortgage-backed securities | $0 | 6,191 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $7,173,000 | 5,667 |
| Total debt securities | $7,173,000 | 6,112 |
| Structured notes | ||
| Amortized cost | $911,000 | 2,595 |
| Fair value | $913,000 | 2,592 |
| 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 | $7,484,000 | 6,190 |
| U.S. Government securities | $2,288,000 | 6,756 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,288,000 | 6,641 |
| Securities issued by states & political subdivisions | $5,196,000 | 3,223 |
| 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 | $5,142,000 | 4,250 |
| Mortgage-backed securities | $103,000 | 5,862 |
| Certificates of participation in pools of residential mortgages | $103,000 | 5,529 |
| Issued or guaranteed by U.S. | $103,000 | 5,517 |
| 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) | $7,484,000 | 5,698 |
| Total debt securities | $7,484,000 | 6,147 |
| Structured notes | ||
| Amortized cost | $631,000 | 2,817 |
| Fair value | $642,000 | 2,814 |
| 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 | $9,025,000 | 5,979 |
| U.S. Government securities | $3,547,000 | 6,519 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $3,547,000 | 6,409 |
| Securities issued by states & political subdivisions | $5,478,000 | 3,127 |
| 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 | $4,722,000 | 4,472 |
| Mortgage-backed securities | $124,000 | 5,925 |
| Certificates of participation in pools of residential mortgages | $124,000 | 5,602 |
| Issued or guaranteed by U.S. | $124,000 | 5,588 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $9,025,000 | 5,495 |
| Total debt securities | $9,025,000 | 5,934 |
| Structured notes | ||
| Amortized cost | $1,400,000 | 2,129 |
| Fair value | $1,381,000 | 2,135 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $7,968,000 | 6,151 |
| U.S. Government securities | $3,005,000 | 6,664 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,005,000 | 6,564 |
| Securities issued by states & political subdivisions | $4,963,000 | 3,270 |
| 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 | $3,729,000 | 4,801 |
| Mortgage-backed securities | $143,000 | 5,957 |
| Certificates of participation in pools of residential mortgages | $143,000 | 5,633 |
| Issued or guaranteed by U.S. | $143,000 | 5,618 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $7,968,000 | 5,669 |
| Total debt securities | $7,968,000 | 6,110 |
| Structured notes | ||
| Amortized cost | $1,900,000 | 1,662 |
| Fair value | $1,845,000 | 1,673 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $7,656,000 | 6,254 |
| U.S. Government securities | $2,943,000 | 6,739 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,943,000 | 6,644 |
| Securities issued by states & political subdivisions | $4,713,000 | 3,347 |
| 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 | $0 | 6,412 |
| Mortgage-backed securities | $199,000 | 5,973 |
| Certificates of participation in pools of residential mortgages | $199,000 | 5,645 |
| Issued or guaranteed by U.S. | $199,000 | 5,626 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $7,656,000 | 5,744 |
| Total debt securities | $7,656,000 | 6,214 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 1,422 |
| Fair value | $1,306,000 | 1,422 |
| 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 | $7,829,000 | 6,224 |
| U.S. Government securities | $3,025,000 | 6,744 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,025,000 | 6,655 |
| Securities issued by states & political subdivisions | $4,804,000 | 3,273 |
| 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 | $0 | 6,462 |
| Mortgage-backed securities | $238,000 | 5,997 |
| Certificates of participation in pools of residential mortgages | $238,000 | 5,658 |
| Issued or guaranteed by U.S. | $238,000 | 5,639 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $7,829,000 | 5,724 |
| Total debt securities | $7,829,000 | 6,181 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,532 |
| Fair value | $484,000 | 1,669 |
| 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 | $8,728,000 | 6,132 |
| U.S. Government securities | $4,016,000 | 6,566 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $4,016,000 | 6,480 |
| Securities issued by states & political subdivisions | $4,712,000 | 3,225 |
| 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 | $1,484,000 | 5,772 |
| Mortgage-backed securities | $302,000 | 5,994 |
| Certificates of participation in pools of residential mortgages | $302,000 | 5,657 |
| Issued or guaranteed by U.S. | $302,000 | 5,640 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $8,728,000 | 5,605 |
| Total debt securities | $8,728,000 | 6,074 |
| Structured notes | ||
| Amortized cost | $1,825,000 | 684 |
| Fair value | $1,807,000 | 680 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $8,661,000 | 6,185 |
| U.S. Government securities | $4,120,000 | 6,654 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,120,000 | 6,555 |
| Securities issued by states & political subdivisions | $4,541,000 | 3,234 |
| 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 | $0 | 6,541 |
| Mortgage-backed securities | $349,000 | 5,960 |
| Certificates of participation in pools of residential mortgages | $349,000 | 5,614 |
| Issued or guaranteed by U.S. | $349,000 | 5,597 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $8,661,000 | 5,646 |
| Total debt securities | $8,661,000 | 6,142 |
| Structured notes | ||
| Amortized cost | $1,825,000 | 719 |
| Fair value | $1,784,000 | 723 |
| 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 | $9,258,000 | 6,034 |
| U.S. Government securities | $4,617,000 | 6,498 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,617,000 | 6,404 |
| Securities issued by states & political subdivisions | $4,641,000 | 3,203 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,535,000 | 5,410 |
| Mortgage-backed securities | $361,000 | 5,952 |
| Certificates of participation in pools of residential mortgages | $361,000 | 5,611 |
| Issued or guaranteed by U.S. | $361,000 | 5,594 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $9,258,000 | 5,484 |
| Total debt securities | $9,258,000 | 5,986 |
| Structured notes | ||
| Amortized cost | $1,825,000 | 703 |
| Fair value | $1,798,000 | 704 |
| 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 | $9,595,000 | 6,009 |
| U.S. Government securities | $5,191,000 | 6,389 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $5,191,000 | 6,301 |
| Securities issued by states & political subdivisions | $4,404,000 | 3,297 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,816,000 | 4,922 |
| Mortgage-backed securities | $397,000 | 5,940 |
| Certificates of participation in pools of residential mortgages | $397,000 | 5,591 |
| Issued or guaranteed by U.S. | $397,000 | 5,567 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $9,595,000 | 5,494 |
| Total debt securities | $9,595,000 | 5,946 |
| Structured notes | ||
| Amortized cost | $1,825,000 | 737 |
| Fair value | $1,798,000 | 738 |
| 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 | $10,117,000 | 5,921 |
| U.S. Government securities | $5,620,000 | 6,268 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,620,000 | 6,174 |
| Securities issued by states & political subdivisions | $4,497,000 | 3,269 |
| 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 | $4,939,000 | 4,508 |
| Mortgage-backed securities | $431,000 | 5,912 |
| Certificates of participation in pools of residential mortgages | $431,000 | 5,541 |
| Issued or guaranteed by U.S. | $431,000 | 5,512 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $10,117,000 | 5,382 |
| Total debt securities | $10,118,000 | 5,850 |
| Structured notes | ||
| Amortized cost | $1,825,000 | 804 |
| Fair value | $1,837,000 | 802 |
| 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 | $8,627,000 | 6,299 |
| U.S. Government securities | $4,333,000 | 6,803 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $4,333,000 | 6,692 |
| Securities issued by states & political subdivisions | $4,294,000 | 3,322 |
| 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 | $4,450,000 | 4,679 |
| Mortgage-backed securities | $144,000 | 6,093 |
| Certificates of participation in pools of residential mortgages | $144,000 | 5,779 |
| Issued or guaranteed by U.S. | $144,000 | 5,758 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $8,627,000 | 5,708 |
| Total debt securities | $8,627,000 | 6,233 |
| Structured notes | ||
| Amortized cost | $325,000 | 2,224 |
| Fair value | $326,000 | 2,222 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $6,216,000 | 6,871 |
| U.S. Government securities | $2,715,000 | 7,345 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $2,715,000 | 7,231 |
| Securities issued by states & political subdivisions | $3,501,000 | 3,580 |
| 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 | $4,629,000 | 4,655 |
| Mortgage-backed securities | $156,000 | 6,036 |
| Certificates of participation in pools of residential mortgages | $156,000 | 5,708 |
| Issued or guaranteed by U.S. | $156,000 | 5,687 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $6,216,000 | 6,242 |
| Total debt securities | $6,216,000 | 6,819 |
| Structured notes | ||
| Amortized cost | $370,000 | 2,427 |
| Fair value | $370,000 | 2,428 |
| 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 | $6,442,000 | 6,865 |
| U.S. Government securities | $2,957,000 | 7,338 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $2,957,000 | 7,210 |
| Securities issued by states & political subdivisions | $3,485,000 | 3,589 |
| 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 | $4,869,000 | 4,613 |
| Mortgage-backed securities | $165,000 | 6,033 |
| Certificates of participation in pools of residential mortgages | $165,000 | 5,703 |
| Issued or guaranteed by U.S. | $165,000 | 5,683 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $6,442,000 | 6,210 |
| Total debt securities | $6,442,000 | 6,815 |
| Structured notes | ||
| Amortized cost | $370,000 | 2,510 |
| Fair value | $369,000 | 2,509 |
| 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 | $7,048,000 | 6,773 |
| U.S. Government securities | $3,220,000 | 7,280 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $3,220,000 | 7,146 |
| Securities issued by states & political subdivisions | $3,828,000 | 3,472 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,423,000 | 4,762 |
| Mortgage-backed securities | $179,000 | 6,031 |
| Certificates of participation in pools of residential mortgages | $179,000 | 5,701 |
| Issued or guaranteed by U.S. | $179,000 | 5,679 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $7,048,000 | 6,100 |
| Total debt securities | $7,048,000 | 6,718 |
| Structured notes | ||
| Amortized cost | $370,000 | 2,579 |
| Fair value | $369,000 | 2,579 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $7,651,000 | 6,671 |
| U.S. Government securities | $3,717,000 | 7,174 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $3,717,000 | 7,054 |
| Securities issued by states & political subdivisions | $3,934,000 | 3,451 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,501,000 | 4,741 |
| Mortgage-backed securities | $186,000 | 6,032 |
| Certificates of participation in pools of residential mortgages | $186,000 | 5,692 |
| Issued or guaranteed by U.S. | $186,000 | 5,669 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $7,651,000 | 6,005 |
| Total debt securities | $7,651,000 | 6,613 |
| Structured notes | ||
| Amortized cost | $870,000 | 2,219 |
| Fair value | $867,000 | 2,220 |
| 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 | $8,554,000 | 6,521 |
| U.S. Government securities | $3,824,000 | 7,227 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $3,824,000 | 7,094 |
| Securities issued by states & political subdivisions | $4,534,000 | 3,229 |
| Other domestic debt securities | $196,000 | 2,760 |
| Privately issued residential mortgage-backed securities | $196,000 | 1,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,003,000 | 4,938 |
| Mortgage-backed securities | $196,000 | 6,048 |
| Certificates of participation in pools of residential mortgages | $196,000 | 5,701 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $196,000 | 167 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $8,554,000 | 5,833 |
| Total debt securities | $8,554,000 | 6,462 |
| Structured notes | ||
| Amortized cost | $870,000 | 2,347 |
| Fair value | $863,000 | 2,344 |
| 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 | $8,919,000 | 6,473 |
| U.S. Government securities | $4,189,000 | 7,129 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $4,189,000 | 6,988 |
| Securities issued by states & political subdivisions | $4,520,000 | 3,221 |
| Other domestic debt securities | $210,000 | 2,773 |
| Privately issued residential mortgage-backed securities | $210,000 | 1,112 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,986,000 | 4,969 |
| Mortgage-backed securities | $210,000 | 6,065 |
| Certificates of participation in pools of residential mortgages | $210,000 | 5,714 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $210,000 | 161 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $8,919,000 | 5,767 |
| Total debt securities | $8,918,000 | 6,410 |
| Structured notes | ||
| Amortized cost | $1,670,000 | 1,795 |
| Fair value | $1,643,000 | 1,792 |
| 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 | $9,418,000 | 6,438 |
| U.S. Government securities | $4,431,000 | 7,115 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $4,431,000 | 6,975 |
| Securities issued by states & political subdivisions | $4,987,000 | 3,089 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,157,000 | 4,264 |
| Mortgage-backed securities | $231,000 | 6,078 |
| Certificates of participation in pools of residential mortgages | $230,000 | 5,714 |
| Issued or guaranteed by U.S. | $230,000 | 5,689 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,000 | 3,674 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,297 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $9,418,000 | 5,721 |
| Total debt securities | $9,418,000 | 6,377 |
| Structured notes | ||
| Amortized cost | $1,670,000 | 1,796 |
| Fair value | $1,647,000 | 1,794 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $10,906,000 | 6,142 |
| U.S. Government securities | $4,956,000 | 6,975 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $4,956,000 | 6,821 |
| Securities issued by states & political subdivisions | $5,890,000 | 2,815 |
| Other domestic debt securities | $60,000 | 3,170 |
| Privately issued residential mortgage-backed securities | $60,000 | 1,164 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,324,000 | 4,204 |
| Mortgage-backed securities | $304,000 | 6,050 |
| Certificates of participation in pools of residential mortgages | $244,000 | 5,738 |
| Issued or guaranteed by U.S. | $244,000 | 5,712 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $60,000 | 3,432 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $60,000 | 1,075 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $10,906,000 | 5,432 |
| Total debt securities | $10,906,000 | 6,088 |
| Structured notes | ||
| Amortized cost | $2,170,000 | 1,503 |
| Fair value | $2,147,000 | 1,502 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $11,544,000 | 6,011 |
| U.S. Government securities | $5,176,000 | 6,899 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,176,000 | 6,755 |
| Securities issued by states & political subdivisions | $6,368,000 | 2,675 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,919,000 | 4,631 |
| Mortgage-backed securities | $444,000 | 5,918 |
| Certificates of participation in pools of residential mortgages | $276,000 | 5,723 |
| Issued or guaranteed by U.S. | $276,000 | 5,703 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $168,000 | 3,243 |
| CMOs issued by government agencies or sponsored agencies | $168,000 | 2,935 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $11,544,000 | 5,300 |
| Total debt securities | $11,544,000 | 5,948 |
| Structured notes | ||
| Amortized cost | $2,170,000 | 1,479 |
| Fair value | $2,149,000 | 1,479 |
| 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 | $13,062,000 | 5,749 |
| U.S. Government securities | $6,502,000 | 6,551 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,502,000 | 6,411 |
| Securities issued by states & political subdivisions | $6,560,000 | 2,587 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,627,000 | 4,389 |
| Mortgage-backed securities | $739,000 | 5,696 |
| Certificates of participation in pools of residential mortgages | $312,000 | 5,723 |
| Issued or guaranteed by U.S. | $312,000 | 5,697 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $427,000 | 3,004 |
| CMOs issued by government agencies or sponsored agencies | $427,000 | 2,722 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $13,062,000 | 5,049 |
| Total debt securities | $13,062,000 | 5,678 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,699 |
| Fair value | $1,787,000 | 1,703 |
| 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 | $14,292,000 | 5,606 |
| U.S. Government securities | $7,053,000 | 6,445 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,053,000 | 6,301 |
| Securities issued by states & political subdivisions | $7,224,000 | 2,442 |
| Other domestic debt securities | $15,000 | 3,401 |
| 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 | $15,000 | 2,850 |
| 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 | $6,820,000 | 4,077 |
| Mortgage-backed securities | $1,319,000 | 5,384 |
| Certificates of participation in pools of residential mortgages | $350,000 | 5,750 |
| Issued or guaranteed by U.S. | $350,000 | 5,731 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $969,000 | 2,657 |
| CMOs issued by government agencies or sponsored agencies | $969,000 | 2,404 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $14,292,000 | 4,910 |
| Total debt securities | $14,292,000 | 5,535 |
| Structured notes | ||
| Amortized cost | $2,170,000 | 1,461 |
| Fair value | $2,147,000 | 1,460 |
| 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 | $15,387,000 | 5,425 |
| U.S. Government securities | $7,706,000 | 6,267 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,706,000 | 6,126 |
| Securities issued by states & political subdivisions | $7,666,000 | 2,383 |
| Other domestic debt securities | $15,000 | 3,455 |
| 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 | $15,000 | 2,929 |
| 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 | $8,629,000 | 3,639 |
| Mortgage-backed securities | $1,658,000 | 5,248 |
| Certificates of participation in pools of residential mortgages | $383,000 | 5,745 |
| Issued or guaranteed by U.S. | $383,000 | 5,728 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,275,000 | 2,517 |
| CMOs issued by government agencies or sponsored agencies | $1,275,000 | 2,270 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $15,387,000 | 4,753 |
| Total debt securities | $15,387,000 | 5,360 |
| Structured notes | ||
| Amortized cost | $2,170,000 | 1,431 |
| Fair value | $2,162,000 | 1,431 |
| 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 | $17,204,000 | 5,135 |
| U.S. Government securities | $8,894,000 | 5,970 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $8,894,000 | 5,816 |
| Securities issued by states & political subdivisions | $8,295,000 | 2,247 |
| Other domestic debt securities | $15,000 | 3,522 |
| 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 | $15,000 | 3,004 |
| 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 | $7,027,000 | 3,985 |
| Mortgage-backed securities | $1,909,000 | 5,133 |
| Certificates of participation in pools of residential mortgages | $429,000 | 5,716 |
| Issued or guaranteed by U.S. | $429,000 | 5,700 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,480,000 | 2,419 |
| CMOs issued by government agencies or sponsored agencies | $1,480,000 | 2,178 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $17,204,000 | 4,472 |
| Total debt securities | $17,204,000 | 5,059 |
| Structured notes | ||
| Amortized cost | $2,170,000 | 1,449 |
| Fair value | $2,168,000 | 1,449 |
| 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 | $18,389,000 | 5,027 |
| U.S. Government securities | $9,809,000 | 5,823 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $9,809,000 | 5,669 |
| Securities issued by states & political subdivisions | $8,565,000 | 2,192 |
| Other domestic debt securities | $15,000 | 3,625 |
| 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 | $15,000 | 3,108 |
| 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 | $10,107,000 | 3,263 |
| Mortgage-backed securities | $2,116,000 | 5,085 |
| Certificates of participation in pools of residential mortgages | $484,000 | 5,715 |
| Issued or guaranteed by U.S. | $484,000 | 5,701 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,632,000 | 2,405 |
| CMOs issued by government agencies or sponsored agencies | $1,632,000 | 2,165 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $18,389,000 | 4,399 |
| Total debt securities | $18,389,000 | 4,956 |
| Structured notes | ||
| Amortized cost | $2,170,000 | 1,427 |
| Fair value | $2,149,000 | 1,423 |
| 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 | $20,588,000 | 4,704 |
| U.S. Government securities | $11,665,000 | 5,335 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $11,665,000 | 5,189 |
| Securities issued by states & political subdivisions | $8,908,000 | 2,164 |
| Other domestic debt securities | $15,000 | 3,722 |
| 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 | $15,000 | 3,186 |
| 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 | $7,700,000 | 3,747 |
| Mortgage-backed securities | $2,313,000 | 5,043 |
| Certificates of participation in pools of residential mortgages | $589,000 | 5,627 |
| Issued or guaranteed by U.S. | $589,000 | 5,610 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,724,000 | 2,425 |
| CMOs issued by government agencies or sponsored agencies | $1,724,000 | 2,198 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $20,588,000 | 4,101 |
| Total debt securities | $20,588,000 | 4,623 |
| Structured notes | ||
| Amortized cost | $2,170,000 | 1,267 |
| Fair value | $2,184,000 | 1,267 |
| 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 | $15,402,000 | 5,548 |
| U.S. Government securities | $7,861,000 | 6,345 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $7,861,000 | 6,169 |
| Securities issued by states & political subdivisions | $7,526,000 | 2,437 |
| Other domestic debt securities | $15,000 | 3,773 |
| 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 | $15,000 | 3,323 |
| 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 | $7,252,000 | 3,786 |
| Mortgage-backed securities | $403,000 | 6,315 |
| Certificates of participation in pools of residential mortgages | $151,000 | 6,287 |
| Issued or guaranteed by U.S. | $151,000 | 6,263 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $252,000 | 3,464 |
| CMOs issued by government agencies or sponsored agencies | $252,000 | 3,297 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $15,402,000 | 4,839 |
| Total debt securities | $15,402,000 | 5,454 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,031 |
| Fair value | $502,000 | 2,080 |
| 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 | $14,908,000 | 5,559 |
| U.S. Government securities | $6,779,000 | 6,547 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $6,779,000 | 6,362 |
| Securities issued by states & political subdivisions | $8,114,000 | 2,297 |
| Other domestic debt securities | $15,000 | 3,883 |
| 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 | $15,000 | 3,430 |
| 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 | $6,685,000 | 3,871 |
| Mortgage-backed securities | $191,000 | 6,648 |
| Certificates of participation in pools of residential mortgages | $191,000 | 6,258 |
| Issued or guaranteed by U.S. | $191,000 | 6,230 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $14,908,000 | 4,853 |
| Total debt securities | $14,908,000 | 5,470 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,773 |
| Fair value | $505,000 | 1,809 |
| 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 | $16,552,000 | 5,214 |
| U.S. Government securities | $7,622,000 | 6,219 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $7,622,000 | 6,042 |
| Securities issued by states & political subdivisions | $8,915,000 | 2,119 |
| Other domestic debt securities | $15,000 | 3,933 |
| 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 | $15,000 | 3,458 |
| 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 | $7,269,000 | 3,681 |
| Mortgage-backed securities | $715,000 | 6,139 |
| Certificates of participation in pools of residential mortgages | $286,000 | 6,115 |
| Issued or guaranteed by U.S. | $286,000 | 6,095 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $429,000 | 3,528 |
| CMOs issued by government agencies or sponsored agencies | $429,000 | 3,361 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $16,552,000 | 4,539 |
| Total debt securities | $16,552,000 | 5,123 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,576 |
| Fair value | $508,000 | 1,616 |
| 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 | $18,852,000 | 4,839 |
| U.S. Government securities | $9,752,000 | 5,634 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $9,752,000 | 5,451 |
| Securities issued by states & political subdivisions | $9,085,000 | 2,000 |
| Other domestic debt securities | $15,000 | 3,993 |
| 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 | $15,000 | 3,507 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,844,000 | 3,797 |
| Mortgage-backed securities | $1,969,000 | 5,341 |
| Certificates of participation in pools of residential mortgages | $375,000 | 6,001 |
| Issued or guaranteed by U.S. | $375,000 | 5,982 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,594,000 | 2,782 |
| CMOs issued by government agencies or sponsored agencies | $1,594,000 | 2,650 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $18,852,000 | 4,195 |
| Total debt securities | $18,852,000 | 4,739 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,320 |
| Fair value | $508,000 | 1,367 |
| 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 | $18,769,000 | 4,834 |
| U.S. Government securities | $8,935,000 | 5,880 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $8,935,000 | 5,679 |
| Securities issued by states & political subdivisions | $9,819,000 | 1,826 |
| Other domestic debt securities | $15,000 | 4,040 |
| 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 | $15,000 | 3,545 |
| 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 | $8,190,000 | 3,455 |
| Mortgage-backed securities | $2,074,000 | 5,274 |
| Certificates of participation in pools of residential mortgages | $458,000 | 5,881 |
| Issued or guaranteed by U.S. | $458,000 | 5,861 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,616,000 | 2,812 |
| CMOs issued by government agencies or sponsored agencies | $1,616,000 | 2,677 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $18,769,000 | 4,169 |
| Total debt securities | $18,769,000 | 4,745 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,148 |
| Fair value | $509,000 | 1,209 |
| 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 | $22,744,000 | 4,136 |
| U.S. Government securities | $11,954,000 | 5,019 |
| U.S. Treasury securities | $510,000 | 2,495 |
| U.S. Government agency obligations | $11,444,000 | 4,926 |
| Securities issued by states & political subdivisions | $10,775,000 | 1,610 |
| Other domestic debt securities | $15,000 | 4,115 |
| 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 | $15,000 | 3,538 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,356,000 | 3,871 |
| Mortgage-backed securities | $2,514,000 | 4,981 |
| Certificates of participation in pools of residential mortgages | $2,251,000 | 4,326 |
| Issued or guaranteed by U.S. | $2,251,000 | 4,308 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $263,000 | 4,019 |
| CMOs issued by government agencies or sponsored agencies | $263,000 | 3,840 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $22,744,000 | 3,497 |
| Total debt securities | $22,744,000 | 4,052 |
| 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 | $18,236,000 | 4,947 |
| U.S. Government securities | $9,202,000 | 6,105 |
| U.S. Treasury securities | $503,000 | 3,318 |
| U.S. Government agency obligations | $8,699,000 | 5,926 |
| Securities issued by states & political subdivisions | $8,825,000 | 1,838 |
| Other domestic debt securities | $22,000 | 3,821 |
| 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 | $22,000 | 3,313 |
| Foreign debt securities | NA | NA |
| Equity securities | $187,000 | 5,919 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,197,000 | 3,611 |
| Mortgage-backed securities | $3,498,000 | 3,935 |
| Certificates of participation in pools of residential mortgages | $689,000 | 5,162 |
| Issued or guaranteed by U.S. | $689,000 | 5,148 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,809,000 | 1,996 |
| CMOs issued by government agencies or sponsored agencies | $2,809,000 | 1,855 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $18,236,000 | 4,055 |
| Total debt securities | $18,049,000 | 4,859 |
| 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 | $21,710,000 | 4,575 |
| U.S. Government securities | $9,329,000 | 6,329 |
| U.S. Treasury securities | $800,000 | 4,005 |
| U.S. Government agency obligations | $8,529,000 | 6,057 |
| Securities issued by states & political subdivisions | $12,359,000 | 1,363 |
| Other domestic debt securities | $22,000 | 3,778 |
| 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 | $22,000 | 3,170 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,918,000 | 3,688 |
| Mortgage-backed securities | $4,238,000 | 3,873 |
| Certificates of participation in pools of residential mortgages | $859,000 | 5,215 |
| Issued or guaranteed by U.S. | $859,000 | 5,205 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $3,379,000 | 1,975 |
| CMOs issued by government agencies or sponsored agencies | $3,379,000 | 1,828 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $21,710,000 | 3,657 |
| Total debt securities | $21,710,000 | 4,451 |
| 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 | $21,236,000 | 4,649 |
| U.S. Government securities | $12,853,000 | 5,285 |
| U.S. Treasury securities | $2,318,000 | 3,593 |
| U.S. Government agency obligations | $10,535,000 | 5,118 |
| Securities issued by states & political subdivisions | $8,360,000 | 2,014 |
| Other domestic debt securities | $23,000 | 3,790 |
| 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 | $23,000 | 3,071 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,094,000 | 3,246 |
| Mortgage-backed securities | $3,651,000 | 4,407 |
| Certificates of participation in pools of residential mortgages | $474,000 | 6,031 |
| Issued or guaranteed by U.S. | $474,000 | 6,016 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $3,177,000 | 2,161 |
| CMOs issued by government agencies or sponsored agencies | $3,177,000 | 2,044 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $21,236,000 | 3,628 |
| Total debt securities | $21,236,000 | 4,530 |
| 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 | $20,790,000 | 4,768 |
| U.S. Government securities | $9,967,000 | 6,504 |
| U.S. Treasury securities | $2,956,000 | 4,395 |
| U.S. Government agency obligations | $7,011,000 | 6,352 |
| Securities issued by states & political subdivisions | $10,801,000 | 1,349 |
| Other domestic debt securities | $22,000 | 3,695 |
| 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 | $22,000 | 2,859 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,242,000 | 3,969 |
| Mortgage-backed securities | $584,000 | 6,849 |
| Certificates of participation in pools of residential mortgages | $336,000 | 6,518 |
| Issued or guaranteed by U.S. | $336,000 | 6,496 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $248,000 | 4,422 |
| CMOs issued by government agencies or sponsored agencies | $248,000 | 4,258 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $20,790,000 | 3,490 |
| Total debt securities | $20,790,000 | 4,661 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,328 |
| Fair value | $289,000 | 2,409 |
| 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 | $17,617,000 | 5,790 |
| U.S. Government securities | $11,083,000 | 6,636 |
| U.S. Treasury securities | $3,100,000 | 4,936 |
| U.S. Government agency obligations | $7,983,000 | 6,271 |
| Securities issued by states & political subdivisions | $6,474,000 | 2,255 |
| Other domestic debt securities | $60,000 | 4,022 |
| 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 | $60,000 | 3,078 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,833,000 | 6,004 |
| Mortgage-backed securities | $787,000 | 7,127 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $787,000 | 4,091 |
| CMOs issued by government agencies or sponsored agencies | $787,000 | 3,934 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $17,617,000 | 4,228 |
| Total debt securities | $17,617,000 | 5,667 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,681 |
| Fair value | $999,000 | 1,730 |
| 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 | $16,832,000 | 6,243 |
| U.S. Government securities | $11,027,000 | 6,905 |
| U.S. Treasury securities | $3,105,000 | 5,883 |
| U.S. Government agency obligations | $7,922,000 | 6,293 |
| Securities issued by states & political subdivisions | $5,805,000 | 2,505 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,219,000 | 5,777 |
| Mortgage-backed securities | $917,000 | 7,397 |
| Certificates of participation in pools of residential mortgages | $712,000 | 6,580 |
| Issued or guaranteed by U.S. | $712,000 | 6,549 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $205,000 | 5,456 |
| CMOs issued by government agencies or sponsored agencies | $205,000 | 5,228 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $16,832,000 | 4,506 |
| Total debt securities | $16,832,000 | 6,128 |
| Structured notes | ||
| Amortized cost | $1,400,000 | 2,197 |
| Fair value | $1,394,000 | 2,196 |
| 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 | $15,996,000 | 6,832 |
| U.S. Government securities | $11,751,000 | 7,061 |
| U.S. Treasury securities | $4,896,000 | 5,626 |
| U.S. Government agency obligations | $6,855,000 | 6,728 |
| Securities issued by states & political subdivisions | $4,245,000 | 3,326 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,799,000 | 5,490 |
| Mortgage-backed securities | $665,000 | 8,256 |
| Certificates of participation in pools of residential mortgages | $665,000 | 7,029 |
| Issued or guaranteed by U.S. | $665,000 | 7,003 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,869,000 | 4,816 |
| Available-for-sale securities (fair market value) | $3,127,000 | 8,026 |
| Total debt securities | $15,996,000 | 6,721 |
| 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 | $19,322,000 | 6,303 |
| U.S. Government securities | $15,423,000 | 6,153 |
| U.S. Treasury securities | $6,597,000 | 4,759 |
| U.S. Government agency obligations | $8,826,000 | 6,022 |
| Securities issued by states & political subdivisions | $3,899,000 | 3,621 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,830,000 | 6,140 |
| Mortgage-backed securities | $833,000 | 8,703 |
| Certificates of participation in pools of residential mortgages | $833,000 | 7,385 |
| Issued or guaranteed by U.S. | $833,000 | 7,334 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $19,322,000 | 6,157 |
| 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 | $22,566,000 | 5,611 |
| U.S. Government securities | $18,983,000 | 5,268 |
| U.S. Treasury securities | $7,279,000 | 4,471 |
| U.S. Government agency obligations | $11,704,000 | 4,961 |
| Securities issued by states & political subdivisions | $3,583,000 | 3,595 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,910,000 | 6,087 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $22,566,000 | 5,493 |
| 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 |