Home > Citizens Bank & Trust, Inc. > Securities
Citizens Bank & Trust, Inc., Securities
| 2023-12-31 | Rank | |
| Total securities | $35,433,000 | 3,010 |
| U.S. Government securities | $24,970,000 | 2,689 |
| U.S. Treasury securities | $481,000 | 2,677 |
| U.S. Government agency obligations | $24,489,000 | 2,379 |
| Securities issued by states & political subdivisions | $10,463,000 | 2,405 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,371,000 | 2,983 |
| Mortgage-backed securities | $15,773,000 | 2,230 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $15,773,000 | 1,669 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $10,463,000 | 976 |
| Available-for-sale securities (fair market value) | $24,970,000 | 3,132 |
| Total debt securities | $35,433,000 | 2,989 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $34,790,000 | 3,037 |
| U.S. Government securities | $24,064,000 | 2,738 |
| U.S. Treasury securities | $471,000 | 2,744 |
| U.S. Government agency obligations | $23,593,000 | 2,402 |
| Securities issued by states & political subdivisions | $10,726,000 | 2,377 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,493,000 | 3,017 |
| Mortgage-backed securities | $15,097,000 | 2,233 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $15,097,000 | 1,675 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $10,726,000 | 988 |
| Available-for-sale securities (fair market value) | $24,064,000 | 3,173 |
| Total debt securities | $34,791,000 | 3,017 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $34,787,000 | 3,083 |
| U.S. Government securities | $23,894,000 | 2,807 |
| U.S. Treasury securities | $473,000 | 2,767 |
| U.S. Government agency obligations | $23,421,000 | 2,456 |
| Securities issued by states & political subdivisions | $10,893,000 | 2,423 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,564,000 | 3,152 |
| Mortgage-backed securities | $14,567,000 | 2,296 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $14,567,000 | 1,746 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $10,893,000 | 990 |
| Available-for-sale securities (fair market value) | $23,894,000 | 3,229 |
| Total debt securities | $34,788,000 | 3,059 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $35,387,000 | 3,150 |
| U.S. Government securities | $24,480,000 | 2,857 |
| U.S. Treasury securities | $482,000 | 2,822 |
| U.S. Government agency obligations | $23,998,000 | 2,441 |
| Securities issued by states & political subdivisions | $10,907,000 | 2,479 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,701,000 | 3,091 |
| Mortgage-backed securities | $15,347,000 | 2,316 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $15,347,000 | 1,757 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $10,907,000 | 1,022 |
| Available-for-sale securities (fair market value) | $24,480,000 | 3,276 |
| Total debt securities | $35,388,000 | 3,125 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $35,598,000 | 3,177 |
| U.S. Government securities | $24,678,000 | 2,875 |
| U.S. Treasury securities | $476,000 | 2,866 |
| U.S. Government agency obligations | $24,202,000 | 2,431 |
| Securities issued by states & political subdivisions | $10,920,000 | 2,513 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,697,000 | 3,003 |
| Mortgage-backed securities | $15,611,000 | 2,323 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $15,611,000 | 1,759 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $10,920,000 | 1,028 |
| Available-for-sale securities (fair market value) | $24,678,000 | 3,282 |
| Total debt securities | $35,599,000 | 3,152 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $35,116,000 | 3,213 |
| U.S. Government securities | $24,183,000 | 2,926 |
| U.S. Treasury securities | $472,000 | 2,888 |
| U.S. Government agency obligations | $23,711,000 | 2,476 |
| Securities issued by states & political subdivisions | $10,933,000 | 2,511 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,743,000 | 2,956 |
| Mortgage-backed securities | $15,779,000 | 2,338 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $15,779,000 | 1,768 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $10,933,000 | 1,012 |
| Available-for-sale securities (fair market value) | $24,183,000 | 3,312 |
| Total debt securities | $35,118,000 | 3,191 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $34,823,000 | 3,259 |
| U.S. Government securities | $23,676,000 | 2,971 |
| U.S. Treasury securities | $484,000 | 2,842 |
| U.S. Government agency obligations | $23,192,000 | 2,536 |
| Securities issued by states & political subdivisions | $11,147,000 | 2,556 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,471,000 | 2,990 |
| Mortgage-backed securities | $16,396,000 | 2,352 |
| Certificates of participation in pools of residential mortgages | $16,396,000 | 1,825 |
| Issued or guaranteed by U.S. | $16,396,000 | 1,786 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $11,147,000 | 933 |
| Available-for-sale securities (fair market value) | $23,676,000 | 3,376 |
| Total debt securities | $34,823,000 | 3,241 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $35,955,000 | 3,171 |
| U.S. Government securities | $24,250,000 | 2,867 |
| U.S. Treasury securities | $498,000 | 2,573 |
| U.S. Government agency obligations | $23,752,000 | 2,505 |
| Securities issued by states & political subdivisions | $11,705,000 | 2,521 |
| 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 | $8,933,000 | 2,717 |
| Mortgage-backed securities | $17,544,000 | 2,319 |
| Certificates of participation in pools of residential mortgages | $17,544,000 | 1,789 |
| Issued or guaranteed by U.S. | $17,544,000 | 1,758 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $11,705,000 | 829 |
| Available-for-sale securities (fair market value) | $24,250,000 | 3,350 |
| Total debt securities | $35,956,000 | 3,155 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $36,063,000 | 3,090 |
| U.S. Government securities | $24,097,000 | 2,719 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $24,097,000 | 2,467 |
| Securities issued by states & political subdivisions | $11,966,000 | 2,542 |
| 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 | $9,552,000 | 2,677 |
| Mortgage-backed securities | $17,740,000 | 2,312 |
| Certificates of participation in pools of residential mortgages | $17,740,000 | 1,801 |
| Issued or guaranteed by U.S. | $17,740,000 | 1,756 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $11,966,000 | 717 |
| Available-for-sale securities (fair market value) | $24,097,000 | 3,297 |
| Total debt securities | $36,063,000 | 3,068 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $35,365,000 | 3,067 |
| U.S. Government securities | $23,130,000 | 2,703 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $23,130,000 | 2,502 |
| Securities issued by states & political subdivisions | $12,235,000 | 2,504 |
| 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 | $9,826,000 | 2,665 |
| Mortgage-backed securities | $16,457,000 | 2,379 |
| Certificates of participation in pools of residential mortgages | $16,457,000 | 1,845 |
| Issued or guaranteed by U.S. | $16,457,000 | 1,801 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $12,235,000 | 685 |
| Available-for-sale securities (fair market value) | $23,130,000 | 3,304 |
| Total debt securities | $35,365,000 | 3,046 |
| 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 | $35,793,000 | 3,001 |
| U.S. Government securities | $22,082,000 | 2,697 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $22,082,000 | 2,511 |
| Securities issued by states & political subdivisions | $13,711,000 | 2,380 |
| 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 | $10,314,000 | 2,603 |
| Mortgage-backed securities | $14,786,000 | 2,443 |
| Certificates of participation in pools of residential mortgages | $14,786,000 | 1,907 |
| Issued or guaranteed by U.S. | $14,786,000 | 1,859 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $13,711,000 | 634 |
| Available-for-sale securities (fair market value) | $22,082,000 | 3,309 |
| Total debt securities | $35,793,000 | 2,977 |
| 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 | $34,000,000 | 2,950 |
| U.S. Government securities | $19,550,000 | 2,700 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $19,550,000 | 2,529 |
| Securities issued by states & political subdivisions | $14,450,000 | 2,268 |
| 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 | $10,508,000 | 2,574 |
| Mortgage-backed securities | $12,158,000 | 2,556 |
| Certificates of participation in pools of residential mortgages | $12,158,000 | 2,020 |
| Issued or guaranteed by U.S. | $12,158,000 | 1,962 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $14,450,000 | 593 |
| Available-for-sale securities (fair market value) | $19,550,000 | 3,333 |
| Total debt securities | $34,000,000 | 2,931 |
| 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 | $31,486,000 | 2,946 |
| U.S. Government securities | $18,270,000 | 2,627 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $18,270,000 | 2,494 |
| Securities issued by states & political subdivisions | $13,216,000 | 2,321 |
| 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 | $10,991,000 | 2,505 |
| Mortgage-backed securities | $11,116,000 | 2,551 |
| Certificates of participation in pools of residential mortgages | $11,116,000 | 1,988 |
| Issued or guaranteed by U.S. | $11,116,000 | 1,937 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $13,216,000 | 584 |
| Available-for-sale securities (fair market value) | $18,270,000 | 3,304 |
| Total debt securities | $31,486,000 | 2,926 |
| 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 | $31,786,000 | 2,833 |
| U.S. Government securities | $18,577,000 | 2,572 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $18,577,000 | 2,450 |
| Securities issued by states & political subdivisions | $13,209,000 | 2,224 |
| 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 | $11,314,000 | 2,475 |
| Mortgage-backed securities | $11,224,000 | 2,535 |
| Certificates of participation in pools of residential mortgages | $11,224,000 | 1,976 |
| Issued or guaranteed by U.S. | $11,224,000 | 1,919 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $13,209,000 | 577 |
| Available-for-sale securities (fair market value) | $18,577,000 | 3,220 |
| Total debt securities | $31,787,000 | 2,814 |
| 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 | $28,820,000 | 2,912 |
| U.S. Government securities | $16,210,000 | 2,727 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $16,210,000 | 2,597 |
| Securities issued by states & political subdivisions | $12,610,000 | 2,195 |
| 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 | $11,755,000 | 2,449 |
| Mortgage-backed securities | $8,562,000 | 2,764 |
| Certificates of participation in pools of residential mortgages | $8,562,000 | 2,185 |
| Issued or guaranteed by U.S. | $8,562,000 | 2,128 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $12,610,000 | 599 |
| Available-for-sale securities (fair market value) | $16,210,000 | 3,334 |
| Total debt securities | $28,821,000 | 2,891 |
| 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 | $27,656,000 | 2,937 |
| U.S. Government securities | $14,786,000 | 2,882 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $14,786,000 | 2,734 |
| Securities issued by states & political subdivisions | $12,870,000 | 2,059 |
| 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 | $11,889,000 | 2,378 |
| Mortgage-backed securities | $8,854,000 | 2,756 |
| Certificates of participation in pools of residential mortgages | $8,854,000 | 2,165 |
| Issued or guaranteed by U.S. | $8,854,000 | 2,098 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $12,870,000 | 605 |
| Available-for-sale securities (fair market value) | $14,786,000 | 3,417 |
| Total debt securities | $27,658,000 | 2,917 |
| 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 | $27,640,000 | 2,972 |
| U.S. Government securities | $14,746,000 | 2,947 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $14,746,000 | 2,789 |
| Securities issued by states & political subdivisions | $12,894,000 | 2,030 |
| 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 | $11,593,000 | 2,446 |
| Mortgage-backed securities | $8,539,000 | 2,750 |
| Certificates of participation in pools of residential mortgages | $8,539,000 | 2,138 |
| Issued or guaranteed by U.S. | $8,539,000 | 2,080 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $12,894,000 | 640 |
| Available-for-sale securities (fair market value) | $14,746,000 | 3,460 |
| Total debt securities | $27,640,000 | 2,954 |
| 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 | $25,917,000 | 3,083 |
| U.S. Government securities | $13,292,000 | 3,111 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $13,292,000 | 2,953 |
| Securities issued by states & political subdivisions | $12,625,000 | 2,059 |
| 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 | $11,765,000 | 2,467 |
| Mortgage-backed securities | $6,879,000 | 2,909 |
| Certificates of participation in pools of residential mortgages | $6,879,000 | 2,310 |
| Issued or guaranteed by U.S. | $6,879,000 | 2,243 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $12,625,000 | 677 |
| Available-for-sale securities (fair market value) | $13,292,000 | 3,612 |
| Total debt securities | $25,917,000 | 3,066 |
| 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 | $27,455,000 | 3,036 |
| U.S. Government securities | $14,918,000 | 3,008 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $14,918,000 | 2,845 |
| Securities issued by states & political subdivisions | $12,537,000 | 2,115 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,570,000 | 2,542 |
| Mortgage-backed securities | $6,839,000 | 2,924 |
| Certificates of participation in pools of residential mortgages | $6,839,000 | 2,320 |
| Issued or guaranteed by U.S. | $6,839,000 | 2,272 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $12,537,000 | 711 |
| Available-for-sale securities (fair market value) | $14,918,000 | 3,542 |
| Total debt securities | $27,456,000 | 3,017 |
| Structured notes | ||
| Amortized cost | $250,000 | 858 |
| Fair value | $243,000 | 879 |
| 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 | $26,636,000 | 3,140 |
| U.S. Government securities | $14,621,000 | 3,077 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $14,621,000 | 2,899 |
| Securities issued by states & political subdivisions | $12,015,000 | 2,230 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,425,000 | 2,590 |
| Mortgage-backed securities | $7,050,000 | 2,905 |
| Certificates of participation in pools of residential mortgages | $7,050,000 | 2,299 |
| Issued or guaranteed by U.S. | $7,050,000 | 2,247 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $12,015,000 | 738 |
| Available-for-sale securities (fair market value) | $14,621,000 | 3,610 |
| Total debt securities | $26,636,000 | 3,122 |
| Structured notes | ||
| Amortized cost | $250,000 | 876 |
| Fair value | $233,000 | 902 |
| 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 | $25,801,000 | 3,206 |
| U.S. Government securities | $14,079,000 | 3,163 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $14,079,000 | 2,995 |
| Securities issued by states & political subdivisions | $11,722,000 | 2,309 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,593,000 | 2,598 |
| Mortgage-backed securities | $7,235,000 | 2,881 |
| Certificates of participation in pools of residential mortgages | $7,235,000 | 2,278 |
| Issued or guaranteed by U.S. | $7,235,000 | 2,246 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $11,722,000 | 785 |
| Available-for-sale securities (fair market value) | $14,079,000 | 3,684 |
| Total debt securities | $25,801,000 | 3,188 |
| Structured notes | ||
| Amortized cost | $250,000 | 894 |
| Fair value | $226,000 | 918 |
| 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 | $25,911,000 | 3,203 |
| U.S. Government securities | $14,321,000 | 3,186 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $14,321,000 | 3,022 |
| Securities issued by states & political subdivisions | $11,590,000 | 2,348 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,373,000 | 2,602 |
| Mortgage-backed securities | $7,439,000 | 2,881 |
| Certificates of participation in pools of residential mortgages | $7,439,000 | 2,277 |
| Issued or guaranteed by U.S. | $7,439,000 | 2,267 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $11,590,000 | 806 |
| Available-for-sale securities (fair market value) | $14,321,000 | 3,695 |
| Total debt securities | $25,911,000 | 3,182 |
| Structured notes | ||
| Amortized cost | $250,000 | 869 |
| Fair value | $219,000 | 898 |
| 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 | $25,261,000 | 3,289 |
| U.S. Government securities | $13,662,000 | 3,234 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $13,662,000 | 3,084 |
| Securities issued by states & political subdivisions | $11,599,000 | 2,397 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,687,000 | 2,610 |
| Mortgage-backed securities | $6,767,000 | 3,007 |
| Certificates of participation in pools of residential mortgages | $6,767,000 | 2,433 |
| Issued or guaranteed by U.S. | $6,767,000 | 2,319 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $11,599,000 | 816 |
| Available-for-sale securities (fair market value) | $13,662,000 | 3,800 |
| Total debt securities | $25,262,000 | 3,266 |
| Structured notes | ||
| Amortized cost | $250,000 | 872 |
| Fair value | $229,000 | 902 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $24,307,000 | 3,391 |
| U.S. Government securities | $12,894,000 | 3,375 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $12,894,000 | 3,230 |
| Securities issued by states & political subdivisions | $11,413,000 | 2,447 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,836,000 | 2,644 |
| Mortgage-backed securities | $6,618,000 | 3,036 |
| Certificates of participation in pools of residential mortgages | $6,618,000 | 2,499 |
| Issued or guaranteed by U.S. | $6,618,000 | 2,496 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $11,413,000 | 836 |
| Available-for-sale securities (fair market value) | $12,894,000 | 3,923 |
| Total debt securities | $24,307,000 | 3,369 |
| Structured notes | ||
| Amortized cost | $250,000 | 838 |
| Fair value | $230,000 | 872 |
| 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 | $24,385,000 | 3,434 |
| U.S. Government securities | $12,961,000 | 3,391 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $12,961,000 | 3,251 |
| Securities issued by states & political subdivisions | $11,424,000 | 2,506 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,191,000 | 2,644 |
| Mortgage-backed securities | $7,010,000 | 3,011 |
| Certificates of participation in pools of residential mortgages | $7,010,000 | 2,484 |
| Issued or guaranteed by U.S. | $7,010,000 | 2,482 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $11,424,000 | 854 |
| Available-for-sale securities (fair market value) | $12,961,000 | 3,974 |
| Total debt securities | $24,385,000 | 3,408 |
| Structured notes | ||
| Amortized cost | $250,000 | 851 |
| Fair value | $236,000 | 881 |
| 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 | $24,080,000 | 3,494 |
| U.S. Government securities | $13,017,000 | 3,426 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $13,017,000 | 3,298 |
| Securities issued by states & political subdivisions | $11,063,000 | 2,593 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,362,000 | 2,649 |
| Mortgage-backed securities | $6,954,000 | 3,041 |
| Certificates of participation in pools of residential mortgages | $6,954,000 | 2,540 |
| Issued or guaranteed by U.S. | $6,954,000 | 2,539 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $11,063,000 | 896 |
| Available-for-sale securities (fair market value) | $13,017,000 | 4,012 |
| Total debt securities | $24,080,000 | 3,468 |
| Structured notes | ||
| Amortized cost | $250,000 | 880 |
| Fair value | $239,000 | 911 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $25,346,000 | 3,467 |
| U.S. Government securities | $14,272,000 | 3,351 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $14,272,000 | 3,229 |
| Securities issued by states & political subdivisions | $11,074,000 | 2,608 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,623,000 | 2,645 |
| Mortgage-backed securities | $6,807,000 | 3,098 |
| Certificates of participation in pools of residential mortgages | $6,807,000 | 2,596 |
| Issued or guaranteed by U.S. | $6,807,000 | 2,595 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $11,074,000 | 910 |
| Available-for-sale securities (fair market value) | $14,272,000 | 3,944 |
| Total debt securities | $25,346,000 | 3,442 |
| Structured notes | ||
| Amortized cost | $250,000 | 947 |
| Fair value | $241,000 | 974 |
| 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 | $24,572,000 | 3,548 |
| U.S. Government securities | $13,957,000 | 3,420 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $13,957,000 | 3,293 |
| Securities issued by states & political subdivisions | $10,615,000 | 2,692 |
| 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 | $12,145,000 | 2,730 |
| Mortgage-backed securities | $6,968,000 | 3,133 |
| Certificates of participation in pools of residential mortgages | $6,464,000 | 2,685 |
| Issued or guaranteed by U.S. | $6,464,000 | 2,684 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $504,000 | 2,716 |
| CMOs issued by government agencies or sponsored agencies | $504,000 | 2,646 |
| 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) | $10,615,000 | 943 |
| Available-for-sale securities (fair market value) | $13,957,000 | 4,005 |
| Total debt securities | $24,572,000 | 3,520 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,009 |
| Fair value | $236,000 | 1,042 |
| 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 | $24,288,000 | 3,572 |
| U.S. Government securities | $13,408,000 | 3,450 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $13,408,000 | 3,321 |
| Securities issued by states & political subdivisions | $10,880,000 | 2,673 |
| 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 | $11,930,000 | 2,734 |
| Mortgage-backed securities | $6,646,000 | 3,172 |
| Certificates of participation in pools of residential mortgages | $6,646,000 | 2,683 |
| Issued or guaranteed by U.S. | $6,646,000 | 2,678 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $10,880,000 | 940 |
| Available-for-sale securities (fair market value) | $13,408,000 | 4,047 |
| Total debt securities | $24,288,000 | 3,544 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,000 |
| Fair value | $233,000 | 1,037 |
| 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 | $24,904,000 | 3,530 |
| U.S. Government securities | $14,014,000 | 3,397 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $14,014,000 | 3,279 |
| Securities issued by states & political subdivisions | $10,890,000 | 2,685 |
| 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 | $11,776,000 | 2,774 |
| Mortgage-backed securities | $6,741,000 | 3,182 |
| Certificates of participation in pools of residential mortgages | $6,741,000 | 2,688 |
| Issued or guaranteed by U.S. | $6,741,000 | 2,687 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $10,890,000 | 938 |
| Available-for-sale securities (fair market value) | $14,014,000 | 4,013 |
| Total debt securities | $24,904,000 | 3,503 |
| Structured notes | ||
| Amortized cost | $250,000 | 987 |
| Fair value | $246,000 | 1,027 |
| 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 | $23,834,000 | 3,663 |
| U.S. Government securities | $13,448,000 | 3,557 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $13,448,000 | 3,439 |
| Securities issued by states & political subdivisions | $10,386,000 | 2,762 |
| 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 | $11,955,000 | 2,803 |
| Mortgage-backed securities | $7,067,000 | 3,175 |
| Certificates of participation in pools of residential mortgages | $7,067,000 | 2,689 |
| Issued or guaranteed by U.S. | $7,067,000 | 2,684 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $10,386,000 | 991 |
| Available-for-sale securities (fair market value) | $13,448,000 | 4,130 |
| Total debt securities | $23,834,000 | 3,637 |
| 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 | $23,055,000 | 3,776 |
| U.S. Government securities | $13,346,000 | 3,652 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $13,346,000 | 3,528 |
| Securities issued by states & political subdivisions | $9,709,000 | 2,825 |
| 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 | $12,026,000 | 2,836 |
| Mortgage-backed securities | $6,905,000 | 3,213 |
| Certificates of participation in pools of residential mortgages | $6,905,000 | 2,725 |
| Issued or guaranteed by U.S. | $6,905,000 | 2,720 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $9,709,000 | 1,036 |
| Available-for-sale securities (fair market value) | $13,346,000 | 4,195 |
| Total debt securities | $23,055,000 | 3,752 |
| 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 | $22,814,000 | 3,822 |
| U.S. Government securities | $13,633,000 | 3,661 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $13,633,000 | 3,531 |
| Securities issued by states & political subdivisions | $9,181,000 | 2,921 |
| 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 | $11,243,000 | 2,951 |
| Mortgage-backed securities | $7,304,000 | 3,161 |
| Certificates of participation in pools of residential mortgages | $7,304,000 | 2,676 |
| Issued or guaranteed by U.S. | $7,304,000 | 2,671 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $9,181,000 | 1,080 |
| Available-for-sale securities (fair market value) | $13,633,000 | 4,211 |
| Total debt securities | $22,814,000 | 3,797 |
| 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 | $23,059,000 | 3,873 |
| U.S. Government securities | $13,850,000 | 3,720 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $13,850,000 | 3,599 |
| Securities issued by states & political subdivisions | $9,209,000 | 2,932 |
| 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 | $11,394,000 | 2,956 |
| Mortgage-backed securities | $7,221,000 | 3,224 |
| Certificates of participation in pools of residential mortgages | $7,221,000 | 2,726 |
| Issued or guaranteed by U.S. | $7,221,000 | 2,723 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $9,209,000 | 1,084 |
| Available-for-sale securities (fair market value) | $13,850,000 | 4,257 |
| Total debt securities | $23,059,000 | 3,847 |
| 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 | $23,328,000 | 3,939 |
| U.S. Government securities | $14,047,000 | 3,807 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $14,047,000 | 3,689 |
| Securities issued by states & political subdivisions | $9,281,000 | 2,927 |
| 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 | $11,651,000 | 2,954 |
| Mortgage-backed securities | $6,977,000 | 3,330 |
| Certificates of participation in pools of residential mortgages | $6,977,000 | 2,837 |
| Issued or guaranteed by U.S. | $6,977,000 | 2,835 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $9,281,000 | 1,082 |
| Available-for-sale securities (fair market value) | $14,047,000 | 4,307 |
| Total debt securities | $23,328,000 | 3,915 |
| 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 | $22,805,000 | 4,012 |
| U.S. Government securities | $14,102,000 | 3,862 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $14,102,000 | 3,747 |
| Securities issued by states & political subdivisions | $8,703,000 | 3,004 |
| 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 | $11,137,000 | 3,042 |
| Mortgage-backed securities | $6,088,000 | 3,519 |
| Certificates of participation in pools of residential mortgages | $6,088,000 | 3,032 |
| Issued or guaranteed by U.S. | $6,088,000 | 3,029 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $8,703,000 | 1,127 |
| Available-for-sale securities (fair market value) | $14,102,000 | 4,371 |
| Total debt securities | $22,805,000 | 3,988 |
| 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 | $20,508,000 | 4,249 |
| U.S. Government securities | $12,472,000 | 4,128 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $12,472,000 | 4,013 |
| Securities issued by states & political subdivisions | $8,036,000 | 3,123 |
| 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 | $10,291,000 | 3,176 |
| Mortgage-backed securities | $4,686,000 | 3,831 |
| Certificates of participation in pools of residential mortgages | $4,686,000 | 3,358 |
| Issued or guaranteed by U.S. | $4,686,000 | 3,353 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $8,036,000 | 1,186 |
| Available-for-sale securities (fair market value) | $12,472,000 | 4,573 |
| Total debt securities | $20,508,000 | 4,230 |
| 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 | $20,435,000 | 4,336 |
| U.S. Government securities | $12,643,000 | 4,196 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $12,643,000 | 4,091 |
| Securities issued by states & political subdivisions | $7,792,000 | 3,201 |
| 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 | $9,755,000 | 3,291 |
| Mortgage-backed securities | $4,822,000 | 3,878 |
| Certificates of participation in pools of residential mortgages | $4,822,000 | 3,410 |
| Issued or guaranteed by U.S. | $4,822,000 | 3,408 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $7,792,000 | 1,222 |
| Available-for-sale securities (fair market value) | $12,643,000 | 4,648 |
| Total debt securities | $20,435,000 | 4,314 |
| 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 | $19,599,000 | 4,454 |
| U.S. Government securities | $12,134,000 | 4,351 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $12,134,000 | 4,243 |
| Securities issued by states & political subdivisions | $7,465,000 | 3,286 |
| 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 | $9,470,000 | 3,332 |
| Mortgage-backed securities | $4,203,000 | 4,055 |
| Certificates of participation in pools of residential mortgages | $3,983,000 | 3,656 |
| Issued or guaranteed by U.S. | $3,983,000 | 3,655 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $220,000 | 3,293 |
| CMOs issued by government agencies or sponsored agencies | $220,000 | 3,181 |
| 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) | $7,465,000 | 1,260 |
| Available-for-sale securities (fair market value) | $12,134,000 | 4,759 |
| Total debt securities | $19,599,000 | 4,433 |
| 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 | $19,123,000 | 4,542 |
| U.S. Government securities | $12,229,000 | 4,365 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $12,229,000 | 4,258 |
| Securities issued by states & political subdivisions | $6,894,000 | 3,405 |
| 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 | $9,497,000 | 3,360 |
| Mortgage-backed securities | $3,805,000 | 4,188 |
| Certificates of participation in pools of residential mortgages | $3,558,000 | 3,802 |
| Issued or guaranteed by U.S. | $3,558,000 | 3,802 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $247,000 | 3,298 |
| CMOs issued by government agencies or sponsored agencies | $247,000 | 3,182 |
| 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) | $6,894,000 | 1,282 |
| Available-for-sale securities (fair market value) | $12,229,000 | 4,791 |
| Total debt securities | $19,123,000 | 4,521 |
| 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 | $18,827,000 | 4,572 |
| U.S. Government securities | $11,926,000 | 4,394 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,926,000 | 4,298 |
| Securities issued by states & political subdivisions | $6,901,000 | 3,401 |
| 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 | $6,555,000 | 3,909 |
| Mortgage-backed securities | $3,924,000 | 4,165 |
| Certificates of participation in pools of residential mortgages | $3,644,000 | 3,786 |
| Issued or guaranteed by U.S. | $3,644,000 | 3,783 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $280,000 | 3,284 |
| CMOs issued by government agencies or sponsored agencies | $280,000 | 3,166 |
| 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) | $6,901,000 | 1,269 |
| Available-for-sale securities (fair market value) | $11,926,000 | 4,861 |
| Total debt securities | $18,827,000 | 4,551 |
| 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 | $18,822,000 | 4,608 |
| U.S. Government securities | $12,069,000 | 4,402 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $12,069,000 | 4,299 |
| Securities issued by states & political subdivisions | $6,753,000 | 3,433 |
| 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 | $6,448,000 | 3,935 |
| Mortgage-backed securities | $3,568,000 | 4,302 |
| Certificates of participation in pools of residential mortgages | $3,244,000 | 3,921 |
| Issued or guaranteed by U.S. | $3,244,000 | 3,914 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $324,000 | 3,293 |
| CMOs issued by government agencies or sponsored agencies | $324,000 | 3,169 |
| 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) | $6,753,000 | 1,251 |
| Available-for-sale securities (fair market value) | $12,069,000 | 4,897 |
| Total debt securities | $18,822,000 | 4,577 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $18,524,000 | 4,630 |
| U.S. Government securities | $12,667,000 | 4,319 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $12,667,000 | 4,219 |
| Securities issued by states & political subdivisions | $5,857,000 | 3,624 |
| 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 | $6,407,000 | 3,951 |
| Mortgage-backed securities | $4,184,000 | 4,176 |
| Certificates of participation in pools of residential mortgages | $3,796,000 | 3,772 |
| Issued or guaranteed by U.S. | $3,796,000 | 3,767 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $388,000 | 3,276 |
| CMOs issued by government agencies or sponsored agencies | $388,000 | 3,149 |
| 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) | $5,857,000 | 1,254 |
| Available-for-sale securities (fair market value) | $12,667,000 | 4,848 |
| Total debt securities | $18,524,000 | 4,597 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $17,998,000 | 4,706 |
| U.S. Government securities | $12,385,000 | 4,385 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $12,385,000 | 4,280 |
| Securities issued by states & political subdivisions | $5,613,000 | 3,650 |
| 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 | $6,498,000 | 3,963 |
| Mortgage-backed securities | $3,283,000 | 4,421 |
| Certificates of participation in pools of residential mortgages | $2,813,000 | 4,068 |
| Issued or guaranteed by U.S. | $2,813,000 | 4,064 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $470,000 | 3,265 |
| CMOs issued by government agencies or sponsored agencies | $470,000 | 3,125 |
| 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) | $5,613,000 | 1,236 |
| Available-for-sale securities (fair market value) | $12,385,000 | 4,912 |
| Total debt securities | $17,998,000 | 4,676 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $17,809,000 | 4,687 |
| U.S. Government securities | $12,025,000 | 4,408 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $12,025,000 | 4,307 |
| Securities issued by states & political subdivisions | $5,784,000 | 3,574 |
| 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 | $6,456,000 | 3,969 |
| Mortgage-backed securities | $4,375,000 | 4,220 |
| Certificates of participation in pools of residential mortgages | $3,826,000 | 3,806 |
| Issued or guaranteed by U.S. | $3,826,000 | 3,803 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $549,000 | 3,252 |
| CMOs issued by government agencies or sponsored agencies | $549,000 | 3,115 |
| 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) | $5,784,000 | 1,227 |
| Available-for-sale securities (fair market value) | $12,025,000 | 4,922 |
| Total debt securities | $17,809,000 | 4,654 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $16,909,000 | 4,847 |
| U.S. Government securities | $11,951,000 | 4,521 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $11,951,000 | 4,427 |
| Securities issued by states & political subdivisions | $4,958,000 | 3,755 |
| 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 | $6,615,000 | 3,972 |
| Mortgage-backed securities | $4,876,000 | 4,247 |
| Certificates of participation in pools of residential mortgages | $4,223,000 | 3,852 |
| Issued or guaranteed by U.S. | $4,223,000 | 3,850 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $653,000 | 3,294 |
| CMOs issued by government agencies or sponsored agencies | $653,000 | 3,142 |
| 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) | $4,958,000 | 1,343 |
| Available-for-sale securities (fair market value) | $11,951,000 | 5,013 |
| Total debt securities | $16,909,000 | 4,816 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $17,169,000 | 4,852 |
| U.S. Government securities | $13,026,000 | 4,423 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $13,026,000 | 4,329 |
| Securities issued by states & political subdivisions | $4,143,000 | 3,893 |
| 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 | $6,382,000 | 4,048 |
| Mortgage-backed securities | $5,882,000 | 4,087 |
| Certificates of participation in pools of residential mortgages | $4,244,000 | 3,875 |
| Issued or guaranteed by U.S. | $4,244,000 | 3,873 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,638,000 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $1,638,000 | 2,764 |
| 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) | $4,143,000 | 1,410 |
| Available-for-sale securities (fair market value) | $13,026,000 | 4,915 |
| Total debt securities | $17,169,000 | 4,820 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $16,886,000 | 4,912 |
| U.S. Government securities | $12,622,000 | 4,581 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $12,622,000 | 4,485 |
| Securities issued by states & political subdivisions | $4,264,000 | 3,797 |
| 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 | $5,854,000 | 4,169 |
| Mortgage-backed securities | $6,807,000 | 3,971 |
| Certificates of participation in pools of residential mortgages | $4,807,000 | 3,744 |
| Issued or guaranteed by U.S. | $4,807,000 | 3,740 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,000,000 | 2,803 |
| CMOs issued by government agencies or sponsored agencies | $2,000,000 | 2,677 |
| 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) | $4,264,000 | 1,411 |
| Available-for-sale securities (fair market value) | $12,622,000 | 5,019 |
| Total debt securities | $16,886,000 | 4,885 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $16,215,000 | 4,957 |
| U.S. Government securities | $5,603,000 | 5,738 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,603,000 | 5,627 |
| Securities issued by states & political subdivisions | $3,866,000 | 3,882 |
| Other domestic debt securities | $6,746,000 | 901 |
| Privately issued residential mortgage-backed securities | $6,746,000 | 367 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,746,000 | 3,903 |
| Certificates of participation in pools of residential mortgages | $5,553,000 | 3,485 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $5,553,000 | 26 |
| Collaterized mortgage obligations | $1,193,000 | 3,040 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $1,193,000 | 695 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,172,000 | 1,461 |
| Available-for-sale securities (fair market value) | $12,043,000 | 5,058 |
| Total debt securities | $16,215,000 | 4,933 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $15,525,000 | 5,015 |
| U.S. Government securities | $5,830,000 | 5,714 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,830,000 | 5,604 |
| Securities issued by states & political subdivisions | $2,694,000 | 4,194 |
| Other domestic debt securities | $7,001,000 | 885 |
| Privately issued residential mortgage-backed securities | $7,001,000 | 388 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,001,000 | 3,816 |
| Certificates of participation in pools of residential mortgages | $5,624,000 | 3,414 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $5,624,000 | 33 |
| Collaterized mortgage obligations | $1,377,000 | 2,979 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $1,377,000 | 692 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,052,000 | 1,619 |
| Available-for-sale securities (fair market value) | $12,473,000 | 4,948 |
| Total debt securities | $15,525,000 | 4,988 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $14,288,000 | 5,223 |
| U.S. Government securities | $5,645,000 | 5,884 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,645,000 | 5,756 |
| Securities issued by states & political subdivisions | $2,042,000 | 4,431 |
| Other domestic debt securities | $6,601,000 | 879 |
| Privately issued residential mortgage-backed securities | $6,601,000 | 406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,601,000 | 3,849 |
| Certificates of participation in pools of residential mortgages | $5,411,000 | 3,434 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $5,411,000 | 41 |
| Collaterized mortgage obligations | $1,190,000 | 2,991 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $1,190,000 | 740 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,042,000 | 1,838 |
| Available-for-sale securities (fair market value) | $12,246,000 | 5,057 |
| Total debt securities | $14,288,000 | 5,187 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $13,274,000 | 5,338 |
| U.S. Government securities | $6,889,000 | 5,626 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,889,000 | 5,507 |
| Securities issued by states & political subdivisions | $2,046,000 | 4,408 |
| Other domestic debt securities | $4,339,000 | 1,117 |
| Privately issued residential mortgage-backed securities | $4,339,000 | 510 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,339,000 | 4,217 |
| Certificates of participation in pools of residential mortgages | $3,466,000 | 3,846 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $3,466,000 | 49 |
| Collaterized mortgage obligations | $873,000 | 3,089 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $873,000 | 850 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,173,000 | 1,832 |
| Available-for-sale securities (fair market value) | $11,101,000 | 5,204 |
| Total debt securities | $13,274,000 | 5,303 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $11,156,000 | 5,541 |
| U.S. Government securities | $5,312,000 | 5,850 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,312,000 | 5,720 |
| Securities issued by states & political subdivisions | $1,945,000 | 4,438 |
| Other domestic debt securities | $3,899,000 | 1,252 |
| Privately issued residential mortgage-backed securities | $3,899,000 | 569 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,899,000 | 4,259 |
| Certificates of participation in pools of residential mortgages | $2,943,000 | 3,912 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $2,943,000 | 55 |
| Collaterized mortgage obligations | $956,000 | 3,036 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $956,000 | 883 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,102,000 | 1,859 |
| Available-for-sale securities (fair market value) | $9,054,000 | 5,395 |
| Total debt securities | $11,156,000 | 5,506 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $11,022,000 | 5,522 |
| U.S. Government securities | $4,734,000 | 5,977 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,734,000 | 5,847 |
| Securities issued by states & political subdivisions | $1,948,000 | 4,364 |
| Other domestic debt securities | $4,340,000 | 1,228 |
| Privately issued residential mortgage-backed securities | $4,340,000 | 605 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,340,000 | 4,167 |
| Certificates of participation in pools of residential mortgages | $3,278,000 | 3,792 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $3,278,000 | 56 |
| Collaterized mortgage obligations | $1,062,000 | 2,945 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $1,062,000 | 908 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,234,000 | 1,879 |
| Available-for-sale securities (fair market value) | $8,788,000 | 5,406 |
| Total debt securities | $11,022,000 | 5,484 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $11,196,000 | 5,532 |
| U.S. Government securities | $4,354,000 | 6,191 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,354,000 | 6,076 |
| Securities issued by states & political subdivisions | $2,076,000 | 4,270 |
| Other domestic debt securities | $4,766,000 | 1,172 |
| Privately issued residential mortgage-backed securities | $4,766,000 | 611 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,766,000 | 4,061 |
| Certificates of participation in pools of residential mortgages | $3,626,000 | 3,727 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $3,626,000 | 55 |
| Collaterized mortgage obligations | $1,140,000 | 2,836 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $1,140,000 | 939 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,356,000 | 1,926 |
| Available-for-sale securities (fair market value) | $8,840,000 | 5,458 |
| Total debt securities | $11,196,000 | 5,497 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $10,946,000 | 5,617 |
| U.S. Government securities | $4,631,000 | 6,219 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,631,000 | 6,101 |
| Securities issued by states & political subdivisions | $2,079,000 | 4,257 |
| Other domestic debt securities | $4,236,000 | 1,286 |
| Privately issued residential mortgage-backed securities | $4,236,000 | 656 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,236,000 | 4,286 |
| Certificates of participation in pools of residential mortgages | $3,558,000 | 3,870 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $3,558,000 | 55 |
| Collaterized mortgage obligations | $678,000 | 3,072 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $678,000 | 1,118 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,079,000 | 2,011 |
| Available-for-sale securities (fair market value) | $8,867,000 | 5,528 |
| Total debt securities | $10,946,000 | 5,576 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $10,725,000 | 5,666 |
| U.S. Government securities | $4,384,000 | 6,271 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,384,000 | 6,169 |
| Securities issued by states & political subdivisions | $2,083,000 | 4,289 |
| Other domestic debt securities | $4,258,000 | 1,330 |
| Privately issued residential mortgage-backed securities | $4,258,000 | 691 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,258,000 | 4,332 |
| Certificates of participation in pools of residential mortgages | $3,893,000 | 3,843 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $3,893,000 | 55 |
| Collaterized mortgage obligations | $365,000 | 3,287 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $365,000 | 1,273 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,270,000 | 1,985 |
| Available-for-sale securities (fair market value) | $8,455,000 | 5,572 |
| Total debt securities | $10,725,000 | 5,623 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $11,166,000 | 5,626 |
| U.S. Government securities | $4,556,000 | 6,273 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,556,000 | 6,186 |
| Securities issued by states & political subdivisions | $2,086,000 | 4,326 |
| Other domestic debt securities | $4,524,000 | 1,364 |
| Privately issued residential mortgage-backed securities | $4,524,000 | 725 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,524,000 | 4,364 |
| Certificates of participation in pools of residential mortgages | $4,136,000 | 3,856 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $4,136,000 | 60 |
| Collaterized mortgage obligations | $388,000 | 3,272 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $388,000 | 1,312 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,296,000 | 2,059 |
| Available-for-sale securities (fair market value) | $8,870,000 | 5,518 |
| Total debt securities | $11,166,000 | 5,585 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $10,782,000 | 5,685 |
| U.S. Government securities | $4,622,000 | 6,270 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,622,000 | 6,177 |
| Securities issued by states & political subdivisions | $1,880,000 | 4,406 |
| Other domestic debt securities | $4,280,000 | 1,431 |
| Privately issued residential mortgage-backed securities | $4,280,000 | 752 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,280,000 | 4,456 |
| Certificates of participation in pools of residential mortgages | $4,280,000 | 3,863 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $4,280,000 | 62 |
| 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 | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,985,000 | 2,155 |
| Available-for-sale securities (fair market value) | $8,797,000 | 5,543 |
| Total debt securities | $10,782,000 | 5,638 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $10,555,000 | 5,790 |
| U.S. Government securities | $5,251,000 | 6,223 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,251,000 | 6,139 |
| Securities issued by states & political subdivisions | $1,326,000 | 4,631 |
| Other domestic debt securities | $3,753,000 | 1,429 |
| Privately issued residential mortgage-backed securities | $3,753,000 | 802 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $225,000 | 1,133 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,753,000 | 4,664 |
| Certificates of participation in pools of residential mortgages | $3,753,000 | 4,124 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $3,753,000 | 75 |
| 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) | $1,752,000 | 2,244 |
| Available-for-sale securities (fair market value) | $8,803,000 | 5,591 |
| Total debt securities | $10,330,000 | 5,773 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $9,905,000 | 5,937 |
| U.S. Government securities | $5,162,000 | 6,350 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,162,000 | 6,265 |
| Securities issued by states & political subdivisions | $770,000 | 4,986 |
| Other domestic debt securities | $3,748,000 | 1,392 |
| Privately issued residential mortgage-backed securities | $3,748,000 | 776 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $225,000 | 1,120 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,748,000 | 4,642 |
| Certificates of participation in pools of residential mortgages | $3,748,000 | 4,107 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $3,748,000 | 78 |
| 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) | $1,150,000 | 2,469 |
| Available-for-sale securities (fair market value) | $8,755,000 | 5,629 |
| Total debt securities | $9,680,000 | 5,930 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $7,550,000 | 6,369 |
| U.S. Government securities | $2,302,000 | 7,215 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,302,000 | 7,125 |
| Securities issued by states & political subdivisions | $771,000 | 4,988 |
| Other domestic debt securities | $4,252,000 | 1,294 |
| Privately issued residential mortgage-backed securities | $4,252,000 | 742 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $225,000 | 1,176 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,252,000 | 4,416 |
| Certificates of participation in pools of residential mortgages | $4,252,000 | 3,860 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $4,252,000 | 78 |
| 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) | $955,000 | 2,583 |
| Available-for-sale securities (fair market value) | $6,595,000 | 5,996 |
| Total debt securities | $7,325,000 | 6,374 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $8,186,000 | 6,289 |
| U.S. Government securities | $3,406,000 | 6,935 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,406,000 | 6,831 |
| Securities issued by states & political subdivisions | $772,000 | 5,021 |
| Other domestic debt securities | $3,783,000 | 1,416 |
| Privately issued residential mortgage-backed securities | $3,783,000 | 781 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $225,000 | 1,511 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,783,000 | 4,556 |
| Certificates of participation in pools of residential mortgages | $3,783,000 | 4,036 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $3,783,000 | 87 |
| 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) | $910,000 | 2,609 |
| Available-for-sale securities (fair market value) | $7,276,000 | 5,906 |
| Total debt securities | $7,961,000 | 6,274 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $8,254,000 | 6,283 |
| U.S. Government securities | $4,440,000 | 6,640 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,440,000 | 6,538 |
| Securities issued by states & political subdivisions | $601,000 | 5,187 |
| Other domestic debt securities | $2,988,000 | 1,505 |
| Privately issued residential mortgage-backed securities | $2,988,000 | 803 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $225,000 | 1,526 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,988,000 | 4,712 |
| Certificates of participation in pools of residential mortgages | $2,988,000 | 4,194 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $2,988,000 | 90 |
| 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) | $936,000 | 2,636 |
| Available-for-sale securities (fair market value) | $7,318,000 | 5,928 |
| Total debt securities | $8,029,000 | 6,276 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $7,203,000 | 6,599 |
| U.S. Government securities | $4,955,000 | 6,618 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,955,000 | 6,505 |
| Securities issued by states & political subdivisions | $392,000 | 5,440 |
| Other domestic debt securities | $1,631,000 | 1,749 |
| Privately issued residential mortgage-backed securities | $1,631,000 | 899 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $225,000 | 1,483 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,631,000 | 5,025 |
| Certificates of participation in pools of residential mortgages | $1,631,000 | 4,569 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $1,631,000 | 103 |
| 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) | $633,000 | 2,875 |
| Available-for-sale securities (fair market value) | $6,570,000 | 6,107 |
| Total debt securities | $6,978,000 | 6,593 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $8,145,000 | 6,447 |
| U.S. Government securities | $5,777,000 | 6,458 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,777,000 | 6,351 |
| Securities issued by states & political subdivisions | $392,000 | 5,472 |
| Other domestic debt securities | $1,751,000 | 1,674 |
| Privately issued residential mortgage-backed securities | $1,751,000 | 852 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $225,000 | 1,437 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,751,000 | 4,852 |
| Certificates of participation in pools of residential mortgages | $1,751,000 | 4,345 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $1,751,000 | 101 |
| 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) | $578,000 | 2,966 |
| Available-for-sale securities (fair market value) | $7,567,000 | 5,951 |
| Total debt securities | $7,920,000 | 6,448 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $9,357,000 | 6,227 |
| U.S. Government securities | $6,706,000 | 6,209 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,706,000 | 6,094 |
| Securities issued by states & political subdivisions | $393,000 | 5,495 |
| Other domestic debt securities | $2,033,000 | 1,490 |
| Privately issued residential mortgage-backed securities | $2,033,000 | 762 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $225,000 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,033,000 | 4,692 |
| Certificates of participation in pools of residential mortgages | $2,033,000 | 4,148 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $2,033,000 | 104 |
| 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) | $493,000 | 3,059 |
| Available-for-sale securities (fair market value) | $8,864,000 | 5,719 |
| Total debt securities | $9,132,000 | 6,215 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $8,616,000 | 6,404 |
| U.S. Government securities | $6,035,000 | 6,454 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,035,000 | 6,335 |
| Securities issued by states & political subdivisions | $368,000 | 5,579 |
| Other domestic debt securities | $1,988,000 | 1,532 |
| Privately issued residential mortgage-backed securities | $1,988,000 | 738 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $225,000 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,988,000 | 4,709 |
| Certificates of participation in pools of residential mortgages | $1,988,000 | 4,181 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $1,988,000 | 108 |
| 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) | $506,000 | 3,085 |
| Available-for-sale securities (fair market value) | $8,110,000 | 5,852 |
| Total debt securities | $8,391,000 | 6,390 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $8,288,000 | 6,519 |
| U.S. Government securities | $5,918,000 | 6,534 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,918,000 | 6,401 |
| Securities issued by states & political subdivisions | $265,000 | 5,770 |
| Other domestic debt securities | $1,880,000 | 1,571 |
| Privately issued residential mortgage-backed securities | $1,880,000 | 743 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $225,000 | 1,511 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,880,000 | 4,771 |
| Certificates of participation in pools of residential mortgages | $1,880,000 | 4,246 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $1,880,000 | 98 |
| 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) | $378,000 | 3,272 |
| Available-for-sale securities (fair market value) | $7,910,000 | 5,946 |
| Total debt securities | $8,063,000 | 6,504 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $9,615,000 | 6,290 |
| U.S. Government securities | $7,215,000 | 6,203 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,215,000 | 6,077 |
| Securities issued by states & political subdivisions | $219,000 | 5,910 |
| Other domestic debt securities | $1,956,000 | 1,542 |
| Privately issued residential mortgage-backed securities | $1,956,000 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $225,000 | 1,548 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,956,000 | 4,744 |
| Certificates of participation in pools of residential mortgages | $1,956,000 | 4,215 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $1,956,000 | 105 |
| 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) | $288,000 | 3,456 |
| Available-for-sale securities (fair market value) | $9,327,000 | 5,675 |
| Total debt securities | $9,390,000 | 6,275 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $9,409,000 | 6,350 |
| U.S. Government securities | $7,525,000 | 6,128 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,525,000 | 6,001 |
| Securities issued by states & political subdivisions | $220,000 | 5,940 |
| Other domestic debt securities | $1,439,000 | 1,762 |
| Privately issued residential mortgage-backed securities | $1,439,000 | 780 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $225,000 | 1,570 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,439,000 | 5,032 |
| Certificates of participation in pools of residential mortgages | $1,439,000 | 4,528 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $1,439,000 | 112 |
| 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) | $374,000 | 3,410 |
| Available-for-sale securities (fair market value) | $9,035,000 | 5,746 |
| Total debt securities | $9,184,000 | 6,346 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $9,779,000 | 6,333 |
| U.S. Government securities | $7,827,000 | 6,129 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,827,000 | 5,979 |
| Securities issued by states & political subdivisions | $170,000 | 6,067 |
| Other domestic debt securities | $1,557,000 | 1,741 |
| Privately issued residential mortgage-backed securities | $1,557,000 | 758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $225,000 | 1,593 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,557,000 | 5,007 |
| Certificates of participation in pools of residential mortgages | $1,557,000 | 4,478 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $1,557,000 | 105 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $470,000 | 3,369 |
| Available-for-sale securities (fair market value) | $9,309,000 | 5,752 |
| Total debt securities | $9,554,000 | 6,330 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $9,605,000 | 6,422 |
| U.S. Government securities | $7,741,000 | 6,136 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,741,000 | 5,998 |
| Securities issued by states & political subdivisions | $170,000 | 6,100 |
| Other domestic debt securities | $1,469,000 | 1,847 |
| Privately issued residential mortgage-backed securities | $1,469,000 | 741 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $225,000 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,469,000 | 5,102 |
| Certificates of participation in pools of residential mortgages | $1,469,000 | 4,577 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $1,469,000 | 103 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $474,000 | 3,442 |
| Available-for-sale securities (fair market value) | $9,131,000 | 5,799 |
| Total debt securities | $9,380,000 | 6,418 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $9,896,000 | 6,345 |
| U.S. Government securities | $7,925,000 | 6,080 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,925,000 | 5,946 |
| Securities issued by states & political subdivisions | $170,000 | 6,141 |
| Other domestic debt securities | $1,576,000 | 1,818 |
| Privately issued residential mortgage-backed securities | $1,576,000 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $225,000 | 1,617 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,576,000 | 5,085 |
| Certificates of participation in pools of residential mortgages | $1,576,000 | 4,558 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $1,576,000 | 104 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $563,000 | 3,391 |
| Available-for-sale securities (fair market value) | $9,333,000 | 5,746 |
| Total debt securities | $9,671,000 | 6,347 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $9,633,000 | 6,447 |
| U.S. Government securities | $7,959,000 | 6,122 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,959,000 | 5,980 |
| Securities issued by states & political subdivisions | $143,000 | 6,212 |
| Other domestic debt securities | $1,306,000 | 1,983 |
| Privately issued residential mortgage-backed securities | $1,306,000 | 733 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $225,000 | 1,643 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,306,000 | 5,315 |
| Certificates of participation in pools of residential mortgages | $1,306,000 | 4,802 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $1,306,000 | 108 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $827,000 | 3,274 |
| Available-for-sale securities (fair market value) | $8,806,000 | 5,895 |
| Total debt securities | $9,408,000 | 6,430 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $8,721,000 | 6,714 |
| U.S. Government securities | $7,143,000 | 6,420 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,143,000 | 6,273 |
| Securities issued by states & political subdivisions | $117,000 | 6,300 |
| Other domestic debt securities | $1,236,000 | 2,077 |
| Privately issued residential mortgage-backed securities | $1,236,000 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $225,000 | 1,676 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,236,000 | 5,441 |
| Certificates of participation in pools of residential mortgages | $1,236,000 | 4,918 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $1,236,000 | 102 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $479,000 | 3,587 |
| Available-for-sale securities (fair market value) | $8,242,000 | 6,070 |
| Total debt securities | $8,496,000 | 6,702 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $6,858,000 | 7,161 |
| U.S. Government securities | $6,349,000 | 6,665 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,349,000 | 6,518 |
| Securities issued by states & political subdivisions | $117,000 | 6,339 |
| Other domestic debt securities | $167,000 | 3,232 |
| Privately issued residential mortgage-backed securities | $167,000 | 1,013 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $225,000 | 1,710 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $167,000 | 6,450 |
| Certificates of participation in pools of residential mortgages | $167,000 | 6,072 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $167,000 | 154 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $597,000 | 3,516 |
| Available-for-sale securities (fair market value) | $6,261,000 | 6,522 |
| Total debt securities | $6,633,000 | 7,144 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $7,432,000 | 7,074 |
| U.S. Government securities | $6,793,000 | 6,551 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,793,000 | 6,393 |
| Securities issued by states & political subdivisions | $217,000 | 6,171 |
| Other domestic debt securities | $197,000 | 3,269 |
| Privately issued residential mortgage-backed securities | $197,000 | 951 |
| 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 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $225,000 | 1,723 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $197,000 | 6,458 |
| Certificates of participation in pools of residential mortgages | $197,000 | 6,058 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $197,000 | 159 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $756,000 | 3,465 |
| Available-for-sale securities (fair market value) | $6,676,000 | 6,466 |
| Total debt securities | $7,207,000 | 7,061 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $7,688,000 | 7,104 |
| U.S. Government securities | $6,797,000 | 6,647 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,797,000 | 6,483 |
| Securities issued by states & political subdivisions | $417,000 | 5,871 |
| Other domestic debt securities | $249,000 | 3,255 |
| Privately issued residential mortgage-backed securities | $249,000 | 905 |
| 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 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $225,000 | 1,770 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $249,000 | 6,449 |
| Certificates of participation in pools of residential mortgages | $249,000 | 6,031 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $249,000 | 149 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $891,000 | 3,399 |
| Available-for-sale securities (fair market value) | $6,797,000 | 6,512 |
| Total debt securities | $7,463,000 | 7,081 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $6,652,000 | 7,348 |
| U.S. Government securities | $5,732,000 | 6,935 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,732,000 | 6,770 |
| Securities issued by states & political subdivisions | $417,000 | 5,881 |
| Other domestic debt securities | $278,000 | 3,268 |
| Privately issued residential mortgage-backed securities | $278,000 | 950 |
| 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 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $225,000 | 1,813 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $278,000 | 6,433 |
| Certificates of participation in pools of residential mortgages | $278,000 | 6,002 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $278,000 | 159 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,245,000 | 3,177 |
| Available-for-sale securities (fair market value) | $5,407,000 | 6,843 |
| Total debt securities | $6,427,000 | 7,320 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $6,192,000 | 7,507 |
| U.S. Government securities | $5,365,000 | 7,118 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,365,000 | 6,926 |
| Securities issued by states & political subdivisions | $300,000 | 6,124 |
| Other domestic debt securities | $302,000 | 3,304 |
| Privately issued residential mortgage-backed securities | $302,000 | 814 |
| 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 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $225,000 | 1,831 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $302,000 | 6,437 |
| Certificates of participation in pools of residential mortgages | $302,000 | 6,015 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $302,000 | 170 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,106,000 | 3,291 |
| Available-for-sale securities (fair market value) | $5,086,000 | 6,958 |
| Total debt securities | $5,967,000 | 7,503 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $9,107,000 | 6,735 |
| U.S. Government securities | $8,241,000 | 6,105 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,241,000 | 5,916 |
| Securities issued by states & political subdivisions | $300,000 | 6,163 |
| Other domestic debt securities | $341,000 | 3,390 |
| Privately issued residential mortgage-backed securities | $341,000 | 858 |
| 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 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $225,000 | 1,901 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $341,000 | 6,438 |
| Certificates of participation in pools of residential mortgages | $341,000 | 6,010 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $341,000 | 173 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,113,000 | 3,335 |
| Available-for-sale securities (fair market value) | $7,994,000 | 6,209 |
| Total debt securities | $8,882,000 | 6,703 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $9,456,000 | 6,616 |
| U.S. Government securities | $8,464,000 | 5,970 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,464,000 | 5,786 |
| Securities issued by states & political subdivisions | $300,000 | 6,166 |
| Other domestic debt securities | $467,000 | 3,327 |
| Privately issued residential mortgage-backed securities | $467,000 | 841 |
| 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 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $225,000 | 1,906 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $467,000 | 6,363 |
| Certificates of participation in pools of residential mortgages | $467,000 | 5,897 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $467,000 | 160 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,433,000 | 3,183 |
| Available-for-sale securities (fair market value) | $8,023,000 | 6,175 |
| Total debt securities | $9,231,000 | 6,567 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $9,135,000 | 6,694 |
| U.S. Government securities | $8,072,000 | 6,109 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,072,000 | 5,925 |
| Securities issued by states & political subdivisions | $300,000 | 6,162 |
| Other domestic debt securities | $538,000 | 3,197 |
| Privately issued residential mortgage-backed securities | $538,000 | 830 |
| 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 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $225,000 | 1,905 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $538,000 | 6,309 |
| Certificates of participation in pools of residential mortgages | $538,000 | 5,807 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $538,000 | 154 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,551,000 | 3,157 |
| Available-for-sale securities (fair market value) | $7,584,000 | 6,306 |
| Total debt securities | $8,910,000 | 6,639 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $9,445,000 | 6,644 |
| U.S. Government securities | $8,274,000 | 6,085 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,274,000 | 5,881 |
| Securities issued by states & political subdivisions | $300,000 | 6,164 |
| Other domestic debt securities | $646,000 | 3,116 |
| Privately issued residential mortgage-backed securities | $646,000 | 817 |
| 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 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $225,000 | 1,910 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $646,000 | 6,209 |
| Certificates of participation in pools of residential mortgages | $646,000 | 5,682 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $646,000 | 134 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,994,000 | 3,026 |
| Available-for-sale securities (fair market value) | $7,451,000 | 6,344 |
| Total debt securities | $9,220,000 | 6,607 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $7,186,000 | 7,265 |
| U.S. Government securities | $6,655,000 | 6,572 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,655,000 | 6,337 |
| Securities issued by states & political subdivisions | $500,000 | 5,939 |
| Other domestic debt securities | $6,000 | 4,157 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,434 |
| 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 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 2,180 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,000 | 7,442 |
| Certificates of participation in pools of residential mortgages | $6,000 | 7,068 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $6,000 | 247 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,827,000 | 2,550 |
| Available-for-sale securities (fair market value) | $3,359,000 | 7,498 |
| Total debt securities | $7,161,000 | 7,171 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $5,998,000 | 8,024 |
| U.S. Government securities | $5,457,000 | 7,555 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,457,000 | 7,209 |
| Securities issued by states & political subdivisions | $400,000 | 6,261 |
| Other domestic debt securities | $116,000 | 3,549 |
| Privately issued residential mortgage-backed securities | $116,000 | 1,156 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 7,663 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $116,000 | 6,853 |
| Certificates of participation in pools of residential mortgages | $116,000 | 6,342 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $116,000 | 244 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,718,000 | 3,143 |
| Available-for-sale securities (fair market value) | $2,280,000 | 8,083 |
| Total debt securities | $5,973,000 | 7,898 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $5,385,000 | 8,537 |
| U.S. Government securities | $4,649,000 | 8,204 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,649,000 | 7,687 |
| Securities issued by states & political subdivisions | $499,000 | 6,392 |
| Other domestic debt securities | $212,000 | 3,298 |
| Privately issued residential mortgage-backed securities | $212,000 | 1,112 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 7,657 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $330,000 | 6,728 |
| Certificates of participation in pools of residential mortgages | $212,000 | 6,350 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $212,000 | 219 |
| Collaterized mortgage obligations | $118,000 | 4,151 |
| CMOs issued by government agencies or sponsored agencies | $118,000 | 3,960 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,473,000 | 3,590 |
| Available-for-sale securities (fair market value) | $1,912,000 | 8,453 |
| Total debt securities | $5,360,000 | 8,431 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $5,060,000 | 8,740 |
| U.S. Government securities | $4,097,000 | 8,474 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,097,000 | 7,645 |
| Securities issued by states & political subdivisions | $599,000 | 6,398 |
| Other domestic debt securities | $364,000 | 2,929 |
| Privately issued residential mortgage-backed securities | $339,000 | 996 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 3,052 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $642,000 | 6,497 |
| Certificates of participation in pools of residential mortgages | $339,000 | 6,285 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $339,000 | 226 |
| Collaterized mortgage obligations | $303,000 | 4,076 |
| CMOs issued by government agencies or sponsored agencies | $303,000 | 3,910 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,041,000 | 4,177 |
| Available-for-sale securities (fair market value) | $2,019,000 | 8,467 |
| Total debt securities | $5,060,000 | 8,611 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $6,431,000 | 8,653 |
| U.S. Government securities | $5,002,000 | 8,563 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,002,000 | 7,275 |
| Securities issued by states & political subdivisions | $689,000 | 6,374 |
| Other domestic debt securities | $715,000 | 2,068 |
| Privately issued residential mortgage-backed securities | $715,000 | 703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 7,509 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,170,000 | 5,280 |
| Certificates of participation in pools of residential mortgages | $715,000 | 5,802 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $715,000 | 224 |
| Collaterized mortgage obligations | $1,455,000 | 3,040 |
| CMOs issued by government agencies or sponsored agencies | $1,455,000 | 2,919 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,381,000 | 3,991 |
| Available-for-sale securities (fair market value) | $1,050,000 | 9,169 |
| Total debt securities | $6,406,000 | 8,537 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $7,338,000 | 8,848 |
| U.S. Government securities | $5,558,000 | 8,878 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,558,000 | 7,337 |
| Securities issued by states & political subdivisions | $370,000 | 7,384 |
| Other domestic debt securities | $1,410,000 | 1,780 |
| Privately issued residential mortgage-backed securities | $1,385,000 | 633 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $0 | 312 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,969,000 | 5,231 |
| Certificates of participation in pools of residential mortgages | $1,385,000 | 5,326 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $1,385,000 | 230 |
| Collaterized mortgage obligations | $1,584,000 | 3,352 |
| CMOs issued by government agencies or sponsored agencies | $1,584,000 | 3,223 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,931,000 | 4,323 |
| Available-for-sale securities (fair market value) | $1,407,000 | 9,323 |
| Total debt securities | $7,338,000 | 8,746 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $8,453,000 | 8,835 |
| U.S. Government securities | $8,083,000 | 8,129 |
| U.S. Treasury securities | $101,000 | 10,078 |
| U.S. Government agency obligations | $7,982,000 | 6,266 |
| Securities issued by states & political subdivisions | $370,000 | 7,683 |
| 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 | $7,311,000 | 3,685 |
| Mortgage-backed securities | $3,433,000 | 5,264 |
| Certificates of participation in pools of residential mortgages | $1,792,000 | 5,122 |
| Issued or guaranteed by U.S. | $1,792,000 | 5,089 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,641,000 | 3,717 |
| CMOs issued by government agencies or sponsored agencies | $1,641,000 | 3,551 |
| 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) | $6,924,000 | 4,260 |
| Available-for-sale securities (fair market value) | $1,529,000 | 9,646 |
| Total debt securities | $8,453,000 | 8,718 |
| Structured notes | ||
| Amortized cost | $902,000 | 2,957 |
| Fair value | $869,000 | 2,989 |
| 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 | $11,307,000 | 8,297 |
| U.S. Government securities | $10,938,000 | 7,373 |
| U.S. Treasury securities | $1,452,000 | 9,016 |
| U.S. Government agency obligations | $9,486,000 | 5,560 |
| Securities issued by states & political subdivisions | $369,000 | 8,071 |
| 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 | $9,107,000 | 3,159 |
| Mortgage-backed securities | $3,848,000 | 5,311 |
| Certificates of participation in pools of residential mortgages | $2,206,000 | 5,003 |
| Issued or guaranteed by U.S. | $2,206,000 | 4,978 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,642,000 | 3,928 |
| CMOs issued by government agencies or sponsored agencies | $1,642,000 | 3,759 |
| 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) | $9,992,000 | 5,674 |
| Available-for-sale securities (fair market value) | $1,315,000 | 9,412 |
| Total debt securities | $11,307,000 | 8,166 |
| 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 | $9,437,000 | 9,288 |
| U.S. Government securities | $8,968,000 | 8,474 |
| U.S. Treasury securities | $206,000 | 11,334 |
| U.S. Government agency obligations | $8,762,000 | 6,051 |
| Securities issued by states & political subdivisions | $469,000 | 7,992 |
| 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 | $6,612,000 | 3,819 |
| Mortgage-backed securities | $5,152,000 | 5,172 |
| Certificates of participation in pools of residential mortgages | $1,974,000 | 5,775 |
| Issued or guaranteed by U.S. | $1,974,000 | 5,730 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $3,178,000 | 3,310 |
| CMOs issued by government agencies or sponsored agencies | $3,178,000 | 3,123 |
| 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 | $9,437,000 | 9,151 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $7,803,000 | 10,116 |
| U.S. Government securities | $7,461,000 | 9,282 |
| U.S. Treasury securities | $209,000 | 11,852 |
| U.S. Government agency obligations | $7,252,000 | 6,700 |
| Securities issued by states & political subdivisions | $200,000 | 8,739 |
| Other domestic debt securities | $142,000 | 6,452 |
| Privately issued residential mortgage-backed securities | $142,000 | 3,313 |
| 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 | $2,931,000 | 6,071 |
| Mortgage-backed securities | $5,711,000 | 5,135 |
| Certificates of participation in pools of residential mortgages | $1,254,000 | 7,133 |
| Issued or guaranteed by U.S. | $1,254,000 | 7,074 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $4,457,000 | 2,814 |
| CMOs issued by government agencies or sponsored agencies | $4,315,000 | 2,609 |
| Privately issued | $142,000 | 2,832 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,803,000 | 9,991 |
| 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 |