Home > Citizens Community Bank > Securities
Citizens Community Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $21,632,000 | 3,511 |
| U.S. Government securities | $19,358,000 | 2,997 |
| U.S. Treasury securities | $462,000 | 2,694 |
| U.S. Government agency obligations | $18,896,000 | 2,661 |
| Securities issued by states & political subdivisions | $2,274,000 | 3,288 |
| 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 | $7,956,000 | 3,099 |
| Mortgage-backed securities | $31,000 | 3,755 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,000 | 3,651 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 2,661 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $21,632,000 | 3,265 |
| Total debt securities | $21,632,000 | 3,490 |
| 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 | $21,085,000 | 3,545 |
| U.S. Government securities | $18,883,000 | 3,034 |
| U.S. Treasury securities | $449,000 | 2,760 |
| U.S. Government agency obligations | $18,434,000 | 2,666 |
| Securities issued by states & political subdivisions | $2,202,000 | 3,312 |
| 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 | $9,054,000 | 2,975 |
| Mortgage-backed securities | $34,000 | 3,770 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,000 | 3,662 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $30,000 | 2,654 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $21,085,000 | 3,287 |
| Total debt securities | $21,086,000 | 3,523 |
| Structured notes | ||
| Amortized cost | $500,000 | 962 |
| Fair value | $456,000 | 1,003 |
| 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 | $21,126,000 | 3,587 |
| U.S. Government securities | $18,875,000 | 3,086 |
| U.S. Treasury securities | $451,000 | 2,787 |
| U.S. Government agency obligations | $18,424,000 | 2,733 |
| Securities issued by states & political subdivisions | $2,251,000 | 3,351 |
| 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 | $9,876,000 | 2,902 |
| Mortgage-backed securities | $36,000 | 3,787 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,000 | 3,676 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 2,656 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $21,126,000 | 3,326 |
| Total debt securities | $21,126,000 | 3,566 |
| 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 | $20,782,000 | 3,688 |
| U.S. Government securities | $18,499,000 | 3,183 |
| U.S. Treasury securities | $455,000 | 2,849 |
| U.S. Government agency obligations | $18,044,000 | 2,758 |
| Securities issued by states & political subdivisions | $2,283,000 | 3,407 |
| 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 | $9,983,000 | 2,812 |
| Mortgage-backed securities | $39,000 | 3,846 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,000 | 3,717 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $34,000 | 2,696 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $20,782,000 | 3,421 |
| Total debt securities | $20,780,000 | 3,665 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,040 |
| Fair value | $461,000 | 1,080 |
| 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 | $21,468,000 | 3,686 |
| U.S. Government securities | $18,709,000 | 3,184 |
| U.S. Treasury securities | $448,000 | 2,891 |
| U.S. Government agency obligations | $18,261,000 | 2,739 |
| Securities issued by states & political subdivisions | $2,759,000 | 3,369 |
| 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 | $8,980,000 | 2,810 |
| Mortgage-backed securities | $42,000 | 3,877 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,000 | 3,752 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $36,000 | 2,712 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $21,468,000 | 3,412 |
| Total debt securities | $21,468,000 | 3,664 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 869 |
| Fair value | $922,000 | 913 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $21,263,000 | 3,706 |
| U.S. Government securities | $18,561,000 | 3,218 |
| U.S. Treasury securities | $440,000 | 2,911 |
| U.S. Government agency obligations | $18,121,000 | 2,771 |
| Securities issued by states & political subdivisions | $2,702,000 | 3,413 |
| 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 | $9,764,000 | 2,682 |
| Mortgage-backed securities | $45,000 | 3,902 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,000 | 3,774 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 2,723 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $21,263,000 | 3,427 |
| Total debt securities | $21,264,000 | 3,684 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 861 |
| Fair value | $916,000 | 907 |
| 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 | $21,446,000 | 3,726 |
| U.S. Government securities | $19,071,000 | 3,207 |
| U.S. Treasury securities | $455,000 | 2,869 |
| U.S. Government agency obligations | $18,616,000 | 2,789 |
| Securities issued by states & political subdivisions | $2,375,000 | 3,509 |
| 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 | $8,177,000 | 2,815 |
| Mortgage-backed securities | $50,000 | 3,948 |
| Certificates of participation in pools of residential mortgages | $8,000 | 3,869 |
| Issued or guaranteed by U.S. | $8,000 | 3,805 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $42,000 | 2,818 |
| CMOs issued by government agencies or sponsored agencies | $42,000 | 2,746 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $21,446,000 | 3,460 |
| Total debt securities | $21,445,000 | 3,706 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 840 |
| Fair value | $939,000 | 894 |
| 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 | $21,912,000 | 3,657 |
| U.S. Government securities | $19,683,000 | 3,100 |
| U.S. Treasury securities | $465,000 | 2,612 |
| U.S. Government agency obligations | $19,218,000 | 2,743 |
| Securities issued by states & political subdivisions | $2,229,000 | 3,546 |
| 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 | $8,320,000 | 2,785 |
| Mortgage-backed securities | $55,000 | 3,962 |
| Certificates of participation in pools of residential mortgages | $10,000 | 3,879 |
| Issued or guaranteed by U.S. | $10,000 | 3,823 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $45,000 | 2,805 |
| CMOs issued by government agencies or sponsored agencies | $45,000 | 2,737 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $21,912,000 | 3,425 |
| Total debt securities | $21,912,000 | 3,638 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 740 |
| Fair value | $957,000 | 785 |
| 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 | $20,358,000 | 3,674 |
| U.S. Government securities | $17,577,000 | 3,085 |
| U.S. Treasury securities | $492,000 | 2,135 |
| U.S. Government agency obligations | $17,085,000 | 2,836 |
| Securities issued by states & political subdivisions | $2,781,000 | 3,502 |
| 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 | $7,323,000 | 2,898 |
| Mortgage-backed securities | $62,000 | 3,973 |
| Certificates of participation in pools of residential mortgages | $12,000 | 3,896 |
| Issued or guaranteed by U.S. | $12,000 | 3,830 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $50,000 | 2,793 |
| CMOs issued by government agencies or sponsored agencies | $50,000 | 2,735 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $20,358,000 | 3,456 |
| Total debt securities | $20,358,000 | 3,654 |
| Structured notes | ||
| Amortized cost | $500,000 | 829 |
| Fair value | $497,000 | 854 |
| 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 | $17,364,000 | 3,771 |
| U.S. Government securities | $14,807,000 | 3,199 |
| U.S. Treasury securities | $498,000 | 1,922 |
| U.S. Government agency obligations | $14,309,000 | 2,997 |
| Securities issued by states & political subdivisions | $2,557,000 | 3,561 |
| 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 | $8,767,000 | 2,769 |
| Mortgage-backed securities | $68,000 | 4,021 |
| Certificates of participation in pools of residential mortgages | $14,000 | 3,944 |
| Issued or guaranteed by U.S. | $14,000 | 3,883 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $54,000 | 2,822 |
| CMOs issued by government agencies or sponsored agencies | $54,000 | 2,763 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $17,364,000 | 3,551 |
| Total debt securities | $17,364,000 | 3,747 |
| 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 | $16,581,000 | 3,779 |
| U.S. Government securities | $14,286,000 | 3,188 |
| U.S. Treasury securities | $499,000 | 1,821 |
| U.S. Government agency obligations | $13,787,000 | 3,006 |
| Securities issued by states & political subdivisions | $2,295,000 | 3,610 |
| 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 | $8,728,000 | 2,757 |
| Mortgage-backed securities | $73,000 | 4,034 |
| Certificates of participation in pools of residential mortgages | $16,000 | 3,958 |
| Issued or guaranteed by U.S. | $16,000 | 3,896 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $57,000 | 2,805 |
| CMOs issued by government agencies or sponsored agencies | $57,000 | 2,754 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $16,581,000 | 3,558 |
| Total debt securities | $16,580,000 | 3,756 |
| 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 | $14,459,000 | 3,826 |
| U.S. Government securities | $12,321,000 | 3,240 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $12,321,000 | 3,058 |
| Securities issued by states & political subdivisions | $2,138,000 | 3,631 |
| 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 | $8,379,000 | 2,785 |
| Mortgage-backed securities | $80,000 | 4,025 |
| Certificates of participation in pools of residential mortgages | $19,000 | 3,942 |
| Issued or guaranteed by U.S. | $19,000 | 3,871 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $61,000 | 2,782 |
| CMOs issued by government agencies or sponsored agencies | $61,000 | 2,730 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $14,459,000 | 3,603 |
| Total debt securities | $14,460,000 | 3,801 |
| 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 | $12,302,000 | 3,869 |
| U.S. Government securities | $9,952,000 | 3,297 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $9,952,000 | 3,145 |
| Securities issued by states & political subdivisions | $2,350,000 | 3,596 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,401,000 | 2,873 |
| Mortgage-backed securities | $87,000 | 4,025 |
| Certificates of participation in pools of residential mortgages | $21,000 | 3,941 |
| Issued or guaranteed by U.S. | $21,000 | 3,876 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $66,000 | 2,788 |
| CMOs issued by government agencies or sponsored agencies | $66,000 | 2,732 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $12,302,000 | 3,646 |
| Total debt securities | $12,303,000 | 3,842 |
| 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 | $11,583,000 | 3,889 |
| U.S. Government securities | $9,481,000 | 3,315 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $9,481,000 | 3,164 |
| Securities issued by states & political subdivisions | $2,102,000 | 3,592 |
| 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 | $7,014,000 | 2,922 |
| Mortgage-backed securities | $93,000 | 4,027 |
| Certificates of participation in pools of residential mortgages | $24,000 | 3,943 |
| Issued or guaranteed by U.S. | $24,000 | 3,881 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $69,000 | 2,794 |
| CMOs issued by government agencies or sponsored agencies | $69,000 | 2,740 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $11,583,000 | 3,655 |
| Total debt securities | $11,582,000 | 3,867 |
| 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 | $11,365,000 | 3,886 |
| U.S. Government securities | $9,264,000 | 3,334 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $9,264,000 | 3,185 |
| Securities issued by states & political subdivisions | $2,101,000 | 3,566 |
| 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 | $7,357,000 | 2,891 |
| Mortgage-backed securities | $99,000 | 4,040 |
| Certificates of participation in pools of residential mortgages | $26,000 | 3,951 |
| Issued or guaranteed by U.S. | $26,000 | 3,890 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $73,000 | 2,791 |
| CMOs issued by government agencies or sponsored agencies | $73,000 | 2,744 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $11,365,000 | 3,653 |
| Total debt securities | $11,366,000 | 3,865 |
| 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 | $11,778,000 | 3,862 |
| U.S. Government securities | $10,269,000 | 3,279 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $10,269,000 | 3,135 |
| Securities issued by states & political subdivisions | $1,509,000 | 3,705 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,069,000 | 2,882 |
| Mortgage-backed securities | $106,000 | 4,067 |
| Certificates of participation in pools of residential mortgages | $28,000 | 3,984 |
| Issued or guaranteed by U.S. | $28,000 | 3,910 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $78,000 | 2,792 |
| CMOs issued by government agencies or sponsored agencies | $78,000 | 2,739 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $11,778,000 | 3,627 |
| Total debt securities | $11,777,000 | 3,839 |
| 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 | $10,083,000 | 4,077 |
| U.S. Government securities | $7,681,000 | 3,655 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $7,681,000 | 3,500 |
| Securities issued by states & political subdivisions | $2,402,000 | 3,471 |
| 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 | $6,457,000 | 2,999 |
| Mortgage-backed securities | $109,000 | 4,092 |
| Certificates of participation in pools of residential mortgages | $31,000 | 4,005 |
| Issued or guaranteed by U.S. | $31,000 | 3,942 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $78,000 | 2,807 |
| CMOs issued by government agencies or sponsored agencies | $78,000 | 2,755 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $10,083,000 | 3,824 |
| Total debt securities | $10,082,000 | 4,051 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $10,334,000 | 4,103 |
| U.S. Government securities | $7,681,000 | 3,711 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $7,681,000 | 3,545 |
| Securities issued by states & political subdivisions | $2,653,000 | 3,452 |
| 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 | $7,826,000 | 2,888 |
| Mortgage-backed securities | $116,000 | 4,134 |
| Certificates of participation in pools of residential mortgages | $33,000 | 4,039 |
| Issued or guaranteed by U.S. | $33,000 | 3,970 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $83,000 | 2,820 |
| CMOs issued by government agencies or sponsored agencies | $83,000 | 2,767 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $10,334,000 | 3,847 |
| Total debt securities | $10,334,000 | 4,078 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $10,330,000 | 4,171 |
| U.S. Government securities | $7,677,000 | 3,778 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $7,677,000 | 3,611 |
| Securities issued by states & political subdivisions | $2,653,000 | 3,491 |
| 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 | $7,965,000 | 2,939 |
| Mortgage-backed securities | $123,000 | 4,158 |
| Certificates of participation in pools of residential mortgages | $36,000 | 4,062 |
| Issued or guaranteed by U.S. | $36,000 | 3,997 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $87,000 | 2,824 |
| CMOs issued by government agencies or sponsored agencies | $87,000 | 2,766 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $10,330,000 | 3,904 |
| Total debt securities | $10,330,000 | 4,150 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $10,761,000 | 4,194 |
| U.S. Government securities | $8,118,000 | 3,771 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $8,118,000 | 3,606 |
| Securities issued by states & political subdivisions | $2,643,000 | 3,567 |
| 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 | $7,933,000 | 2,986 |
| Mortgage-backed securities | $130,000 | 4,190 |
| Certificates of participation in pools of residential mortgages | $39,000 | 4,096 |
| Issued or guaranteed by U.S. | $39,000 | 4,030 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $91,000 | 2,838 |
| CMOs issued by government agencies or sponsored agencies | $91,000 | 2,776 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $10,761,000 | 3,922 |
| Total debt securities | $10,759,000 | 4,172 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $12,041,000 | 4,129 |
| U.S. Government securities | $8,557,000 | 3,749 |
| U.S. Treasury securities | $499,000 | 1,357 |
| U.S. Government agency obligations | $8,058,000 | 3,639 |
| Securities issued by states & political subdivisions | $3,484,000 | 3,470 |
| 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 | $7,413,000 | 3,061 |
| Mortgage-backed securities | $137,000 | 4,214 |
| Certificates of participation in pools of residential mortgages | $42,000 | 4,129 |
| Issued or guaranteed by U.S. | $42,000 | 4,077 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $95,000 | 2,844 |
| CMOs issued by government agencies or sponsored agencies | $95,000 | 2,786 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $12,041,000 | 3,854 |
| Total debt securities | $12,041,000 | 4,106 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $13,457,000 | 4,036 |
| U.S. Government securities | $8,995,000 | 3,752 |
| U.S. Treasury securities | $498,000 | 1,355 |
| U.S. Government agency obligations | $8,497,000 | 3,652 |
| Securities issued by states & political subdivisions | $3,475,000 | 3,497 |
| 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 | $987,000 | 267 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,739,000 | 3,040 |
| Mortgage-backed securities | $144,000 | 4,269 |
| Certificates of participation in pools of residential mortgages | $45,000 | 4,179 |
| Issued or guaranteed by U.S. | $45,000 | 4,157 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $99,000 | 2,853 |
| CMOs issued by government agencies or sponsored agencies | $99,000 | 2,791 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $13,457,000 | 3,769 |
| Total debt securities | $12,471,000 | 4,115 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $14,007,000 | 4,053 |
| U.S. Government securities | $9,531,000 | 3,685 |
| U.S. Treasury securities | $498,000 | 1,319 |
| U.S. Government agency obligations | $9,033,000 | 3,584 |
| Securities issued by states & political subdivisions | $3,489,000 | 3,539 |
| 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 | $987,000 | 276 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,655,000 | 3,090 |
| Mortgage-backed securities | $155,000 | 4,322 |
| Certificates of participation in pools of residential mortgages | $49,000 | 4,223 |
| Issued or guaranteed by U.S. | $49,000 | 4,103 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $106,000 | 2,871 |
| CMOs issued by government agencies or sponsored agencies | $106,000 | 2,802 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $14,007,000 | 3,771 |
| Total debt securities | $13,019,000 | 4,120 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $13,384,000 | 4,163 |
| U.S. Government securities | $9,572,000 | 3,757 |
| U.S. Treasury securities | $497,000 | 1,284 |
| U.S. Government agency obligations | $9,075,000 | 3,666 |
| Securities issued by states & political subdivisions | $3,317,000 | 3,612 |
| 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 | $495,000 | 377 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,637,000 | 2,996 |
| Mortgage-backed securities | $166,000 | 4,352 |
| Certificates of participation in pools of residential mortgages | $53,000 | 4,265 |
| Issued or guaranteed by U.S. | $53,000 | 4,258 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $113,000 | 2,868 |
| CMOs issued by government agencies or sponsored agencies | $113,000 | 2,799 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $13,384,000 | 3,884 |
| Total debt securities | $12,889,000 | 4,181 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $15,312,000 | 4,075 |
| U.S. Government securities | $10,137,000 | 3,726 |
| U.S. Treasury securities | $499,000 | 1,195 |
| U.S. Government agency obligations | $9,638,000 | 3,638 |
| Securities issued by states & political subdivisions | $4,680,000 | 3,442 |
| 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 | $495,000 | 611 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,202,000 | 3,226 |
| Mortgage-backed securities | $178,000 | 4,389 |
| Certificates of participation in pools of residential mortgages | $57,000 | 4,309 |
| Issued or guaranteed by U.S. | $57,000 | 4,304 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $121,000 | 2,867 |
| CMOs issued by government agencies or sponsored agencies | $121,000 | 2,794 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $15,312,000 | 3,798 |
| Total debt securities | $14,816,000 | 4,087 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $16,442,000 | 4,026 |
| U.S. Government securities | $11,230,000 | 3,604 |
| U.S. Treasury securities | $502,000 | 1,171 |
| U.S. Government agency obligations | $10,728,000 | 3,518 |
| Securities issued by states & political subdivisions | $4,717,000 | 3,469 |
| 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 | $495,000 | 626 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,056,000 | 3,304 |
| Mortgage-backed securities | $193,000 | 4,437 |
| Certificates of participation in pools of residential mortgages | $63,000 | 4,360 |
| Issued or guaranteed by U.S. | $63,000 | 4,356 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $130,000 | 2,883 |
| CMOs issued by government agencies or sponsored agencies | $130,000 | 2,815 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $16,442,000 | 3,732 |
| Total debt securities | $15,946,000 | 4,051 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $17,692,000 | 3,987 |
| U.S. Government securities | $11,736,000 | 3,604 |
| U.S. Treasury securities | $502,000 | 1,200 |
| U.S. Government agency obligations | $11,234,000 | 3,530 |
| Securities issued by states & political subdivisions | $5,221,000 | 3,413 |
| 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 | $735,000 | 573 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,320,000 | 3,141 |
| Mortgage-backed securities | $203,000 | 4,473 |
| Certificates of participation in pools of residential mortgages | $67,000 | 4,389 |
| Issued or guaranteed by U.S. | $67,000 | 4,384 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $136,000 | 2,912 |
| CMOs issued by government agencies or sponsored agencies | $136,000 | 2,834 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $17,692,000 | 3,685 |
| Total debt securities | $16,964,000 | 4,018 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $17,657,000 | 4,031 |
| U.S. Government securities | $11,712,000 | 3,664 |
| U.S. Treasury securities | $503,000 | 1,227 |
| U.S. Government agency obligations | $11,209,000 | 3,571 |
| Securities issued by states & political subdivisions | $5,210,000 | 3,450 |
| 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 | $735,000 | 573 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,868,000 | 2,966 |
| Mortgage-backed securities | $216,000 | 4,530 |
| Certificates of participation in pools of residential mortgages | $72,000 | 4,450 |
| Issued or guaranteed by U.S. | $72,000 | 4,446 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $144,000 | 2,952 |
| CMOs issued by government agencies or sponsored agencies | $144,000 | 2,871 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $17,657,000 | 3,720 |
| Total debt securities | $16,922,000 | 4,057 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $18,207,000 | 3,984 |
| U.S. Government securities | $11,866,000 | 3,625 |
| U.S. Treasury securities | $503,000 | 1,209 |
| U.S. Government agency obligations | $11,363,000 | 3,545 |
| Securities issued by states & political subdivisions | $5,606,000 | 3,406 |
| 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 | $735,000 | 573 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,620,000 | 3,003 |
| Mortgage-backed securities | $229,000 | 4,551 |
| Certificates of participation in pools of residential mortgages | $78,000 | 4,485 |
| Issued or guaranteed by U.S. | $78,000 | 4,480 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $151,000 | 2,953 |
| CMOs issued by government agencies or sponsored agencies | $151,000 | 2,859 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $18,207,000 | 3,671 |
| Total debt securities | $17,472,000 | 4,016 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $18,001,000 | 4,012 |
| U.S. Government securities | $12,128,000 | 3,601 |
| U.S. Treasury securities | $510,000 | 1,072 |
| U.S. Government agency obligations | $11,618,000 | 3,526 |
| Securities issued by states & political subdivisions | $5,378,000 | 3,458 |
| 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 | $495,000 | 659 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,241,000 | 3,081 |
| Mortgage-backed securities | $250,000 | 4,584 |
| Certificates of participation in pools of residential mortgages | $84,000 | 4,514 |
| Issued or guaranteed by U.S. | $84,000 | 4,511 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $166,000 | 2,974 |
| CMOs issued by government agencies or sponsored agencies | $166,000 | 2,884 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $18,001,000 | 3,690 |
| Total debt securities | $17,505,000 | 4,031 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $20,476,000 | 3,899 |
| U.S. Government securities | $14,184,000 | 3,483 |
| U.S. Treasury securities | $1,013,000 | 962 |
| U.S. Government agency obligations | $13,171,000 | 3,462 |
| Securities issued by states & political subdivisions | $5,797,000 | 3,410 |
| 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 | $495,000 | 677 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,575,000 | 3,094 |
| Mortgage-backed securities | $266,000 | 4,624 |
| Certificates of participation in pools of residential mortgages | $91,000 | 4,572 |
| Issued or guaranteed by U.S. | $91,000 | 4,567 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $175,000 | 3,004 |
| CMOs issued by government agencies or sponsored agencies | $175,000 | 2,906 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $20,476,000 | 3,585 |
| Total debt securities | $19,981,000 | 3,904 |
| 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 | $17,907,000 | 4,146 |
| U.S. Government securities | $12,029,000 | 3,799 |
| U.S. Treasury securities | $1,008,000 | 998 |
| U.S. Government agency obligations | $11,021,000 | 3,797 |
| Securities issued by states & political subdivisions | $5,630,000 | 3,421 |
| 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 | $248,000 | 741 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,414,000 | 3,024 |
| Mortgage-backed securities | $280,000 | 4,664 |
| Certificates of participation in pools of residential mortgages | $98,000 | 4,610 |
| Issued or guaranteed by U.S. | $98,000 | 4,607 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $182,000 | 3,017 |
| CMOs issued by government agencies or sponsored agencies | $182,000 | 2,926 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $17,907,000 | 3,809 |
| Total debt securities | $17,660,000 | 4,139 |
| 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 | $14,508,000 | 4,479 |
| U.S. Government securities | $7,258,000 | 4,505 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,258,000 | 4,384 |
| Securities issued by states & political subdivisions | $7,250,000 | 3,190 |
| 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 | $9,024,000 | 3,243 |
| Mortgage-backed securities | $294,000 | 4,692 |
| Certificates of participation in pools of residential mortgages | $103,000 | 4,644 |
| Issued or guaranteed by U.S. | $103,000 | 4,640 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $191,000 | 3,044 |
| CMOs issued by government agencies or sponsored agencies | $191,000 | 2,955 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $14,508,000 | 4,127 |
| Total debt securities | $14,508,000 | 4,458 |
| 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 | $15,571,000 | 4,467 |
| U.S. Government securities | $8,315,000 | 4,415 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $8,315,000 | 4,304 |
| Securities issued by states & political subdivisions | $7,256,000 | 3,210 |
| 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 | $8,580,000 | 3,323 |
| Mortgage-backed securities | $314,000 | 4,757 |
| Certificates of participation in pools of residential mortgages | $112,000 | 4,687 |
| Issued or guaranteed by U.S. | $112,000 | 4,682 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $202,000 | 3,088 |
| CMOs issued by government agencies or sponsored agencies | $202,000 | 2,996 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $15,571,000 | 4,107 |
| Total debt securities | $15,571,000 | 4,442 |
| 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 | $15,546,000 | 4,554 |
| U.S. Government securities | $8,304,000 | 4,549 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $8,304,000 | 4,441 |
| Securities issued by states & political subdivisions | $7,242,000 | 3,217 |
| 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 | $8,044,000 | 3,459 |
| Mortgage-backed securities | $335,000 | 4,824 |
| Certificates of participation in pools of residential mortgages | $122,000 | 4,755 |
| Issued or guaranteed by U.S. | $122,000 | 4,752 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $213,000 | 3,124 |
| CMOs issued by government agencies or sponsored agencies | $213,000 | 3,030 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $15,546,000 | 4,194 |
| Total debt securities | $15,547,000 | 4,536 |
| 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 | $16,118,000 | 4,544 |
| U.S. Government securities | $8,830,000 | 4,554 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $8,830,000 | 4,436 |
| Securities issued by states & political subdivisions | $7,288,000 | 3,216 |
| 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 | $7,720,000 | 3,551 |
| Mortgage-backed securities | $357,000 | 4,866 |
| Certificates of participation in pools of residential mortgages | $131,000 | 4,801 |
| Issued or guaranteed by U.S. | $131,000 | 4,795 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $226,000 | 3,149 |
| CMOs issued by government agencies or sponsored agencies | $226,000 | 3,052 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $16,118,000 | 4,185 |
| Total debt securities | $16,118,000 | 4,526 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,664 |
| Fair value | $500,000 | 1,700 |
| 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 | $17,663,000 | 4,472 |
| U.S. Government securities | $8,627,000 | 4,622 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $8,627,000 | 4,502 |
| Securities issued by states & political subdivisions | $8,893,000 | 2,997 |
| Other domestic debt securities | $143,000 | 2,263 |
| Privately issued residential mortgage-backed securities | $143,000 | 642 |
| 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 | $6,834,000 | 3,734 |
| Mortgage-backed securities | $377,000 | 4,939 |
| Certificates of participation in pools of residential mortgages | $143,000 | 4,865 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $143,000 | 58 |
| Collaterized mortgage obligations | $234,000 | 3,199 |
| CMOs issued by government agencies or sponsored agencies | $234,000 | 3,099 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $17,663,000 | 4,106 |
| Total debt securities | $17,664,000 | 4,452 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,752 |
| Fair value | $496,000 | 1,829 |
| 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 | $20,880,000 | 4,292 |
| U.S. Government securities | $11,154,000 | 4,390 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $11,154,000 | 4,285 |
| Securities issued by states & political subdivisions | $9,577,000 | 2,929 |
| Other domestic debt securities | $149,000 | 2,326 |
| Privately issued residential mortgage-backed securities | $149,000 | 677 |
| 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 | $7,740,000 | 3,614 |
| Mortgage-backed securities | $396,000 | 5,015 |
| Certificates of participation in pools of residential mortgages | $149,000 | 4,940 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $149,000 | 56 |
| Collaterized mortgage obligations | $247,000 | 3,252 |
| CMOs issued by government agencies or sponsored agencies | $247,000 | 3,139 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $20,880,000 | 3,935 |
| Total debt securities | $20,880,000 | 4,270 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,862 |
| Fair value | $494,000 | 1,937 |
| 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 | $21,434,000 | 4,322 |
| U.S. Government securities | $11,699,000 | 4,396 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $11,699,000 | 4,292 |
| Securities issued by states & political subdivisions | $9,574,000 | 2,956 |
| Other domestic debt securities | $161,000 | 2,380 |
| Privately issued residential mortgage-backed securities | $161,000 | 685 |
| 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 | $7,696,000 | 3,641 |
| Mortgage-backed securities | $425,000 | 5,051 |
| Certificates of participation in pools of residential mortgages | $161,000 | 4,978 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| Privately issued | $161,000 | 55 |
| Collaterized mortgage obligations | $264,000 | 3,269 |
| CMOs issued by government agencies or sponsored agencies | $264,000 | 3,158 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $21,434,000 | 3,946 |
| Total debt securities | $21,434,000 | 4,300 |
| 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 | $23,316,000 | 4,193 |
| U.S. Government securities | $13,431,000 | 4,207 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $13,431,000 | 4,108 |
| Securities issued by states & political subdivisions | $9,717,000 | 2,946 |
| Other domestic debt securities | $168,000 | 2,443 |
| Privately issued residential mortgage-backed securities | $168,000 | 711 |
| 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 | $7,661,000 | 3,683 |
| Mortgage-backed securities | $450,000 | 5,085 |
| Certificates of participation in pools of residential mortgages | $168,000 | 5,026 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| Privately issued | $168,000 | 54 |
| Collaterized mortgage obligations | $282,000 | 3,279 |
| CMOs issued by government agencies or sponsored agencies | $282,000 | 3,165 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $23,316,000 | 3,820 |
| Total debt securities | $23,316,000 | 4,166 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,951 |
| Fair value | $484,000 | 2,047 |
| 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 | $24,167,000 | 4,130 |
| U.S. Government securities | $12,661,000 | 4,300 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $12,661,000 | 4,204 |
| Securities issued by states & political subdivisions | $11,327,000 | 2,703 |
| Other domestic debt securities | $179,000 | 2,487 |
| Privately issued residential mortgage-backed securities | $179,000 | 735 |
| 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 | $6,936,000 | 3,839 |
| Mortgage-backed securities | $475,000 | 5,108 |
| Certificates of participation in pools of residential mortgages | $179,000 | 5,060 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $179,000 | 58 |
| Collaterized mortgage obligations | $296,000 | 3,273 |
| CMOs issued by government agencies or sponsored agencies | $296,000 | 3,155 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $24,167,000 | 3,771 |
| Total debt securities | $24,167,000 | 4,097 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,949 |
| Fair value | $470,000 | 2,053 |
| 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 | $26,225,000 | 3,995 |
| U.S. Government securities | $14,898,000 | 4,055 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $14,898,000 | 3,951 |
| Securities issued by states & political subdivisions | $11,327,000 | 2,710 |
| 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 | $7,284,000 | 3,761 |
| Mortgage-backed securities | $507,000 | 5,132 |
| Certificates of participation in pools of residential mortgages | $193,000 | 5,096 |
| Issued or guaranteed by U.S. | $193,000 | 5,090 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $314,000 | 3,298 |
| CMOs issued by government agencies or sponsored agencies | $314,000 | 3,175 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $26,225,000 | 3,657 |
| Total debt securities | $26,223,000 | 3,967 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,826 |
| Fair value | $725,000 | 1,844 |
| 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 | $26,695,000 | 3,940 |
| U.S. Government securities | $15,425,000 | 3,981 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $15,425,000 | 3,887 |
| Securities issued by states & political subdivisions | $11,270,000 | 2,703 |
| 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 | $6,420,000 | 3,949 |
| Mortgage-backed securities | $538,000 | 5,129 |
| Certificates of participation in pools of residential mortgages | $213,000 | 5,074 |
| Issued or guaranteed by U.S. | $213,000 | 5,067 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $325,000 | 3,316 |
| CMOs issued by government agencies or sponsored agencies | $325,000 | 3,187 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $26,695,000 | 3,623 |
| Total debt securities | $26,696,000 | 3,908 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,792 |
| Fair value | $731,000 | 1,806 |
| 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 | $24,126,000 | 4,161 |
| U.S. Government securities | $14,703,000 | 4,100 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $14,703,000 | 4,000 |
| Securities issued by states & political subdivisions | $9,423,000 | 2,956 |
| 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 | $7,168,000 | 3,836 |
| Mortgage-backed securities | $603,000 | 5,160 |
| Certificates of participation in pools of residential mortgages | $248,000 | 5,082 |
| Issued or guaranteed by U.S. | $248,000 | 5,077 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $355,000 | 3,337 |
| CMOs issued by government agencies or sponsored agencies | $355,000 | 3,195 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $24,126,000 | 3,845 |
| Total debt securities | $24,125,000 | 4,132 |
| 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 | $22,823,000 | 4,230 |
| U.S. Government securities | $14,089,000 | 4,132 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $14,089,000 | 4,029 |
| Securities issued by states & political subdivisions | $8,734,000 | 3,032 |
| 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 | $6,715,000 | 3,906 |
| Mortgage-backed securities | $660,000 | 5,177 |
| Certificates of participation in pools of residential mortgages | $288,000 | 5,084 |
| Issued or guaranteed by U.S. | $288,000 | 5,080 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $372,000 | 3,369 |
| CMOs issued by government agencies or sponsored agencies | $372,000 | 3,225 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $22,823,000 | 3,898 |
| Total debt securities | $22,823,000 | 4,204 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,368 |
| Fair value | $1,747,000 | 1,377 |
| 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 | $20,713,000 | 4,478 |
| U.S. Government securities | $13,184,000 | 4,352 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $13,184,000 | 4,256 |
| Securities issued by states & political subdivisions | $7,529,000 | 3,210 |
| 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 | $6,629,000 | 3,968 |
| Mortgage-backed securities | $719,000 | 5,261 |
| Certificates of participation in pools of residential mortgages | $326,000 | 5,166 |
| Issued or guaranteed by U.S. | $326,000 | 5,159 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $393,000 | 3,439 |
| CMOs issued by government agencies or sponsored agencies | $393,000 | 3,284 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $20,713,000 | 4,128 |
| Total debt securities | $20,710,000 | 4,442 |
| 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 | $22,837,000 | 4,318 |
| U.S. Government securities | $15,344,000 | 4,136 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $15,344,000 | 4,050 |
| Securities issued by states & political subdivisions | $7,090,000 | 3,258 |
| Other domestic debt securities | $403,000 | 2,472 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $403,000 | 111 |
| 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 | $6,880,000 | 3,944 |
| Mortgage-backed securities | $767,000 | 5,287 |
| Certificates of participation in pools of residential mortgages | $364,000 | 5,176 |
| Issued or guaranteed by U.S. | $364,000 | 5,168 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $403,000 | 519 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $403,000 | 253 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $22,837,000 | 3,978 |
| Total debt securities | $22,837,000 | 4,281 |
| 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 | $22,721,000 | 4,370 |
| U.S. Government securities | $16,373,000 | 4,116 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $16,373,000 | 4,021 |
| Securities issued by states & political subdivisions | $6,348,000 | 3,306 |
| 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 | $6,826,000 | 3,958 |
| Mortgage-backed securities | $404,000 | 5,461 |
| Certificates of participation in pools of residential mortgages | $404,000 | 5,167 |
| Issued or guaranteed by U.S. | $404,000 | 5,161 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $22,721,000 | 4,020 |
| Total debt securities | $22,722,000 | 4,333 |
| 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 | $19,866,000 | 4,556 |
| U.S. Government securities | $14,403,000 | 4,284 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $14,403,000 | 4,192 |
| Securities issued by states & political subdivisions | $5,463,000 | 3,473 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,774,000 | 3,780 |
| Mortgage-backed securities | $452,000 | 5,440 |
| Certificates of participation in pools of residential mortgages | $452,000 | 5,113 |
| Issued or guaranteed by U.S. | $452,000 | 5,099 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $19,866,000 | 4,185 |
| Total debt securities | $19,866,000 | 4,527 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $14,647,000 | 5,108 |
| U.S. Government securities | $12,317,000 | 4,534 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $12,317,000 | 4,438 |
| Securities issued by states & political subdivisions | $2,330,000 | 4,322 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,876,000 | 3,739 |
| Mortgage-backed securities | $514,000 | 5,415 |
| Certificates of participation in pools of residential mortgages | $514,000 | 5,074 |
| Issued or guaranteed by U.S. | $514,000 | 5,059 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $14,647,000 | 4,693 |
| Total debt securities | $14,647,000 | 5,077 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $14,866,000 | 5,149 |
| U.S. Government securities | $13,379,000 | 4,499 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $13,379,000 | 4,380 |
| Securities issued by states & political subdivisions | $1,487,000 | 4,645 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,771,000 | 3,816 |
| Mortgage-backed securities | $538,000 | 5,408 |
| Certificates of participation in pools of residential mortgages | $538,000 | 5,061 |
| Issued or guaranteed by U.S. | $538,000 | 5,048 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $14,866,000 | 4,720 |
| Total debt securities | $14,866,000 | 5,116 |
| Structured notes | ||
| Amortized cost | $243,000 | 3,097 |
| Fair value | $244,000 | 3,094 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $16,100,000 | 5,001 |
| U.S. Government securities | $15,175,000 | 4,207 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $15,175,000 | 4,079 |
| Securities issued by states & political subdivisions | $925,000 | 4,979 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,524,000 | 3,665 |
| Mortgage-backed securities | $547,000 | 5,391 |
| Certificates of participation in pools of residential mortgages | $547,000 | 5,025 |
| Issued or guaranteed by U.S. | $547,000 | 5,014 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $16,100,000 | 4,587 |
| Total debt securities | $16,100,000 | 4,971 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $8,708,000 | 5,905 |
| U.S. Government securities | $7,790,000 | 5,301 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $7,790,000 | 5,187 |
| Securities issued by states & political subdivisions | $918,000 | 5,002 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,622,000 | 3,792 |
| Mortgage-backed securities | $0 | 6,134 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $8,708,000 | 5,453 |
| Total debt securities | $8,708,000 | 5,863 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $9,129,000 | 5,814 |
| U.S. Government securities | $8,669,000 | 5,093 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $8,669,000 | 4,973 |
| Securities issued by states & political subdivisions | $460,000 | 5,309 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,565,000 | 3,859 |
| Mortgage-backed securities | $0 | 6,191 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $9,129,000 | 5,348 |
| Total debt securities | $9,129,000 | 5,776 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $9,183,000 | 5,881 |
| U.S. Government securities | $8,680,000 | 5,190 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $8,680,000 | 5,077 |
| Securities issued by states & political subdivisions | $503,000 | 5,226 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,018,000 | 3,797 |
| Mortgage-backed securities | $0 | 6,235 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $9,183,000 | 5,401 |
| Total debt securities | $9,183,000 | 5,839 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $9,617,000 | 5,871 |
| U.S. Government securities | $9,315,000 | 5,151 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $9,315,000 | 5,040 |
| Securities issued by states & political subdivisions | $302,000 | 5,458 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,415,000 | 3,799 |
| Mortgage-backed securities | $0 | 6,328 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $9,617,000 | 5,387 |
| Total debt securities | $9,617,000 | 5,833 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $10,027,000 | 5,790 |
| U.S. Government securities | $9,615,000 | 5,058 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $9,615,000 | 4,960 |
| Securities issued by states & political subdivisions | $412,000 | 5,371 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,269,000 | 4,072 |
| Mortgage-backed securities | $0 | 6,385 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $145,000 | 2,975 |
| Available-for-sale securities (fair market value) | $9,882,000 | 5,338 |
| Total debt securities | $10,027,000 | 5,755 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $7,358,000 | 6,313 |
| U.S. Government securities | $6,826,000 | 5,683 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $6,826,000 | 5,591 |
| Securities issued by states & political subdivisions | $532,000 | 5,283 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,626,000 | 4,214 |
| Mortgage-backed securities | $124,000 | 6,064 |
| Certificates of participation in pools of residential mortgages | $124,000 | 5,758 |
| Issued or guaranteed by U.S. | $124,000 | 5,740 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $7,358,000 | 5,801 |
| Total debt securities | $7,358,000 | 6,271 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $7,634,000 | 6,266 |
| U.S. Government securities | $7,107,000 | 5,608 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $7,107,000 | 5,524 |
| Securities issued by states & political subdivisions | $527,000 | 5,301 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,317,000 | 4,044 |
| Mortgage-backed securities | $130,000 | 6,112 |
| Certificates of participation in pools of residential mortgages | $130,000 | 5,812 |
| Issued or guaranteed by U.S. | $130,000 | 5,793 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $7,634,000 | 5,767 |
| Total debt securities | $7,634,000 | 6,219 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $8,253,000 | 6,218 |
| U.S. Government securities | $7,727,000 | 5,568 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $7,727,000 | 5,485 |
| Securities issued by states & political subdivisions | $526,000 | 5,241 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,187,000 | 4,152 |
| Mortgage-backed securities | $139,000 | 6,152 |
| Certificates of participation in pools of residential mortgages | $139,000 | 5,858 |
| Issued or guaranteed by U.S. | $139,000 | 5,840 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $8,253,000 | 5,695 |
| Total debt securities | $8,253,000 | 6,167 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $7,338,000 | 6,433 |
| U.S. Government securities | $6,815,000 | 5,899 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $6,815,000 | 5,816 |
| Securities issued by states & political subdivisions | $523,000 | 5,199 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,168,000 | 4,480 |
| Mortgage-backed securities | $142,000 | 6,173 |
| Certificates of participation in pools of residential mortgages | $142,000 | 5,880 |
| Issued or guaranteed by U.S. | $142,000 | 5,861 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $7,338,000 | 5,890 |
| Total debt securities | $7,338,000 | 6,396 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $8,212,000 | 6,228 |
| U.S. Government securities | $7,698,000 | 5,642 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $7,698,000 | 5,557 |
| Securities issued by states & political subdivisions | $514,000 | 5,205 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,517,000 | 3,904 |
| Mortgage-backed securities | $146,000 | 6,168 |
| Certificates of participation in pools of residential mortgages | $146,000 | 5,872 |
| Issued or guaranteed by U.S. | $146,000 | 5,855 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $8,212,000 | 5,674 |
| Total debt securities | $8,212,000 | 6,188 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $8,169,000 | 6,295 |
| U.S. Government securities | $7,710,000 | 5,671 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $7,710,000 | 5,590 |
| Securities issued by states & political subdivisions | $459,000 | 5,333 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,807,000 | 3,805 |
| Mortgage-backed securities | $150,000 | 6,182 |
| Certificates of participation in pools of residential mortgages | $150,000 | 5,884 |
| Issued or guaranteed by U.S. | $150,000 | 5,859 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $8,169,000 | 5,753 |
| Total debt securities | $8,169,000 | 6,235 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $8,315,000 | 6,274 |
| U.S. Government securities | $7,848,000 | 5,638 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,848,000 | 5,546 |
| Securities issued by states & political subdivisions | $467,000 | 5,336 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,962,000 | 3,742 |
| Mortgage-backed securities | $164,000 | 6,162 |
| Certificates of participation in pools of residential mortgages | $164,000 | 5,854 |
| Issued or guaranteed by U.S. | $164,000 | 5,824 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $8,315,000 | 5,716 |
| Total debt securities | $8,315,000 | 6,206 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $8,170,000 | 6,401 |
| U.S. Government securities | $7,960,000 | 5,756 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $7,960,000 | 5,652 |
| Securities issued by states & political subdivisions | $210,000 | 5,684 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,103,000 | 3,969 |
| Mortgage-backed securities | $169,000 | 6,065 |
| Certificates of participation in pools of residential mortgages | $169,000 | 5,741 |
| Issued or guaranteed by U.S. | $169,000 | 5,722 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $8,170,000 | 5,803 |
| Total debt securities | $8,168,000 | 6,338 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $7,603,000 | 6,575 |
| U.S. Government securities | $7,394,000 | 5,980 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $7,394,000 | 5,870 |
| Securities issued by states & political subdivisions | $209,000 | 5,726 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,068,000 | 4,002 |
| Mortgage-backed securities | $173,000 | 6,017 |
| Certificates of participation in pools of residential mortgages | $173,000 | 5,684 |
| Issued or guaranteed by U.S. | $173,000 | 5,663 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $7,603,000 | 5,947 |
| Total debt securities | $7,603,000 | 6,520 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $7,500,000 | 6,608 |
| U.S. Government securities | $7,293,000 | 6,024 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $7,293,000 | 5,912 |
| Securities issued by states & political subdivisions | $207,000 | 5,770 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,719,000 | 4,089 |
| Mortgage-backed securities | $180,000 | 6,019 |
| Certificates of participation in pools of residential mortgages | $180,000 | 5,687 |
| Issued or guaranteed by U.S. | $180,000 | 5,668 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $7,500,000 | 5,955 |
| Total debt securities | $7,500,000 | 6,558 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $7,570,000 | 6,644 |
| U.S. Government securities | $7,361,000 | 6,072 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $7,361,000 | 5,955 |
| Securities issued by states & political subdivisions | $209,000 | 5,822 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,644,000 | 4,110 |
| Mortgage-backed securities | $194,000 | 6,015 |
| Certificates of participation in pools of residential mortgages | $194,000 | 5,682 |
| Issued or guaranteed by U.S. | $194,000 | 5,659 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $7,570,000 | 5,974 |
| Total debt securities | $7,570,000 | 6,583 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $7,948,000 | 6,598 |
| U.S. Government securities | $7,739,000 | 6,001 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $7,739,000 | 5,878 |
| Securities issued by states & political subdivisions | $209,000 | 5,867 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,671,000 | 4,369 |
| Mortgage-backed securities | $204,000 | 6,007 |
| Certificates of participation in pools of residential mortgages | $204,000 | 5,661 |
| Issued or guaranteed by U.S. | $204,000 | 5,637 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $7,948,000 | 5,936 |
| Total debt securities | $7,948,000 | 6,534 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $6,623,000 | 6,971 |
| U.S. Government securities | $6,413,000 | 6,464 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $6,413,000 | 6,327 |
| Securities issued by states & political subdivisions | $210,000 | 5,929 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,613,000 | 4,419 |
| Mortgage-backed securities | $216,000 | 6,015 |
| Certificates of participation in pools of residential mortgages | $216,000 | 5,663 |
| Issued or guaranteed by U.S. | $216,000 | 5,635 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $6,623,000 | 6,241 |
| Total debt securities | $6,623,000 | 6,919 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $6,072,000 | 7,107 |
| U.S. Government securities | $5,866,000 | 6,626 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $5,866,000 | 6,490 |
| Securities issued by states & political subdivisions | $206,000 | 5,976 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,318,000 | 4,522 |
| Mortgage-backed securities | $224,000 | 6,049 |
| Certificates of participation in pools of residential mortgages | $224,000 | 5,697 |
| Issued or guaranteed by U.S. | $224,000 | 5,670 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $6,072,000 | 6,369 |
| Total debt securities | $6,072,000 | 7,054 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $5,843,000 | 7,209 |
| U.S. Government securities | $5,634,000 | 6,730 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $5,634,000 | 6,590 |
| Securities issued by states & political subdivisions | $209,000 | 5,992 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,205,000 | 4,548 |
| Mortgage-backed securities | $242,000 | 6,059 |
| Certificates of participation in pools of residential mortgages | $242,000 | 5,695 |
| Issued or guaranteed by U.S. | $242,000 | 5,670 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $5,843,000 | 6,481 |
| Total debt securities | $5,843,000 | 7,154 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $5,872,000 | 7,253 |
| U.S. Government securities | $5,587,000 | 6,789 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $5,587,000 | 6,645 |
| Securities issued by states & political subdivisions | $285,000 | 5,882 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,934,000 | 4,617 |
| Mortgage-backed securities | $256,000 | 6,108 |
| Certificates of participation in pools of residential mortgages | $256,000 | 5,718 |
| Issued or guaranteed by U.S. | $256,000 | 5,693 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $5,872,000 | 6,514 |
| Total debt securities | $5,872,000 | 7,195 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $5,894,000 | 7,280 |
| U.S. Government securities | $5,607,000 | 6,772 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,607,000 | 6,632 |
| Securities issued by states & political subdivisions | $287,000 | 5,917 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,291,000 | 4,842 |
| Mortgage-backed securities | $274,000 | 6,124 |
| Certificates of participation in pools of residential mortgages | $274,000 | 5,727 |
| Issued or guaranteed by U.S. | $274,000 | 5,707 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $5,894,000 | 6,515 |
| Total debt securities | $5,894,000 | 7,221 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $6,177,000 | 7,241 |
| U.S. Government securities | $5,938,000 | 6,715 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $5,938,000 | 6,573 |
| Securities issued by states & political subdivisions | $239,000 | 6,014 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,327,000 | 4,491 |
| Mortgage-backed securities | $299,000 | 6,141 |
| Certificates of participation in pools of residential mortgages | $299,000 | 5,737 |
| Issued or guaranteed by U.S. | $299,000 | 5,712 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $6,177,000 | 6,466 |
| Total debt securities | $6,177,000 | 7,172 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $5,931,000 | 7,403 |
| U.S. Government securities | $5,623,000 | 6,891 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,623,000 | 6,737 |
| Securities issued by states & political subdivisions | $308,000 | 5,906 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,439,000 | 4,487 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $5,931,000 | 6,603 |
| Total debt securities | $5,931,000 | 7,338 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $6,611,000 | 7,222 |
| U.S. Government securities | $6,306,000 | 6,682 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,306,000 | 6,531 |
| Securities issued by states & political subdivisions | $305,000 | 5,956 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,437,000 | 4,460 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $6,611,000 | 6,432 |
| Total debt securities | $6,610,000 | 7,154 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $6,239,000 | 7,383 |
| U.S. Government securities | $6,097,000 | 6,776 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $6,097,000 | 6,619 |
| Securities issued by states & political subdivisions | $142,000 | 6,328 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,827,000 | 4,328 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $6,239,000 | 6,563 |
| Total debt securities | $6,239,000 | 7,308 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $6,228,000 | 7,460 |
| U.S. Government securities | $6,088,000 | 6,864 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $6,088,000 | 6,694 |
| Securities issued by states & political subdivisions | $140,000 | 6,376 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,893,000 | 4,280 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $6,228,000 | 6,637 |
| Total debt securities | $6,227,000 | 7,380 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $6,315,000 | 7,423 |
| U.S. Government securities | $6,171,000 | 6,785 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,171,000 | 6,623 |
| Securities issued by states & political subdivisions | $144,000 | 6,369 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,156,000 | 4,146 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $6,315,000 | 6,610 |
| Total debt securities | $6,315,000 | 7,343 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $6,112,000 | 7,529 |
| U.S. Government securities | $5,944,000 | 6,948 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,944,000 | 6,769 |
| Securities issued by states & political subdivisions | $168,000 | 6,395 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,529,000 | 4,287 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $6,112,000 | 6,710 |
| Total debt securities | $6,112,000 | 7,453 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $6,159,000 | 7,478 |
| U.S. Government securities | $5,497,000 | 6,984 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $5,497,000 | 6,804 |
| Securities issued by states & political subdivisions | $662,000 | 5,622 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,381,000 | 4,281 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $6,159,000 | 6,662 |
| Total debt securities | $6,159,000 | 7,395 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $6,228,000 | 7,432 |
| U.S. Government securities | $5,551,000 | 6,893 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,551,000 | 6,709 |
| Securities issued by states & political subdivisions | $677,000 | 5,592 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,549,000 | 4,187 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $6,228,000 | 6,611 |
| Total debt securities | $6,228,000 | 7,342 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $6,431,000 | 7,421 |
| U.S. Government securities | $5,771,000 | 6,872 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $5,771,000 | 6,675 |
| Securities issued by states & political subdivisions | $660,000 | 5,574 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,568,000 | 4,214 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $6,431,000 | 6,593 |
| Total debt securities | $6,431,000 | 7,324 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $6,093,000 | 7,507 |
| U.S. Government securities | $5,356,000 | 7,017 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,356,000 | 6,817 |
| Securities issued by states & political subdivisions | $737,000 | 5,484 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,561,000 | 4,210 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $6,093,000 | 6,658 |
| Total debt securities | $6,092,000 | 7,428 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $7,574,000 | 7,151 |
| U.S. Government securities | $6,799,000 | 6,527 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $6,799,000 | 6,286 |
| Securities issued by states & political subdivisions | $775,000 | 5,528 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,690,000 | 4,531 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $7,574,000 | 6,257 |
| Total debt securities | $7,574,000 | 7,049 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $6,556,000 | 7,819 |
| U.S. Government securities | $5,806,000 | 7,392 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $5,806,000 | 7,043 |
| Securities issued by states & political subdivisions | $472,000 | 6,137 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $278,000 | 5,132 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,038,000 | 5,065 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $6,556,000 | 6,731 |
| Total debt securities | $6,278,000 | 7,802 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $4,594,000 | 8,818 |
| U.S. Government securities | $3,616,000 | 8,684 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $3,616,000 | 8,176 |
| Securities issued by states & political subdivisions | $700,000 | 6,077 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $278,000 | 5,016 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,999,000 | 5,119 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $4,594,000 | 7,553 |
| Total debt securities | $4,317,000 | 8,806 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $5,744,000 | 8,487 |
| U.S. Government securities | $4,740,000 | 8,165 |
| U.S. Treasury securities | $1,254,000 | 4,659 |
| U.S. Government agency obligations | $3,486,000 | 7,959 |
| Securities issued by states & political subdivisions | $751,000 | 6,148 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $253,000 | 4,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,725,000 | 4,946 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $5,744,000 | 7,092 |
| Total debt securities | $5,491,000 | 8,466 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $9,167,000 | 7,695 |
| U.S. Government securities | $8,243,000 | 7,161 |
| U.S. Treasury securities | $3,766,000 | 3,812 |
| U.S. Government agency obligations | $4,477,000 | 7,584 |
| Securities issued by states & political subdivisions | $765,000 | 6,232 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $159,000 | 5,763 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,713,000 | 4,641 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $9,167,000 | 5,998 |
| Total debt securities | $9,008,000 | 7,615 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $6,465,000 | 9,214 |
| U.S. Government securities | $5,604,000 | 8,855 |
| U.S. Treasury securities | $1,848,000 | 6,219 |
| U.S. Government agency obligations | $3,756,000 | 8,353 |
| Securities issued by states & political subdivisions | $771,000 | 6,505 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $90,000 | 6,481 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,527,000 | 4,863 |
| Mortgage-backed securities | $72,000 | 8,619 |
| Certificates of participation in pools of residential mortgages | $72,000 | 8,020 |
| Issued or guaranteed by U.S. | $72,000 | 7,999 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $6,465,000 | 7,184 |
| Total debt securities | $6,375,000 | 9,136 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $7,007,000 | 9,397 |
| U.S. Government securities | $6,127,000 | 9,001 |
| U.S. Treasury securities | $1,607,000 | 7,582 |
| U.S. Government agency obligations | $4,520,000 | 7,996 |
| Securities issued by states & political subdivisions | $862,000 | 6,583 |
| 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 | $18,000 | 7,885 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,463,000 | 4,456 |
| Mortgage-backed securities | $122,000 | 8,934 |
| Certificates of participation in pools of residential mortgages | $122,000 | 8,174 |
| Issued or guaranteed by U.S. | $122,000 | 8,142 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $7,007,000 | 7,154 |
| Total debt securities | $6,989,000 | 9,287 |
| Structured notes | ||
| Amortized cost | $250,000 | 4,119 |
| Fair value | $249,000 | 4,155 |
| 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 | $8,268,000 | 9,434 |
| U.S. Government securities | $7,565,000 | 8,859 |
| U.S. Treasury securities | $3,092,000 | 6,987 |
| U.S. Government agency obligations | $4,473,000 | 8,036 |
| Securities issued by states & political subdivisions | $685,000 | 7,248 |
| 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 | $18,000 | 7,966 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,467,000 | 5,041 |
| Mortgage-backed securities | $121,000 | 9,513 |
| Certificates of participation in pools of residential mortgages | $121,000 | 8,706 |
| Issued or guaranteed by U.S. | $121,000 | 8,677 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,487,000 | 7,720 |
| Available-for-sale securities (fair market value) | $2,781,000 | 8,274 |
| Total debt securities | $8,250,000 | 9,340 |
| 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 | $9,186,000 | 9,397 |
| U.S. Government securities | $8,539,000 | 8,643 |
| U.S. Treasury securities | $3,578,000 | 6,805 |
| U.S. Government agency obligations | $4,961,000 | 7,956 |
| Securities issued by states & political subdivisions | $629,000 | 7,552 |
| 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 | $18,000 | 7,869 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,528,000 | 4,898 |
| Mortgage-backed securities | $248,000 | 9,813 |
| Certificates of participation in pools of residential mortgages | $123,000 | 9,318 |
| Issued or guaranteed by U.S. | $123,000 | 9,267 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $125,000 | 6,552 |
| CMOs issued by government agencies or sponsored agencies | $125,000 | 6,214 |
| 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 | $9,168,000 | 9,268 |
| 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 | $9,089,000 | 9,540 |
| U.S. Government securities | $8,543,000 | 8,725 |
| U.S. Treasury securities | $3,206,000 | 7,291 |
| U.S. Government agency obligations | $5,337,000 | 7,777 |
| Securities issued by states & political subdivisions | $528,000 | 7,621 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,000 | 7,716 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,300,000 | 3,828 |
| Mortgage-backed securities | $1,123,000 | 8,732 |
| Certificates of participation in pools of residential mortgages | $649,000 | 8,221 |
| Issued or guaranteed by U.S. | $649,000 | 8,159 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $474,000 | 5,967 |
| CMOs issued by government agencies or sponsored agencies | $474,000 | 5,570 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $9,071,000 | 9,419 |
| 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 |