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Citizens First Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $59,795,000 | 2,370 |
| U.S. Government securities | $42,045,000 | 2,071 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $42,045,000 | 1,801 |
| Securities issued by states & political subdivisions | $17,747,000 | 1,914 |
| Other domestic debt securities | $3,000 | 2,331 |
| Privately issued residential mortgage-backed securities | $3,000 | 679 |
| 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 | $36,803,000 | 1,760 |
| Mortgage-backed securities | $20,950,000 | 1,991 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $14,414,000 | 1,730 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,533,000 | 1,294 |
| Privately issued | $3,000 | 516 |
| 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) | $59,795,000 | 2,155 |
| Total debt securities | $59,795,000 | 2,351 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 539 |
| Fair value | $1,788,000 | 602 |
| 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 | $57,019,000 | 2,411 |
| U.S. Government securities | $40,285,000 | 2,117 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $40,285,000 | 1,827 |
| Securities issued by states & political subdivisions | $16,730,000 | 1,959 |
| Other domestic debt securities | $4,000 | 2,343 |
| Privately issued residential mortgage-backed securities | $4,000 | 659 |
| 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 | $39,617,000 | 1,629 |
| Mortgage-backed securities | $20,231,000 | 1,988 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,866,000 | 1,742 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,361,000 | 1,284 |
| Privately issued | $4,000 | 513 |
| 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) | $57,019,000 | 2,184 |
| Total debt securities | $57,018,000 | 2,392 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 558 |
| Fair value | $1,700,000 | 621 |
| 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 | $61,287,000 | 2,390 |
| U.S. Government securities | $43,168,000 | 2,087 |
| U.S. Treasury securities | $995,000 | 2,569 |
| U.S. Government agency obligations | $42,173,000 | 1,818 |
| Securities issued by states & political subdivisions | $18,115,000 | 1,931 |
| Other domestic debt securities | $4,000 | 2,365 |
| Privately issued residential mortgage-backed securities | $4,000 | 668 |
| 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 | $23,853,000 | 2,139 |
| Mortgage-backed securities | $21,777,000 | 1,961 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $14,955,000 | 1,722 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,818,000 | 1,255 |
| Privately issued | $4,000 | 513 |
| 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) | $61,287,000 | 2,159 |
| Total debt securities | $61,288,000 | 2,372 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 597 |
| Fair value | $1,722,000 | 658 |
| 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 | $64,554,000 | 2,395 |
| U.S. Government securities | $46,034,000 | 2,095 |
| U.S. Treasury securities | $2,972,000 | 2,265 |
| U.S. Government agency obligations | $43,062,000 | 1,805 |
| Securities issued by states & political subdivisions | $18,516,000 | 1,967 |
| Other domestic debt securities | $4,000 | 2,416 |
| Privately issued residential mortgage-backed securities | $4,000 | 695 |
| 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 | $39,927,000 | 1,558 |
| Mortgage-backed securities | $22,591,000 | 1,982 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $15,444,000 | 1,751 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,143,000 | 1,274 |
| Privately issued | $4,000 | 528 |
| 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) | $64,554,000 | 2,158 |
| Total debt securities | $64,555,000 | 2,378 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 626 |
| Fair value | $1,733,000 | 697 |
| 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 | $67,045,000 | 2,384 |
| U.S. Government securities | $49,005,000 | 2,037 |
| U.S. Treasury securities | $5,927,000 | 1,903 |
| U.S. Government agency obligations | $43,078,000 | 1,807 |
| Securities issued by states & political subdivisions | $18,035,000 | 2,042 |
| Other domestic debt securities | $5,000 | 2,454 |
| Privately issued residential mortgage-backed securities | $5,000 | 712 |
| 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 | $44,816,000 | 1,372 |
| Mortgage-backed securities | $22,803,000 | 2,001 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $15,652,000 | 1,755 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,146,000 | 1,278 |
| Privately issued | $5,000 | 528 |
| 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) | $67,045,000 | 2,139 |
| Total debt securities | $67,044,000 | 2,365 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 654 |
| Fair value | $1,714,000 | 720 |
| 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 | $66,945,000 | 2,376 |
| U.S. Government securities | $49,861,000 | 2,035 |
| U.S. Treasury securities | $6,886,000 | 1,846 |
| U.S. Government agency obligations | $42,975,000 | 1,836 |
| Securities issued by states & political subdivisions | $17,078,000 | 2,095 |
| Other domestic debt securities | $6,000 | 2,417 |
| Privately issued residential mortgage-backed securities | $6,000 | 696 |
| 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 | $44,703,000 | 1,297 |
| Mortgage-backed securities | $23,029,000 | 2,013 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $15,625,000 | 1,775 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,398,000 | 1,269 |
| Privately issued | $6,000 | 529 |
| 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) | $66,945,000 | 2,138 |
| Total debt securities | $66,945,000 | 2,360 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 642 |
| Fair value | $1,682,000 | 717 |
| 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 | $67,150,000 | 2,399 |
| U.S. Government securities | $49,490,000 | 2,065 |
| U.S. Treasury securities | $2,999,000 | 2,292 |
| U.S. Government agency obligations | $46,491,000 | 1,764 |
| Securities issued by states & political subdivisions | $17,654,000 | 2,115 |
| Other domestic debt securities | $6,000 | 2,275 |
| Privately issued residential mortgage-backed securities | $6,000 | 713 |
| 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 | $27,421,000 | 1,771 |
| Mortgage-backed securities | $25,325,000 | 1,974 |
| Certificates of participation in pools of residential mortgages | $17,125,000 | 1,788 |
| Issued or guaranteed by U.S. | $17,125,000 | 1,749 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $7,373,000 | 1,365 |
| CMOs issued by government agencies or sponsored agencies | $7,367,000 | 1,297 |
| Privately issued | $6,000 | 534 |
| Commercial mortgage-backed securities | $827,000 | 1,781 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $827,000 | 1,259 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $67,150,000 | 2,203 |
| Total debt securities | $67,150,000 | 2,388 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 577 |
| Fair value | $2,229,000 | 598 |
| 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 | $68,986,000 | 2,336 |
| U.S. Government securities | $50,175,000 | 2,006 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $50,175,000 | 1,690 |
| Securities issued by states & political subdivisions | $18,804,000 | 2,058 |
| Other domestic debt securities | $7,000 | 2,256 |
| Privately issued residential mortgage-backed securities | $7,000 | 696 |
| 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 | $19,245,000 | 2,042 |
| Mortgage-backed securities | $27,960,000 | 1,907 |
| Certificates of participation in pools of residential mortgages | $18,775,000 | 1,731 |
| Issued or guaranteed by U.S. | $18,775,000 | 1,703 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $8,300,000 | 1,311 |
| CMOs issued by government agencies or sponsored agencies | $8,293,000 | 1,248 |
| Privately issued | $7,000 | 512 |
| Commercial mortgage-backed securities | $885,000 | 1,753 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $885,000 | 1,241 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $68,986,000 | 2,168 |
| Total debt securities | $68,987,000 | 2,326 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 502 |
| Fair value | $2,340,000 | 517 |
| 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 | $78,132,000 | 2,089 |
| U.S. Government securities | $56,635,000 | 1,731 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $56,635,000 | 1,535 |
| Securities issued by states & political subdivisions | $21,252,000 | 1,985 |
| Other domestic debt securities | $245,000 | 2,143 |
| Privately issued residential mortgage-backed securities | $7,000 | 668 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $238,000 | 1,820 |
| 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 | $19,845,000 | 2,026 |
| Mortgage-backed securities | $32,874,000 | 1,775 |
| Certificates of participation in pools of residential mortgages | $22,483,000 | 1,596 |
| Issued or guaranteed by U.S. | $22,483,000 | 1,562 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $9,400,000 | 1,216 |
| CMOs issued by government agencies or sponsored agencies | $9,393,000 | 1,167 |
| Privately issued | $7,000 | 473 |
| Commercial mortgage-backed securities | $991,000 | 1,690 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $991,000 | 1,185 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $78,132,000 | 1,954 |
| Total debt securities | $78,132,000 | 2,076 |
| Structured notes | ||
| Amortized cost | $2,518,000 | 432 |
| Fair value | $2,486,000 | 437 |
| 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 | $69,828,000 | 2,172 |
| U.S. Government securities | $50,201,000 | 1,793 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $50,201,000 | 1,634 |
| Securities issued by states & political subdivisions | $19,376,000 | 2,040 |
| Other domestic debt securities | $251,000 | 2,086 |
| Privately issued residential mortgage-backed securities | $9,000 | 644 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $242,000 | 1,758 |
| 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 | $15,612,000 | 2,231 |
| Mortgage-backed securities | $29,308,000 | 1,871 |
| Certificates of participation in pools of residential mortgages | $21,977,000 | 1,600 |
| Issued or guaranteed by U.S. | $21,977,000 | 1,564 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $7,331,000 | 1,352 |
| CMOs issued by government agencies or sponsored agencies | $7,322,000 | 1,310 |
| Privately issued | $9,000 | 461 |
| 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) | $69,828,000 | 2,035 |
| Total debt securities | $69,827,000 | 2,156 |
| Structured notes | ||
| Amortized cost | $2,519,000 | 383 |
| Fair value | $2,508,000 | 383 |
| 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 | $53,089,000 | 2,475 |
| U.S. Government securities | $31,160,000 | 2,274 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $31,160,000 | 2,106 |
| Securities issued by states & political subdivisions | $21,680,000 | 1,910 |
| Other domestic debt securities | $249,000 | 2,104 |
| Privately issued residential mortgage-backed securities | $9,000 | 649 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $240,000 | 1,726 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,807,000 | 2,854 |
| Mortgage-backed securities | $16,122,000 | 2,366 |
| Certificates of participation in pools of residential mortgages | $15,637,000 | 1,859 |
| Issued or guaranteed by U.S. | $15,637,000 | 1,813 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $485,000 | 2,520 |
| CMOs issued by government agencies or sponsored agencies | $476,000 | 2,470 |
| Privately issued | $9,000 | 449 |
| 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) | $53,089,000 | 2,334 |
| Total debt securities | $53,091,000 | 2,462 |
| Structured notes | ||
| Amortized cost | $1,521,000 | 455 |
| Fair value | $1,520,000 | 455 |
| 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 | $41,281,000 | 2,713 |
| U.S. Government securities | $28,873,000 | 2,247 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $28,873,000 | 2,109 |
| Securities issued by states & political subdivisions | $12,160,000 | 2,438 |
| Other domestic debt securities | $248,000 | 2,087 |
| Privately issued residential mortgage-backed securities | $11,000 | 654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $237,000 | 1,686 |
| 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 | $8,500,000 | 2,776 |
| Mortgage-backed securities | $12,655,000 | 2,519 |
| Certificates of participation in pools of residential mortgages | $12,146,000 | 2,021 |
| Issued or guaranteed by U.S. | $12,146,000 | 1,963 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $509,000 | 2,476 |
| CMOs issued by government agencies or sponsored agencies | $498,000 | 2,437 |
| Privately issued | $11,000 | 444 |
| 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) | $41,281,000 | 2,547 |
| Total debt securities | $41,282,000 | 2,697 |
| Structured notes | ||
| Amortized cost | $2,522,000 | 217 |
| Fair value | $2,478,000 | 224 |
| 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 | $26,044,000 | 3,139 |
| U.S. Government securities | $14,798,000 | 2,868 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $14,798,000 | 2,733 |
| Securities issued by states & political subdivisions | $11,234,000 | 2,499 |
| Other domestic debt securities | $12,000 | 2,119 |
| Privately issued residential mortgage-backed securities | $12,000 | 632 |
| 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 | $9,115,000 | 2,704 |
| Mortgage-backed securities | $6,455,000 | 2,988 |
| Certificates of participation in pools of residential mortgages | $6,443,000 | 2,489 |
| Issued or guaranteed by U.S. | $6,443,000 | 2,418 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $12,000 | 2,836 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $12,000 | 440 |
| 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) | $26,044,000 | 2,956 |
| Total debt securities | $26,043,000 | 3,118 |
| Structured notes | ||
| Amortized cost | $24,000 | 395 |
| Fair value | $24,000 | 395 |
| 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 | $14,154,000 | 3,708 |
| U.S. Government securities | $6,296,000 | 3,652 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $6,296,000 | 3,488 |
| Securities issued by states & political subdivisions | $7,846,000 | 2,721 |
| Other domestic debt securities | $12,000 | 2,098 |
| Privately issued residential mortgage-backed securities | $12,000 | 634 |
| 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 | $0 | 4,211 |
| Mortgage-backed securities | $3,311,000 | 3,378 |
| Certificates of participation in pools of residential mortgages | $3,299,000 | 2,944 |
| Issued or guaranteed by U.S. | $3,299,000 | 2,858 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $12,000 | 2,838 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $12,000 | 433 |
| 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) | $14,154,000 | 3,474 |
| Total debt securities | $14,153,000 | 3,686 |
| Structured notes | ||
| Amortized cost | $25,000 | 387 |
| Fair value | $26,000 | 386 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $8,905,000 | 4,093 |
| U.S. Government securities | $4,663,000 | 3,874 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $4,663,000 | 3,715 |
| Securities issued by states & political subdivisions | $4,228,000 | 3,179 |
| Other domestic debt securities | $14,000 | 2,040 |
| Privately issued residential mortgage-backed securities | $14,000 | 621 |
| 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 | $0 | 4,254 |
| Mortgage-backed securities | $3,126,000 | 3,408 |
| Certificates of participation in pools of residential mortgages | $3,112,000 | 2,992 |
| Issued or guaranteed by U.S. | $3,112,000 | 2,909 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $14,000 | 2,832 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $14,000 | 421 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $8,905,000 | 3,849 |
| Total debt securities | $8,905,000 | 4,066 |
| Structured notes | ||
| Amortized cost | $27,000 | 415 |
| Fair value | $27,000 | 415 |
| 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 | $6,983,000 | 4,274 |
| U.S. Government securities | $3,839,000 | 4,045 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $3,839,000 | 3,879 |
| Securities issued by states & political subdivisions | $3,131,000 | 3,325 |
| Other domestic debt securities | $13,000 | 1,980 |
| Privately issued residential mortgage-backed securities | $13,000 | 642 |
| 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 | $0 | 4,281 |
| Mortgage-backed securities | $2,806,000 | 3,465 |
| Certificates of participation in pools of residential mortgages | $2,793,000 | 3,061 |
| Issued or guaranteed by U.S. | $2,793,000 | 2,966 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $13,000 | 2,840 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $13,000 | 428 |
| 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) | $6,983,000 | 4,029 |
| Total debt securities | $6,984,000 | 4,250 |
| Structured notes | ||
| Amortized cost | $28,000 | 578 |
| Fair value | $29,000 | 578 |
| 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 | $5,961,000 | 4,401 |
| U.S. Government securities | $2,815,000 | 4,305 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,815,000 | 4,137 |
| Securities issued by states & political subdivisions | $3,129,000 | 3,332 |
| Other domestic debt securities | $17,000 | 1,946 |
| Privately issued residential mortgage-backed securities | $17,000 | 605 |
| 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 | $0 | 4,345 |
| Mortgage-backed securities | $759,000 | 3,865 |
| Certificates of participation in pools of residential mortgages | $742,000 | 3,619 |
| Issued or guaranteed by U.S. | $742,000 | 3,532 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $17,000 | 2,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $17,000 | 417 |
| 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) | $5,961,000 | 4,164 |
| Total debt securities | $5,961,000 | 4,380 |
| Structured notes | ||
| Amortized cost | $29,000 | 729 |
| Fair value | $29,000 | 729 |
| 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 | $5,470,000 | 4,523 |
| U.S. Government securities | $2,869,000 | 4,366 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,869,000 | 4,202 |
| Securities issued by states & political subdivisions | $2,583,000 | 3,463 |
| Other domestic debt securities | $18,000 | 2,002 |
| Privately issued residential mortgage-backed securities | $18,000 | 650 |
| 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 | $0 | 4,426 |
| Mortgage-backed securities | $803,000 | 3,888 |
| Certificates of participation in pools of residential mortgages | $785,000 | 3,634 |
| Issued or guaranteed by U.S. | $785,000 | 3,544 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $18,000 | 2,875 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $18,000 | 420 |
| 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) | $5,470,000 | 4,277 |
| Total debt securities | $5,469,000 | 4,505 |
| Structured notes | ||
| Amortized cost | $30,000 | 879 |
| Fair value | $30,000 | 879 |
| 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 | $7,631,000 | 4,411 |
| U.S. Government securities | $4,787,000 | 4,139 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $4,787,000 | 3,980 |
| Securities issued by states & political subdivisions | $2,825,000 | 3,458 |
| Other domestic debt securities | $19,000 | 1,986 |
| Privately issued residential mortgage-backed securities | $19,000 | 624 |
| 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 | $0 | 4,470 |
| Mortgage-backed securities | $853,000 | 3,885 |
| Certificates of participation in pools of residential mortgages | $834,000 | 3,628 |
| Issued or guaranteed by U.S. | $834,000 | 3,550 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $19,000 | 2,883 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $19,000 | 433 |
| 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) | $7,631,000 | 4,150 |
| Total debt securities | $7,631,000 | 4,389 |
| Structured notes | ||
| Amortized cost | $1,030,000 | 541 |
| Fair value | $1,031,000 | 540 |
| 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 | $10,272,000 | 4,231 |
| U.S. Government securities | $6,796,000 | 3,938 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $6,796,000 | 3,769 |
| Securities issued by states & political subdivisions | $3,455,000 | 3,412 |
| Other domestic debt securities | $21,000 | 1,998 |
| Privately issued residential mortgage-backed securities | $21,000 | 635 |
| 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 | $0 | 4,517 |
| Mortgage-backed securities | $905,000 | 3,907 |
| Certificates of participation in pools of residential mortgages | $884,000 | 3,636 |
| Issued or guaranteed by U.S. | $884,000 | 3,552 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $21,000 | 2,903 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $21,000 | 445 |
| 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) | $10,272,000 | 3,961 |
| Total debt securities | $10,273,000 | 4,210 |
| Structured notes | ||
| Amortized cost | $1,031,000 | 555 |
| Fair value | $1,022,000 | 555 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $11,502,000 | 4,172 |
| U.S. Government securities | $8,053,000 | 3,808 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $8,053,000 | 3,642 |
| Securities issued by states & political subdivisions | $3,427,000 | 3,476 |
| Other domestic debt securities | $22,000 | 1,999 |
| Privately issued residential mortgage-backed securities | $22,000 | 604 |
| 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 | $0 | 4,567 |
| Mortgage-backed securities | $936,000 | 3,916 |
| Certificates of participation in pools of residential mortgages | $914,000 | 3,645 |
| Issued or guaranteed by U.S. | $914,000 | 3,570 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $22,000 | 2,911 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $22,000 | 445 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $11,502,000 | 3,901 |
| Total debt securities | $11,502,000 | 4,148 |
| Structured notes | ||
| Amortized cost | $1,032,000 | 566 |
| Fair value | $1,000,000 | 568 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $12,188,000 | 4,166 |
| U.S. Government securities | $8,757,000 | 3,780 |
| U.S. Treasury securities | $748,000 | 1,313 |
| U.S. Government agency obligations | $8,009,000 | 3,701 |
| Securities issued by states & political subdivisions | $3,407,000 | 3,503 |
| Other domestic debt securities | $24,000 | 1,972 |
| Privately issued residential mortgage-backed securities | $24,000 | 553 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $979,000 | 3,950 |
| Certificates of participation in pools of residential mortgages | $955,000 | 3,674 |
| Issued or guaranteed by U.S. | $955,000 | 3,644 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $24,000 | 2,923 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $24,000 | 451 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $12,188,000 | 3,894 |
| Total debt securities | $12,188,000 | 4,143 |
| Structured notes | ||
| Amortized cost | $1,034,000 | 553 |
| Fair value | $977,000 | 609 |
| 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 | $12,407,000 | 4,205 |
| U.S. Government securities | $8,949,000 | 3,754 |
| U.S. Treasury securities | $747,000 | 1,275 |
| U.S. Government agency obligations | $8,202,000 | 3,682 |
| Securities issued by states & political subdivisions | $3,430,000 | 3,545 |
| Other domestic debt securities | $28,000 | 2,171 |
| Privately issued residential mortgage-backed securities | $28,000 | 827 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $1,046,000 | 3,972 |
| Certificates of participation in pools of residential mortgages | $1,018,000 | 3,707 |
| Issued or guaranteed by U.S. | $1,018,000 | 3,528 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $28,000 | 2,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $28,000 | 462 |
| 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) | $12,407,000 | 3,930 |
| Total debt securities | $12,408,000 | 4,184 |
| Structured notes | ||
| Amortized cost | $1,036,000 | 558 |
| Fair value | $996,000 | 574 |
| 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 | $13,570,000 | 4,150 |
| U.S. Government securities | $9,530,000 | 3,762 |
| U.S. Treasury securities | $746,000 | 1,236 |
| U.S. Government agency obligations | $8,784,000 | 3,699 |
| Securities issued by states & political subdivisions | $4,010,000 | 3,495 |
| Other domestic debt securities | $30,000 | 1,992 |
| Privately issued residential mortgage-backed securities | $30,000 | 514 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $1,108,000 | 3,996 |
| Certificates of participation in pools of residential mortgages | $1,078,000 | 3,738 |
| Issued or guaranteed by U.S. | $1,078,000 | 3,731 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $30,000 | 2,944 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $30,000 | 475 |
| 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) | $13,570,000 | 3,866 |
| Total debt securities | $13,569,000 | 4,123 |
| Structured notes | ||
| Amortized cost | $1,039,000 | 545 |
| Fair value | $1,001,000 | 546 |
| 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 | $11,092,000 | 4,410 |
| U.S. Government securities | $7,014,000 | 4,102 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $7,014,000 | 3,963 |
| Securities issued by states & political subdivisions | $4,046,000 | 3,551 |
| Other domestic debt securities | $32,000 | 1,995 |
| Privately issued residential mortgage-backed securities | $32,000 | 520 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $1,433,000 | 3,943 |
| Certificates of participation in pools of residential mortgages | $1,401,000 | 3,653 |
| Issued or guaranteed by U.S. | $1,401,000 | 3,647 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $32,000 | 2,954 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $32,000 | 488 |
| 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) | $11,092,000 | 4,127 |
| Total debt securities | $11,091,000 | 4,385 |
| Structured notes | ||
| Amortized cost | $1,041,000 | 548 |
| Fair value | $1,028,000 | 547 |
| 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 | $11,232,000 | 4,441 |
| U.S. Government securities | $7,142,000 | 4,128 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $7,142,000 | 3,987 |
| Securities issued by states & political subdivisions | $4,056,000 | 3,588 |
| Other domestic debt securities | $34,000 | 2,019 |
| Privately issued residential mortgage-backed securities | $34,000 | 532 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $1,520,000 | 3,966 |
| Certificates of participation in pools of residential mortgages | $1,486,000 | 3,682 |
| Issued or guaranteed by U.S. | $1,486,000 | 3,675 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $34,000 | 2,980 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $34,000 | 498 |
| 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) | $11,232,000 | 4,152 |
| Total debt securities | $11,232,000 | 4,417 |
| Structured notes | ||
| Amortized cost | $1,044,000 | 583 |
| Fair value | $1,037,000 | 579 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $12,389,000 | 4,388 |
| U.S. Government securities | $8,288,000 | 4,025 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $8,288,000 | 3,889 |
| Securities issued by states & political subdivisions | $4,065,000 | 3,626 |
| Other domestic debt securities | $36,000 | 2,057 |
| Privately issued residential mortgage-backed securities | $36,000 | 549 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $1,603,000 | 3,989 |
| Certificates of participation in pools of residential mortgages | $1,567,000 | 3,690 |
| Issued or guaranteed by U.S. | $1,567,000 | 3,684 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $36,000 | 3,015 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $36,000 | 514 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $12,389,000 | 4,098 |
| Total debt securities | $12,390,000 | 4,367 |
| Structured notes | ||
| Amortized cost | $1,546,000 | 532 |
| Fair value | $1,543,000 | 531 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $12,592,000 | 4,415 |
| U.S. Government securities | $7,840,000 | 4,140 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $7,840,000 | 4,003 |
| Securities issued by states & political subdivisions | $4,713,000 | 3,536 |
| Other domestic debt securities | $39,000 | 2,107 |
| Privately issued residential mortgage-backed securities | $39,000 | 578 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $1,696,000 | 4,034 |
| Certificates of participation in pools of residential mortgages | $1,657,000 | 3,728 |
| Issued or guaranteed by U.S. | $1,657,000 | 3,723 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $39,000 | 3,056 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $39,000 | 545 |
| 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) | $12,592,000 | 4,108 |
| Total debt securities | $12,592,000 | 4,393 |
| Structured notes | ||
| Amortized cost | $1,050,000 | 627 |
| Fair value | $1,041,000 | 625 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $10,219,000 | 4,643 |
| U.S. Government securities | $5,485,000 | 4,501 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,485,000 | 4,375 |
| Securities issued by states & political subdivisions | $4,691,000 | 3,564 |
| Other domestic debt securities | $43,000 | 2,125 |
| Privately issued residential mortgage-backed securities | $43,000 | 598 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $1,794,000 | 4,033 |
| Certificates of participation in pools of residential mortgages | $1,751,000 | 3,729 |
| Issued or guaranteed by U.S. | $1,751,000 | 3,722 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $43,000 | 3,063 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $43,000 | 563 |
| 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) | $10,219,000 | 4,322 |
| Total debt securities | $10,219,000 | 4,618 |
| Structured notes | ||
| Amortized cost | $555,000 | 835 |
| Fair value | $547,000 | 835 |
| 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 | $9,587,000 | 4,735 |
| U.S. Government securities | $4,743,000 | 4,634 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $4,743,000 | 4,513 |
| Securities issued by states & political subdivisions | $4,796,000 | 3,567 |
| Other domestic debt securities | $48,000 | 2,134 |
| Privately issued residential mortgage-backed securities | $48,000 | 597 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $1,968,000 | 4,035 |
| Certificates of participation in pools of residential mortgages | $1,920,000 | 3,708 |
| Issued or guaranteed by U.S. | $1,920,000 | 3,704 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $48,000 | 3,086 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $48,000 | 565 |
| 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) | $9,587,000 | 4,404 |
| Total debt securities | $9,586,000 | 4,712 |
| Structured notes | ||
| Amortized cost | $62,000 | 1,122 |
| Fair value | $62,000 | 1,125 |
| 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 | $12,174,000 | 4,569 |
| U.S. Government securities | $7,439,000 | 4,321 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $7,439,000 | 4,197 |
| Securities issued by states & political subdivisions | $4,685,000 | 3,612 |
| Other domestic debt securities | $50,000 | 2,173 |
| Privately issued residential mortgage-backed securities | $50,000 | 620 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $2,109,000 | 4,034 |
| Certificates of participation in pools of residential mortgages | $2,059,000 | 3,702 |
| Issued or guaranteed by U.S. | $2,059,000 | 3,697 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $50,000 | 3,120 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $50,000 | 584 |
| 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) | $12,174,000 | 4,236 |
| Total debt securities | $12,173,000 | 4,542 |
| Structured notes | ||
| Amortized cost | $1,563,000 | 619 |
| Fair value | $1,568,000 | 620 |
| 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 | $13,736,000 | 4,482 |
| U.S. Government securities | $8,528,000 | 4,253 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $8,528,000 | 4,140 |
| Securities issued by states & political subdivisions | $5,154,000 | 3,508 |
| Other domestic debt securities | $54,000 | 2,188 |
| Privately issued residential mortgage-backed securities | $54,000 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $2,217,000 | 4,045 |
| Certificates of participation in pools of residential mortgages | $2,163,000 | 3,709 |
| Issued or guaranteed by U.S. | $2,163,000 | 3,706 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $54,000 | 3,138 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $54,000 | 591 |
| 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) | $13,736,000 | 4,152 |
| Total debt securities | $13,737,000 | 4,461 |
| Structured notes | ||
| Amortized cost | $1,568,000 | 751 |
| Fair value | $1,570,000 | 749 |
| 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 | $14,414,000 | 4,486 |
| U.S. Government securities | $9,228,000 | 4,215 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,228,000 | 4,084 |
| Securities issued by states & political subdivisions | $5,129,000 | 3,531 |
| Other domestic debt securities | $57,000 | 2,181 |
| Privately issued residential mortgage-backed securities | $57,000 | 625 |
| 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 | $0 | 5,301 |
| Mortgage-backed securities | $2,307,000 | 4,046 |
| Certificates of participation in pools of residential mortgages | $2,250,000 | 3,705 |
| Issued or guaranteed by U.S. | $2,250,000 | 3,702 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $57,000 | 3,163 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $57,000 | 595 |
| 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) | $14,414,000 | 4,134 |
| Total debt securities | $14,414,000 | 4,465 |
| Structured notes | ||
| Amortized cost | $1,573,000 | 865 |
| Fair value | $1,543,000 | 866 |
| 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 | $15,135,000 | 4,510 |
| U.S. Government securities | $9,936,000 | 4,190 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $9,936,000 | 4,070 |
| Securities issued by states & political subdivisions | $5,137,000 | 3,574 |
| Other domestic debt securities | $62,000 | 2,218 |
| Privately issued residential mortgage-backed securities | $62,000 | 637 |
| 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 | $0 | 5,371 |
| Mortgage-backed securities | $2,463,000 | 4,076 |
| Certificates of participation in pools of residential mortgages | $2,401,000 | 3,711 |
| Issued or guaranteed by U.S. | $2,401,000 | 3,709 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $62,000 | 3,210 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $62,000 | 606 |
| 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) | $15,135,000 | 4,152 |
| Total debt securities | $15,135,000 | 4,486 |
| Structured notes | ||
| Amortized cost | $2,079,000 | 814 |
| Fair value | $2,057,000 | 815 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $18,040,000 | 4,330 |
| U.S. Government securities | $10,931,000 | 4,177 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $10,931,000 | 4,051 |
| Securities issued by states & political subdivisions | $7,042,000 | 3,251 |
| Other domestic debt securities | $67,000 | 2,243 |
| Privately issued residential mortgage-backed securities | $67,000 | 657 |
| 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 | $0 | 5,428 |
| Mortgage-backed securities | $2,593,000 | 4,126 |
| Certificates of participation in pools of residential mortgages | $2,526,000 | 3,764 |
| Issued or guaranteed by U.S. | $2,526,000 | 3,760 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $67,000 | 3,246 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $67,000 | 625 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $18,040,000 | 3,964 |
| Total debt securities | $18,040,000 | 4,303 |
| Structured notes | ||
| Amortized cost | $2,587,000 | 846 |
| Fair value | $2,507,000 | 851 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $17,735,000 | 4,410 |
| U.S. Government securities | $11,760,000 | 4,144 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $11,760,000 | 4,025 |
| Securities issued by states & political subdivisions | $5,905,000 | 3,451 |
| Other domestic debt securities | $70,000 | 2,303 |
| Privately issued residential mortgage-backed securities | $70,000 | 699 |
| 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 | $0 | 5,487 |
| Mortgage-backed securities | $2,772,000 | 4,153 |
| Certificates of participation in pools of residential mortgages | $2,702,000 | 3,780 |
| Issued or guaranteed by U.S. | $2,702,000 | 3,776 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $70,000 | 3,275 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $70,000 | 663 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $17,735,000 | 4,046 |
| Total debt securities | $17,735,000 | 4,389 |
| Structured notes | ||
| Amortized cost | $3,096,000 | 798 |
| Fair value | $3,055,000 | 801 |
| 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 | $15,329,000 | 4,686 |
| U.S. Government securities | $9,405,000 | 4,528 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $9,405,000 | 4,412 |
| Securities issued by states & political subdivisions | $5,850,000 | 3,493 |
| Other domestic debt securities | $74,000 | 2,325 |
| Privately issued residential mortgage-backed securities | $74,000 | 698 |
| 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 | $0 | 5,563 |
| Mortgage-backed securities | $2,902,000 | 4,208 |
| Certificates of participation in pools of residential mortgages | $2,828,000 | 3,817 |
| Issued or guaranteed by U.S. | $2,828,000 | 3,812 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $74,000 | 3,319 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $74,000 | 661 |
| 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) | $15,329,000 | 4,306 |
| Total debt securities | $15,329,000 | 4,663 |
| Structured notes | ||
| Amortized cost | $1,904,000 | 1,187 |
| Fair value | $1,845,000 | 1,192 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $17,404,000 | 4,592 |
| U.S. Government securities | $11,462,000 | 4,359 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $11,462,000 | 4,251 |
| Securities issued by states & political subdivisions | $5,862,000 | 3,532 |
| Other domestic debt securities | $80,000 | 2,380 |
| Privately issued residential mortgage-backed securities | $80,000 | 726 |
| 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 | $0 | 5,639 |
| Mortgage-backed securities | $3,049,000 | 4,252 |
| Certificates of participation in pools of residential mortgages | $2,969,000 | 3,861 |
| Issued or guaranteed by U.S. | $2,969,000 | 3,859 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $80,000 | 3,371 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $80,000 | 693 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $17,404,000 | 4,206 |
| Total debt securities | $17,404,000 | 4,573 |
| Structured notes | ||
| Amortized cost | $3,887,000 | 857 |
| Fair value | $3,804,000 | 854 |
| 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 | $18,086,000 | 4,594 |
| U.S. Government securities | $12,145,000 | 4,349 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $12,145,000 | 4,241 |
| Securities issued by states & political subdivisions | $5,859,000 | 3,563 |
| Other domestic debt securities | $82,000 | 2,438 |
| Privately issued residential mortgage-backed securities | $82,000 | 745 |
| 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 | $0 | 5,698 |
| Mortgage-backed securities | $3,233,000 | 4,268 |
| Certificates of participation in pools of residential mortgages | $3,151,000 | 3,866 |
| Issued or guaranteed by U.S. | $3,151,000 | 3,865 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $82,000 | 3,409 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $82,000 | 713 |
| 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) | $18,086,000 | 4,203 |
| Total debt securities | $18,086,000 | 4,573 |
| Structured notes | ||
| Amortized cost | $4,399,000 | 804 |
| Fair value | $4,305,000 | 802 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $21,274,000 | 4,354 |
| U.S. Government securities | $13,519,000 | 4,199 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $13,519,000 | 4,100 |
| Securities issued by states & political subdivisions | $7,666,000 | 3,268 |
| Other domestic debt securities | $89,000 | 2,498 |
| Privately issued residential mortgage-backed securities | $89,000 | 766 |
| 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 | $0 | 5,749 |
| Mortgage-backed securities | $3,388,000 | 4,269 |
| Certificates of participation in pools of residential mortgages | $3,299,000 | 3,869 |
| Issued or guaranteed by U.S. | $3,299,000 | 3,869 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $89,000 | 3,438 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $89,000 | 734 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $21,274,000 | 3,978 |
| Total debt securities | $21,274,000 | 4,328 |
| Structured notes | ||
| Amortized cost | $4,912,000 | 766 |
| Fair value | $4,699,000 | 762 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $21,184,000 | 4,368 |
| U.S. Government securities | $13,499,000 | 4,195 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $13,499,000 | 4,091 |
| Securities issued by states & political subdivisions | $7,595,000 | 3,283 |
| Other domestic debt securities | $90,000 | 2,556 |
| Privately issued residential mortgage-backed securities | $90,000 | 803 |
| 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 | $0 | 5,833 |
| Mortgage-backed securities | $3,532,000 | 4,250 |
| Certificates of participation in pools of residential mortgages | $3,442,000 | 3,846 |
| Issued or guaranteed by U.S. | $3,442,000 | 3,842 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $90,000 | 3,446 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $90,000 | 767 |
| 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) | $21,184,000 | 4,000 |
| Total debt securities | $21,184,000 | 4,345 |
| Structured notes | ||
| Amortized cost | $4,929,000 | 752 |
| Fair value | $4,593,000 | 752 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $21,153,000 | 4,397 |
| U.S. Government securities | $13,451,000 | 4,229 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $13,451,000 | 4,131 |
| Securities issued by states & political subdivisions | $7,607,000 | 3,294 |
| Other domestic debt securities | $95,000 | 2,616 |
| Privately issued residential mortgage-backed securities | $95,000 | 828 |
| 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 | $0 | 5,888 |
| Mortgage-backed securities | $3,719,000 | 4,263 |
| Certificates of participation in pools of residential mortgages | $3,624,000 | 3,818 |
| Issued or guaranteed by U.S. | $3,624,000 | 3,812 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $95,000 | 3,475 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $95,000 | 792 |
| 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) | $21,153,000 | 4,034 |
| Total debt securities | $21,153,000 | 4,366 |
| Structured notes | ||
| Amortized cost | $4,483,000 | 794 |
| Fair value | $4,243,000 | 791 |
| 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 | $21,621,000 | 4,360 |
| U.S. Government securities | $13,915,000 | 4,159 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $13,915,000 | 4,055 |
| Securities issued by states & political subdivisions | $7,601,000 | 3,289 |
| Other domestic debt securities | $105,000 | 2,669 |
| Privately issued residential mortgage-backed securities | $105,000 | 842 |
| 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 | $0 | 5,912 |
| Mortgage-backed securities | $4,046,000 | 4,210 |
| Certificates of participation in pools of residential mortgages | $3,941,000 | 3,730 |
| Issued or guaranteed by U.S. | $3,941,000 | 3,725 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $105,000 | 3,490 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $105,000 | 804 |
| 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) | $21,621,000 | 4,013 |
| Total debt securities | $21,621,000 | 4,331 |
| Structured notes | ||
| Amortized cost | $4,523,000 | 771 |
| Fair value | $4,329,000 | 782 |
| 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 | $22,416,000 | 4,295 |
| U.S. Government securities | $13,785,000 | 4,223 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $13,785,000 | 4,113 |
| Securities issued by states & political subdivisions | $8,515,000 | 3,097 |
| Other domestic debt securities | $116,000 | 2,664 |
| Privately issued residential mortgage-backed securities | $116,000 | 878 |
| 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 | $0 | 5,985 |
| Mortgage-backed securities | $4,473,000 | 4,175 |
| Certificates of participation in pools of residential mortgages | $4,357,000 | 3,686 |
| Issued or guaranteed by U.S. | $4,357,000 | 3,682 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $116,000 | 3,525 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $116,000 | 840 |
| 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) | $22,416,000 | 3,970 |
| Total debt securities | $22,416,000 | 4,266 |
| Structured notes | ||
| Amortized cost | $4,073,000 | 796 |
| Fair value | $4,059,000 | 800 |
| 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 | $16,254,000 | 4,832 |
| U.S. Government securities | $8,218,000 | 4,973 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $8,218,000 | 4,876 |
| Securities issued by states & political subdivisions | $7,885,000 | 3,173 |
| Other domestic debt securities | $151,000 | 2,635 |
| Privately issued residential mortgage-backed securities | $151,000 | 888 |
| 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 | $0 | 6,039 |
| Mortgage-backed securities | $3,788,000 | 4,335 |
| Certificates of participation in pools of residential mortgages | $3,637,000 | 3,847 |
| Issued or guaranteed by U.S. | $3,637,000 | 3,844 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $151,000 | 3,531 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $151,000 | 854 |
| 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) | $16,254,000 | 4,463 |
| Total debt securities | $16,254,000 | 4,799 |
| Structured notes | ||
| Amortized cost | $1,624,000 | 1,402 |
| Fair value | $1,630,000 | 1,405 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $14,163,000 | 5,128 |
| U.S. Government securities | $5,936,000 | 5,524 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $5,936,000 | 5,407 |
| Securities issued by states & political subdivisions | $7,927,000 | 3,145 |
| Other domestic debt securities | $300,000 | 2,552 |
| Privately issued residential mortgage-backed securities | $300,000 | 827 |
| 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 | $0 | 6,124 |
| Mortgage-backed securities | $3,198,000 | 4,579 |
| Certificates of participation in pools of residential mortgages | $2,898,000 | 4,186 |
| Issued or guaranteed by U.S. | $2,898,000 | 4,184 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $300,000 | 3,502 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $300,000 | 795 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $14,163,000 | 4,747 |
| Total debt securities | $14,163,000 | 5,101 |
| Structured notes | ||
| Amortized cost | $875,000 | 1,975 |
| Fair value | $881,000 | 1,974 |
| 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 | $14,484,000 | 5,115 |
| U.S. Government securities | $6,255,000 | 5,535 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $6,255,000 | 5,421 |
| Securities issued by states & political subdivisions | $7,881,000 | 3,092 |
| Other domestic debt securities | $348,000 | 2,511 |
| Privately issued residential mortgage-backed securities | $348,000 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $3,487,000 | 4,572 |
| Certificates of participation in pools of residential mortgages | $3,139,000 | 4,164 |
| Issued or guaranteed by U.S. | $3,139,000 | 4,162 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $348,000 | 3,473 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $348,000 | 829 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $14,484,000 | 4,739 |
| Total debt securities | $14,484,000 | 5,087 |
| Structured notes | ||
| Amortized cost | $930,000 | 2,194 |
| Fair value | $934,000 | 2,187 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $15,045,000 | 5,122 |
| U.S. Government securities | $5,730,000 | 5,715 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $5,730,000 | 5,605 |
| Securities issued by states & political subdivisions | $8,920,000 | 2,838 |
| Other domestic debt securities | $395,000 | 2,465 |
| Privately issued residential mortgage-backed securities | $395,000 | 873 |
| 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 | $0 | 6,234 |
| Mortgage-backed securities | $3,753,000 | 4,533 |
| Certificates of participation in pools of residential mortgages | $3,358,000 | 4,116 |
| Issued or guaranteed by U.S. | $3,358,000 | 4,112 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $395,000 | 3,479 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $395,000 | 840 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $15,045,000 | 4,715 |
| Total debt securities | $15,045,000 | 5,096 |
| Structured notes | ||
| Amortized cost | $729,000 | 2,584 |
| Fair value | $731,000 | 2,581 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $12,750,000 | 5,382 |
| U.S. Government securities | $5,491,000 | 5,761 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $5,491,000 | 5,651 |
| Securities issued by states & political subdivisions | $6,856,000 | 3,162 |
| Other domestic debt securities | $403,000 | 2,432 |
| Privately issued residential mortgage-backed securities | $403,000 | 960 |
| 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 | $0 | 5,916 |
| Mortgage-backed securities | $1,360,000 | 5,085 |
| Certificates of participation in pools of residential mortgages | $957,000 | 4,838 |
| Issued or guaranteed by U.S. | $957,000 | 4,831 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $403,000 | 3,432 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $403,000 | 909 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $12,750,000 | 4,955 |
| Total debt securities | $12,750,000 | 5,353 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 1,760 |
| Fair value | $2,005,000 | 1,710 |
| 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 | $15,067,000 | 5,071 |
| U.S. Government securities | $7,790,000 | 5,321 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $7,790,000 | 5,215 |
| Securities issued by states & political subdivisions | $6,827,000 | 3,106 |
| Other domestic debt securities | $450,000 | 2,400 |
| Privately issued residential mortgage-backed securities | $450,000 | 979 |
| 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 | $0 | 5,942 |
| Mortgage-backed securities | $2,305,000 | 4,794 |
| Certificates of participation in pools of residential mortgages | $1,855,000 | 4,464 |
| Issued or guaranteed by U.S. | $1,855,000 | 4,451 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $450,000 | 3,400 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $450,000 | 926 |
| 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) | $15,067,000 | 4,657 |
| Total debt securities | $15,067,000 | 5,039 |
| Structured notes | ||
| Amortized cost | $3,197,000 | 1,394 |
| Fair value | $3,205,000 | 1,399 |
| 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 | $15,008,000 | 5,136 |
| U.S. Government securities | $8,122,000 | 5,373 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $8,122,000 | 5,258 |
| Securities issued by states & political subdivisions | $6,369,000 | 3,166 |
| Other domestic debt securities | $517,000 | 2,216 |
| Privately issued residential mortgage-backed securities | $517,000 | 962 |
| 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 | $0 | 6,008 |
| Mortgage-backed securities | $2,481,000 | 4,733 |
| Certificates of participation in pools of residential mortgages | $1,964,000 | 4,407 |
| Issued or guaranteed by U.S. | $1,964,000 | 4,397 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $517,000 | 3,314 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $517,000 | 911 |
| 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) | $15,008,000 | 4,712 |
| Total debt securities | $15,008,000 | 5,104 |
| Structured notes | ||
| Amortized cost | $3,198,000 | 1,559 |
| Fair value | $3,195,000 | 1,562 |
| 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 | $15,751,000 | 5,044 |
| U.S. Government securities | $8,583,000 | 5,283 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $8,583,000 | 5,161 |
| Securities issued by states & political subdivisions | $6,563,000 | 3,070 |
| Other domestic debt securities | $605,000 | 2,212 |
| Privately issued residential mortgage-backed securities | $605,000 | 972 |
| 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 | $0 | 6,043 |
| Mortgage-backed securities | $2,649,000 | 4,639 |
| Certificates of participation in pools of residential mortgages | $2,044,000 | 4,311 |
| Issued or guaranteed by U.S. | $2,044,000 | 4,302 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $605,000 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $605,000 | 922 |
| 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) | $15,751,000 | 4,626 |
| Total debt securities | $15,751,000 | 5,017 |
| Structured notes | ||
| Amortized cost | $2,947,000 | 1,744 |
| Fair value | $2,912,000 | 1,735 |
| 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 | $13,049,000 | 5,294 |
| U.S. Government securities | $5,955,000 | 5,696 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $5,955,000 | 5,575 |
| Securities issued by states & political subdivisions | $6,468,000 | 3,084 |
| Other domestic debt securities | $626,000 | 2,342 |
| Privately issued residential mortgage-backed securities | $626,000 | 1,017 |
| 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 | $0 | 6,121 |
| Mortgage-backed securities | $2,055,000 | 4,751 |
| Certificates of participation in pools of residential mortgages | $1,429,000 | 4,487 |
| Issued or guaranteed by U.S. | $1,429,000 | 4,482 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $626,000 | 3,210 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $626,000 | 965 |
| 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) | $13,049,000 | 4,857 |
| Total debt securities | $13,049,000 | 5,257 |
| Structured notes | ||
| Amortized cost | $2,198,000 | 1,802 |
| Fair value | $2,142,000 | 1,808 |
| 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 | $10,733,000 | 5,570 |
| U.S. Government securities | $4,467,000 | 6,038 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,467,000 | 5,914 |
| Securities issued by states & political subdivisions | $5,634,000 | 3,202 |
| Other domestic debt securities | $632,000 | 2,424 |
| Privately issued residential mortgage-backed securities | $632,000 | 1,100 |
| 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 | $0 | 6,199 |
| Mortgage-backed securities | $2,281,000 | 4,710 |
| Certificates of participation in pools of residential mortgages | $1,649,000 | 4,374 |
| Issued or guaranteed by U.S. | $1,649,000 | 4,367 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $632,000 | 3,204 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $632,000 | 1,048 |
| 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) | $10,733,000 | 5,116 |
| Total debt securities | $10,733,000 | 5,535 |
| Structured notes | ||
| Amortized cost | $800,000 | 2,636 |
| Fair value | $805,000 | 2,638 |
| 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 | $9,735,000 | 5,772 |
| U.S. Government securities | $4,652,000 | 6,125 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $4,652,000 | 6,007 |
| Securities issued by states & political subdivisions | $4,417,000 | 3,450 |
| Other domestic debt securities | $666,000 | 2,404 |
| Privately issued residential mortgage-backed securities | $666,000 | 1,132 |
| 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 | $0 | 6,254 |
| Mortgage-backed securities | $2,493,000 | 4,664 |
| Certificates of participation in pools of residential mortgages | $1,827,000 | 4,370 |
| Issued or guaranteed by U.S. | $1,827,000 | 4,362 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $666,000 | 3,102 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $666,000 | 1,084 |
| 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) | $9,735,000 | 5,305 |
| Total debt securities | $9,735,000 | 5,734 |
| Structured notes | ||
| Amortized cost | $300,000 | 3,072 |
| Fair value | $302,000 | 3,074 |
| 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 | $13,833,000 | 5,177 |
| U.S. Government securities | $8,477,000 | 5,317 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $8,477,000 | 5,207 |
| Securities issued by states & political subdivisions | $4,675,000 | 3,344 |
| Other domestic debt securities | $681,000 | 2,451 |
| Privately issued residential mortgage-backed securities | $681,000 | 1,168 |
| 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 | $0 | 6,343 |
| Mortgage-backed securities | $2,597,000 | 4,719 |
| Certificates of participation in pools of residential mortgages | $1,916,000 | 4,446 |
| Issued or guaranteed by U.S. | $1,916,000 | 4,438 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $681,000 | 3,070 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $681,000 | 1,115 |
| 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) | $13,833,000 | 4,741 |
| Total debt securities | $13,833,000 | 5,141 |
| Structured notes | ||
| Amortized cost | $2,049,000 | 1,727 |
| Fair value | $2,050,000 | 1,722 |
| 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 | $13,101,000 | 5,283 |
| U.S. Government securities | $9,037,000 | 5,155 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $9,037,000 | 5,056 |
| Securities issued by states & political subdivisions | $3,322,000 | 3,792 |
| Other domestic debt securities | $742,000 | 2,476 |
| Privately issued residential mortgage-backed securities | $742,000 | 1,182 |
| 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 | $0 | 6,398 |
| Mortgage-backed securities | $2,861,000 | 4,721 |
| Certificates of participation in pools of residential mortgages | $2,119,000 | 4,441 |
| Issued or guaranteed by U.S. | $2,119,000 | 4,435 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $742,000 | 3,047 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $742,000 | 1,133 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $13,101,000 | 4,840 |
| Total debt securities | $13,101,000 | 5,239 |
| Structured notes | ||
| Amortized cost | $2,799,000 | 1,286 |
| Fair value | $2,757,000 | 1,284 |
| 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 | $11,614,000 | 5,543 |
| U.S. Government securities | $7,261,000 | 5,583 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $7,261,000 | 5,492 |
| Securities issued by states & political subdivisions | $3,527,000 | 3,727 |
| Other domestic debt securities | $826,000 | 2,516 |
| Privately issued residential mortgage-backed securities | $826,000 | 1,217 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $3,090,000 | 4,749 |
| Certificates of participation in pools of residential mortgages | $2,264,000 | 4,493 |
| Issued or guaranteed by U.S. | $2,264,000 | 4,486 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $826,000 | 2,995 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $826,000 | 1,166 |
| 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) | $11,614,000 | 5,075 |
| Total debt securities | $11,614,000 | 5,500 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,247 |
| Fair value | $1,790,000 | 1,251 |
| 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 | $12,630,000 | 5,380 |
| U.S. Government securities | $7,832,000 | 5,420 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $7,832,000 | 5,337 |
| Securities issued by states & political subdivisions | $3,805,000 | 3,595 |
| Other domestic debt securities | $993,000 | 2,461 |
| Privately issued residential mortgage-backed securities | $993,000 | 1,201 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $3,867,000 | 4,564 |
| Certificates of participation in pools of residential mortgages | $2,874,000 | 4,347 |
| Issued or guaranteed by U.S. | $2,874,000 | 4,334 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $993,000 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $993,000 | 1,146 |
| 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) | $12,630,000 | 4,914 |
| Total debt securities | $12,630,000 | 5,341 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 873 |
| Fair value | $1,783,000 | 870 |
| 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 | $10,218,000 | 5,840 |
| U.S. Government securities | $5,049,000 | 6,274 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $5,049,000 | 6,190 |
| Securities issued by states & political subdivisions | $3,981,000 | 3,467 |
| Other domestic debt securities | $1,188,000 | 2,232 |
| Privately issued residential mortgage-backed securities | $1,188,000 | 1,177 |
| 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 | $0 | 6,516 |
| Mortgage-backed securities | $4,232,000 | 4,553 |
| Certificates of participation in pools of residential mortgages | $3,044,000 | 4,380 |
| Issued or guaranteed by U.S. | $3,044,000 | 4,369 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,188,000 | 2,810 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $1,188,000 | 1,123 |
| 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) | $10,218,000 | 5,335 |
| Total debt securities | $10,218,000 | 5,788 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 807 |
| Fair value | $1,300,000 | 810 |
| 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 | $7,452,000 | 6,417 |
| U.S. Government securities | $3,002,000 | 6,977 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $3,002,000 | 6,884 |
| Securities issued by states & political subdivisions | $3,646,000 | 3,538 |
| Other domestic debt securities | $804,000 | 2,444 |
| Privately issued residential mortgage-backed securities | $804,000 | 1,216 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $3,304,000 | 4,768 |
| Certificates of participation in pools of residential mortgages | $2,488,000 | 4,540 |
| Issued or guaranteed by U.S. | $2,488,000 | 4,528 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $816,000 | 2,985 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 3,332 |
| Privately issued | $804,000 | 1,161 |
| 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) | $7,452,000 | 5,869 |
| Total debt securities | $7,452,000 | 6,380 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,335 |
| Fair value | $502,000 | 1,368 |
| 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 | $6,439,000 | 6,609 |
| U.S. Government securities | $2,580,000 | 7,129 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $2,580,000 | 7,027 |
| Securities issued by states & political subdivisions | $3,499,000 | 3,554 |
| Other domestic debt securities | $360,000 | 2,805 |
| Privately issued residential mortgage-backed securities | $360,000 | 1,350 |
| 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 | $0 | 6,576 |
| Mortgage-backed securities | $2,441,000 | 4,998 |
| Certificates of participation in pools of residential mortgages | $2,041,000 | 4,680 |
| Issued or guaranteed by U.S. | $2,041,000 | 4,665 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $400,000 | 3,178 |
| CMOs issued by government agencies or sponsored agencies | $40,000 | 3,202 |
| Privately issued | $360,000 | 1,289 |
| 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) | $6,439,000 | 6,030 |
| Total debt securities | $6,439,000 | 6,568 |
| 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 | $6,578,000 | 6,623 |
| U.S. Government securities | $2,647,000 | 7,171 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $2,647,000 | 7,078 |
| Securities issued by states & political subdivisions | $3,493,000 | 3,577 |
| Other domestic debt securities | $438,000 | 2,725 |
| Privately issued residential mortgage-backed securities | $438,000 | 1,307 |
| 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 | $0 | 6,612 |
| Mortgage-backed securities | $2,585,000 | 4,955 |
| Certificates of participation in pools of residential mortgages | $2,083,000 | 4,668 |
| Issued or guaranteed by U.S. | $2,083,000 | 4,649 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $502,000 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $64,000 | 3,188 |
| Privately issued | $438,000 | 1,242 |
| 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) | $6,578,000 | 6,049 |
| Total debt securities | $6,578,000 | 6,559 |
| 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 | $7,942,000 | 6,361 |
| U.S. Government securities | $3,298,000 | 6,983 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $3,298,000 | 6,875 |
| Securities issued by states & political subdivisions | $4,200,000 | 3,366 |
| Other domestic debt securities | $444,000 | 2,668 |
| Privately issued residential mortgage-backed securities | $444,000 | 1,288 |
| 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 | $0 | 6,633 |
| Mortgage-backed securities | $2,732,000 | 4,812 |
| Certificates of participation in pools of residential mortgages | $2,184,000 | 4,540 |
| Issued or guaranteed by U.S. | $2,184,000 | 4,520 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $548,000 | 3,040 |
| CMOs issued by government agencies or sponsored agencies | $104,000 | 3,107 |
| Privately issued | $444,000 | 1,222 |
| 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) | $7,942,000 | 5,803 |
| Total debt securities | $7,936,000 | 6,295 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,843 |
| Fair value | $201,000 | 1,851 |
| 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 | $8,964,000 | 6,230 |
| U.S. Government securities | $4,824,000 | 6,655 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $4,824,000 | 6,545 |
| Securities issued by states & political subdivisions | $4,140,000 | 3,377 |
| 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 | $0 | 6,689 |
| Mortgage-backed securities | $2,445,000 | 4,683 |
| Certificates of participation in pools of residential mortgages | $2,268,000 | 4,231 |
| Issued or guaranteed by U.S. | $2,268,000 | 4,215 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $177,000 | 3,300 |
| CMOs issued by government agencies or sponsored agencies | $177,000 | 2,977 |
| 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) | $8,964,000 | 5,648 |
| Total debt securities | $8,964,000 | 6,166 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,338 |
| Fair value | $201,000 | 2,342 |
| 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 | $7,734,000 | 6,546 |
| U.S. Government securities | $4,268,000 | 6,886 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $4,268,000 | 6,778 |
| Securities issued by states & political subdivisions | $3,466,000 | 3,593 |
| 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 | $0 | 6,710 |
| Mortgage-backed securities | $1,893,000 | 4,785 |
| Certificates of participation in pools of residential mortgages | $1,600,000 | 4,446 |
| Issued or guaranteed by U.S. | $1,600,000 | 4,433 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $293,000 | 3,142 |
| CMOs issued by government agencies or sponsored agencies | $293,000 | 2,815 |
| 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) | $7,734,000 | 5,926 |
| Total debt securities | $7,734,000 | 6,490 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,552 |
| Fair value | $199,000 | 2,575 |
| 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 | $7,816,000 | 6,544 |
| U.S. Government securities | $4,574,000 | 6,833 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $4,574,000 | 6,711 |
| Securities issued by states & political subdivisions | $3,242,000 | 3,684 |
| 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 | $0 | 6,778 |
| Mortgage-backed securities | $1,716,000 | 4,871 |
| Certificates of participation in pools of residential mortgages | $1,291,000 | 4,588 |
| Issued or guaranteed by U.S. | $1,291,000 | 4,575 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $425,000 | 3,010 |
| CMOs issued by government agencies or sponsored agencies | $425,000 | 2,700 |
| 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) | $7,816,000 | 5,891 |
| Total debt securities | $7,816,000 | 6,484 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,633 |
| Fair value | $196,000 | 2,664 |
| 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 | $7,779,000 | 6,602 |
| U.S. Government securities | $4,792,000 | 6,828 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $4,792,000 | 6,693 |
| Securities issued by states & political subdivisions | $2,987,000 | 3,806 |
| 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 | $0 | 6,814 |
| Mortgage-backed securities | $1,432,000 | 5,028 |
| Certificates of participation in pools of residential mortgages | $857,000 | 4,942 |
| Issued or guaranteed by U.S. | $857,000 | 4,924 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $575,000 | 2,822 |
| CMOs issued by government agencies or sponsored agencies | $575,000 | 2,534 |
| 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) | $7,779,000 | 5,926 |
| Total debt securities | $7,778,000 | 6,540 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,706 |
| Fair value | $198,000 | 2,720 |
| 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 | $8,305,000 | 6,513 |
| U.S. Government securities | $5,448,000 | 6,678 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,448,000 | 6,549 |
| Securities issued by states & political subdivisions | $2,857,000 | 3,875 |
| 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 | $0 | 6,854 |
| Mortgage-backed securities | $1,598,000 | 4,925 |
| Certificates of participation in pools of residential mortgages | $864,000 | 4,932 |
| Issued or guaranteed by U.S. | $864,000 | 4,914 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $734,000 | 2,708 |
| CMOs issued by government agencies or sponsored agencies | $734,000 | 2,430 |
| 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) | $8,305,000 | 5,857 |
| Total debt securities | $8,306,000 | 6,451 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,328 |
| Fair value | $696,000 | 2,329 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $8,567,000 | 6,518 |
| U.S. Government securities | $5,703,000 | 6,658 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $5,703,000 | 6,528 |
| Securities issued by states & political subdivisions | $2,864,000 | 3,851 |
| 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 | $0 | 6,913 |
| Mortgage-backed securities | $1,259,000 | 5,111 |
| Certificates of participation in pools of residential mortgages | $380,000 | 5,416 |
| Issued or guaranteed by U.S. | $380,000 | 5,390 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $879,000 | 2,578 |
| CMOs issued by government agencies or sponsored agencies | $879,000 | 2,306 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $8,567,000 | 5,828 |
| Total debt securities | $8,567,000 | 6,459 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,538 |
| Fair value | $496,000 | 2,610 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $8,356,000 | 6,596 |
| U.S. Government securities | $5,813,000 | 6,640 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $5,813,000 | 6,499 |
| Securities issued by states & political subdivisions | $2,543,000 | 3,994 |
| 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 | $0 | 6,970 |
| Mortgage-backed securities | $1,408,000 | 5,050 |
| Certificates of participation in pools of residential mortgages | $374,000 | 5,461 |
| Issued or guaranteed by U.S. | $374,000 | 5,437 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,034,000 | 2,444 |
| CMOs issued by government agencies or sponsored agencies | $1,034,000 | 2,166 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $8,356,000 | 5,884 |
| Total debt securities | $8,356,000 | 6,539 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,594 |
| Fair value | $492,000 | 2,661 |
| 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 | $7,469,000 | 6,854 |
| U.S. Government securities | $5,016,000 | 6,914 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $5,016,000 | 6,772 |
| Securities issued by states & political subdivisions | $2,453,000 | 4,071 |
| 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 | $0 | 6,996 |
| Mortgage-backed securities | $1,197,000 | 5,227 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,197,000 | 2,373 |
| CMOs issued by government agencies or sponsored agencies | $1,197,000 | 2,101 |
| 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) | $7,469,000 | 6,125 |
| Total debt securities | $7,469,000 | 6,803 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,585 |
| Fair value | $491,000 | 2,705 |
| 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 | $5,781,000 | 7,276 |
| U.S. Government securities | $3,813,000 | 7,316 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $3,813,000 | 7,170 |
| Securities issued by states & political subdivisions | $1,968,000 | 4,381 |
| 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 | $0 | 7,036 |
| Mortgage-backed securities | $1,356,000 | 5,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,356,000 | 2,301 |
| CMOs issued by government agencies or sponsored agencies | $1,356,000 | 2,043 |
| 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) | $5,781,000 | 6,534 |
| Total debt securities | $5,780,000 | 7,221 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,581 |
| Fair value | $492,000 | 2,705 |
| 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 | $6,354,000 | 7,153 |
| U.S. Government securities | $4,372,000 | 7,160 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,372,000 | 7,016 |
| Securities issued by states & political subdivisions | $1,982,000 | 4,374 |
| 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 | $0 | 7,079 |
| Mortgage-backed securities | $1,408,000 | 5,185 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,408,000 | 2,291 |
| CMOs issued by government agencies or sponsored agencies | $1,408,000 | 2,045 |
| 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) | $6,354,000 | 6,405 |
| Total debt securities | $6,354,000 | 7,097 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,532 |
| Fair value | $493,000 | 2,701 |
| 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 | $6,239,000 | 7,227 |
| U.S. Government securities | $4,427,000 | 7,183 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,427,000 | 7,032 |
| Securities issued by states & political subdivisions | $1,812,000 | 4,463 |
| 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 | $0 | 7,094 |
| Mortgage-backed securities | $1,445,000 | 5,240 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,445,000 | 2,331 |
| CMOs issued by government agencies or sponsored agencies | $1,445,000 | 2,079 |
| 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) | $6,239,000 | 6,456 |
| Total debt securities | $6,238,000 | 7,159 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,519 |
| Fair value | $495,000 | 2,680 |
| 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 | $5,212,000 | 7,540 |
| U.S. Government securities | $3,928,000 | 7,432 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,928,000 | 7,261 |
| Securities issued by states & political subdivisions | $1,284,000 | 4,845 |
| 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 | $0 | 7,151 |
| Mortgage-backed securities | $1,467,000 | 5,303 |
| 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 | $1,467,000 | 2,362 |
| CMOs issued by government agencies or sponsored agencies | $1,467,000 | 2,124 |
| 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) | $5,212,000 | 6,755 |
| Total debt securities | $5,212,000 | 7,476 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,494 |
| Fair value | $490,000 | 2,639 |
| 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 | $4,194,000 | 7,851 |
| U.S. Government securities | $3,486,000 | 7,576 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,486,000 | 7,417 |
| Securities issued by states & political subdivisions | $708,000 | 5,395 |
| 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 | $0 | 7,176 |
| Mortgage-backed securities | $1,496,000 | 5,334 |
| 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 | $1,496,000 | 2,415 |
| CMOs issued by government agencies or sponsored agencies | $1,496,000 | 2,170 |
| 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) | $4,194,000 | 7,053 |
| Total debt securities | $4,195,000 | 7,787 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,430 |
| Fair value | $495,000 | 2,590 |
| 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 | $5,231,000 | 7,616 |
| U.S. Government securities | $4,520,000 | 7,272 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $4,520,000 | 7,121 |
| Securities issued by states & political subdivisions | $711,000 | 5,435 |
| 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 | $0 | 7,214 |
| Mortgage-backed securities | $1,507,000 | 5,334 |
| 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 | $1,507,000 | 2,406 |
| CMOs issued by government agencies or sponsored agencies | $1,507,000 | 2,165 |
| 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) | $5,231,000 | 6,799 |
| Total debt securities | $5,231,000 | 7,552 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,417 |
| Fair value | $498,000 | 2,558 |
| 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 | $6,033,000 | 7,501 |
| U.S. Government securities | $5,331,000 | 7,103 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,331,000 | 6,942 |
| Securities issued by states & political subdivisions | $702,000 | 5,479 |
| 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 | $0 | 7,245 |
| Mortgage-backed securities | $2,336,000 | 4,987 |
| Certificates of participation in pools of residential mortgages | $837,000 | 5,353 |
| Issued or guaranteed by U.S. | $837,000 | 5,338 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,499,000 | 2,463 |
| CMOs issued by government agencies or sponsored agencies | $1,499,000 | 2,230 |
| 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) | $6,033,000 | 6,681 |
| Total debt securities | $6,032,000 | 7,424 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,383 |
| Fair value | $491,000 | 2,498 |
| 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 | $6,422,000 | 7,404 |
| U.S. Government securities | $6,092,000 | 6,809 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,092,000 | 6,649 |
| Securities issued by states & political subdivisions | $330,000 | 6,004 |
| 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 | $0 | 7,252 |
| Mortgage-backed securities | $2,520,000 | 4,969 |
| Certificates of participation in pools of residential mortgages | $988,000 | 5,272 |
| Issued or guaranteed by U.S. | $988,000 | 5,255 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,532,000 | 2,506 |
| CMOs issued by government agencies or sponsored agencies | $1,532,000 | 2,267 |
| 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) | $6,422,000 | 6,591 |
| Total debt securities | $6,421,000 | 7,322 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,158 |
| Fair value | $503,000 | 2,221 |
| 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 | $6,025,000 | 7,558 |
| U.S. Government securities | $5,700,000 | 7,034 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,700,000 | 6,840 |
| Securities issued by states & political subdivisions | $325,000 | 6,068 |
| 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 | $0 | 7,280 |
| Mortgage-backed securities | $2,139,000 | 5,099 |
| Certificates of participation in pools of residential mortgages | $1,128,000 | 5,166 |
| Issued or guaranteed by U.S. | $1,128,000 | 5,145 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,011,000 | 2,771 |
| CMOs issued by government agencies or sponsored agencies | $1,011,000 | 2,633 |
| 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) | $6,025,000 | 6,730 |
| Total debt securities | $6,026,000 | 7,480 |
| Structured notes | ||
| Amortized cost | $997,000 | 1,822 |
| Fair value | $1,003,000 | 1,685 |
| 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 | $5,930,000 | 7,545 |
| U.S. Government securities | $5,930,000 | 6,843 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $5,930,000 | 6,665 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| 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 | $0 | 7,307 |
| Mortgage-backed securities | $2,350,000 | 5,019 |
| Certificates of participation in pools of residential mortgages | $1,344,000 | 5,014 |
| Issued or guaranteed by U.S. | $1,344,000 | 4,994 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,006,000 | 2,818 |
| CMOs issued by government agencies or sponsored agencies | $1,006,000 | 2,672 |
| 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) | $5,930,000 | 6,741 |
| Total debt securities | $5,930,000 | 7,457 |
| Structured notes | ||
| Amortized cost | $997,000 | 1,572 |
| Fair value | $1,008,000 | 1,425 |
| 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 | $7,390,000 | 7,111 |
| U.S. Government securities | $7,390,000 | 6,282 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $7,390,000 | 6,113 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| 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 | $0 | 7,339 |
| Mortgage-backed securities | $2,758,000 | 4,935 |
| Certificates of participation in pools of residential mortgages | $1,730,000 | 4,837 |
| Issued or guaranteed by U.S. | $1,730,000 | 4,822 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,028,000 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $1,028,000 | 2,823 |
| 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) | $7,390,000 | 6,319 |
| Total debt securities | $7,388,000 | 7,016 |
| Structured notes | ||
| Amortized cost | $1,997,000 | 924 |
| Fair value | $2,018,000 | 849 |
| 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 | $7,243,000 | 7,209 |
| U.S. Government securities | $7,243,000 | 6,378 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $7,243,000 | 6,198 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| 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 | $0 | 7,369 |
| Mortgage-backed securities | $2,634,000 | 5,033 |
| Certificates of participation in pools of residential mortgages | $2,197,000 | 4,551 |
| Issued or guaranteed by U.S. | $2,197,000 | 4,535 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $437,000 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $437,000 | 3,469 |
| 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) | $7,243,000 | 6,389 |
| Total debt securities | $7,243,000 | 7,113 |
| Structured notes | ||
| Amortized cost | $1,997,000 | 695 |
| Fair value | $2,027,000 | 622 |
| 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 | $6,436,000 | 7,417 |
| U.S. Government securities | $6,436,000 | 6,671 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $6,436,000 | 6,469 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| 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 | $0 | 7,400 |
| Mortgage-backed securities | $1,182,000 | 5,792 |
| Certificates of participation in pools of residential mortgages | $682,000 | 5,656 |
| Issued or guaranteed by U.S. | $682,000 | 5,639 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $500,000 | 3,615 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 3,464 |
| 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) | $6,436,000 | 6,575 |
| Total debt securities | $6,436,000 | 7,332 |
| Structured notes | ||
| Amortized cost | $1,997,000 | 554 |
| Fair value | $2,034,000 | 495 |
| 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 | $6,561,000 | 7,460 |
| U.S. Government securities | $6,561,000 | 6,614 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $6,561,000 | 6,382 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| 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 | $5,559,000 | 4,195 |
| Mortgage-backed securities | $1,578,000 | 5,524 |
| Certificates of participation in pools of residential mortgages | $1,578,000 | 4,791 |
| Issued or guaranteed by U.S. | $1,578,000 | 4,767 |
| 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) | $6,561,000 | 6,526 |
| Total debt securities | $6,560,000 | 7,356 |
| 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 | $2,597,000 | 9,123 |
| U.S. Government securities | $2,522,000 | 8,794 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $2,522,000 | 8,474 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | $75,000 | 7,083 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,512,000 | 6,605 |
| 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) | $2,597,000 | 7,987 |
| Total debt securities | $2,522,000 | 9,026 |
| 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 |