Home > Citizens State Bank of Milford > Securities
Citizens State Bank of Milford, Securities
| 2023-12-31 | Rank | |
| Total securities | $20,006,000 | 3,579 |
| U.S. Government securities | $5,534,000 | 3,924 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $5,534,000 | 3,619 |
| Securities issued by states & political subdivisions | $14,472,000 | 2,117 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,786,000 | 2,955 |
| Mortgage-backed securities | $1,883,000 | 3,367 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,074,000 | 3,215 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $767,000 | 2,235 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $42,000 | 1,554 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $20,006,000 | 3,332 |
| Total debt securities | $20,006,000 | 3,558 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $18,959,000 | 3,631 |
| U.S. Government securities | $5,474,000 | 3,949 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $5,474,000 | 3,632 |
| Securities issued by states & political subdivisions | $13,485,000 | 2,176 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,964,000 | 2,909 |
| Mortgage-backed securities | $1,905,000 | 3,368 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,071,000 | 3,225 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $794,000 | 2,203 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $40,000 | 1,537 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $18,959,000 | 3,374 |
| Total debt securities | $18,959,000 | 3,610 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $19,319,000 | 3,662 |
| U.S. Government securities | $5,715,000 | 3,980 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $5,715,000 | 3,648 |
| Securities issued by states & political subdivisions | $13,604,000 | 2,216 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,373,000 | 2,938 |
| Mortgage-backed securities | $2,053,000 | 3,367 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,158,000 | 3,225 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $854,000 | 2,185 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $41,000 | 1,530 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $19,319,000 | 3,406 |
| Total debt securities | $19,319,000 | 3,641 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $17,181,000 | 3,833 |
| U.S. Government securities | $5,612,000 | 4,058 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $5,612,000 | 3,666 |
| Securities issued by states & political subdivisions | $11,569,000 | 2,422 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,491,000 | 2,849 |
| Mortgage-backed securities | $2,136,000 | 3,402 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,202,000 | 3,256 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $893,000 | 2,208 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $41,000 | 1,551 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $17,181,000 | 3,554 |
| Total debt securities | $17,181,000 | 3,809 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $13,941,000 | 3,995 |
| U.S. Government securities | $3,865,000 | 4,218 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $3,865,000 | 3,856 |
| Securities issued by states & political subdivisions | $10,076,000 | 2,584 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,488,000 | 2,760 |
| Mortgage-backed securities | $1,621,000 | 3,502 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,250,000 | 3,273 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $329,000 | 2,465 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $42,000 | 1,551 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $13,941,000 | 3,714 |
| Total debt securities | $13,941,000 | 3,976 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $11,756,000 | 4,118 |
| U.S. Government securities | $2,612,000 | 4,345 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $2,612,000 | 4,015 |
| Securities issued by states & political subdivisions | $9,144,000 | 2,682 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,273,000 | 2,727 |
| Mortgage-backed securities | $1,676,000 | 3,521 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,278,000 | 3,288 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $349,000 | 2,485 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $49,000 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $11,756,000 | 3,825 |
| Total debt securities | $11,756,000 | 4,096 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $10,911,000 | 4,186 |
| U.S. Government securities | $2,257,000 | 4,374 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $2,257,000 | 4,072 |
| Securities issued by states & political subdivisions | $8,654,000 | 2,776 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,807,000 | 2,852 |
| Mortgage-backed securities | $1,784,000 | 3,548 |
| Certificates of participation in pools of residential mortgages | $1,350,000 | 3,391 |
| Issued or guaranteed by U.S. | $1,350,000 | 3,299 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $376,000 | 2,568 |
| CMOs issued by government agencies or sponsored agencies | $376,000 | 2,493 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $58,000 | 2,034 |
| Commercial mortgage pass-through securities | $58,000 | 1,551 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $10,911,000 | 3,901 |
| Total debt securities | $10,911,000 | 4,167 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $11,813,000 | 4,104 |
| U.S. Government securities | $2,493,000 | 4,300 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $2,493,000 | 4,030 |
| Securities issued by states & political subdivisions | $9,320,000 | 2,720 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,784,000 | 2,839 |
| Mortgage-backed securities | $1,999,000 | 3,531 |
| Certificates of participation in pools of residential mortgages | $1,515,000 | 3,369 |
| Issued or guaranteed by U.S. | $1,515,000 | 3,279 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $425,000 | 2,543 |
| CMOs issued by government agencies or sponsored agencies | $425,000 | 2,470 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $59,000 | 2,002 |
| Commercial mortgage pass-through securities | $59,000 | 1,519 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $11,813,000 | 3,847 |
| Total debt securities | $11,813,000 | 4,086 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $10,475,000 | 4,126 |
| U.S. Government securities | $1,790,000 | 4,306 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $1,790,000 | 4,112 |
| Securities issued by states & political subdivisions | $8,685,000 | 2,818 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,331,000 | 2,799 |
| Mortgage-backed securities | $1,790,000 | 3,573 |
| Certificates of participation in pools of residential mortgages | $1,236,000 | 3,430 |
| Issued or guaranteed by U.S. | $1,236,000 | 3,326 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $494,000 | 2,491 |
| CMOs issued by government agencies or sponsored agencies | $494,000 | 2,432 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $60,000 | 1,971 |
| Commercial mortgage pass-through securities | $60,000 | 1,490 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $10,475,000 | 3,893 |
| Total debt securities | $10,474,000 | 4,105 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $9,129,000 | 4,191 |
| U.S. Government securities | $1,958,000 | 4,314 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $1,958,000 | 4,145 |
| Securities issued by states & political subdivisions | $7,171,000 | 2,965 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,780,000 | 2,766 |
| Mortgage-backed securities | $1,958,000 | 3,600 |
| Certificates of participation in pools of residential mortgages | $1,328,000 | 3,440 |
| Issued or guaranteed by U.S. | $1,328,000 | 3,345 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $563,000 | 2,492 |
| CMOs issued by government agencies or sponsored agencies | $563,000 | 2,433 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $67,000 | 1,979 |
| Commercial mortgage pass-through securities | $67,000 | 1,504 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $9,129,000 | 3,955 |
| Total debt securities | $9,129,000 | 4,167 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $8,470,000 | 4,235 |
| U.S. Government securities | $2,116,000 | 4,309 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $2,116,000 | 4,144 |
| Securities issued by states & political subdivisions | $6,354,000 | 3,049 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,024,000 | 2,919 |
| Mortgage-backed securities | $2,116,000 | 3,579 |
| Certificates of participation in pools of residential mortgages | $1,409,000 | 3,438 |
| Issued or guaranteed by U.S. | $1,409,000 | 3,338 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $639,000 | 2,445 |
| CMOs issued by government agencies or sponsored agencies | $639,000 | 2,396 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $68,000 | 1,985 |
| Commercial mortgage pass-through securities | $68,000 | 1,513 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $8,470,000 | 3,990 |
| Total debt securities | $8,469,000 | 4,213 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $7,557,000 | 4,252 |
| U.S. Government securities | $2,362,000 | 4,237 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $2,362,000 | 4,085 |
| Securities issued by states & political subdivisions | $5,195,000 | 3,178 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,596,000 | 3,183 |
| Mortgage-backed securities | $2,362,000 | 3,516 |
| Certificates of participation in pools of residential mortgages | $1,513,000 | 3,387 |
| Issued or guaranteed by U.S. | $1,513,000 | 3,290 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $726,000 | 2,385 |
| CMOs issued by government agencies or sponsored agencies | $726,000 | 2,336 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $123,000 | 1,959 |
| Commercial mortgage pass-through securities | $123,000 | 1,490 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $7,557,000 | 4,018 |
| Total debt securities | $7,557,000 | 4,227 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $5,600,000 | 4,344 |
| U.S. Government securities | $2,016,000 | 4,213 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $2,016,000 | 4,080 |
| Securities issued by states & political subdivisions | $3,584,000 | 3,387 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,061,000 | 3,135 |
| Mortgage-backed securities | $2,016,000 | 3,584 |
| Certificates of participation in pools of residential mortgages | $1,085,000 | 3,490 |
| Issued or guaranteed by U.S. | $1,085,000 | 3,404 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $807,000 | 2,366 |
| CMOs issued by government agencies or sponsored agencies | $807,000 | 2,313 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $124,000 | 1,919 |
| Commercial mortgage pass-through securities | $124,000 | 1,442 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $5,600,000 | 4,112 |
| Total debt securities | $5,600,000 | 4,319 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $6,049,000 | 4,297 |
| U.S. Government securities | $2,203,000 | 4,217 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,203,000 | 4,072 |
| Securities issued by states & political subdivisions | $3,846,000 | 3,285 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,462,000 | 3,096 |
| Mortgage-backed securities | $2,203,000 | 3,554 |
| Certificates of participation in pools of residential mortgages | $1,165,000 | 3,451 |
| Issued or guaranteed by U.S. | $1,165,000 | 3,358 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $912,000 | 2,346 |
| CMOs issued by government agencies or sponsored agencies | $912,000 | 2,297 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $126,000 | 1,899 |
| Commercial mortgage pass-through securities | $126,000 | 1,430 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $6,049,000 | 4,059 |
| Total debt securities | $6,049,000 | 4,276 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $6,438,000 | 4,276 |
| U.S. Government securities | $2,388,000 | 4,216 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $2,388,000 | 4,062 |
| Securities issued by states & political subdivisions | $4,050,000 | 3,205 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,621,000 | 3,236 |
| Mortgage-backed securities | $2,388,000 | 3,535 |
| Certificates of participation in pools of residential mortgages | $1,236,000 | 3,444 |
| Issued or guaranteed by U.S. | $1,236,000 | 3,349 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,024,000 | 2,328 |
| CMOs issued by government agencies or sponsored agencies | $1,024,000 | 2,287 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $128,000 | 1,888 |
| Commercial mortgage pass-through securities | $128,000 | 1,426 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $6,438,000 | 4,039 |
| Total debt securities | $6,438,000 | 4,254 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $6,564,000 | 4,300 |
| U.S. Government securities | $2,483,000 | 4,260 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $2,483,000 | 4,115 |
| Securities issued by states & political subdivisions | $4,081,000 | 3,148 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,507,000 | 3,244 |
| Mortgage-backed securities | $2,483,000 | 3,528 |
| Certificates of participation in pools of residential mortgages | $1,277,000 | 3,436 |
| Issued or guaranteed by U.S. | $1,277,000 | 3,336 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,077,000 | 2,317 |
| CMOs issued by government agencies or sponsored agencies | $1,077,000 | 2,270 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $129,000 | 1,865 |
| Commercial mortgage pass-through securities | $129,000 | 1,393 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $6,564,000 | 4,067 |
| Total debt securities | $6,564,000 | 4,278 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $6,846,000 | 4,335 |
| U.S. Government securities | $2,629,000 | 4,328 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,629,000 | 4,157 |
| Securities issued by states & political subdivisions | $4,217,000 | 3,133 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,590,000 | 3,135 |
| Mortgage-backed securities | $2,629,000 | 3,488 |
| Certificates of participation in pools of residential mortgages | $1,350,000 | 3,404 |
| Issued or guaranteed by U.S. | $1,350,000 | 3,309 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,149,000 | 2,305 |
| CMOs issued by government agencies or sponsored agencies | $1,149,000 | 2,261 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $130,000 | 1,837 |
| Commercial mortgage pass-through securities | $130,000 | 1,390 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $6,846,000 | 4,095 |
| Total debt securities | $6,846,000 | 4,315 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $7,648,000 | 4,350 |
| U.S. Government securities | $2,783,000 | 4,381 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,783,000 | 4,219 |
| Securities issued by states & political subdivisions | $4,865,000 | 3,037 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,699,000 | 3,159 |
| Mortgage-backed securities | $2,783,000 | 3,489 |
| Certificates of participation in pools of residential mortgages | $1,417,000 | 3,402 |
| Issued or guaranteed by U.S. | $1,417,000 | 3,305 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,234,000 | 2,299 |
| CMOs issued by government agencies or sponsored agencies | $1,234,000 | 2,256 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $132,000 | 1,815 |
| Commercial mortgage pass-through securities | $132,000 | 1,385 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $7,648,000 | 4,095 |
| Total debt securities | $7,648,000 | 4,326 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $7,981,000 | 4,383 |
| U.S. Government securities | $2,914,000 | 4,426 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,914,000 | 4,264 |
| Securities issued by states & political subdivisions | $5,067,000 | 3,065 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,689,000 | 3,380 |
| Mortgage-backed securities | $2,914,000 | 3,467 |
| Certificates of participation in pools of residential mortgages | $1,483,000 | 3,386 |
| Issued or guaranteed by U.S. | $1,483,000 | 3,307 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,291,000 | 2,268 |
| CMOs issued by government agencies or sponsored agencies | $1,291,000 | 2,222 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $140,000 | 1,799 |
| Commercial mortgage pass-through securities | $140,000 | 1,377 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $7,981,000 | 4,125 |
| Total debt securities | $7,981,000 | 4,362 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $8,031,000 | 4,432 |
| U.S. Government securities | $3,012,000 | 4,471 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $3,012,000 | 4,304 |
| Securities issued by states & political subdivisions | $5,019,000 | 3,129 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,743,000 | 3,433 |
| Mortgage-backed securities | $3,012,000 | 3,472 |
| Certificates of participation in pools of residential mortgages | $1,540,000 | 3,386 |
| Issued or guaranteed by U.S. | $1,540,000 | 3,305 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,315,000 | 2,269 |
| CMOs issued by government agencies or sponsored agencies | $1,315,000 | 2,219 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $157,000 | 1,727 |
| Commercial mortgage pass-through securities | $157,000 | 1,351 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $8,031,000 | 4,156 |
| Total debt securities | $8,030,000 | 4,406 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $8,966,000 | 4,402 |
| U.S. Government securities | $3,116,000 | 4,486 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $3,116,000 | 4,318 |
| Securities issued by states & political subdivisions | $5,850,000 | 3,039 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,803,000 | 3,283 |
| Mortgage-backed securities | $3,116,000 | 3,462 |
| Certificates of participation in pools of residential mortgages | $1,593,000 | 3,394 |
| Issued or guaranteed by U.S. | $1,593,000 | 3,323 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,342,000 | 2,269 |
| CMOs issued by government agencies or sponsored agencies | $1,342,000 | 2,219 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $181,000 | 1,686 |
| Commercial mortgage pass-through securities | $181,000 | 1,322 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $8,966,000 | 4,116 |
| Total debt securities | $8,966,000 | 4,381 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $9,513,000 | 4,391 |
| U.S. Government securities | $3,203,000 | 4,541 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $3,203,000 | 4,376 |
| Securities issued by states & political subdivisions | $6,310,000 | 2,998 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,521,000 | 3,065 |
| Mortgage-backed securities | $3,203,000 | 3,489 |
| Certificates of participation in pools of residential mortgages | $1,646,000 | 3,421 |
| Issued or guaranteed by U.S. | $1,646,000 | 3,393 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,374,000 | 2,260 |
| CMOs issued by government agencies or sponsored agencies | $1,374,000 | 2,209 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $183,000 | 1,676 |
| Commercial mortgage pass-through securities | $183,000 | 1,306 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $9,513,000 | 4,112 |
| Total debt securities | $9,513,000 | 4,364 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $10,220,000 | 4,398 |
| U.S. Government securities | $3,430,000 | 4,531 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $3,430,000 | 4,371 |
| Securities issued by states & political subdivisions | $6,790,000 | 2,987 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,677,000 | 3,225 |
| Mortgage-backed securities | $3,430,000 | 3,489 |
| Certificates of participation in pools of residential mortgages | $1,735,000 | 3,443 |
| Issued or guaranteed by U.S. | $1,735,000 | 3,279 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,446,000 | 2,251 |
| CMOs issued by government agencies or sponsored agencies | $1,446,000 | 2,200 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $249,000 | 1,625 |
| Commercial mortgage pass-through securities | $249,000 | 1,249 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $10,220,000 | 4,111 |
| Total debt securities | $10,220,000 | 4,371 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $9,774,000 | 4,468 |
| U.S. Government securities | $2,604,000 | 4,742 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,604,000 | 4,593 |
| Securities issued by states & political subdivisions | $7,170,000 | 2,960 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,313,000 | 3,324 |
| Mortgage-backed securities | $2,313,000 | 3,727 |
| Certificates of participation in pools of residential mortgages | $1,290,000 | 3,647 |
| Issued or guaranteed by U.S. | $1,290,000 | 3,640 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,023,000 | 2,389 |
| CMOs issued by government agencies or sponsored agencies | $1,023,000 | 2,328 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $9,774,000 | 4,188 |
| Total debt securities | $9,773,000 | 4,444 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $8,965,000 | 4,614 |
| U.S. Government securities | $1,715,000 | 4,944 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,715,000 | 4,822 |
| Securities issued by states & political subdivisions | $7,250,000 | 3,024 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,484,000 | 3,181 |
| Mortgage-backed securities | $1,377,000 | 3,958 |
| Certificates of participation in pools of residential mortgages | $1,377,000 | 3,662 |
| Issued or guaranteed by U.S. | $1,377,000 | 3,656 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $8,965,000 | 4,334 |
| Total debt securities | $8,965,000 | 4,588 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $8,765,000 | 4,676 |
| U.S. Government securities | $1,330,000 | 5,078 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,330,000 | 4,959 |
| Securities issued by states & political subdivisions | $7,435,000 | 3,033 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,912,000 | 3,181 |
| Mortgage-backed securities | $968,000 | 4,121 |
| Certificates of participation in pools of residential mortgages | $968,000 | 3,867 |
| Issued or guaranteed by U.S. | $968,000 | 3,861 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $8,765,000 | 4,387 |
| Total debt securities | $8,765,000 | 4,653 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $11,336,000 | 4,494 |
| U.S. Government securities | $2,689,000 | 4,867 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,689,000 | 4,745 |
| Securities issued by states & political subdivisions | $8,647,000 | 2,906 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,133,000 | 3,163 |
| Mortgage-backed securities | $1,299,000 | 4,084 |
| Certificates of participation in pools of residential mortgages | $1,299,000 | 3,801 |
| Issued or guaranteed by U.S. | $1,299,000 | 3,795 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $11,336,000 | 4,193 |
| Total debt securities | $11,336,000 | 4,468 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $11,352,000 | 4,532 |
| U.S. Government securities | $2,810,000 | 4,903 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $2,810,000 | 4,786 |
| Securities issued by states & political subdivisions | $8,542,000 | 2,959 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,898,000 | 3,244 |
| Mortgage-backed securities | $1,421,000 | 4,117 |
| Certificates of participation in pools of residential mortgages | $1,421,000 | 3,829 |
| Issued or guaranteed by U.S. | $1,421,000 | 3,824 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $11,352,000 | 4,221 |
| Total debt securities | $11,352,000 | 4,508 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $9,687,000 | 4,694 |
| U.S. Government securities | $780,000 | 5,353 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $780,000 | 5,242 |
| Securities issued by states & political subdivisions | $8,907,000 | 2,936 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,110,000 | 3,209 |
| Mortgage-backed securities | $374,000 | 4,488 |
| Certificates of participation in pools of residential mortgages | $374,000 | 4,286 |
| Issued or guaranteed by U.S. | $374,000 | 4,280 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $9,687,000 | 4,383 |
| Total debt securities | $9,687,000 | 4,671 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $11,902,000 | 4,510 |
| U.S. Government securities | $785,000 | 5,408 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $785,000 | 5,302 |
| Securities issued by states & political subdivisions | $11,117,000 | 2,651 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,121,000 | 3,751 |
| Mortgage-backed securities | $375,000 | 4,527 |
| Certificates of participation in pools of residential mortgages | $375,000 | 4,310 |
| Issued or guaranteed by U.S. | $375,000 | 4,307 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $11,902,000 | 4,191 |
| Total debt securities | $11,902,000 | 4,488 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $15,799,000 | 4,251 |
| U.S. Government securities | $4,845,000 | 4,719 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $4,845,000 | 4,600 |
| Securities issued by states & political subdivisions | $10,954,000 | 2,681 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,566,000 | 3,377 |
| Mortgage-backed securities | $384,000 | 4,573 |
| Certificates of participation in pools of residential mortgages | $384,000 | 4,356 |
| Issued or guaranteed by U.S. | $384,000 | 4,351 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $15,799,000 | 3,921 |
| Total debt securities | $15,799,000 | 4,227 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $16,042,000 | 4,294 |
| U.S. Government securities | $4,831,000 | 4,818 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $4,831,000 | 4,711 |
| Securities issued by states & political subdivisions | $11,211,000 | 2,636 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,547,000 | 3,417 |
| Mortgage-backed securities | $387,000 | 4,610 |
| Certificates of participation in pools of residential mortgages | $387,000 | 4,398 |
| Issued or guaranteed by U.S. | $387,000 | 4,394 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $16,042,000 | 3,957 |
| Total debt securities | $16,042,000 | 4,272 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $15,050,000 | 4,426 |
| U.S. Government securities | $4,761,000 | 4,889 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,761,000 | 4,774 |
| Securities issued by states & political subdivisions | $10,289,000 | 2,777 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,686,000 | 3,432 |
| Mortgage-backed securities | $393,000 | 4,643 |
| Certificates of participation in pools of residential mortgages | $393,000 | 4,430 |
| Issued or guaranteed by U.S. | $393,000 | 4,427 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $15,050,000 | 4,073 |
| Total debt securities | $15,050,000 | 4,406 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $15,500,000 | 4,475 |
| U.S. Government securities | $4,745,000 | 4,987 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $4,745,000 | 4,875 |
| Securities issued by states & political subdivisions | $10,755,000 | 2,727 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,887,000 | 3,599 |
| Mortgage-backed securities | $398,000 | 4,710 |
| Certificates of participation in pools of residential mortgages | $398,000 | 4,488 |
| Issued or guaranteed by U.S. | $398,000 | 4,484 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $15,500,000 | 4,114 |
| Total debt securities | $15,500,000 | 4,450 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $15,503,000 | 4,556 |
| U.S. Government securities | $4,754,000 | 5,092 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $4,754,000 | 4,984 |
| Securities issued by states & political subdivisions | $10,749,000 | 2,741 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,515,000 | 3,717 |
| Mortgage-backed securities | $404,000 | 4,785 |
| Certificates of participation in pools of residential mortgages | $404,000 | 4,560 |
| Issued or guaranteed by U.S. | $404,000 | 4,557 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $15,503,000 | 4,195 |
| Total debt securities | $15,503,000 | 4,538 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $15,705,000 | 4,600 |
| U.S. Government securities | $4,832,000 | 5,170 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $4,832,000 | 5,057 |
| Securities issued by states & political subdivisions | $10,873,000 | 2,707 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,993,000 | 3,873 |
| Mortgage-backed securities | $407,000 | 4,838 |
| Certificates of participation in pools of residential mortgages | $407,000 | 4,608 |
| Issued or guaranteed by U.S. | $407,000 | 4,603 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $15,705,000 | 4,240 |
| Total debt securities | $15,705,000 | 4,581 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $15,218,000 | 4,695 |
| U.S. Government securities | $4,222,000 | 5,353 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $4,222,000 | 5,239 |
| Securities issued by states & political subdivisions | $10,996,000 | 2,709 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,569,000 | 3,601 |
| Mortgage-backed securities | $415,000 | 4,925 |
| Certificates of participation in pools of residential mortgages | $415,000 | 4,688 |
| Issued or guaranteed by U.S. | $415,000 | 4,683 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $15,218,000 | 4,316 |
| Total debt securities | $15,218,000 | 4,672 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $17,318,000 | 4,601 |
| U.S. Government securities | $5,095,000 | 5,294 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $5,095,000 | 5,175 |
| Securities issued by states & political subdivisions | $12,223,000 | 2,585 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,216,000 | 3,531 |
| Mortgage-backed securities | $418,000 | 5,008 |
| Certificates of participation in pools of residential mortgages | $418,000 | 4,775 |
| Issued or guaranteed by U.S. | $418,000 | 4,771 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $17,318,000 | 4,218 |
| Total debt securities | $17,318,000 | 4,582 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $17,284,000 | 4,665 |
| U.S. Government securities | $5,062,000 | 5,372 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $5,062,000 | 5,260 |
| Securities issued by states & political subdivisions | $12,222,000 | 2,582 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,993,000 | 3,590 |
| Mortgage-backed securities | $424,000 | 5,052 |
| Certificates of participation in pools of residential mortgages | $424,000 | 4,820 |
| Issued or guaranteed by U.S. | $424,000 | 4,817 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $17,284,000 | 4,271 |
| Total debt securities | $17,284,000 | 4,645 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $18,068,000 | 4,644 |
| U.S. Government securities | $5,902,000 | 5,275 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $5,902,000 | 5,168 |
| Securities issued by states & political subdivisions | $12,166,000 | 2,602 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,970,000 | 3,629 |
| Mortgage-backed securities | $423,000 | 5,099 |
| Certificates of participation in pools of residential mortgages | $423,000 | 4,862 |
| Issued or guaranteed by U.S. | $423,000 | 4,858 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $18,068,000 | 4,252 |
| Total debt securities | $18,068,000 | 4,623 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $17,904,000 | 4,644 |
| U.S. Government securities | $5,766,000 | 5,300 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,766,000 | 5,198 |
| Securities issued by states & political subdivisions | $12,138,000 | 2,600 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,912,000 | 3,628 |
| Mortgage-backed securities | $434,000 | 5,135 |
| Certificates of participation in pools of residential mortgages | $434,000 | 4,887 |
| Issued or guaranteed by U.S. | $434,000 | 4,883 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $17,904,000 | 4,271 |
| Total debt securities | $17,904,000 | 4,624 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $17,737,000 | 4,712 |
| U.S. Government securities | $5,912,000 | 5,328 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,912,000 | 5,217 |
| Securities issued by states & political subdivisions | $11,825,000 | 2,635 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,833,000 | 3,653 |
| Mortgage-backed securities | $434,000 | 5,180 |
| Certificates of participation in pools of residential mortgages | $434,000 | 4,927 |
| Issued or guaranteed by U.S. | $434,000 | 4,922 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $17,737,000 | 4,336 |
| Total debt securities | $17,737,000 | 4,682 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $17,795,000 | 4,709 |
| U.S. Government securities | $6,278,000 | 5,263 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $6,278,000 | 5,153 |
| Securities issued by states & political subdivisions | $11,517,000 | 2,667 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,123,000 | 3,600 |
| Mortgage-backed securities | $447,000 | 5,185 |
| Certificates of participation in pools of residential mortgages | $447,000 | 4,914 |
| Issued or guaranteed by U.S. | $447,000 | 4,907 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $17,795,000 | 4,334 |
| Total debt securities | $17,795,000 | 4,674 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $16,802,000 | 4,816 |
| U.S. Government securities | $5,451,000 | 5,459 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $5,451,000 | 5,347 |
| Securities issued by states & political subdivisions | $11,351,000 | 2,674 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,336,000 | 3,609 |
| Mortgage-backed securities | $460,000 | 5,240 |
| Certificates of participation in pools of residential mortgages | $460,000 | 4,951 |
| Issued or guaranteed by U.S. | $460,000 | 4,947 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $16,802,000 | 4,448 |
| Total debt securities | $16,802,000 | 4,783 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $15,879,000 | 4,873 |
| U.S. Government securities | $4,492,000 | 5,667 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $4,492,000 | 5,551 |
| Securities issued by states & political subdivisions | $11,387,000 | 2,653 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,595,000 | 3,370 |
| Mortgage-backed securities | $488,000 | 5,268 |
| Certificates of participation in pools of residential mortgages | $488,000 | 4,964 |
| Issued or guaranteed by U.S. | $488,000 | 4,961 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $15,879,000 | 4,501 |
| Total debt securities | $15,879,000 | 4,839 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $14,398,000 | 5,105 |
| U.S. Government securities | $3,556,000 | 5,949 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $3,556,000 | 5,857 |
| Securities issued by states & political subdivisions | $10,842,000 | 2,683 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,047,000 | 3,305 |
| Mortgage-backed securities | $522,000 | 5,346 |
| Certificates of participation in pools of residential mortgages | $522,000 | 5,052 |
| Issued or guaranteed by U.S. | $522,000 | 5,046 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $14,398,000 | 4,721 |
| Total debt securities | $14,398,000 | 5,078 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $13,838,000 | 5,195 |
| U.S. Government securities | $3,598,000 | 6,035 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,598,000 | 5,935 |
| Securities issued by states & political subdivisions | $10,240,000 | 2,710 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,358,000 | 3,657 |
| Mortgage-backed securities | $554,000 | 5,370 |
| Certificates of participation in pools of residential mortgages | $554,000 | 5,059 |
| Issued or guaranteed by U.S. | $554,000 | 5,053 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $13,838,000 | 4,804 |
| Total debt securities | $13,838,000 | 5,162 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $12,629,000 | 5,423 |
| U.S. Government securities | $2,570,000 | 6,331 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $2,570,000 | 6,235 |
| Securities issued by states & political subdivisions | $10,059,000 | 2,662 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,219,000 | 3,700 |
| Mortgage-backed securities | $605,000 | 5,365 |
| Certificates of participation in pools of residential mortgages | $605,000 | 5,047 |
| Issued or guaranteed by U.S. | $605,000 | 5,043 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $12,629,000 | 5,018 |
| Total debt securities | $12,629,000 | 5,394 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $12,088,000 | 5,472 |
| U.S. Government securities | $1,653,000 | 6,556 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,653,000 | 6,463 |
| Securities issued by states & political subdivisions | $10,435,000 | 2,572 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,881,000 | 3,246 |
| Mortgage-backed securities | $651,000 | 5,337 |
| Certificates of participation in pools of residential mortgages | $651,000 | 4,987 |
| Issued or guaranteed by U.S. | $651,000 | 4,978 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $12,088,000 | 5,050 |
| Total debt securities | $12,088,000 | 5,444 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $11,377,000 | 5,533 |
| U.S. Government securities | $799,000 | 6,832 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $799,000 | 6,729 |
| Securities issued by states & political subdivisions | $10,578,000 | 2,497 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,818,000 | 3,227 |
| Mortgage-backed securities | $799,000 | 5,283 |
| Certificates of participation in pools of residential mortgages | $799,000 | 4,920 |
| Issued or guaranteed by U.S. | $799,000 | 4,911 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $11,377,000 | 5,105 |
| Total debt securities | $11,377,000 | 5,499 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $12,176,000 | 5,508 |
| U.S. Government securities | $2,895,000 | 6,469 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $2,895,000 | 6,361 |
| Securities issued by states & political subdivisions | $9,281,000 | 2,629 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,932,000 | 3,790 |
| Mortgage-backed securities | $904,000 | 5,250 |
| Certificates of participation in pools of residential mortgages | $904,000 | 4,874 |
| Issued or guaranteed by U.S. | $904,000 | 4,866 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $12,176,000 | 5,066 |
| Total debt securities | $12,176,000 | 5,477 |
| Structured notes | ||
| Amortized cost | $996,000 | 2,601 |
| Fair value | $1,000,000 | 2,552 |
| 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 | $13,102,000 | 5,362 |
| U.S. Government securities | $4,056,000 | 6,234 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $4,056,000 | 6,105 |
| Securities issued by states & political subdivisions | $9,046,000 | 2,630 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,982,000 | 3,764 |
| Mortgage-backed securities | $1,072,000 | 5,154 |
| Certificates of participation in pools of residential mortgages | $1,072,000 | 4,742 |
| Issued or guaranteed by U.S. | $1,072,000 | 4,735 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $13,102,000 | 4,929 |
| Total debt securities | $13,102,000 | 5,327 |
| Structured notes | ||
| Amortized cost | $995,000 | 2,656 |
| Fair value | $1,001,000 | 2,529 |
| 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 | $12,680,000 | 5,346 |
| U.S. Government securities | $4,177,000 | 6,107 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $4,177,000 | 5,976 |
| Securities issued by states & political subdivisions | $8,502,000 | 2,709 |
| Other domestic debt securities | $1,000 | 3,046 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,398 |
| 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 | $8,080,000 | 3,522 |
| Mortgage-backed securities | $1,182,000 | 5,088 |
| Certificates of participation in pools of residential mortgages | $1,181,000 | 4,611 |
| Issued or guaranteed by U.S. | $1,181,000 | 4,604 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,000 | 3,829 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $1,000 | 1,330 |
| 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) | $12,680,000 | 4,905 |
| Total debt securities | $12,680,000 | 5,309 |
| Structured notes | ||
| Amortized cost | $995,000 | 2,520 |
| Fair value | $995,000 | 2,442 |
| 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 | $11,323,000 | 5,467 |
| U.S. Government securities | $2,804,000 | 6,490 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $2,804,000 | 6,362 |
| Securities issued by states & political subdivisions | $8,518,000 | 2,618 |
| Other domestic debt securities | $1,000 | 3,131 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,471 |
| 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 | $8,529,000 | 3,463 |
| Mortgage-backed securities | $1,284,000 | 5,086 |
| Certificates of participation in pools of residential mortgages | $1,283,000 | 4,561 |
| Issued or guaranteed by U.S. | $1,283,000 | 4,554 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,000 | 3,829 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $1,000 | 1,400 |
| 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) | $11,323,000 | 5,025 |
| Total debt securities | $11,323,000 | 5,437 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $13,887,000 | 5,125 |
| U.S. Government securities | $5,494,000 | 5,908 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $5,494,000 | 5,796 |
| Securities issued by states & political subdivisions | $8,392,000 | 2,521 |
| Other domestic debt securities | $1,000 | 3,130 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,496 |
| 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 | $6,861,000 | 3,834 |
| Mortgage-backed securities | $1,490,000 | 5,015 |
| Certificates of participation in pools of residential mortgages | $1,489,000 | 4,517 |
| Issued or guaranteed by U.S. | $1,489,000 | 4,510 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,000 | 3,753 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $1,000 | 1,425 |
| 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) | $13,887,000 | 4,699 |
| Total debt securities | $13,887,000 | 5,095 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,871 |
| Fair value | $501,000 | 2,950 |
| 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 | $12,931,000 | 5,317 |
| U.S. Government securities | $5,592,000 | 5,974 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $5,592,000 | 5,855 |
| Securities issued by states & political subdivisions | $7,338,000 | 2,699 |
| Other domestic debt securities | $1,000 | 3,186 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,529 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,301,000 | 3,821 |
| Mortgage-backed securities | $1,603,000 | 5,067 |
| Certificates of participation in pools of residential mortgages | $1,602,000 | 4,590 |
| Issued or guaranteed by U.S. | $1,602,000 | 4,579 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,000 | 3,758 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $1,000 | 1,460 |
| 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) | $12,931,000 | 4,869 |
| Total debt securities | $12,931,000 | 5,276 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,432 |
| Fair value | $997,000 | 2,385 |
| 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 | $12,038,000 | 5,437 |
| U.S. Government securities | $5,939,000 | 5,871 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $5,939,000 | 5,763 |
| Securities issued by states & political subdivisions | $6,098,000 | 2,972 |
| Other domestic debt securities | $1,000 | 3,241 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,565 |
| 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 | $8,390,000 | 3,622 |
| Mortgage-backed securities | $1,746,000 | 5,097 |
| Certificates of participation in pools of residential mortgages | $1,745,000 | 4,608 |
| Issued or guaranteed by U.S. | $1,745,000 | 4,600 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,000 | 3,771 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $1,000 | 1,486 |
| 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) | $12,038,000 | 4,984 |
| Total debt securities | $12,038,000 | 5,393 |
| Structured notes | ||
| Amortized cost | $3,224,000 | 1,127 |
| Fair value | $3,203,000 | 1,129 |
| 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 | $9,965,000 | 5,844 |
| U.S. Government securities | $4,696,000 | 6,234 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $4,696,000 | 6,146 |
| Securities issued by states & political subdivisions | $5,268,000 | 3,164 |
| Other domestic debt securities | $1,000 | 3,336 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,621 |
| 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 | $7,321,000 | 3,849 |
| Mortgage-backed securities | $1,961,000 | 5,106 |
| Certificates of participation in pools of residential mortgages | $1,960,000 | 4,619 |
| Issued or guaranteed by U.S. | $1,960,000 | 4,611 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,000 | 3,777 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $1,000 | 1,537 |
| 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) | $9,965,000 | 5,356 |
| Total debt securities | $9,965,000 | 5,800 |
| Structured notes | ||
| Amortized cost | $2,225,000 | 1,040 |
| Fair value | $2,222,000 | 1,036 |
| 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 | $8,007,000 | 6,189 |
| U.S. Government securities | $3,612,000 | 6,567 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,612,000 | 6,482 |
| Securities issued by states & political subdivisions | $4,394,000 | 3,407 |
| Other domestic debt securities | $1,000 | 3,406 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,637 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,087,000 | 4,110 |
| Mortgage-backed securities | $2,097,000 | 5,094 |
| Certificates of participation in pools of residential mortgages | $2,096,000 | 4,608 |
| Issued or guaranteed by U.S. | $2,096,000 | 4,594 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,000 | 3,775 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $1,000 | 1,553 |
| 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) | $8,007,000 | 5,682 |
| Total debt securities | $8,007,000 | 6,145 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,532 |
| Fair value | $500,000 | 1,569 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $8,764,000 | 6,124 |
| U.S. Government securities | $4,274,000 | 6,499 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $4,274,000 | 6,418 |
| Securities issued by states & political subdivisions | $4,489,000 | 3,301 |
| Other domestic debt securities | $1,000 | 3,328 |
| Privately issued residential mortgage-backed securities | $1,000 | 1,657 |
| 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 | $7,115,000 | 3,934 |
| Mortgage-backed securities | $2,255,000 | 5,125 |
| Certificates of participation in pools of residential mortgages | $2,254,000 | 4,642 |
| Issued or guaranteed by U.S. | $2,254,000 | 4,629 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,000 | 3,784 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $1,000 | 1,572 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $8,764,000 | 5,599 |
| Total debt securities | $8,764,000 | 6,067 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $9,479,000 | 6,031 |
| U.S. Government securities | $5,028,000 | 6,399 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $5,028,000 | 6,307 |
| Securities issued by states & political subdivisions | $4,449,000 | 3,265 |
| Other domestic debt securities | $2,000 | 3,244 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,605 |
| 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 | $7,598,000 | 3,870 |
| Mortgage-backed securities | $2,458,000 | 5,029 |
| Certificates of participation in pools of residential mortgages | $2,456,000 | 4,551 |
| Issued or guaranteed by U.S. | $2,456,000 | 4,539 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,000 | 3,746 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $2,000 | 1,520 |
| 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) | $9,479,000 | 5,490 |
| Total debt securities | $9,479,000 | 5,987 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $9,944,000 | 5,900 |
| U.S. Government securities | $5,120,000 | 6,350 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,120,000 | 6,259 |
| Securities issued by states & political subdivisions | $4,822,000 | 3,144 |
| Other domestic debt securities | $2,000 | 3,206 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,579 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,644,000 | 3,876 |
| Mortgage-backed securities | $2,627,000 | 4,924 |
| Certificates of participation in pools of residential mortgages | $2,625,000 | 4,433 |
| Issued or guaranteed by U.S. | $2,625,000 | 4,420 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,000 | 3,699 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $2,000 | 1,492 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $9,944,000 | 5,363 |
| Total debt securities | $9,944,000 | 5,854 |
| 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 | $10,938,000 | 5,764 |
| U.S. Government securities | $5,436,000 | 6,309 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $5,436,000 | 6,224 |
| Securities issued by states & political subdivisions | $5,001,000 | 3,100 |
| Other domestic debt securities | $501,000 | 2,594 |
| Privately issued residential mortgage-backed securities | $501,000 | 1,274 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,657,000 | 3,828 |
| Mortgage-backed securities | $3,427,000 | 4,657 |
| Certificates of participation in pools of residential mortgages | $2,926,000 | 4,307 |
| Issued or guaranteed by U.S. | $2,926,000 | 4,291 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $501,000 | 3,100 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $501,000 | 1,212 |
| 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) | $10,938,000 | 5,242 |
| Total debt securities | $10,938,000 | 5,705 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $8,522,000 | 6,229 |
| U.S. Government securities | $5,750,000 | 6,233 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,750,000 | 6,136 |
| Securities issued by states & political subdivisions | $2,770,000 | 3,901 |
| Other domestic debt securities | $2,000 | 3,139 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,547 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,504,000 | 3,849 |
| Mortgage-backed securities | $3,219,000 | 4,624 |
| Certificates of participation in pools of residential mortgages | $3,217,000 | 4,099 |
| Issued or guaranteed by U.S. | $3,217,000 | 4,085 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,000 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $2,000 | 1,453 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $8,522,000 | 5,679 |
| Total debt securities | $8,522,000 | 6,158 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,489 |
| Fair value | $502,000 | 1,531 |
| 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 | $8,735,000 | 6,282 |
| U.S. Government securities | $5,980,000 | 6,297 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $5,980,000 | 6,198 |
| Securities issued by states & political subdivisions | $2,753,000 | 3,893 |
| Other domestic debt securities | $2,000 | 2,983 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,450 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,651,000 | 3,850 |
| Mortgage-backed securities | $3,458,000 | 4,310 |
| Certificates of participation in pools of residential mortgages | $3,456,000 | 3,729 |
| Issued or guaranteed by U.S. | $3,456,000 | 3,714 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,000 | 3,668 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $2,000 | 1,364 |
| 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) | $8,735,000 | 5,694 |
| Total debt securities | $8,735,000 | 6,216 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,948 |
| Fair value | $501,000 | 1,966 |
| 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 | $9,061,000 | 6,263 |
| U.S. Government securities | $6,142,000 | 6,340 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $6,142,000 | 6,233 |
| Securities issued by states & political subdivisions | $2,916,000 | 3,834 |
| Other domestic debt securities | $3,000 | 2,946 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,413 |
| 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 | $8,434,000 | 3,706 |
| Mortgage-backed securities | $3,645,000 | 4,094 |
| Certificates of participation in pools of residential mortgages | $3,642,000 | 3,494 |
| Issued or guaranteed by U.S. | $3,642,000 | 3,479 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,000 | 3,630 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $3,000 | 1,327 |
| 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) | $9,061,000 | 5,659 |
| Total debt securities | $9,061,000 | 6,201 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,161 |
| Fair value | $496,000 | 2,319 |
| 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 | $9,247,000 | 6,249 |
| U.S. Government securities | $6,245,000 | 6,360 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $6,245,000 | 6,242 |
| Securities issued by states & political subdivisions | $2,999,000 | 3,802 |
| Other domestic debt securities | $3,000 | 2,906 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,380 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,435,000 | 4,153 |
| Mortgage-backed securities | $3,786,000 | 4,015 |
| Certificates of participation in pools of residential mortgages | $3,783,000 | 3,407 |
| Issued or guaranteed by U.S. | $3,783,000 | 3,394 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,000 | 3,630 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $3,000 | 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 | 3,791 |
| Available-for-sale securities (fair market value) | $9,247,000 | 5,632 |
| Total debt securities | $9,247,000 | 6,188 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,252 |
| Fair value | $488,000 | 2,431 |
| 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 | $9,689,000 | 6,205 |
| U.S. Government securities | $6,669,000 | 6,266 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $6,669,000 | 6,145 |
| Securities issued by states & political subdivisions | $3,017,000 | 3,789 |
| Other domestic debt securities | $3,000 | 2,932 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,347 |
| 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 | $8,628,000 | 3,677 |
| Mortgage-backed securities | $4,170,000 | 3,869 |
| Certificates of participation in pools of residential mortgages | $4,167,000 | 3,256 |
| Issued or guaranteed by U.S. | $4,167,000 | 3,239 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $3,000 | 3,612 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $3,000 | 1,243 |
| 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) | $9,689,000 | 5,551 |
| Total debt securities | $9,689,000 | 6,150 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,315 |
| Fair value | $495,000 | 2,444 |
| 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 | $9,842,000 | 6,205 |
| U.S. Government securities | $6,820,000 | 6,270 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $6,820,000 | 6,143 |
| Securities issued by states & political subdivisions | $3,019,000 | 3,809 |
| Other domestic debt securities | $3,000 | 2,982 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,338 |
| 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 | $8,561,000 | 3,676 |
| Mortgage-backed securities | $4,326,000 | 3,827 |
| Certificates of participation in pools of residential mortgages | $4,323,000 | 3,211 |
| Issued or guaranteed by U.S. | $4,323,000 | 3,197 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $3,000 | 3,621 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $3,000 | 1,243 |
| 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) | $9,842,000 | 5,562 |
| Total debt securities | $9,842,000 | 6,146 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,419 |
| Fair value | $493,000 | 2,563 |
| 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 | $9,981,000 | 6,207 |
| U.S. Government securities | $6,963,000 | 6,286 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $6,963,000 | 6,162 |
| Securities issued by states & political subdivisions | $3,014,000 | 3,775 |
| Other domestic debt securities | $4,000 | 3,034 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,328 |
| 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 | $7,462,000 | 3,931 |
| Mortgage-backed securities | $4,474,000 | 3,779 |
| Certificates of participation in pools of residential mortgages | $4,470,000 | 3,179 |
| Issued or guaranteed by U.S. | $4,470,000 | 3,164 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $4,000 | 3,610 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $4,000 | 1,221 |
| 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) | $9,981,000 | 5,528 |
| Total debt securities | $9,981,000 | 6,149 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,538 |
| Fair value | $490,000 | 2,720 |
| 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 | $8,149,000 | 6,635 |
| U.S. Government securities | $5,136,000 | 6,845 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $5,136,000 | 6,708 |
| Securities issued by states & political subdivisions | $3,009,000 | 3,772 |
| Other domestic debt securities | $4,000 | 3,107 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,320 |
| 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 | $7,801,000 | 3,856 |
| Mortgage-backed securities | $4,658,000 | 3,707 |
| Certificates of participation in pools of residential mortgages | $4,654,000 | 3,130 |
| Issued or guaranteed by U.S. | $4,654,000 | 3,118 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,000 | 3,631 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $4,000 | 1,221 |
| 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) | $8,149,000 | 5,933 |
| Total debt securities | $8,149,000 | 6,578 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,594 |
| Fair value | $481,000 | 2,797 |
| 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 | $8,418,000 | 6,639 |
| U.S. Government securities | $5,382,000 | 6,803 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $5,382,000 | 6,660 |
| Securities issued by states & political subdivisions | $3,032,000 | 3,794 |
| Other domestic debt securities | $4,000 | 3,181 |
| Privately issued residential mortgage-backed securities | $4,000 | 1,303 |
| 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 | $8,046,000 | 3,793 |
| Mortgage-backed securities | $4,898,000 | 3,681 |
| Certificates of participation in pools of residential mortgages | $4,893,000 | 3,098 |
| Issued or guaranteed by U.S. | $4,893,000 | 3,085 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,000 | 3,628 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,297 |
| Privately issued | $4,000 | 1,209 |
| 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) | $8,418,000 | 5,925 |
| Total debt securities | $8,418,000 | 6,587 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,585 |
| Fair value | $488,000 | 2,756 |
| 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 | $8,662,000 | 6,617 |
| U.S. Government securities | $5,618,000 | 6,776 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $5,618,000 | 6,632 |
| Securities issued by states & political subdivisions | $3,039,000 | 3,817 |
| Other domestic debt securities | $5,000 | 3,274 |
| Privately issued residential mortgage-backed securities | $5,000 | 1,289 |
| 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 | $7,589,000 | 3,870 |
| Mortgage-backed securities | $5,134,000 | 3,652 |
| Certificates of participation in pools of residential mortgages | $5,127,000 | 3,078 |
| Issued or guaranteed by U.S. | $5,127,000 | 3,066 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $7,000 | 3,638 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,308 |
| Privately issued | $5,000 | 1,186 |
| 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) | $8,662,000 | 5,892 |
| Total debt securities | $8,662,000 | 6,564 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,581 |
| Fair value | $489,000 | 2,757 |
| 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 | $9,404,000 | 6,464 |
| U.S. Government securities | $6,081,000 | 6,607 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $6,081,000 | 6,476 |
| Securities issued by states & political subdivisions | $3,317,000 | 3,687 |
| Other domestic debt securities | $6,000 | 3,332 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,271 |
| 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 | $8,989,000 | 3,566 |
| Mortgage-backed securities | $5,594,000 | 3,563 |
| Certificates of participation in pools of residential mortgages | $5,585,000 | 2,979 |
| Issued or guaranteed by U.S. | $5,585,000 | 2,966 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $9,000 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,310 |
| Privately issued | $6,000 | 1,163 |
| 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) | $9,404,000 | 5,734 |
| Total debt securities | $9,404,000 | 6,405 |
| 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 | $9,745,000 | 6,425 |
| U.S. Government securities | $6,405,000 | 6,578 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,405,000 | 6,436 |
| Securities issued by states & political subdivisions | $3,333,000 | 3,656 |
| Other domestic debt securities | $7,000 | 3,376 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,234 |
| 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 | $7,177,000 | 3,967 |
| Mortgage-backed securities | $5,917,000 | 3,569 |
| Certificates of participation in pools of residential mortgages | $5,905,000 | 2,980 |
| Issued or guaranteed by U.S. | $5,905,000 | 2,967 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $12,000 | 3,639 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,327 |
| Privately issued | $7,000 | 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 | 4,351 |
| Available-for-sale securities (fair market value) | $9,745,000 | 5,695 |
| Total debt securities | $9,745,000 | 6,363 |
| 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 | $10,023,000 | 6,422 |
| U.S. Government securities | $6,683,000 | 6,558 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,683,000 | 6,412 |
| Securities issued by states & political subdivisions | $3,333,000 | 3,647 |
| Other domestic debt securities | $7,000 | 3,426 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,225 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,461,000 | 4,477 |
| Mortgage-backed securities | $6,202,000 | 3,602 |
| Certificates of participation in pools of residential mortgages | $6,189,000 | 2,988 |
| Issued or guaranteed by U.S. | $6,189,000 | 2,977 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $13,000 | 3,686 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,380 |
| Privately issued | $7,000 | 1,120 |
| 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) | $10,023,000 | 5,688 |
| Total debt securities | $10,023,000 | 6,361 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,494 |
| Fair value | $488,000 | 2,676 |
| 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 | $9,893,000 | 6,495 |
| U.S. Government securities | $6,491,000 | 6,612 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,491,000 | 6,465 |
| Securities issued by states & political subdivisions | $3,395,000 | 3,638 |
| Other domestic debt securities | $7,000 | 3,480 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,214 |
| 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 | $4,951,000 | 4,628 |
| Mortgage-backed securities | $6,007,000 | 3,667 |
| Certificates of participation in pools of residential mortgages | $5,992,000 | 3,057 |
| Issued or guaranteed by U.S. | $5,992,000 | 3,047 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $15,000 | 3,710 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,407 |
| Privately issued | $7,000 | 1,113 |
| 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) | $9,893,000 | 5,737 |
| Total debt securities | $9,893,000 | 6,434 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,430 |
| Fair value | $491,000 | 2,639 |
| 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 | $8,352,000 | 6,857 |
| U.S. Government securities | $4,940,000 | 7,149 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $4,940,000 | 6,998 |
| Securities issued by states & political subdivisions | $3,404,000 | 3,649 |
| Other domestic debt securities | $8,000 | 3,547 |
| Privately issued residential mortgage-backed securities | $8,000 | 1,187 |
| 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 | $4,712,000 | 4,714 |
| Mortgage-backed securities | $4,446,000 | 4,123 |
| Certificates of participation in pools of residential mortgages | $4,427,000 | 3,511 |
| Issued or guaranteed by U.S. | $4,427,000 | 3,505 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $19,000 | 3,720 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,410 |
| Privately issued | $8,000 | 1,076 |
| 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) | $8,352,000 | 6,077 |
| Total debt securities | $8,352,000 | 6,795 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $10,018,000 | 6,577 |
| U.S. Government securities | $6,663,000 | 6,691 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $6,663,000 | 6,524 |
| Securities issued by states & political subdivisions | $3,346,000 | 3,674 |
| Other domestic debt securities | $9,000 | 3,645 |
| Privately issued residential mortgage-backed securities | $9,000 | 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 | 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 | $4,466,000 | 4,787 |
| Mortgage-backed securities | $6,372,000 | 3,662 |
| Certificates of participation in pools of residential mortgages | $6,350,000 | 3,049 |
| Issued or guaranteed by U.S. | $6,350,000 | 3,042 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $22,000 | 3,777 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 3,481 |
| Privately issued | $9,000 | 1,073 |
| 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) | $10,018,000 | 5,818 |
| Total debt securities | $10,018,000 | 6,504 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $10,361,000 | 6,494 |
| U.S. Government securities | $6,887,000 | 6,558 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,887,000 | 6,402 |
| Securities issued by states & political subdivisions | $3,464,000 | 3,627 |
| Other domestic debt securities | $10,000 | 3,736 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,238 |
| 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 | $5,736,000 | 4,296 |
| Mortgage-backed securities | $6,091,000 | 3,770 |
| Certificates of participation in pools of residential mortgages | $6,065,000 | 3,140 |
| Issued or guaranteed by U.S. | $6,065,000 | 3,128 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $26,000 | 3,834 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 3,537 |
| Privately issued | $10,000 | 1,124 |
| 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) | $10,361,000 | 5,746 |
| Total debt securities | $10,361,000 | 6,409 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $10,642,000 | 6,473 |
| U.S. Government securities | $7,207,000 | 6,524 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $7,207,000 | 6,350 |
| Securities issued by states & political subdivisions | $3,425,000 | 3,685 |
| Other domestic debt securities | $10,000 | 3,784 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,104 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,973,000 | 4,134 |
| Mortgage-backed securities | $6,404,000 | 3,676 |
| Certificates of participation in pools of residential mortgages | $6,374,000 | 3,078 |
| Issued or guaranteed by U.S. | $6,374,000 | 3,064 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $30,000 | 3,880 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 3,727 |
| Privately issued | $10,000 | 952 |
| 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) | $10,642,000 | 5,731 |
| Total debt securities | $10,642,000 | 6,387 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $10,695,000 | 6,392 |
| U.S. Government securities | $7,262,000 | 6,393 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $7,262,000 | 6,209 |
| Securities issued by states & political subdivisions | $3,422,000 | 3,674 |
| Other domestic debt securities | $11,000 | 3,894 |
| Privately issued residential mortgage-backed securities | $11,000 | 1,182 |
| 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 | $4,038,000 | 4,822 |
| Mortgage-backed securities | $6,454,000 | 3,646 |
| Certificates of participation in pools of residential mortgages | $6,419,000 | 3,058 |
| Issued or guaranteed by U.S. | $6,419,000 | 3,044 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $35,000 | 3,964 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 3,794 |
| Privately issued | $11,000 | 1,027 |
| 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) | $10,695,000 | 5,668 |
| Total debt securities | $10,695,000 | 6,300 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $9,336,000 | 6,653 |
| U.S. Government securities | $5,843,000 | 6,787 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,843,000 | 6,606 |
| Securities issued by states & political subdivisions | $3,480,000 | 3,618 |
| Other domestic debt securities | $13,000 | 3,939 |
| Privately issued residential mortgage-backed securities | $13,000 | 1,226 |
| 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 | $4,165,000 | 4,735 |
| Mortgage-backed securities | $4,438,000 | 4,302 |
| Certificates of participation in pools of residential mortgages | $4,397,000 | 3,633 |
| Issued or guaranteed by U.S. | $4,397,000 | 3,623 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $41,000 | 4,124 |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 3,953 |
| Privately issued | $13,000 | 1,078 |
| 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) | $9,336,000 | 5,886 |
| Total debt securities | $9,336,000 | 6,549 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $8,757,000 | 6,771 |
| U.S. Government securities | $5,315,000 | 7,022 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $5,315,000 | 6,815 |
| Securities issued by states & political subdivisions | $3,428,000 | 3,573 |
| Other domestic debt securities | $14,000 | 3,997 |
| Privately issued residential mortgage-backed securities | $14,000 | 1,250 |
| 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 | $4,609,000 | 4,572 |
| Mortgage-backed securities | $3,706,000 | 4,612 |
| Certificates of participation in pools of residential mortgages | $3,575,000 | 3,939 |
| Issued or guaranteed by U.S. | $3,575,000 | 3,925 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $131,000 | 4,004 |
| CMOs issued by government agencies or sponsored agencies | $117,000 | 3,849 |
| Privately issued | $14,000 | 1,103 |
| 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) | $8,757,000 | 5,990 |
| Total debt securities | $8,757,000 | 6,674 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $6,143,000 | 7,492 |
| U.S. Government securities | $3,275,000 | 7,814 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $3,275,000 | 7,602 |
| Securities issued by states & political subdivisions | $2,853,000 | 3,830 |
| Other domestic debt securities | $15,000 | 4,040 |
| Privately issued residential mortgage-backed securities | $15,000 | 1,266 |
| 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 | $2,770,000 | 5,449 |
| Mortgage-backed securities | $1,356,000 | 5,694 |
| Certificates of participation in pools of residential mortgages | $683,000 | 5,655 |
| Issued or guaranteed by U.S. | $683,000 | 5,638 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $673,000 | 3,420 |
| CMOs issued by government agencies or sponsored agencies | $658,000 | 3,292 |
| Privately issued | $15,000 | 1,125 |
| 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) | $6,143,000 | 6,640 |
| Total debt securities | $6,143,000 | 7,411 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $7,414,000 | 7,200 |
| U.S. Government securities | $6,980,000 | 6,468 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $6,980,000 | 6,232 |
| Securities issued by states & political subdivisions | $413,000 | 6,077 |
| Other domestic debt securities | $21,000 | 4,095 |
| Privately issued residential mortgage-backed securities | $21,000 | 1,350 |
| 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 | $3,775,000 | 4,929 |
| Mortgage-backed securities | $3,194,000 | 4,622 |
| Certificates of participation in pools of residential mortgages | $2,057,000 | 4,440 |
| Issued or guaranteed by U.S. | $2,057,000 | 4,422 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,137,000 | 3,177 |
| CMOs issued by government agencies or sponsored agencies | $1,116,000 | 3,023 |
| Privately issued | $21,000 | 1,207 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $7,414,000 | 6,296 |
| Total debt securities | $7,414,000 | 7,102 |
| 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 | $9,256,000 | 7,028 |
| U.S. Government securities | $8,052,000 | 6,491 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $8,052,000 | 6,142 |
| Securities issued by states & political subdivisions | $431,000 | 6,201 |
| Other domestic debt securities | $625,000 | 2,784 |
| Privately issued residential mortgage-backed securities | $374,000 | 976 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $251,000 | 2,904 |
| Foreign debt securities | NA | NA |
| Equity securities | $148,000 | 6,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,804,000 | 4,727 |
| Mortgage-backed securities | $3,338,000 | 4,004 |
| Certificates of participation in pools of residential mortgages | $2,874,000 | 3,437 |
| Issued or guaranteed by U.S. | $2,526,000 | 3,608 |
| Privately issued | $348,000 | 202 |
| Collaterized mortgage obligations | $464,000 | 3,400 |
| CMOs issued by government agencies or sponsored agencies | $438,000 | 3,263 |
| Privately issued | $26,000 | 1,140 |
| 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) | $9,256,000 | 5,925 |
| Total debt securities | $9,108,000 | 6,933 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $11,147,000 | 6,749 |
| U.S. Government securities | $9,459,000 | 6,286 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $9,459,000 | 5,765 |
| Securities issued by states & political subdivisions | $864,000 | 5,830 |
| Other domestic debt securities | $682,000 | 2,650 |
| Privately issued residential mortgage-backed securities | $33,000 | 1,364 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $649,000 | 2,258 |
| Foreign debt securities | NA | NA |
| Equity securities | $142,000 | 6,283 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,776,000 | 5,230 |
| Mortgage-backed securities | $4,549,000 | 3,757 |
| Certificates of participation in pools of residential mortgages | $3,889,000 | 3,178 |
| Issued or guaranteed by U.S. | $3,889,000 | 3,165 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $660,000 | 3,341 |
| CMOs issued by government agencies or sponsored agencies | $627,000 | 3,210 |
| Privately issued | $33,000 | 1,185 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $11,147,000 | 5,560 |
| Total debt securities | $11,005,000 | 6,668 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $12,478,000 | 6,423 |
| U.S. Government securities | $11,651,000 | 5,605 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $11,651,000 | 4,837 |
| Securities issued by states & political subdivisions | $640,000 | 6,317 |
| Other domestic debt securities | $46,000 | 3,676 |
| Privately issued residential mortgage-backed securities | $46,000 | 1,381 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $141,000 | 6,022 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,700,000 | 4,960 |
| Mortgage-backed securities | $5,622,000 | 3,631 |
| Certificates of participation in pools of residential mortgages | $4,850,000 | 3,014 |
| Issued or guaranteed by U.S. | $4,850,000 | 3,002 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $772,000 | 3,504 |
| CMOs issued by government agencies or sponsored agencies | $726,000 | 3,398 |
| Privately issued | $46,000 | 1,181 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $12,478,000 | 5,153 |
| Total debt securities | $12,337,000 | 6,330 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $15,378,000 | 5,904 |
| U.S. Government securities | $13,814,000 | 5,325 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $13,814,000 | 4,264 |
| Securities issued by states & political subdivisions | $418,000 | 6,903 |
| Other domestic debt securities | $266,000 | 2,744 |
| Privately issued residential mortgage-backed securities | $266,000 | 962 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $880,000 | 2,535 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,790,000 | 5,150 |
| Mortgage-backed securities | $7,076,000 | 3,213 |
| Certificates of participation in pools of residential mortgages | $6,385,000 | 2,552 |
| Issued or guaranteed by U.S. | $6,385,000 | 2,541 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $691,000 | 3,746 |
| CMOs issued by government agencies or sponsored agencies | $425,000 | 4,007 |
| Privately issued | $266,000 | 775 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $15,378,000 | 4,409 |
| Total debt securities | $14,498,000 | 5,993 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $17,300,000 | 5,871 |
| U.S. Government securities | $15,791,000 | 5,285 |
| U.S. Treasury securities | $604,000 | 7,837 |
| U.S. Government agency obligations | $15,187,000 | 4,154 |
| Securities issued by states & political subdivisions | $300,000 | 7,583 |
| Other domestic debt securities | $330,000 | 3,026 |
| Privately issued residential mortgage-backed securities | $330,000 | 1,132 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $879,000 | 2,515 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,637,000 | 4,303 |
| Mortgage-backed securities | $8,679,000 | 3,151 |
| Certificates of participation in pools of residential mortgages | $7,298,000 | 2,602 |
| Issued or guaranteed by U.S. | $7,298,000 | 2,581 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,381,000 | 3,488 |
| CMOs issued by government agencies or sponsored agencies | $1,051,000 | 3,596 |
| Privately issued | $330,000 | 899 |
| 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) | $300,000 | 7,616 |
| Available-for-sale securities (fair market value) | $17,000,000 | 4,326 |
| Total debt securities | $16,421,000 | 5,939 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,460 |
| Fair value | $504,000 | 2,448 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $13,094,000 | 7,242 |
| U.S. Government securities | $12,035,000 | 6,581 |
| U.S. Treasury securities | $616,000 | 9,130 |
| U.S. Government agency obligations | $11,419,000 | 5,037 |
| Securities issued by states & political subdivisions | $299,000 | 7,880 |
| Other domestic debt securities | $724,000 | 2,825 |
| Privately issued residential mortgage-backed securities | $423,000 | 1,257 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $301,000 | 2,859 |
| Foreign debt securities | NA | NA |
| Equity securities | $36,000 | 7,341 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,329,000 | 4,515 |
| Mortgage-backed securities | $4,265,000 | 4,802 |
| Certificates of participation in pools of residential mortgages | $2,959,000 | 4,192 |
| Issued or guaranteed by U.S. | $2,959,000 | 4,166 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,306,000 | 3,973 |
| CMOs issued by government agencies or sponsored agencies | $883,000 | 4,247 |
| Privately issued | $423,000 | 997 |
| 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) | $299,000 | 8,028 |
| Available-for-sale securities (fair market value) | $12,795,000 | 5,352 |
| Total debt securities | $13,058,000 | 7,122 |
| Structured notes | ||
| Amortized cost | $673,000 | 3,248 |
| Fair value | $671,000 | 3,241 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $12,889,000 | 7,746 |
| U.S. Government securities | $11,221,000 | 7,257 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $11,221,000 | 4,941 |
| Securities issued by states & political subdivisions | $464,000 | 7,801 |
| Other domestic debt securities | $1,168,000 | 2,606 |
| Privately issued residential mortgage-backed securities | $610,000 | 1,156 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $558,000 | 2,720 |
| Foreign debt securities | NA | NA |
| Equity securities | $36,000 | 7,308 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,385,000 | 6,656 |
| Mortgage-backed securities | $4,594,000 | 4,895 |
| Certificates of participation in pools of residential mortgages | $3,066,000 | 4,332 |
| Issued or guaranteed by U.S. | $3,066,000 | 4,306 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,528,000 | 4,015 |
| CMOs issued by government agencies or sponsored agencies | $918,000 | 4,489 |
| Privately issued | $610,000 | 923 |
| 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) | $8,946,000 | 6,096 |
| Available-for-sale securities (fair market value) | $3,943,000 | 7,489 |
| Total debt securities | $12,853,000 | 7,633 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $9,660,000 | 9,212 |
| U.S. Government securities | $7,398,000 | 9,209 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $7,398,000 | 6,625 |
| Securities issued by states & political subdivisions | $488,000 | 7,937 |
| Other domestic debt securities | $738,000 | 3,740 |
| Privately issued residential mortgage-backed securities | $738,000 | 1,416 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,036,000 | 2,065 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,100,000 | 5,162 |
| Mortgage-backed securities | $4,061,000 | 5,786 |
| Certificates of participation in pools of residential mortgages | $3,323,000 | 4,657 |
| Issued or guaranteed by U.S. | $3,323,000 | 4,615 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $738,000 | 5,343 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $738,000 | 1,102 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $8,624,000 | 9,471 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $12,295,000 | 8,280 |
| U.S. Government securities | $10,535,000 | 7,817 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $10,535,000 | 5,344 |
| Securities issued by states & political subdivisions | $629,000 | 7,365 |
| Other domestic debt securities | $95,000 | 6,803 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $95,000 | 5,320 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,036,000 | 1,838 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,800,000 | 5,271 |
| Mortgage-backed securities | $10,535,000 | 3,612 |
| Certificates of participation in pools of residential mortgages | $9,961,000 | 2,540 |
| Issued or guaranteed by U.S. | $9,961,000 | 2,501 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $574,000 | 5,675 |
| CMOs issued by government agencies or sponsored agencies | $574,000 | 5,250 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $11,259,000 | 8,526 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |