Home > Community State Bank > Securities
Community State Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $26,262,000 | 3,328 |
| U.S. Government securities | $1,584,000 | 4,215 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $1,584,000 | 4,004 |
| Securities issued by states & political subdivisions | $24,678,000 | 1,575 |
| 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 | $314,000 | 3,873 |
| Mortgage-backed securities | $1,584,000 | 3,400 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,683 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $253,000 | 1,476 |
| Other commercial mortgage-backed securities | $1,331,000 | 1,039 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $26,262,000 | 3,077 |
| Total debt securities | $26,262,000 | 3,303 |
| 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 | $25,930,000 | 3,354 |
| U.S. Government securities | $2,728,000 | 4,172 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $2,728,000 | 3,917 |
| Securities issued by states & political subdivisions | $23,202,000 | 1,619 |
| 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 | $298,000 | 3,888 |
| Mortgage-backed securities | $1,731,000 | 3,394 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,701 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $255,000 | 1,455 |
| Other commercial mortgage-backed securities | $1,476,000 | 1,006 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $25,930,000 | 3,089 |
| Total debt securities | $25,930,000 | 3,331 |
| 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 | $32,962,000 | 3,139 |
| U.S. Government securities | $8,024,000 | 3,799 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $8,024,000 | 3,444 |
| Securities issued by states & political subdivisions | $24,938,000 | 1,607 |
| 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 | $339,000 | 3,880 |
| Mortgage-backed securities | $1,664,000 | 3,412 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,723 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $277,000 | 1,442 |
| Other commercial mortgage-backed securities | $1,387,000 | 1,026 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $32,962,000 | 2,894 |
| Total debt securities | $32,963,000 | 3,115 |
| 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 | $36,292,000 | 3,124 |
| U.S. Government securities | $11,241,000 | 3,637 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $11,241,000 | 3,207 |
| Securities issued by states & political subdivisions | $25,051,000 | 1,641 |
| 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 | $328,000 | 3,894 |
| Mortgage-backed securities | $1,739,000 | 3,452 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,775 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $292,000 | 1,458 |
| Other commercial mortgage-backed securities | $1,447,000 | 1,038 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $36,292,000 | 2,867 |
| Total debt securities | $36,291,000 | 3,099 |
| 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 | $47,224,000 | 2,829 |
| U.S. Government securities | $11,202,000 | 3,662 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $11,202,000 | 3,207 |
| Securities issued by states & political subdivisions | $36,022,000 | 1,293 |
| 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 | $330,000 | 3,858 |
| Mortgage-backed securities | $1,797,000 | 3,464 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,815 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $334,000 | 1,449 |
| Other commercial mortgage-backed securities | $1,463,000 | 1,027 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $47,224,000 | 2,589 |
| Total debt securities | $47,223,000 | 2,811 |
| 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 | $51,777,000 | 2,719 |
| U.S. Government securities | $16,237,000 | 3,350 |
| U.S. Treasury securities | $4,995,000 | 2,043 |
| U.S. Government agency obligations | $11,242,000 | 3,224 |
| Securities issued by states & political subdivisions | $35,540,000 | 1,309 |
| 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 | $331,000 | 3,878 |
| Mortgage-backed securities | $1,874,000 | 3,478 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,845 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $356,000 | 1,456 |
| Other commercial mortgage-backed securities | $1,518,000 | 1,059 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $51,777,000 | 2,484 |
| Total debt securities | $51,777,000 | 2,699 |
| 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 | $59,831,000 | 2,557 |
| U.S. Government securities | $23,344,000 | 2,992 |
| U.S. Treasury securities | $11,960,000 | 1,435 |
| U.S. Government agency obligations | $11,384,000 | 3,245 |
| Securities issued by states & political subdivisions | $36,487,000 | 1,331 |
| 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 | $334,000 | 3,910 |
| Mortgage-backed securities | $1,953,000 | 3,515 |
| Certificates of participation in pools of residential mortgages | $0 | 3,938 |
| Issued or guaranteed by U.S. | $0 | 3,877 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,953,000 | 1,520 |
| Commercial mortgage pass-through securities | $403,000 | 1,435 |
| Other commercial mortgage-backed securities | $1,550,000 | 1,128 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $59,831,000 | 2,359 |
| Total debt securities | $59,830,000 | 2,544 |
| 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 | $52,545,000 | 2,698 |
| U.S. Government securities | $11,698,000 | 3,601 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $11,698,000 | 3,211 |
| Securities issued by states & political subdivisions | $40,847,000 | 1,243 |
| 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 | $337,000 | 3,931 |
| Mortgage-backed securities | $2,132,000 | 3,501 |
| Certificates of participation in pools of residential mortgages | $0 | 3,954 |
| Issued or guaranteed by U.S. | $0 | 3,898 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $2,132,000 | 1,488 |
| Commercial mortgage pass-through securities | $439,000 | 1,407 |
| Other commercial mortgage-backed securities | $1,693,000 | 1,095 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $52,545,000 | 2,512 |
| Total debt securities | $52,545,000 | 2,682 |
| 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 | $46,736,000 | 2,774 |
| U.S. Government securities | $2,347,000 | 4,262 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $2,347,000 | 4,048 |
| Securities issued by states & political subdivisions | $44,389,000 | 1,198 |
| 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 | $342,000 | 3,961 |
| Mortgage-backed securities | $2,347,000 | 3,495 |
| Certificates of participation in pools of residential mortgages | $0 | 3,982 |
| Issued or guaranteed by U.S. | $0 | 3,918 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $2,347,000 | 1,436 |
| Commercial mortgage pass-through securities | $519,000 | 1,348 |
| Other commercial mortgage-backed securities | $1,828,000 | 1,069 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $46,736,000 | 2,608 |
| Total debt securities | $46,735,000 | 2,755 |
| 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 | $46,984,000 | 2,711 |
| U.S. Government securities | $2,450,000 | 4,262 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $2,450,000 | 4,077 |
| Securities issued by states & political subdivisions | $44,534,000 | 1,161 |
| 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 | $345,000 | 3,990 |
| Mortgage-backed securities | $2,450,000 | 3,518 |
| Certificates of participation in pools of residential mortgages | $0 | 4,035 |
| Issued or guaranteed by U.S. | $0 | 3,975 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $2,450,000 | 1,418 |
| Commercial mortgage pass-through securities | $556,000 | 1,345 |
| Other commercial mortgage-backed securities | $1,894,000 | 1,059 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $46,984,000 | 2,546 |
| Total debt securities | $46,983,000 | 2,695 |
| 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 | $32,112,000 | 3,133 |
| U.S. Government securities | $2,535,000 | 4,269 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $2,535,000 | 4,089 |
| Securities issued by states & political subdivisions | $29,577,000 | 1,555 |
| 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 | $347,000 | 4,032 |
| Mortgage-backed securities | $2,535,000 | 3,513 |
| Certificates of participation in pools of residential mortgages | $0 | 4,051 |
| Issued or guaranteed by U.S. | $0 | 3,990 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $2,535,000 | 1,394 |
| Commercial mortgage pass-through securities | $609,000 | 1,338 |
| Other commercial mortgage-backed securities | $1,926,000 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $32,112,000 | 2,954 |
| Total debt securities | $32,111,000 | 3,114 |
| 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 | $31,831,000 | 3,037 |
| U.S. Government securities | $2,589,000 | 4,202 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $2,589,000 | 4,043 |
| Securities issued by states & political subdivisions | $29,242,000 | 1,519 |
| 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 | $350,000 | 4,048 |
| Mortgage-backed securities | $2,589,000 | 3,477 |
| Certificates of participation in pools of residential mortgages | $0 | 4,049 |
| Issued or guaranteed by U.S. | $0 | 3,983 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $2,589,000 | 1,371 |
| Commercial mortgage pass-through securities | $651,000 | 1,317 |
| Other commercial mortgage-backed securities | $1,938,000 | 986 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $31,831,000 | 2,855 |
| Total debt securities | $31,831,000 | 3,018 |
| 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 | $32,578,000 | 2,900 |
| U.S. Government securities | $2,774,000 | 4,099 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $2,774,000 | 3,957 |
| Securities issued by states & political subdivisions | $29,804,000 | 1,436 |
| 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 | $346,000 | 4,067 |
| Mortgage-backed securities | $2,774,000 | 3,448 |
| Certificates of participation in pools of residential mortgages | $0 | 4,054 |
| Issued or guaranteed by U.S. | $0 | 3,991 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $2,774,000 | 1,294 |
| Commercial mortgage pass-through securities | $713,000 | 1,265 |
| Other commercial mortgage-backed securities | $2,061,000 | 930 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $32,578,000 | 2,724 |
| Total debt securities | $32,578,000 | 2,881 |
| 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 | $30,737,000 | 2,876 |
| U.S. Government securities | $2,838,000 | 4,114 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,838,000 | 3,960 |
| Securities issued by states & political subdivisions | $27,899,000 | 1,410 |
| 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 | $347,000 | 4,094 |
| Mortgage-backed securities | $2,838,000 | 3,448 |
| Certificates of participation in pools of residential mortgages | $0 | 4,060 |
| Issued or guaranteed by U.S. | $0 | 3,999 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $2,838,000 | 1,260 |
| Commercial mortgage pass-through securities | $765,000 | 1,237 |
| Other commercial mortgage-backed securities | $2,073,000 | 907 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $30,737,000 | 2,688 |
| Total debt securities | $30,738,000 | 2,855 |
| 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 | $25,815,000 | 3,057 |
| U.S. Government securities | $808,000 | 4,499 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $808,000 | 4,375 |
| Securities issued by states & political subdivisions | $25,007,000 | 1,439 |
| 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 | $348,000 | 4,141 |
| Mortgage-backed securities | $808,000 | 3,833 |
| Certificates of participation in pools of residential mortgages | $0 | 4,071 |
| Issued or guaranteed by U.S. | $0 | 4,016 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $808,000 | 1,691 |
| Commercial mortgage pass-through securities | $808,000 | 1,226 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $25,815,000 | 2,864 |
| Total debt securities | $25,816,000 | 3,037 |
| 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 | $23,398,000 | 3,128 |
| U.S. Government securities | $3,028,000 | 4,171 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $3,028,000 | 4,015 |
| Securities issued by states & political subdivisions | $20,370,000 | 1,528 |
| 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 | $311,000 | 4,184 |
| Mortgage-backed securities | $1,477,000 | 3,716 |
| Certificates of participation in pools of residential mortgages | $640,000 | 3,658 |
| Issued or guaranteed by U.S. | $640,000 | 3,564 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $837,000 | 1,657 |
| Commercial mortgage pass-through securities | $837,000 | 1,186 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $23,398,000 | 2,927 |
| Total debt securities | $23,398,000 | 3,107 |
| 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 | $25,998,000 | 3,059 |
| U.S. Government securities | $4,810,000 | 3,985 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $4,810,000 | 3,821 |
| Securities issued by states & political subdivisions | $21,188,000 | 1,459 |
| 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 | $722,000 | 4,134 |
| Mortgage-backed securities | $1,637,000 | 3,686 |
| Certificates of participation in pools of residential mortgages | $681,000 | 3,650 |
| Issued or guaranteed by U.S. | $681,000 | 3,564 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $956,000 | 1,594 |
| Commercial mortgage pass-through securities | $956,000 | 1,131 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $25,998,000 | 2,860 |
| Total debt securities | $25,997,000 | 3,039 |
| 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 | $26,527,000 | 3,056 |
| U.S. Government securities | $4,987,000 | 4,035 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $4,987,000 | 3,876 |
| Securities issued by states & political subdivisions | $21,540,000 | 1,436 |
| 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 | $743,000 | 4,201 |
| Mortgage-backed securities | $1,785,000 | 3,673 |
| Certificates of participation in pools of residential mortgages | $712,000 | 3,670 |
| Issued or guaranteed by U.S. | $712,000 | 3,579 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $1,073,000 | 1,509 |
| Commercial mortgage pass-through securities | $1,073,000 | 1,065 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $26,527,000 | 2,849 |
| Total debt securities | $26,527,000 | 3,040 |
| 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 | $23,491,000 | 3,255 |
| U.S. Government securities | $2,204,000 | 4,536 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,204,000 | 4,377 |
| Securities issued by states & political subdivisions | $21,287,000 | 1,473 |
| 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 | $313,000 | 4,358 |
| Mortgage-backed securities | $2,204,000 | 3,590 |
| Certificates of participation in pools of residential mortgages | $1,049,000 | 3,541 |
| Issued or guaranteed by U.S. | $1,049,000 | 3,458 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $1,155,000 | 1,489 |
| Commercial mortgage pass-through securities | $1,155,000 | 1,036 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $23,491,000 | 3,020 |
| Total debt securities | $23,491,000 | 3,233 |
| 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 | $23,409,000 | 3,306 |
| U.S. Government securities | $2,298,000 | 4,579 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,298,000 | 4,415 |
| Securities issued by states & political subdivisions | $21,111,000 | 1,544 |
| 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 | $783,000 | 4,276 |
| Mortgage-backed securities | $2,298,000 | 3,591 |
| Certificates of participation in pools of residential mortgages | $1,100,000 | 3,543 |
| Issued or guaranteed by U.S. | $1,100,000 | 3,456 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $1,198,000 | 1,409 |
| Commercial mortgage pass-through securities | $1,198,000 | 1,018 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $23,409,000 | 3,063 |
| Total debt securities | $23,409,000 | 3,286 |
| 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 | $22,891,000 | 3,368 |
| U.S. Government securities | $2,427,000 | 4,592 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,427,000 | 4,422 |
| Securities issued by states & political subdivisions | $20,464,000 | 1,618 |
| 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 | $800,000 | 4,325 |
| Mortgage-backed securities | $2,427,000 | 3,579 |
| Certificates of participation in pools of residential mortgages | $1,146,000 | 3,544 |
| Issued or guaranteed by U.S. | $1,146,000 | 3,472 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $1,281,000 | 1,368 |
| Commercial mortgage pass-through securities | $1,281,000 | 1,001 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $22,891,000 | 3,117 |
| Total debt securities | $22,891,000 | 3,348 |
| 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 | $22,920,000 | 3,396 |
| U.S. Government securities | $3,782,000 | 4,431 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $3,782,000 | 4,280 |
| Securities issued by states & political subdivisions | $19,138,000 | 1,712 |
| 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 | $827,000 | 4,387 |
| Mortgage-backed securities | $2,535,000 | 3,603 |
| Certificates of participation in pools of residential mortgages | $1,202,000 | 3,569 |
| Issued or guaranteed by U.S. | $1,202,000 | 3,541 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $1,333,000 | 1,330 |
| Commercial mortgage pass-through securities | $1,333,000 | 974 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $22,920,000 | 3,137 |
| Total debt securities | $22,919,000 | 3,373 |
| 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 | $23,573,000 | 3,399 |
| U.S. Government securities | $3,915,000 | 4,454 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $3,915,000 | 4,294 |
| Securities issued by states & political subdivisions | $19,658,000 | 1,736 |
| 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 | $860,000 | 4,415 |
| Mortgage-backed securities | $2,671,000 | 3,607 |
| Certificates of participation in pools of residential mortgages | $1,273,000 | 3,602 |
| Issued or guaranteed by U.S. | $1,273,000 | 3,429 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,398,000 | 1,288 |
| Commercial mortgage pass-through securities | $1,398,000 | 932 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $23,573,000 | 3,136 |
| Total debt securities | $23,573,000 | 3,375 |
| 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 | $22,191,000 | 3,531 |
| U.S. Government securities | $4,104,000 | 4,499 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $4,104,000 | 4,356 |
| Securities issued by states & political subdivisions | $18,087,000 | 1,891 |
| 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 | $887,000 | 4,474 |
| Mortgage-backed securities | $1,361,000 | 3,920 |
| Certificates of participation in pools of residential mortgages | $1,361,000 | 3,621 |
| Issued or guaranteed by U.S. | $1,361,000 | 3,614 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $22,191,000 | 3,254 |
| Total debt securities | $22,190,000 | 3,507 |
| 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 | $21,289,000 | 3,644 |
| U.S. Government securities | $4,324,000 | 4,506 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $4,324,000 | 4,377 |
| Securities issued by states & political subdivisions | $16,965,000 | 2,026 |
| 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 | $933,000 | 4,533 |
| Mortgage-backed securities | $1,465,000 | 3,929 |
| Certificates of participation in pools of residential mortgages | $1,465,000 | 3,628 |
| Issued or guaranteed by U.S. | $1,465,000 | 3,622 |
| 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) | $21,289,000 | 3,357 |
| Total debt securities | $21,290,000 | 3,620 |
| 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 | $24,449,000 | 3,468 |
| U.S. Government securities | $8,639,000 | 3,926 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $8,639,000 | 3,783 |
| Securities issued by states & political subdivisions | $15,810,000 | 2,138 |
| 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 | $4,705,000 | 3,694 |
| Mortgage-backed securities | $3,192,000 | 3,635 |
| Certificates of participation in pools of residential mortgages | $3,192,000 | 3,214 |
| Issued or guaranteed by U.S. | $3,192,000 | 3,211 |
| 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) | $24,449,000 | 3,196 |
| Total debt securities | $24,449,000 | 3,441 |
| 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 | $24,883,000 | 3,500 |
| U.S. Government securities | $9,012,000 | 3,933 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $9,012,000 | 3,790 |
| Securities issued by states & political subdivisions | $15,871,000 | 2,151 |
| 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 | $4,737,000 | 3,708 |
| Mortgage-backed securities | $3,432,000 | 3,630 |
| Certificates of participation in pools of residential mortgages | $3,432,000 | 3,204 |
| Issued or guaranteed by U.S. | $3,432,000 | 3,200 |
| 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) | $24,883,000 | 3,215 |
| Total debt securities | $24,883,000 | 3,476 |
| 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 | $25,271,000 | 3,516 |
| U.S. Government securities | $9,325,000 | 3,924 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $9,325,000 | 3,785 |
| Securities issued by states & political subdivisions | $15,946,000 | 2,155 |
| 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 | $4,762,000 | 3,733 |
| Mortgage-backed securities | $3,676,000 | 3,634 |
| Certificates of participation in pools of residential mortgages | $3,676,000 | 3,217 |
| Issued or guaranteed by U.S. | $3,676,000 | 3,214 |
| 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) | $25,271,000 | 3,226 |
| Total debt securities | $25,271,000 | 3,487 |
| 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 | $24,731,000 | 3,545 |
| U.S. Government securities | $9,610,000 | 3,887 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,610,000 | 3,746 |
| Securities issued by states & political subdivisions | $15,121,000 | 2,246 |
| 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 | $4,591,000 | 3,798 |
| Mortgage-backed securities | $3,838,000 | 3,614 |
| Certificates of participation in pools of residential mortgages | $3,838,000 | 3,200 |
| Issued or guaranteed by U.S. | $3,838,000 | 3,196 |
| 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) | $24,731,000 | 3,251 |
| Total debt securities | $24,731,000 | 3,519 |
| 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 | $21,895,000 | 3,725 |
| U.S. Government securities | $10,161,000 | 3,829 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $10,161,000 | 3,701 |
| Securities issued by states & political subdivisions | $11,734,000 | 2,581 |
| 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 | $4,778,000 | 3,808 |
| Mortgage-backed securities | $4,124,000 | 3,606 |
| Certificates of participation in pools of residential mortgages | $4,124,000 | 3,169 |
| Issued or guaranteed by U.S. | $4,124,000 | 3,168 |
| 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) | $21,895,000 | 3,425 |
| Total debt securities | $21,895,000 | 3,694 |
| 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 | $24,212,000 | 3,634 |
| U.S. Government securities | $12,104,000 | 3,695 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $12,104,000 | 3,572 |
| Securities issued by states & political subdivisions | $12,108,000 | 2,546 |
| 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 | $4,897,000 | 3,845 |
| Mortgage-backed securities | $4,461,000 | 3,574 |
| Certificates of participation in pools of residential mortgages | $4,461,000 | 3,141 |
| Issued or guaranteed by U.S. | $4,461,000 | 3,138 |
| 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) | $24,212,000 | 3,340 |
| Total debt securities | $24,212,000 | 3,609 |
| 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 | $25,949,000 | 3,575 |
| U.S. Government securities | $13,980,000 | 3,591 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $13,980,000 | 3,465 |
| Securities issued by states & political subdivisions | $11,969,000 | 2,560 |
| 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 | $4,780,000 | 3,917 |
| Mortgage-backed securities | $4,803,000 | 3,533 |
| Certificates of participation in pools of residential mortgages | $4,803,000 | 3,090 |
| Issued or guaranteed by U.S. | $4,803,000 | 3,089 |
| 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) | $25,949,000 | 3,282 |
| Total debt securities | $25,949,000 | 3,551 |
| 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 | $25,398,000 | 3,643 |
| U.S. Government securities | $14,525,000 | 3,582 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $14,525,000 | 3,454 |
| Securities issued by states & political subdivisions | $10,873,000 | 2,705 |
| 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 | $4,506,000 | 4,008 |
| Mortgage-backed securities | $4,241,000 | 3,652 |
| Certificates of participation in pools of residential mortgages | $4,241,000 | 3,208 |
| Issued or guaranteed by U.S. | $4,241,000 | 3,206 |
| 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) | $25,398,000 | 3,332 |
| Total debt securities | $25,398,000 | 3,618 |
| 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 | $25,319,000 | 3,705 |
| U.S. Government securities | $15,028,000 | 3,599 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $15,028,000 | 3,483 |
| Securities issued by states & political subdivisions | $10,291,000 | 2,803 |
| 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 | $4,561,000 | 4,042 |
| Mortgage-backed securities | $4,528,000 | 3,640 |
| Certificates of participation in pools of residential mortgages | $4,528,000 | 3,170 |
| Issued or guaranteed by U.S. | $4,528,000 | 3,167 |
| 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) | $25,319,000 | 3,380 |
| Total debt securities | $25,319,000 | 3,681 |
| 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 | $21,334,000 | 4,090 |
| U.S. Government securities | $13,184,000 | 3,901 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $13,184,000 | 3,777 |
| Securities issued by states & political subdivisions | $8,150,000 | 3,099 |
| 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 | $4,572,000 | 4,092 |
| Mortgage-backed securities | $7,023,000 | 3,324 |
| Certificates of participation in pools of residential mortgages | $7,023,000 | 2,826 |
| Issued or guaranteed by U.S. | $7,023,000 | 2,824 |
| 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) | $21,334,000 | 3,740 |
| Total debt securities | $21,334,000 | 4,065 |
| 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 | $21,318,000 | 4,137 |
| U.S. Government securities | $13,811,000 | 3,905 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $13,811,000 | 3,786 |
| Securities issued by states & political subdivisions | $7,507,000 | 3,181 |
| 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 | $4,514,000 | 4,158 |
| Mortgage-backed securities | $7,616,000 | 3,303 |
| Certificates of participation in pools of residential mortgages | $7,616,000 | 2,793 |
| Issued or guaranteed by U.S. | $7,616,000 | 2,792 |
| 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) | $21,318,000 | 3,774 |
| Total debt securities | $21,318,000 | 4,109 |
| 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 | $23,518,000 | 4,006 |
| U.S. Government securities | $15,733,000 | 3,752 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $15,733,000 | 3,628 |
| Securities issued by states & political subdivisions | $7,785,000 | 3,170 |
| 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 | $5,222,000 | 4,067 |
| Mortgage-backed securities | $8,176,000 | 3,264 |
| Certificates of participation in pools of residential mortgages | $8,176,000 | 2,762 |
| Issued or guaranteed by U.S. | $8,176,000 | 2,760 |
| 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) | $23,518,000 | 3,654 |
| Total debt securities | $23,518,000 | 3,982 |
| 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 | $24,522,000 | 4,033 |
| U.S. Government securities | $16,222,000 | 3,810 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $16,222,000 | 3,685 |
| Securities issued by states & political subdivisions | $8,300,000 | 3,122 |
| 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 | $769,000 | 5,362 |
| Mortgage-backed securities | $8,727,000 | 3,289 |
| Certificates of participation in pools of residential mortgages | $8,727,000 | 2,763 |
| Issued or guaranteed by U.S. | $8,727,000 | 2,760 |
| 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) | $24,522,000 | 3,677 |
| Total debt securities | $24,522,000 | 4,002 |
| 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 | $25,148,000 | 4,014 |
| U.S. Government securities | $16,876,000 | 3,785 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $16,876,000 | 3,678 |
| Securities issued by states & political subdivisions | $8,272,000 | 3,168 |
| 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 | $767,000 | 5,412 |
| Mortgage-backed securities | $9,353,000 | 3,266 |
| Certificates of participation in pools of residential mortgages | $9,353,000 | 2,728 |
| Issued or guaranteed by U.S. | $9,353,000 | 2,728 |
| 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) | $25,148,000 | 3,664 |
| Total debt securities | $25,148,000 | 3,982 |
| 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 | $29,622,000 | 3,733 |
| U.S. Government securities | $18,738,000 | 3,618 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $18,738,000 | 3,515 |
| Securities issued by states & political subdivisions | $10,884,000 | 2,763 |
| 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 | $763,000 | 5,453 |
| Mortgage-backed securities | $10,514,000 | 3,142 |
| Certificates of participation in pools of residential mortgages | $10,514,000 | 2,583 |
| Issued or guaranteed by U.S. | $10,514,000 | 2,583 |
| 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) | $29,622,000 | 3,409 |
| Total debt securities | $29,622,000 | 3,707 |
| 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 | $34,487,000 | 3,420 |
| U.S. Government securities | $19,854,000 | 3,510 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $19,854,000 | 3,416 |
| Securities issued by states & political subdivisions | $14,633,000 | 2,335 |
| 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 | $758,000 | 5,523 |
| Mortgage-backed securities | $11,677,000 | 3,004 |
| Certificates of participation in pools of residential mortgages | $11,170,000 | 2,509 |
| Issued or guaranteed by U.S. | $11,170,000 | 2,509 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $507,000 | 3,132 |
| CMOs issued by government agencies or sponsored agencies | $507,000 | 3,017 |
| 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) | $34,487,000 | 3,130 |
| Total debt securities | $34,487,000 | 3,394 |
| 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 | $38,773,000 | 3,216 |
| U.S. Government securities | $20,842,000 | 3,435 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $20,842,000 | 3,351 |
| Securities issued by states & political subdivisions | $17,931,000 | 2,021 |
| 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 | $753,000 | 5,589 |
| Mortgage-backed securities | $12,680,000 | 2,914 |
| Certificates of participation in pools of residential mortgages | $11,656,000 | 2,460 |
| Issued or guaranteed by U.S. | $11,656,000 | 2,458 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,024,000 | 2,898 |
| CMOs issued by government agencies or sponsored agencies | $1,024,000 | 2,789 |
| 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) | $38,773,000 | 2,942 |
| Total debt securities | $38,773,000 | 3,181 |
| 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 | $48,789,000 | 2,732 |
| U.S. Government securities | $29,582,000 | 2,789 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $29,582,000 | 2,727 |
| Securities issued by states & political subdivisions | $19,207,000 | 1,910 |
| 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 | $518,000 | 5,694 |
| Mortgage-backed securities | $22,018,000 | 2,236 |
| Certificates of participation in pools of residential mortgages | $20,906,000 | 1,732 |
| Issued or guaranteed by U.S. | $20,906,000 | 1,730 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,112,000 | 2,892 |
| CMOs issued by government agencies or sponsored agencies | $1,112,000 | 2,776 |
| 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) | $48,789,000 | 2,496 |
| Total debt securities | $48,789,000 | 2,705 |
| 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 | $54,091,000 | 2,535 |
| U.S. Government securities | $34,028,000 | 2,575 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $34,028,000 | 2,515 |
| Securities issued by states & political subdivisions | $20,063,000 | 1,818 |
| 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 | $529,000 | 5,753 |
| Mortgage-backed securities | $27,066,000 | 2,031 |
| Certificates of participation in pools of residential mortgages | $25,794,000 | 1,523 |
| Issued or guaranteed by U.S. | $25,794,000 | 1,521 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,272,000 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $1,272,000 | 2,759 |
| 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) | $54,091,000 | 2,330 |
| Total debt securities | $54,091,000 | 2,511 |
| Structured notes | ||
| Amortized cost | $385,000 | 2,174 |
| Fair value | $387,000 | 2,170 |
| 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 | $49,407,000 | 2,668 |
| U.S. Government securities | $28,495,000 | 2,837 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $28,495,000 | 2,767 |
| Securities issued by states & political subdivisions | $20,912,000 | 1,728 |
| 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 | $277,000 | 5,921 |
| Mortgage-backed securities | $25,169,000 | 2,108 |
| Certificates of participation in pools of residential mortgages | $21,647,000 | 1,689 |
| Issued or guaranteed by U.S. | $21,647,000 | 1,687 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,522,000 | 2,276 |
| CMOs issued by government agencies or sponsored agencies | $3,522,000 | 2,182 |
| 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) | $49,407,000 | 2,463 |
| Total debt securities | $49,407,000 | 2,642 |
| Structured notes | ||
| Amortized cost | $453,000 | 2,176 |
| Fair value | $456,000 | 2,177 |
| 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 | $48,459,000 | 2,748 |
| U.S. Government securities | $28,049,000 | 2,923 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $28,049,000 | 2,870 |
| Securities issued by states & political subdivisions | $20,410,000 | 1,716 |
| 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 | $567,000 | 5,851 |
| Mortgage-backed securities | $24,640,000 | 2,231 |
| Certificates of participation in pools of residential mortgages | $20,731,000 | 1,808 |
| Issued or guaranteed by U.S. | $20,731,000 | 1,807 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,909,000 | 2,304 |
| CMOs issued by government agencies or sponsored agencies | $3,909,000 | 2,203 |
| 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) | $48,459,000 | 2,521 |
| Total debt securities | $48,459,000 | 2,724 |
| Structured notes | ||
| Amortized cost | $525,000 | 2,163 |
| Fair value | $529,000 | 2,166 |
| 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 | $49,483,000 | 2,703 |
| U.S. Government securities | $36,909,000 | 2,463 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $36,909,000 | 2,411 |
| Securities issued by states & political subdivisions | $12,574,000 | 2,419 |
| 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 | $570,000 | 5,925 |
| Mortgage-backed securities | $33,428,000 | 1,866 |
| Certificates of participation in pools of residential mortgages | $27,308,000 | 1,519 |
| Issued or guaranteed by U.S. | $27,308,000 | 1,517 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,120,000 | 1,965 |
| CMOs issued by government agencies or sponsored agencies | $6,120,000 | 1,864 |
| 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) | $49,483,000 | 2,485 |
| Total debt securities | $49,483,000 | 2,676 |
| Structured notes | ||
| Amortized cost | $602,000 | 2,383 |
| Fair value | $601,000 | 2,388 |
| 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 | $49,166,000 | 2,703 |
| U.S. Government securities | $36,501,000 | 2,512 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $36,501,000 | 2,456 |
| Securities issued by states & political subdivisions | $12,665,000 | 2,338 |
| 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 | $574,000 | 5,957 |
| Mortgage-backed securities | $31,842,000 | 1,927 |
| Certificates of participation in pools of residential mortgages | $25,348,000 | 1,586 |
| Issued or guaranteed by U.S. | $25,348,000 | 1,583 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,494,000 | 1,941 |
| CMOs issued by government agencies or sponsored agencies | $6,494,000 | 1,836 |
| 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) | $49,166,000 | 2,479 |
| Total debt securities | $49,166,000 | 2,682 |
| Structured notes | ||
| Amortized cost | $673,000 | 2,599 |
| Fair value | $671,000 | 2,605 |
| 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 | $45,352,000 | 2,807 |
| U.S. Government securities | $32,748,000 | 2,624 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $32,748,000 | 2,567 |
| Securities issued by states & political subdivisions | $12,604,000 | 2,310 |
| 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 | $574,000 | 5,670 |
| Mortgage-backed securities | $28,229,000 | 1,993 |
| Certificates of participation in pools of residential mortgages | $21,464,000 | 1,692 |
| Issued or guaranteed by U.S. | $21,464,000 | 1,691 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $6,765,000 | 1,874 |
| CMOs issued by government agencies or sponsored agencies | $6,765,000 | 1,715 |
| 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) | $45,352,000 | 2,567 |
| Total debt securities | $45,352,000 | 2,788 |
| 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 | $44,188,000 | 2,783 |
| U.S. Government securities | $31,721,000 | 2,623 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $31,721,000 | 2,558 |
| Securities issued by states & political subdivisions | $12,467,000 | 2,249 |
| 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 | $0 | 5,942 |
| Mortgage-backed securities | $25,664,000 | 2,051 |
| Certificates of participation in pools of residential mortgages | $17,392,000 | 1,927 |
| Issued or guaranteed by U.S. | $17,392,000 | 1,921 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $8,272,000 | 1,731 |
| CMOs issued by government agencies or sponsored agencies | $8,272,000 | 1,560 |
| 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) | $44,188,000 | 2,534 |
| Total debt securities | $44,188,000 | 2,759 |
| 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 | $43,777,000 | 2,816 |
| U.S. Government securities | $30,669,000 | 2,756 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $30,669,000 | 2,674 |
| Securities issued by states & political subdivisions | $13,108,000 | 2,117 |
| 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 | $0 | 6,008 |
| Mortgage-backed securities | $22,298,000 | 2,211 |
| Certificates of participation in pools of residential mortgages | $13,548,000 | 2,193 |
| Issued or guaranteed by U.S. | $13,548,000 | 2,189 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $8,750,000 | 1,665 |
| CMOs issued by government agencies or sponsored agencies | $8,750,000 | 1,482 |
| 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) | $43,777,000 | 2,565 |
| Total debt securities | $43,777,000 | 2,798 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| 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 | $33,504,000 | 3,372 |
| U.S. Government securities | $21,535,000 | 3,495 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $21,535,000 | 3,396 |
| Securities issued by states & political subdivisions | $11,969,000 | 2,218 |
| 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 | $0 | 6,043 |
| Mortgage-backed securities | $14,288,000 | 2,760 |
| Certificates of participation in pools of residential mortgages | $8,590,000 | 2,777 |
| Issued or guaranteed by U.S. | $8,590,000 | 2,771 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $5,698,000 | 1,913 |
| CMOs issued by government agencies or sponsored agencies | $5,698,000 | 1,722 |
| 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) | $33,504,000 | 3,085 |
| Total debt securities | $33,504,000 | 3,344 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $33,428,000 | 3,254 |
| U.S. Government securities | $21,852,000 | 3,289 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $21,852,000 | 3,186 |
| Securities issued by states & political subdivisions | $11,576,000 | 2,241 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $328,000 | 5,962 |
| Mortgage-backed securities | $14,530,000 | 2,645 |
| Certificates of participation in pools of residential mortgages | $8,387,000 | 2,687 |
| Issued or guaranteed by U.S. | $8,387,000 | 2,679 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,143,000 | 1,843 |
| CMOs issued by government agencies or sponsored agencies | $6,143,000 | 1,641 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $33,428,000 | 2,978 |
| Total debt securities | $33,428,000 | 3,224 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $34,523,000 | 3,182 |
| U.S. Government securities | $22,224,000 | 3,206 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $22,224,000 | 3,097 |
| Securities issued by states & political subdivisions | $12,299,000 | 2,069 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $334,000 | 6,050 |
| Mortgage-backed securities | $13,695,000 | 2,714 |
| Certificates of participation in pools of residential mortgages | $9,494,000 | 2,497 |
| Issued or guaranteed by U.S. | $9,494,000 | 2,492 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,201,000 | 2,100 |
| CMOs issued by government agencies or sponsored agencies | $4,201,000 | 1,866 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $34,523,000 | 2,889 |
| Total debt securities | $34,523,000 | 3,150 |
| 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 | $34,583,000 | 3,175 |
| U.S. Government securities | $23,260,000 | 3,153 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $23,260,000 | 3,069 |
| Securities issued by states & political subdivisions | $11,323,000 | 2,094 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $336,000 | 6,099 |
| Mortgage-backed securities | $13,413,000 | 2,737 |
| Certificates of participation in pools of residential mortgages | $10,124,000 | 2,419 |
| Issued or guaranteed by U.S. | $10,124,000 | 2,410 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,289,000 | 2,185 |
| CMOs issued by government agencies or sponsored agencies | $3,289,000 | 1,931 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $34,583,000 | 2,858 |
| Total debt securities | $34,583,000 | 3,144 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $31,504,000 | 3,396 |
| U.S. Government securities | $20,727,000 | 3,474 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $20,727,000 | 3,390 |
| Securities issued by states & political subdivisions | $10,777,000 | 2,130 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $336,000 | 6,181 |
| Mortgage-backed securities | $13,498,000 | 2,807 |
| Certificates of participation in pools of residential mortgages | $9,927,000 | 2,542 |
| Issued or guaranteed by U.S. | $9,927,000 | 2,535 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,571,000 | 2,097 |
| CMOs issued by government agencies or sponsored agencies | $3,571,000 | 1,829 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $31,504,000 | 3,070 |
| Total debt securities | $31,504,000 | 3,363 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $30,355,000 | 3,454 |
| U.S. Government securities | $19,402,000 | 3,588 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $19,402,000 | 3,512 |
| Securities issued by states & political subdivisions | $10,953,000 | 2,112 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $587,000 | 6,087 |
| Mortgage-backed securities | $13,726,000 | 2,834 |
| Certificates of participation in pools of residential mortgages | $12,525,000 | 2,288 |
| Issued or guaranteed by U.S. | $12,525,000 | 2,281 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,201,000 | 2,787 |
| CMOs issued by government agencies or sponsored agencies | $1,201,000 | 2,452 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $30,355,000 | 3,132 |
| Total debt securities | $30,355,000 | 3,424 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $30,666,000 | 3,441 |
| U.S. Government securities | $19,483,000 | 3,568 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $19,483,000 | 3,494 |
| Securities issued by states & political subdivisions | $11,183,000 | 2,089 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $593,000 | 6,111 |
| Mortgage-backed securities | $14,435,000 | 2,799 |
| Certificates of participation in pools of residential mortgages | $13,186,000 | 2,271 |
| Issued or guaranteed by U.S. | $13,186,000 | 2,263 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,249,000 | 2,764 |
| CMOs issued by government agencies or sponsored agencies | $1,249,000 | 2,409 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $1,689,000 | 2,213 |
| Available-for-sale securities (fair market value) | $28,977,000 | 3,223 |
| Total debt securities | $30,666,000 | 3,398 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $30,222,000 | 3,438 |
| U.S. Government securities | $19,237,000 | 3,549 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $19,237,000 | 3,475 |
| Securities issued by states & political subdivisions | $10,985,000 | 2,080 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $586,000 | 6,144 |
| Mortgage-backed securities | $14,551,000 | 2,815 |
| Certificates of participation in pools of residential mortgages | $13,231,000 | 2,317 |
| Issued or guaranteed by U.S. | $13,231,000 | 2,309 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,320,000 | 2,728 |
| CMOs issued by government agencies or sponsored agencies | $1,320,000 | 2,367 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $1,691,000 | 2,231 |
| Available-for-sale securities (fair market value) | $28,531,000 | 3,196 |
| Total debt securities | $30,222,000 | 3,403 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $30,296,000 | 3,449 |
| U.S. Government securities | $19,930,000 | 3,529 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $19,930,000 | 3,459 |
| Securities issued by states & political subdivisions | $10,366,000 | 2,089 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $591,000 | 6,188 |
| Mortgage-backed securities | $15,766,000 | 2,752 |
| Certificates of participation in pools of residential mortgages | $14,360,000 | 2,245 |
| Issued or guaranteed by U.S. | $14,360,000 | 2,231 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,406,000 | 2,707 |
| CMOs issued by government agencies or sponsored agencies | $1,406,000 | 2,343 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,692,000 | 2,268 |
| Available-for-sale securities (fair market value) | $28,604,000 | 3,217 |
| Total debt securities | $30,296,000 | 3,424 |
| 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 | $29,842,000 | 3,472 |
| U.S. Government securities | $19,276,000 | 3,650 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $19,276,000 | 3,577 |
| Securities issued by states & political subdivisions | $10,566,000 | 1,992 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $591,000 | 6,226 |
| Mortgage-backed securities | $15,056,000 | 2,770 |
| Certificates of participation in pools of residential mortgages | $13,619,000 | 2,289 |
| Issued or guaranteed by U.S. | $13,619,000 | 2,279 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,437,000 | 2,633 |
| CMOs issued by government agencies or sponsored agencies | $1,437,000 | 2,305 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,694,000 | 2,278 |
| Available-for-sale securities (fair market value) | $28,148,000 | 3,207 |
| Total debt securities | $29,842,000 | 3,439 |
| 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 | $29,295,000 | 3,456 |
| U.S. Government securities | $18,753,000 | 3,668 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $18,753,000 | 3,598 |
| Securities issued by states & political subdivisions | $10,542,000 | 1,970 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $579,000 | 6,265 |
| Mortgage-backed securities | $14,699,000 | 2,713 |
| Certificates of participation in pools of residential mortgages | $13,255,000 | 2,244 |
| Issued or guaranteed by U.S. | $13,255,000 | 2,232 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,444,000 | 2,568 |
| CMOs issued by government agencies or sponsored agencies | $1,444,000 | 2,226 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,695,000 | 2,295 |
| Available-for-sale securities (fair market value) | $27,600,000 | 3,173 |
| Total debt securities | $29,295,000 | 3,421 |
| 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 | $28,733,000 | 3,550 |
| U.S. Government securities | $18,138,000 | 3,781 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $18,138,000 | 3,714 |
| Securities issued by states & political subdivisions | $10,595,000 | 1,970 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $576,000 | 6,302 |
| Mortgage-backed securities | $14,591,000 | 2,693 |
| Certificates of participation in pools of residential mortgages | $13,106,000 | 2,245 |
| Issued or guaranteed by U.S. | $13,106,000 | 2,232 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,485,000 | 2,550 |
| CMOs issued by government agencies or sponsored agencies | $1,485,000 | 2,214 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,698,000 | 2,302 |
| Available-for-sale securities (fair market value) | $27,035,000 | 3,279 |
| Total debt securities | $28,733,000 | 3,511 |
| 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 | $29,159,000 | 3,500 |
| U.S. Government securities | $18,241,000 | 3,745 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $18,241,000 | 3,680 |
| Securities issued by states & political subdivisions | $10,918,000 | 1,927 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $588,000 | 6,287 |
| Mortgage-backed securities | $14,692,000 | 2,628 |
| Certificates of participation in pools of residential mortgages | $13,601,000 | 2,126 |
| Issued or guaranteed by U.S. | $13,601,000 | 2,116 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,091,000 | 2,704 |
| CMOs issued by government agencies or sponsored agencies | $1,091,000 | 2,365 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,700,000 | 2,335 |
| Available-for-sale securities (fair market value) | $27,459,000 | 3,265 |
| Total debt securities | $29,159,000 | 3,452 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $26,300,000 | 3,755 |
| U.S. Government securities | $15,286,000 | 4,234 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $15,286,000 | 4,146 |
| Securities issued by states & political subdivisions | $11,014,000 | 1,910 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $11,215,000 | 2,741 |
| Certificates of participation in pools of residential mortgages | $10,609,000 | 2,214 |
| Issued or guaranteed by U.S. | $10,609,000 | 2,201 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $606,000 | 2,890 |
| CMOs issued by government agencies or sponsored agencies | $606,000 | 2,578 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,702,000 | 2,396 |
| Available-for-sale securities (fair market value) | $24,598,000 | 3,489 |
| Total debt securities | $26,300,000 | 3,707 |
| Structured notes | ||
| Amortized cost | $285,000 | 2,272 |
| Fair value | $284,000 | 2,271 |
| 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 | $25,743,000 | 3,807 |
| U.S. Government securities | $13,903,000 | 4,589 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $13,903,000 | 4,488 |
| Securities issued by states & political subdivisions | $11,840,000 | 1,766 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $240,000 | 6,585 |
| Mortgage-backed securities | $9,473,000 | 2,812 |
| Certificates of participation in pools of residential mortgages | $8,860,000 | 2,274 |
| Issued or guaranteed by U.S. | $8,860,000 | 2,263 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $613,000 | 2,830 |
| CMOs issued by government agencies or sponsored agencies | $613,000 | 2,522 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,764,000 | 2,429 |
| Available-for-sale securities (fair market value) | $23,979,000 | 3,535 |
| Total debt securities | $25,743,000 | 3,753 |
| Structured notes | ||
| Amortized cost | $291,000 | 2,497 |
| Fair value | $287,000 | 2,498 |
| 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 | $28,557,000 | 3,534 |
| U.S. Government securities | $17,379,000 | 4,022 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $17,379,000 | 3,920 |
| Securities issued by states & political subdivisions | $11,178,000 | 1,815 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $306,000 | 6,611 |
| Mortgage-backed securities | $10,067,000 | 2,667 |
| Certificates of participation in pools of residential mortgages | $9,439,000 | 2,144 |
| Issued or guaranteed by U.S. | $9,439,000 | 2,135 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $628,000 | 2,810 |
| CMOs issued by government agencies or sponsored agencies | $628,000 | 2,504 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,767,000 | 2,449 |
| Available-for-sale securities (fair market value) | $26,790,000 | 3,257 |
| Total debt securities | $28,557,000 | 3,495 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,538 |
| Fair value | $293,000 | 2,567 |
| 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 | $28,314,000 | 3,582 |
| U.S. Government securities | $16,666,000 | 4,143 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $16,666,000 | 4,045 |
| Securities issued by states & political subdivisions | $11,648,000 | 1,767 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $306,000 | 6,643 |
| Mortgage-backed securities | $9,752,000 | 2,686 |
| Certificates of participation in pools of residential mortgages | $9,082,000 | 2,195 |
| Issued or guaranteed by U.S. | $9,082,000 | 2,187 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $670,000 | 2,750 |
| CMOs issued by government agencies or sponsored agencies | $670,000 | 2,466 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,769,000 | 2,495 |
| Available-for-sale securities (fair market value) | $26,545,000 | 3,283 |
| Total debt securities | $28,313,000 | 3,546 |
| Structured notes | ||
| Amortized cost | $310,000 | 2,600 |
| Fair value | $305,000 | 2,604 |
| 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 | $27,419,000 | 3,685 |
| U.S. Government securities | $15,746,000 | 4,363 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $15,746,000 | 4,253 |
| Securities issued by states & political subdivisions | $11,673,000 | 1,758 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $315,000 | 6,683 |
| Mortgage-backed securities | $8,551,000 | 2,855 |
| Certificates of participation in pools of residential mortgages | $8,266,000 | 2,323 |
| Issued or guaranteed by U.S. | $8,266,000 | 2,311 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $285,000 | 3,098 |
| CMOs issued by government agencies or sponsored agencies | $285,000 | 2,810 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,811,000 | 2,537 |
| Available-for-sale securities (fair market value) | $25,608,000 | 3,389 |
| Total debt securities | $27,419,000 | 3,635 |
| Structured notes | ||
| Amortized cost | $319,000 | 2,702 |
| Fair value | $313,000 | 2,702 |
| 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 | $26,986,000 | 3,765 |
| U.S. Government securities | $16,534,000 | 4,273 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $16,534,000 | 4,156 |
| Securities issued by states & political subdivisions | $10,452,000 | 1,930 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $320,000 | 6,733 |
| Mortgage-backed securities | $8,793,000 | 2,801 |
| Certificates of participation in pools of residential mortgages | $8,498,000 | 2,308 |
| Issued or guaranteed by U.S. | $8,498,000 | 2,294 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $295,000 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $295,000 | 2,766 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,813,000 | 2,601 |
| Available-for-sale securities (fair market value) | $25,173,000 | 3,445 |
| Total debt securities | $26,986,000 | 3,706 |
| Structured notes | ||
| Amortized cost | $327,000 | 2,827 |
| Fair value | $319,000 | 2,825 |
| 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 | $25,690,000 | 3,885 |
| U.S. Government securities | $15,196,000 | 4,489 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $15,196,000 | 4,354 |
| Securities issued by states & political subdivisions | $10,494,000 | 1,865 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $320,000 | 6,776 |
| Mortgage-backed securities | $8,039,000 | 2,938 |
| Certificates of participation in pools of residential mortgages | $7,733,000 | 2,438 |
| Issued or guaranteed by U.S. | $7,733,000 | 2,427 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $306,000 | 3,034 |
| CMOs issued by government agencies or sponsored agencies | $306,000 | 2,733 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,815,000 | 2,627 |
| Available-for-sale securities (fair market value) | $23,875,000 | 3,557 |
| Total debt securities | $25,687,000 | 3,822 |
| Structured notes | ||
| Amortized cost | $838,000 | 2,435 |
| Fair value | $816,000 | 2,433 |
| 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 | $25,642,000 | 3,959 |
| U.S. Government securities | $14,835,000 | 4,585 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $14,835,000 | 4,447 |
| Securities issued by states & political subdivisions | $10,807,000 | 1,830 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $325,000 | 6,806 |
| Mortgage-backed securities | $8,168,000 | 2,956 |
| Certificates of participation in pools of residential mortgages | $7,845,000 | 2,455 |
| Issued or guaranteed by U.S. | $7,845,000 | 2,445 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $323,000 | 3,023 |
| CMOs issued by government agencies or sponsored agencies | $323,000 | 2,719 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,818,000 | 2,670 |
| Available-for-sale securities (fair market value) | $23,824,000 | 3,608 |
| Total debt securities | $25,642,000 | 3,900 |
| Structured notes | ||
| Amortized cost | $849,000 | 2,421 |
| Fair value | $838,000 | 2,417 |
| 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 | $25,639,000 | 3,991 |
| U.S. Government securities | $13,600,000 | 4,815 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $13,600,000 | 4,667 |
| Securities issued by states & political subdivisions | $12,039,000 | 1,652 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $325,000 | 6,853 |
| Mortgage-backed securities | $7,908,000 | 3,023 |
| Certificates of participation in pools of residential mortgages | $7,574,000 | 2,539 |
| Issued or guaranteed by U.S. | $7,574,000 | 2,528 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $334,000 | 3,020 |
| CMOs issued by government agencies or sponsored agencies | $334,000 | 2,730 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,840,000 | 2,709 |
| Available-for-sale securities (fair market value) | $23,799,000 | 3,601 |
| Total debt securities | $25,639,000 | 3,922 |
| Structured notes | ||
| Amortized cost | $858,000 | 2,407 |
| Fair value | $847,000 | 2,406 |
| 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 | $25,364,000 | 3,968 |
| U.S. Government securities | $13,362,000 | 4,827 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $13,362,000 | 4,693 |
| Securities issued by states & political subdivisions | $12,002,000 | 1,650 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $323,000 | 6,891 |
| Mortgage-backed securities | $7,587,000 | 3,113 |
| Certificates of participation in pools of residential mortgages | $7,232,000 | 2,632 |
| Issued or guaranteed by U.S. | $7,232,000 | 2,619 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $355,000 | 3,023 |
| CMOs issued by government agencies or sponsored agencies | $355,000 | 2,727 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,842,000 | 2,730 |
| Available-for-sale securities (fair market value) | $23,522,000 | 3,601 |
| Total debt securities | $25,363,000 | 3,908 |
| Structured notes | ||
| Amortized cost | $871,000 | 2,361 |
| Fair value | $868,000 | 2,359 |
| 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 | $25,237,000 | 4,013 |
| U.S. Government securities | $13,225,000 | 4,899 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $13,225,000 | 4,759 |
| Securities issued by states & political subdivisions | $12,012,000 | 1,644 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $327,000 | 6,893 |
| Mortgage-backed securities | $6,912,000 | 3,344 |
| Certificates of participation in pools of residential mortgages | $6,535,000 | 2,831 |
| Issued or guaranteed by U.S. | $6,535,000 | 2,820 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $377,000 | 3,042 |
| CMOs issued by government agencies or sponsored agencies | $377,000 | 2,758 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,894,000 | 2,761 |
| Available-for-sale securities (fair market value) | $23,343,000 | 3,655 |
| Total debt securities | $25,237,000 | 3,949 |
| Structured notes | ||
| Amortized cost | $887,000 | 2,352 |
| Fair value | $887,000 | 2,353 |
| 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 | $24,830,000 | 4,129 |
| U.S. Government securities | $12,676,000 | 5,069 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,676,000 | 4,921 |
| Securities issued by states & political subdivisions | $12,154,000 | 1,609 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $323,000 | 6,945 |
| Mortgage-backed securities | $7,302,000 | 3,338 |
| Certificates of participation in pools of residential mortgages | $6,915,000 | 2,827 |
| Issued or guaranteed by U.S. | $6,915,000 | 2,817 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $387,000 | 3,081 |
| CMOs issued by government agencies or sponsored agencies | $387,000 | 2,805 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,896,000 | 2,796 |
| Available-for-sale securities (fair market value) | $22,934,000 | 3,762 |
| Total debt securities | $24,830,000 | 4,066 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,494 |
| Fair value | $491,000 | 2,623 |
| 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 | $26,693,000 | 3,926 |
| U.S. Government securities | $14,326,000 | 4,780 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $14,326,000 | 4,627 |
| Securities issued by states & political subdivisions | $12,367,000 | 1,601 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $329,000 | 6,954 |
| Mortgage-backed securities | $7,358,000 | 3,391 |
| Certificates of participation in pools of residential mortgages | $6,393,000 | 2,970 |
| Issued or guaranteed by U.S. | $6,393,000 | 2,960 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $965,000 | 2,699 |
| CMOs issued by government agencies or sponsored agencies | $965,000 | 2,448 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,913,000 | 2,820 |
| Available-for-sale securities (fair market value) | $24,780,000 | 3,603 |
| Total debt securities | $26,693,000 | 3,863 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,430 |
| Fair value | $494,000 | 2,611 |
| 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 | $28,574,000 | 3,745 |
| U.S. Government securities | $16,914,000 | 4,259 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $16,914,000 | 4,131 |
| Securities issued by states & political subdivisions | $11,660,000 | 1,682 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $317,000 | 6,997 |
| Mortgage-backed securities | $7,393,000 | 3,405 |
| Certificates of participation in pools of residential mortgages | $6,298,000 | 3,016 |
| Issued or guaranteed by U.S. | $6,298,000 | 3,011 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,095,000 | 2,607 |
| CMOs issued by government agencies or sponsored agencies | $1,095,000 | 2,366 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,915,000 | 2,862 |
| Available-for-sale securities (fair market value) | $26,659,000 | 3,413 |
| Total debt securities | $28,574,000 | 3,675 |
| 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 | $28,834,000 | 3,761 |
| U.S. Government securities | $16,672,000 | 4,382 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $16,672,000 | 4,231 |
| Securities issued by states & political subdivisions | $12,162,000 | 1,614 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $240,000 | 7,104 |
| Mortgage-backed securities | $7,350,000 | 3,464 |
| Certificates of participation in pools of residential mortgages | $6,138,000 | 3,099 |
| Issued or guaranteed by U.S. | $6,138,000 | 3,091 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,212,000 | 2,590 |
| CMOs issued by government agencies or sponsored agencies | $1,212,000 | 2,353 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,779,000 | 2,577 |
| Available-for-sale securities (fair market value) | $26,055,000 | 3,502 |
| Total debt securities | $28,834,000 | 3,697 |
| 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 | $26,926,000 | 3,952 |
| U.S. Government securities | $14,817,000 | 4,682 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $14,817,000 | 4,539 |
| Securities issued by states & political subdivisions | $11,987,000 | 1,651 |
| Other domestic debt securities | $122,000 | 3,530 |
| Privately issued residential mortgage-backed securities | $122,000 | 1,065 |
| 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 | $240,000 | 7,111 |
| Mortgage-backed securities | $7,887,000 | 3,383 |
| Certificates of participation in pools of residential mortgages | $6,352,000 | 3,073 |
| Issued or guaranteed by U.S. | $6,352,000 | 3,062 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,535,000 | 2,504 |
| CMOs issued by government agencies or sponsored agencies | $1,413,000 | 2,325 |
| Privately issued | $122,000 | 979 |
| 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) | $2,782,000 | 2,553 |
| Available-for-sale securities (fair market value) | $24,144,000 | 3,703 |
| Total debt securities | $26,926,000 | 3,875 |
| 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 | $25,327,000 | 4,178 |
| U.S. Government securities | $13,135,000 | 5,038 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $13,135,000 | 4,887 |
| Securities issued by states & political subdivisions | $12,040,000 | 1,661 |
| Other domestic debt securities | $152,000 | 3,538 |
| Privately issued residential mortgage-backed securities | $152,000 | 903 |
| 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 | $240,000 | 7,127 |
| Mortgage-backed securities | $8,337,000 | 3,285 |
| Certificates of participation in pools of residential mortgages | $7,253,000 | 2,904 |
| Issued or guaranteed by U.S. | $7,253,000 | 2,891 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,084,000 | 2,710 |
| CMOs issued by government agencies or sponsored agencies | $932,000 | 2,718 |
| Privately issued | $152,000 | 787 |
| 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) | $2,799,000 | 2,580 |
| Available-for-sale securities (fair market value) | $22,528,000 | 3,888 |
| Total debt securities | $25,327,000 | 4,102 |
| 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 | $27,935,000 | 3,823 |
| U.S. Government securities | $15,466,000 | 4,473 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $15,466,000 | 4,312 |
| Securities issued by states & political subdivisions | $12,280,000 | 1,618 |
| Other domestic debt securities | $189,000 | 3,627 |
| Privately issued residential mortgage-backed securities | $189,000 | 945 |
| 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 | $240,000 | 7,154 |
| Mortgage-backed securities | $10,678,000 | 2,883 |
| Certificates of participation in pools of residential mortgages | $9,543,000 | 2,469 |
| Issued or guaranteed by U.S. | $9,543,000 | 2,460 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,135,000 | 2,723 |
| CMOs issued by government agencies or sponsored agencies | $946,000 | 2,734 |
| Privately issued | $189,000 | 830 |
| 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) | $2,801,000 | 2,606 |
| Available-for-sale securities (fair market value) | $25,134,000 | 3,566 |
| Total debt securities | $27,935,000 | 3,751 |
| 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 | $27,778,000 | 3,753 |
| U.S. Government securities | $15,920,000 | 4,306 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $15,920,000 | 4,149 |
| Securities issued by states & political subdivisions | $11,600,000 | 1,655 |
| Other domestic debt securities | $258,000 | 3,542 |
| Privately issued residential mortgage-backed securities | $258,000 | 936 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $12,079,000 | 2,763 |
| Certificates of participation in pools of residential mortgages | $10,831,000 | 2,289 |
| Issued or guaranteed by U.S. | $10,831,000 | 2,279 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,248,000 | 2,850 |
| CMOs issued by government agencies or sponsored agencies | $990,000 | 2,898 |
| Privately issued | $258,000 | 828 |
| 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) | $2,707,000 | 2,652 |
| Available-for-sale securities (fair market value) | $25,071,000 | 3,485 |
| Total debt securities | $27,778,000 | 3,673 |
| 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 | $23,961,000 | 4,158 |
| U.S. Government securities | $14,800,000 | 4,554 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $14,800,000 | 4,391 |
| Securities issued by states & political subdivisions | $8,842,000 | 2,046 |
| Other domestic debt securities | $319,000 | 3,497 |
| Privately issued residential mortgage-backed securities | $319,000 | 942 |
| 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 | $240,000 | 7,208 |
| Mortgage-backed securities | $12,077,000 | 2,766 |
| Certificates of participation in pools of residential mortgages | $9,677,000 | 2,423 |
| Issued or guaranteed by U.S. | $9,677,000 | 2,410 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,400,000 | 2,429 |
| CMOs issued by government agencies or sponsored agencies | $2,081,000 | 2,401 |
| Privately issued | $319,000 | 834 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,475,000 | 3,200 |
| Available-for-sale securities (fair market value) | $22,486,000 | 3,731 |
| Total debt securities | $23,961,000 | 4,072 |
| 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 | $24,991,000 | 4,001 |
| U.S. Government securities | $16,614,000 | 4,188 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $16,614,000 | 4,012 |
| Securities issued by states & political subdivisions | $8,009,000 | 2,174 |
| Other domestic debt securities | $368,000 | 3,507 |
| Privately issued residential mortgage-backed securities | $368,000 | 952 |
| 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 | $240,000 | 7,231 |
| Mortgage-backed securities | $13,910,000 | 2,520 |
| Certificates of participation in pools of residential mortgages | $11,380,000 | 2,166 |
| Issued or guaranteed by U.S. | $11,380,000 | 2,154 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,530,000 | 2,430 |
| CMOs issued by government agencies or sponsored agencies | $2,162,000 | 2,442 |
| Privately issued | $368,000 | 852 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,490,000 | 3,268 |
| Available-for-sale securities (fair market value) | $23,501,000 | 3,580 |
| Total debt securities | $24,991,000 | 3,916 |
| 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 | $28,870,000 | 3,445 |
| U.S. Government securities | $21,295,000 | 3,349 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $21,295,000 | 3,178 |
| Securities issued by states & political subdivisions | $6,026,000 | 2,536 |
| Other domestic debt securities | $512,000 | 3,360 |
| Privately issued residential mortgage-backed securities | $512,000 | 958 |
| 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 | $1,037,000 | 1,291 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $240,000 | 7,433 |
| Mortgage-backed securities | $13,582,000 | 2,385 |
| Certificates of participation in pools of residential mortgages | $6,969,000 | 2,635 |
| Issued or guaranteed by U.S. | $6,969,000 | 2,618 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $6,613,000 | 1,614 |
| CMOs issued by government agencies or sponsored agencies | $6,101,000 | 1,570 |
| Privately issued | $512,000 | 867 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,281,000 | 3,612 |
| Available-for-sale securities (fair market value) | $27,589,000 | 3,023 |
| Total debt securities | $27,833,000 | 3,469 |
| 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 | $19,097,000 | 4,787 |
| U.S. Government securities | $11,256,000 | 5,461 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $11,256,000 | 5,131 |
| Securities issued by states & political subdivisions | $5,361,000 | 2,684 |
| Other domestic debt securities | $591,000 | 2,827 |
| Privately issued residential mortgage-backed securities | $591,000 | 852 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,889,000 | 1,645 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $240,000 | 7,742 |
| Mortgage-backed securities | $10,337,000 | 2,287 |
| Certificates of participation in pools of residential mortgages | $6,074,000 | 2,361 |
| Issued or guaranteed by U.S. | $6,074,000 | 2,345 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $4,263,000 | 1,633 |
| CMOs issued by government agencies or sponsored agencies | $3,672,000 | 1,639 |
| Privately issued | $591,000 | 754 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,295,000 | 4,260 |
| Available-for-sale securities (fair market value) | $17,802,000 | 4,119 |
| Total debt securities | $17,208,000 | 5,004 |
| 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 | $20,894,000 | 4,700 |
| U.S. Government securities | $10,742,000 | 5,881 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $10,742,000 | 5,366 |
| Securities issued by states & political subdivisions | $6,211,000 | 2,523 |
| Other domestic debt securities | $1,675,000 | 1,986 |
| Privately issued residential mortgage-backed securities | $1,675,000 | 640 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,266,000 | 1,399 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $240,000 | 7,968 |
| Mortgage-backed securities | $10,184,000 | 2,488 |
| Certificates of participation in pools of residential mortgages | $5,506,000 | 2,651 |
| Issued or guaranteed by U.S. | $5,506,000 | 2,639 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $4,678,000 | 1,669 |
| CMOs issued by government agencies or sponsored agencies | $3,003,000 | 1,919 |
| Privately issued | $1,675,000 | 568 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,415,000 | 4,594 |
| Available-for-sale securities (fair market value) | $19,479,000 | 3,977 |
| Total debt securities | $18,628,000 | 4,972 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 444 |
| Fair value | $998,000 | 453 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $21,247,000 | 4,646 |
| U.S. Government securities | $13,312,000 | 5,165 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $13,312,000 | 4,442 |
| Securities issued by states & political subdivisions | $5,293,000 | 2,868 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,642,000 | 1,265 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $240,000 | 8,124 |
| Mortgage-backed securities | $7,273,000 | 3,212 |
| Certificates of participation in pools of residential mortgages | $3,268,000 | 3,679 |
| Issued or guaranteed by U.S. | $3,268,000 | 3,662 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $4,005,000 | 1,953 |
| CMOs issued by government agencies or sponsored agencies | $4,005,000 | 1,838 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,419,000 | 5,119 |
| Available-for-sale securities (fair market value) | $19,828,000 | 3,827 |
| Total debt securities | $18,605,000 | 4,957 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 593 |
| Fair value | $1,000,000 | 617 |
| 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 | $15,084,000 | 5,980 |
| U.S. Government securities | $8,573,000 | 7,013 |
| U.S. Treasury securities | $506,000 | 7,088 |
| U.S. Government agency obligations | $8,067,000 | 5,937 |
| Securities issued by states & political subdivisions | $3,577,000 | 3,451 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,934,000 | 1,126 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $240,000 | 8,554 |
| Mortgage-backed securities | $2,004,000 | 5,413 |
| Certificates of participation in pools of residential mortgages | $1,120,000 | 5,224 |
| Issued or guaranteed by U.S. | $1,120,000 | 5,205 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $884,000 | 3,564 |
| CMOs issued by government agencies or sponsored agencies | $884,000 | 3,442 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,548,000 | 5,908 |
| Available-for-sale securities (fair market value) | $13,536,000 | 4,797 |
| Total debt securities | $12,150,000 | 6,629 |
| Structured notes | ||
| Amortized cost | $1,001,000 | 1,181 |
| Fair value | $1,001,000 | 1,196 |
| 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 | $16,094,000 | 6,131 |
| U.S. Government securities | $9,485,000 | 7,219 |
| U.S. Treasury securities | $1,025,000 | 7,083 |
| U.S. Government agency obligations | $8,460,000 | 6,051 |
| Securities issued by states & political subdivisions | $3,529,000 | 3,546 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,080,000 | 1,088 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $240,000 | 8,980 |
| Mortgage-backed securities | $3,246,000 | 5,078 |
| Certificates of participation in pools of residential mortgages | $1,126,000 | 5,649 |
| Issued or guaranteed by U.S. | $1,126,000 | 5,633 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,120,000 | 2,994 |
| CMOs issued by government agencies or sponsored agencies | $2,120,000 | 2,869 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,688,000 | 6,509 |
| Available-for-sale securities (fair market value) | $14,406,000 | 4,831 |
| Total debt securities | $13,014,000 | 6,865 |
| Structured notes | ||
| Amortized cost | $1,001,000 | 1,671 |
| Fair value | $1,001,000 | 1,684 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $16,346,000 | 6,355 |
| U.S. Government securities | $9,241,000 | 7,613 |
| U.S. Treasury securities | $1,547,000 | 7,649 |
| U.S. Government agency obligations | $7,694,000 | 6,387 |
| Securities issued by states & political subdivisions | $3,567,000 | 3,579 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,538,000 | 951 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $3,296,000 | 5,336 |
| Certificates of participation in pools of residential mortgages | $1,158,000 | 5,864 |
| Issued or guaranteed by U.S. | $1,158,000 | 5,827 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,138,000 | 3,332 |
| CMOs issued by government agencies or sponsored agencies | $2,138,000 | 3,172 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,856,000 | 6,770 |
| Available-for-sale securities (fair market value) | $14,490,000 | 4,966 |
| Total debt securities | $12,808,000 | 7,192 |
| Structured notes | ||
| Amortized cost | $1,502,000 | 2,017 |
| Fair value | $1,395,000 | 2,194 |
| 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 | $16,321,000 | 6,751 |
| U.S. Government securities | $9,018,000 | 8,178 |
| U.S. Treasury securities | $975,000 | 9,782 |
| U.S. Government agency obligations | $8,043,000 | 6,152 |
| Securities issued by states & political subdivisions | $4,229,000 | 3,334 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,074,000 | 947 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $4,741,000 | 4,821 |
| Certificates of participation in pools of residential mortgages | $2,391,000 | 4,855 |
| Issued or guaranteed by U.S. | $2,391,000 | 4,827 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,350,000 | 3,407 |
| CMOs issued by government agencies or sponsored agencies | $2,350,000 | 3,252 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,229,000 | 8,465 |
| Available-for-sale securities (fair market value) | $12,092,000 | 4,207 |
| Total debt securities | $13,247,000 | 7,509 |
| 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 | $22,284,000 | 5,670 |
| U.S. Government securities | $15,296,000 | 6,179 |
| U.S. Treasury securities | $996,000 | 10,116 |
| U.S. Government agency obligations | $14,300,000 | 4,333 |
| Securities issued by states & political subdivisions | $3,701,000 | 3,760 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,287,000 | 1,012 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $11,298,000 | 3,371 |
| Certificates of participation in pools of residential mortgages | $8,370,000 | 2,762 |
| Issued or guaranteed by U.S. | $8,370,000 | 2,732 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,928,000 | 3,471 |
| CMOs issued by government agencies or sponsored agencies | $2,928,000 | 3,272 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $18,997,000 | 6,227 |
| 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 | $24,210,000 | 5,294 |
| U.S. Government securities | $18,791,000 | 5,311 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $18,791,000 | 3,429 |
| Securities issued by states & political subdivisions | $3,353,000 | 3,765 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,066,000 | 1,234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $13,975,000 | 2,981 |
| Certificates of participation in pools of residential mortgages | $12,029,000 | 2,227 |
| Issued or guaranteed by U.S. | $12,029,000 | 2,190 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,946,000 | 4,107 |
| CMOs issued by government agencies or sponsored agencies | $1,946,000 | 3,790 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $22,144,000 | 5,585 |
| 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 |