Home > Security State Bank > Securities
Security State Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $49,580,000 | 2,618 |
| U.S. Government securities | $21,106,000 | 2,890 |
| U.S. Treasury securities | $1,859,000 | 2,353 |
| U.S. Government agency obligations | $19,247,000 | 2,632 |
| Securities issued by states & political subdivisions | $20,936,000 | 1,741 |
| Other domestic debt securities | $7,306,000 | 1,178 |
| 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 | $7,306,000 | 775 |
| 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 | $8,290,000 | 3,070 |
| Mortgage-backed securities | $973,000 | 3,502 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $970,000 | 3,235 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 2,703 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $49,348,000 | 2,391 |
| Total debt securities | $49,349,000 | 2,604 |
| Structured notes | ||
| Amortized cost | $5,615,000 | 279 |
| Fair value | $5,239,000 | 262 |
| 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 | $49,085,000 | 2,608 |
| U.S. Government securities | $20,533,000 | 2,931 |
| U.S. Treasury securities | $1,808,000 | 2,423 |
| U.S. Government agency obligations | $18,725,000 | 2,645 |
| Securities issued by states & political subdivisions | $21,247,000 | 1,702 |
| Other domestic debt securities | $7,116,000 | 1,182 |
| 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 | $7,116,000 | 786 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,021,000 | 3,063 |
| Mortgage-backed securities | $979,000 | 3,512 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $974,000 | 3,245 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 2,694 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $48,896,000 | 2,381 |
| Total debt securities | $48,896,000 | 2,597 |
| Structured notes | ||
| Amortized cost | $6,115,000 | 259 |
| Fair value | $5,508,000 | 252 |
| 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 | $49,754,000 | 2,650 |
| U.S. Government securities | $20,638,000 | 2,980 |
| U.S. Treasury securities | $1,820,000 | 2,443 |
| U.S. Government agency obligations | $18,818,000 | 2,703 |
| Securities issued by states & political subdivisions | $21,807,000 | 1,734 |
| Other domestic debt securities | $7,131,000 | 1,197 |
| 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 | $7,131,000 | 802 |
| 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 | $4,894,000 | 3,303 |
| Mortgage-backed securities | $1,061,000 | 3,516 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,055,000 | 3,242 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 2,692 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $49,576,000 | 2,425 |
| Total debt securities | $49,576,000 | 2,638 |
| Structured notes | ||
| Amortized cost | $6,115,000 | 285 |
| Fair value | $5,540,000 | 282 |
| 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 | $53,369,000 | 2,641 |
| U.S. Government securities | $20,832,000 | 3,055 |
| U.S. Treasury securities | $1,835,000 | 2,522 |
| U.S. Government agency obligations | $18,997,000 | 2,697 |
| Securities issued by states & political subdivisions | $25,255,000 | 1,635 |
| Other domestic debt securities | $7,117,000 | 1,250 |
| 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 | $7,117,000 | 849 |
| 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 | $4,010,000 | 3,366 |
| Mortgage-backed securities | $1,123,000 | 3,560 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,115,000 | 3,269 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 2,725 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $53,204,000 | 2,414 |
| Total debt securities | $53,205,000 | 2,627 |
| Structured notes | ||
| Amortized cost | $6,614,000 | 294 |
| Fair value | $6,023,000 | 290 |
| 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 | $54,546,000 | 2,648 |
| U.S. Government securities | $20,138,000 | 3,110 |
| U.S. Treasury securities | $1,808,000 | 2,557 |
| U.S. Government agency obligations | $18,330,000 | 2,731 |
| Securities issued by states & political subdivisions | $27,172,000 | 1,616 |
| Other domestic debt securities | $7,098,000 | 1,272 |
| 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 | $7,098,000 | 853 |
| 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 | $3,958,000 | 3,310 |
| Mortgage-backed securities | $1,169,000 | 3,579 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,159,000 | 3,291 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 2,743 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $54,408,000 | 2,414 |
| Total debt securities | $54,408,000 | 2,636 |
| Structured notes | ||
| Amortized cost | $6,114,000 | 323 |
| Fair value | $5,446,000 | 330 |
| 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 | $56,989,000 | 2,589 |
| U.S. Government securities | $20,621,000 | 3,110 |
| U.S. Treasury securities | $1,799,000 | 2,583 |
| U.S. Government agency obligations | $18,822,000 | 2,730 |
| Securities issued by states & political subdivisions | $28,739,000 | 1,531 |
| Other domestic debt securities | $7,629,000 | 1,187 |
| 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 | $7,629,000 | 807 |
| 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 | $3,046,000 | 3,411 |
| Mortgage-backed securities | $1,225,000 | 3,600 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,212,000 | 3,303 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 2,754 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $56,989,000 | 2,354 |
| Total debt securities | $56,988,000 | 2,569 |
| Structured notes | ||
| Amortized cost | $6,114,000 | 317 |
| Fair value | $5,424,000 | 328 |
| 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 | $59,051,000 | 2,572 |
| U.S. Government securities | $19,564,000 | 3,179 |
| U.S. Treasury securities | $1,840,000 | 2,536 |
| U.S. Government agency obligations | $17,724,000 | 2,841 |
| Securities issued by states & political subdivisions | $30,388,000 | 1,534 |
| Other domestic debt securities | $9,099,000 | 1,044 |
| Privately issued residential mortgage-backed securities | $1,339,000 | 505 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $7,760,000 | 811 |
| 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 | $3,132,000 | 3,404 |
| Mortgage-backed securities | $1,356,000 | 3,619 |
| Certificates of participation in pools of residential mortgages | $1,339,000 | 3,394 |
| Issued or guaranteed by U.S. | $0 | 3,877 |
| Privately issued | $1,339,000 | 160 |
| Collaterized mortgage obligations | $17,000 | 2,847 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 2,776 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $59,051,000 | 2,376 |
| Total debt securities | $59,051,000 | 2,560 |
| Structured notes | ||
| Amortized cost | $6,114,000 | 303 |
| Fair value | $5,678,000 | 308 |
| 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 | $54,907,000 | 2,644 |
| U.S. Government securities | $17,076,000 | 3,243 |
| U.S. Treasury securities | $1,890,000 | 2,300 |
| U.S. Government agency obligations | $15,186,000 | 2,968 |
| Securities issued by states & political subdivisions | $29,328,000 | 1,584 |
| Other domestic debt securities | $8,503,000 | 1,047 |
| Privately issued residential mortgage-backed securities | $1,487,000 | 474 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $7,016,000 | 850 |
| 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 | $3,216,000 | 3,381 |
| Mortgage-backed securities | $1,508,000 | 3,604 |
| Certificates of participation in pools of residential mortgages | $1,487,000 | 3,374 |
| Issued or guaranteed by U.S. | $0 | 3,898 |
| Privately issued | $1,487,000 | 158 |
| Collaterized mortgage obligations | $21,000 | 2,835 |
| CMOs issued by government agencies or sponsored agencies | $21,000 | 2,768 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $54,907,000 | 2,459 |
| Total debt securities | $54,907,000 | 2,629 |
| Structured notes | ||
| Amortized cost | $6,114,000 | 268 |
| Fair value | $5,826,000 | 270 |
| 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 | $50,720,000 | 2,668 |
| U.S. Government securities | $15,327,000 | 3,221 |
| U.S. Treasury securities | $1,994,000 | 1,775 |
| U.S. Government agency obligations | $13,333,000 | 3,051 |
| Securities issued by states & political subdivisions | $27,061,000 | 1,718 |
| Other domestic debt securities | $8,332,000 | 1,036 |
| Privately issued residential mortgage-backed securities | $1,685,000 | 435 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $6,647,000 | 829 |
| 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 | $2,900,000 | 3,447 |
| Mortgage-backed securities | $1,711,000 | 3,590 |
| Certificates of participation in pools of residential mortgages | $1,685,000 | 3,335 |
| Issued or guaranteed by U.S. | $0 | 3,918 |
| Privately issued | $1,685,000 | 165 |
| Collaterized mortgage obligations | $26,000 | 2,821 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 2,765 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $50,720,000 | 2,499 |
| Total debt securities | $50,720,000 | 2,646 |
| Structured notes | ||
| Amortized cost | $5,115,000 | 263 |
| Fair value | $5,082,000 | 262 |
| 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 | $41,094,000 | 2,891 |
| U.S. Government securities | $9,593,000 | 3,587 |
| U.S. Treasury securities | $2,017,000 | 1,551 |
| U.S. Government agency obligations | $7,576,000 | 3,507 |
| Securities issued by states & political subdivisions | $25,801,000 | 1,744 |
| Other domestic debt securities | $5,700,000 | 1,175 |
| Privately issued residential mortgage-backed securities | $1,895,000 | 379 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $3,805,000 | 1,015 |
| 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 | $2,946,000 | 3,458 |
| Mortgage-backed securities | $1,928,000 | 3,605 |
| Certificates of participation in pools of residential mortgages | $1,895,000 | 3,329 |
| Issued or guaranteed by U.S. | $0 | 3,975 |
| Privately issued | $1,895,000 | 146 |
| Collaterized mortgage obligations | $33,000 | 2,847 |
| CMOs issued by government agencies or sponsored agencies | $33,000 | 2,788 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $41,094,000 | 2,723 |
| Total debt securities | $41,093,000 | 2,870 |
| Structured notes | ||
| Amortized cost | $2,615,000 | 378 |
| Fair value | $2,599,000 | 379 |
| 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 | $38,482,000 | 2,899 |
| U.S. Government securities | $9,756,000 | 3,535 |
| U.S. Treasury securities | $2,026,000 | 1,436 |
| U.S. Government agency obligations | $7,730,000 | 3,468 |
| Securities issued by states & political subdivisions | $23,307,000 | 1,829 |
| Other domestic debt securities | $5,419,000 | 1,158 |
| Privately issued residential mortgage-backed securities | $2,135,000 | 361 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $3,284,000 | 1,012 |
| 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 | $2,450,000 | 3,551 |
| Mortgage-backed securities | $2,178,000 | 3,570 |
| Certificates of participation in pools of residential mortgages | $2,135,000 | 3,278 |
| Issued or guaranteed by U.S. | $0 | 3,990 |
| Privately issued | $2,135,000 | 151 |
| Collaterized mortgage obligations | $43,000 | 2,824 |
| CMOs issued by government agencies or sponsored agencies | $43,000 | 2,773 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $38,482,000 | 2,740 |
| Total debt securities | $38,481,000 | 2,883 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 354 |
| Fair value | $2,244,000 | 355 |
| 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 | $32,392,000 | 3,013 |
| U.S. Government securities | $6,256,000 | 3,751 |
| U.S. Treasury securities | $2,018,000 | 1,134 |
| U.S. Government agency obligations | $4,238,000 | 3,815 |
| Securities issued by states & political subdivisions | $20,464,000 | 1,913 |
| Other domestic debt securities | $5,672,000 | 1,086 |
| Privately issued residential mortgage-backed securities | $2,392,000 | 348 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $3,280,000 | 963 |
| 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 | $2,941,000 | 3,464 |
| Mortgage-backed securities | $2,448,000 | 3,499 |
| Certificates of participation in pools of residential mortgages | $2,392,000 | 3,181 |
| Issued or guaranteed by U.S. | $0 | 3,983 |
| Privately issued | $2,392,000 | 149 |
| Collaterized mortgage obligations | $56,000 | 2,790 |
| CMOs issued by government agencies or sponsored agencies | $56,000 | 2,738 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $32,392,000 | 2,832 |
| Total debt securities | $32,391,000 | 2,992 |
| Structured notes | ||
| Amortized cost | $750,000 | 448 |
| Fair value | $742,000 | 452 |
| 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 | $23,556,000 | 3,248 |
| U.S. Government securities | $1,074,000 | 4,366 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,074,000 | 4,244 |
| Securities issued by states & political subdivisions | $17,534,000 | 2,033 |
| Other domestic debt securities | $4,948,000 | 1,099 |
| Privately issued residential mortgage-backed securities | $2,691,000 | 317 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $2,257,000 | 1,042 |
| 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 | $503,000 | 4,026 |
| Mortgage-backed securities | $2,762,000 | 3,451 |
| Certificates of participation in pools of residential mortgages | $2,691,000 | 3,079 |
| Issued or guaranteed by U.S. | $0 | 3,991 |
| Privately issued | $2,691,000 | 124 |
| Collaterized mortgage obligations | $71,000 | 2,781 |
| CMOs issued by government agencies or sponsored agencies | $71,000 | 2,725 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $23,556,000 | 3,055 |
| Total debt securities | $23,557,000 | 3,227 |
| 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 | $20,140,000 | 3,351 |
| U.S. Government securities | $1,093,000 | 4,392 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,093,000 | 4,265 |
| Securities issued by states & political subdivisions | $13,848,000 | 2,177 |
| Other domestic debt securities | $5,199,000 | 1,009 |
| Privately issued residential mortgage-backed securities | $2,935,000 | 308 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $2,264,000 | 1,019 |
| 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 | $504,000 | 4,042 |
| Mortgage-backed securities | $3,025,000 | 3,418 |
| Certificates of participation in pools of residential mortgages | $2,935,000 | 3,028 |
| Issued or guaranteed by U.S. | $0 | 3,999 |
| Privately issued | $2,935,000 | 132 |
| Collaterized mortgage obligations | $90,000 | 2,777 |
| CMOs issued by government agencies or sponsored agencies | $90,000 | 2,720 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $20,140,000 | 3,141 |
| Total debt securities | $20,140,000 | 3,330 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $11,974,000 | 3,851 |
| U.S. Government securities | $1,616,000 | 4,333 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,616,000 | 4,201 |
| Securities issued by states & political subdivisions | $7,087,000 | 2,779 |
| Other domestic debt securities | $3,271,000 | 1,164 |
| Privately issued residential mortgage-backed securities | $1,004,000 | 384 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,267,000 | 969 |
| 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 | $506,000 | 4,088 |
| Mortgage-backed securities | $1,114,000 | 3,770 |
| Certificates of participation in pools of residential mortgages | $1,004,000 | 3,529 |
| Issued or guaranteed by U.S. | $0 | 4,016 |
| Privately issued | $1,004,000 | 165 |
| Collaterized mortgage obligations | $110,000 | 2,761 |
| CMOs issued by government agencies or sponsored agencies | $110,000 | 2,712 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $11,974,000 | 3,617 |
| Total debt securities | $11,974,000 | 3,829 |
| 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 | $10,867,000 | 3,948 |
| U.S. Government securities | $5,895,000 | 3,772 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $5,895,000 | 3,596 |
| Securities issued by states & political subdivisions | $2,804,000 | 3,392 |
| Other domestic debt securities | $2,168,000 | 1,272 |
| 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 | $2,168,000 | 916 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,010,000 | 3,331 |
| Mortgage-backed securities | $131,000 | 4,057 |
| Certificates of participation in pools of residential mortgages | $0 | 4,107 |
| Issued or guaranteed by U.S. | $0 | 4,042 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $131,000 | 2,744 |
| CMOs issued by government agencies or sponsored agencies | $131,000 | 2,693 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $10,867,000 | 3,699 |
| Total debt securities | $10,866,000 | 3,924 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 269 |
| Fair value | $1,252,000 | 266 |
| 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 | $17,888,000 | 3,488 |
| U.S. Government securities | $12,876,000 | 3,107 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $12,876,000 | 2,950 |
| Securities issued by states & political subdivisions | $2,817,000 | 3,384 |
| Other domestic debt securities | $2,195,000 | 1,237 |
| 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 | $2,195,000 | 883 |
| 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 | $8,481,000 | 2,781 |
| Mortgage-backed securities | $156,000 | 4,067 |
| Certificates of participation in pools of residential mortgages | $0 | 4,141 |
| Issued or guaranteed by U.S. | $0 | 4,080 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $156,000 | 2,747 |
| CMOs issued by government agencies or sponsored agencies | $156,000 | 2,698 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $17,888,000 | 3,254 |
| Total debt securities | $17,889,000 | 3,461 |
| Structured notes | ||
| Amortized cost | $3,748,000 | 183 |
| Fair value | $3,739,000 | 182 |
| 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 | $21,913,000 | 3,275 |
| U.S. Government securities | $16,904,000 | 2,822 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $16,904,000 | 2,666 |
| Securities issued by states & political subdivisions | $2,817,000 | 3,418 |
| Other domestic debt securities | $2,192,000 | 1,240 |
| 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 | $2,192,000 | 877 |
| 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 | $10,980,000 | 2,533 |
| Mortgage-backed securities | $183,000 | 4,097 |
| Certificates of participation in pools of residential mortgages | $0 | 4,185 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $183,000 | 2,745 |
| CMOs issued by government agencies or sponsored agencies | $183,000 | 2,693 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $21,913,000 | 3,049 |
| Total debt securities | $21,913,000 | 3,249 |
| Structured notes | ||
| Amortized cost | $6,248,000 | 150 |
| Fair value | $6,242,000 | 149 |
| 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 | $22,376,000 | 3,308 |
| U.S. Government securities | $17,393,000 | 2,839 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $17,393,000 | 2,677 |
| Securities issued by states & political subdivisions | $2,808,000 | 3,461 |
| Other domestic debt securities | $2,175,000 | 1,225 |
| 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 | $2,175,000 | 882 |
| 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 | $10,966,000 | 2,604 |
| Mortgage-backed securities | $212,000 | 4,108 |
| Certificates of participation in pools of residential mortgages | $0 | 4,219 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $212,000 | 2,736 |
| CMOs issued by government agencies or sponsored agencies | $212,000 | 2,682 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $22,376,000 | 3,070 |
| Total debt securities | $22,377,000 | 3,286 |
| Structured notes | ||
| Amortized cost | $6,247,000 | 169 |
| Fair value | $6,217,000 | 168 |
| 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 | $22,720,000 | 3,333 |
| U.S. Government securities | $17,264,000 | 2,871 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $17,264,000 | 2,714 |
| Securities issued by states & political subdivisions | $2,808,000 | 3,532 |
| Other domestic debt securities | $2,648,000 | 1,152 |
| 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 | $2,648,000 | 825 |
| 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 | $10,856,000 | 2,639 |
| Mortgage-backed securities | $244,000 | 4,130 |
| Certificates of participation in pools of residential mortgages | $0 | 4,262 |
| Issued or guaranteed by U.S. | $0 | 4,196 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $244,000 | 2,734 |
| CMOs issued by government agencies or sponsored agencies | $244,000 | 2,676 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $22,720,000 | 3,087 |
| Total debt securities | $22,721,000 | 3,313 |
| Structured notes | ||
| Amortized cost | $6,247,000 | 184 |
| Fair value | $6,171,000 | 182 |
| 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 | $22,343,000 | 3,405 |
| U.S. Government securities | $16,996,000 | 2,899 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $16,996,000 | 2,741 |
| Securities issued by states & political subdivisions | $2,770,000 | 3,597 |
| Other domestic debt securities | $2,577,000 | 1,144 |
| 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 | $2,577,000 | 833 |
| 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 | $10,638,000 | 2,681 |
| Mortgage-backed securities | $276,000 | 4,147 |
| Certificates of participation in pools of residential mortgages | $0 | 4,303 |
| Issued or guaranteed by U.S. | $0 | 4,252 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $276,000 | 2,731 |
| CMOs issued by government agencies or sponsored agencies | $276,000 | 2,675 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $22,343,000 | 3,153 |
| Total debt securities | $22,342,000 | 3,382 |
| Structured notes | ||
| Amortized cost | $6,247,000 | 188 |
| Fair value | $6,093,000 | 187 |
| 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 | $22,089,000 | 3,443 |
| U.S. Government securities | $16,768,000 | 2,942 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $16,768,000 | 2,789 |
| Securities issued by states & political subdivisions | $2,750,000 | 3,645 |
| Other domestic debt securities | $2,571,000 | 1,104 |
| 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 | $2,571,000 | 832 |
| 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 | $10,467,000 | 2,696 |
| Mortgage-backed securities | $310,000 | 4,188 |
| Certificates of participation in pools of residential mortgages | $0 | 4,362 |
| Issued or guaranteed by U.S. | $0 | 4,341 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $310,000 | 2,720 |
| CMOs issued by government agencies or sponsored agencies | $310,000 | 2,661 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $22,089,000 | 3,188 |
| Total debt securities | $22,089,000 | 3,421 |
| Structured notes | ||
| Amortized cost | $6,247,000 | 186 |
| Fair value | $6,002,000 | 186 |
| 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 | $22,287,000 | 3,491 |
| U.S. Government securities | $16,941,000 | 2,934 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $16,941,000 | 2,791 |
| Securities issued by states & political subdivisions | $2,768,000 | 3,701 |
| Other domestic debt securities | $2,578,000 | 1,243 |
| 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 | $2,578,000 | 835 |
| 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 | $10,555,000 | 2,726 |
| Mortgage-backed securities | $351,000 | 4,226 |
| Certificates of participation in pools of residential mortgages | $0 | 4,414 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $351,000 | 2,722 |
| CMOs issued by government agencies or sponsored agencies | $351,000 | 2,656 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $22,287,000 | 3,218 |
| Total debt securities | $22,287,000 | 3,469 |
| Structured notes | ||
| Amortized cost | $6,247,000 | 185 |
| Fair value | $6,045,000 | 185 |
| 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 | $22,696,000 | 3,493 |
| U.S. Government securities | $17,043,000 | 3,010 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $17,043,000 | 2,866 |
| Securities issued by states & political subdivisions | $3,072,000 | 3,674 |
| Other domestic debt securities | $2,581,000 | 1,098 |
| 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 | $2,581,000 | 849 |
| 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 | $10,579,000 | 2,764 |
| Mortgage-backed securities | $396,000 | 4,248 |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | $0 | 4,457 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $396,000 | 2,696 |
| CMOs issued by government agencies or sponsored agencies | $396,000 | 2,629 |
| 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) | $22,696,000 | 3,221 |
| Total debt securities | $22,697,000 | 3,470 |
| Structured notes | ||
| Amortized cost | $6,247,000 | 185 |
| Fair value | $6,079,000 | 185 |
| 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 | $23,055,000 | 3,533 |
| U.S. Government securities | $17,284,000 | 3,003 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $17,284,000 | 2,865 |
| Securities issued by states & political subdivisions | $3,122,000 | 3,737 |
| Other domestic debt securities | $2,649,000 | 1,073 |
| 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 | $2,649,000 | 841 |
| 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 | $10,705,000 | 2,792 |
| Mortgage-backed securities | $444,000 | 4,271 |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $444,000 | 2,661 |
| CMOs issued by government agencies or sponsored agencies | $444,000 | 2,593 |
| 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) | $23,055,000 | 3,259 |
| Total debt securities | $23,055,000 | 3,508 |
| Structured notes | ||
| Amortized cost | $6,247,000 | 180 |
| Fair value | $6,141,000 | 181 |
| 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 | $23,204,000 | 3,563 |
| U.S. Government securities | $17,449,000 | 3,025 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $17,449,000 | 2,903 |
| Securities issued by states & political subdivisions | $3,089,000 | 3,792 |
| Other domestic debt securities | $2,666,000 | 1,095 |
| 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 | $2,666,000 | 874 |
| 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 | $4,903,000 | 3,662 |
| Mortgage-backed securities | $511,000 | 4,286 |
| Certificates of participation in pools of residential mortgages | $0 | 4,578 |
| Issued or guaranteed by U.S. | $0 | 4,573 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $511,000 | 2,631 |
| CMOs issued by government agencies or sponsored agencies | $511,000 | 2,569 |
| 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) | $23,204,000 | 3,281 |
| Total debt securities | $23,205,000 | 3,536 |
| Structured notes | ||
| Amortized cost | $5,247,000 | 216 |
| Fair value | $5,165,000 | 216 |
| 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 | $24,861,000 | 3,504 |
| U.S. Government securities | $19,056,000 | 2,942 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $19,056,000 | 2,821 |
| Securities issued by states & political subdivisions | $3,086,000 | 3,822 |
| Other domestic debt securities | $2,719,000 | 1,110 |
| 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 | $2,719,000 | 881 |
| 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 | $2,468,000 | 4,193 |
| Mortgage-backed securities | $583,000 | 4,297 |
| Certificates of participation in pools of residential mortgages | $0 | 4,616 |
| Issued or guaranteed by U.S. | $0 | 4,610 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $583,000 | 2,624 |
| CMOs issued by government agencies or sponsored agencies | $583,000 | 2,554 |
| 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) | $24,861,000 | 3,219 |
| Total debt securities | $24,861,000 | 3,480 |
| Structured notes | ||
| Amortized cost | $5,247,000 | 230 |
| Fair value | $5,172,000 | 231 |
| 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 | $23,797,000 | 3,607 |
| U.S. Government securities | $18,246,000 | 3,057 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $18,246,000 | 2,932 |
| Securities issued by states & political subdivisions | $2,866,000 | 3,906 |
| Other domestic debt securities | $2,685,000 | 1,153 |
| 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 | $2,685,000 | 908 |
| 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 | $2,438,000 | 4,244 |
| Mortgage-backed securities | $653,000 | 4,338 |
| Certificates of participation in pools of residential mortgages | $0 | 4,686 |
| Issued or guaranteed by U.S. | $0 | 4,681 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $653,000 | 2,632 |
| CMOs issued by government agencies or sponsored agencies | $653,000 | 2,566 |
| 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) | $23,797,000 | 3,319 |
| Total debt securities | $23,797,000 | 3,582 |
| Structured notes | ||
| Amortized cost | $4,496,000 | 292 |
| Fair value | $4,388,000 | 291 |
| 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 | $23,602,000 | 3,620 |
| U.S. Government securities | $17,678,000 | 3,072 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $17,678,000 | 2,950 |
| Securities issued by states & political subdivisions | $2,843,000 | 3,938 |
| Other domestic debt securities | $3,081,000 | 1,079 |
| 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 | $3,081,000 | 832 |
| 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 | $480,000 | 4,868 |
| Mortgage-backed securities | $725,000 | 4,342 |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | $0 | 4,732 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $725,000 | 2,613 |
| CMOs issued by government agencies or sponsored agencies | $725,000 | 2,537 |
| 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) | $23,602,000 | 3,332 |
| Total debt securities | $23,601,000 | 3,592 |
| Structured notes | ||
| Amortized cost | $4,496,000 | 278 |
| Fair value | $4,359,000 | 278 |
| 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 | $21,143,000 | 3,788 |
| U.S. Government securities | $16,527,000 | 3,164 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $16,527,000 | 3,053 |
| Securities issued by states & political subdivisions | $1,403,000 | 4,343 |
| Other domestic debt securities | $3,213,000 | 1,076 |
| 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 | $3,213,000 | 831 |
| 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 | $496,000 | 4,936 |
| Mortgage-backed securities | $817,000 | 4,363 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $817,000 | 2,599 |
| CMOs issued by government agencies or sponsored agencies | $817,000 | 2,528 |
| 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) | $21,143,000 | 3,480 |
| Total debt securities | $21,126,000 | 3,760 |
| Structured notes | ||
| Amortized cost | $4,001,000 | 270 |
| Fair value | $3,992,000 | 287 |
| 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 | $24,604,000 | 3,615 |
| U.S. Government securities | $21,346,000 | 2,865 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $21,346,000 | 2,751 |
| Securities issued by states & political subdivisions | $927,000 | 4,563 |
| Other domestic debt securities | $2,331,000 | 1,228 |
| 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 | $2,331,000 | 966 |
| 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 | $498,000 | 5,016 |
| Mortgage-backed securities | $909,000 | 4,392 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $909,000 | 2,580 |
| CMOs issued by government agencies or sponsored agencies | $909,000 | 2,504 |
| 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) | $24,604,000 | 3,320 |
| Total debt securities | $24,588,000 | 3,589 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 465 |
| Fair value | $2,501,000 | 474 |
| 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 | $27,237,000 | 3,503 |
| U.S. Government securities | $23,993,000 | 2,755 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $23,993,000 | 2,654 |
| Securities issued by states & political subdivisions | $1,432,000 | 4,398 |
| Other domestic debt securities | $1,812,000 | 1,360 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $1,000 | 365 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,811,000 | 1,077 |
| 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 | $497,000 | 5,071 |
| Mortgage-backed securities | $996,000 | 4,392 |
| Certificates of participation in pools of residential mortgages | $0 | 4,893 |
| Issued or guaranteed by U.S. | $0 | 4,889 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $996,000 | 2,560 |
| CMOs issued by government agencies or sponsored agencies | $996,000 | 2,486 |
| 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) | $27,237,000 | 3,211 |
| Total debt securities | $27,221,000 | 3,477 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 402 |
| Fair value | $4,002,000 | 404 |
| 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 | $31,629,000 | 3,277 |
| U.S. Government securities | $28,282,000 | 2,536 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $28,282,000 | 2,441 |
| Securities issued by states & political subdivisions | $1,262,000 | 4,491 |
| Other domestic debt securities | $2,085,000 | 1,251 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $1,000 | 374 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $2,084,000 | 985 |
| 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 | $500,000 | 5,101 |
| Mortgage-backed securities | $1,083,000 | 4,375 |
| Certificates of participation in pools of residential mortgages | $0 | 4,929 |
| Issued or guaranteed by U.S. | $0 | 4,924 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,083,000 | 2,557 |
| CMOs issued by government agencies or sponsored agencies | $1,083,000 | 2,485 |
| 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) | $31,629,000 | 2,990 |
| Total debt securities | $31,613,000 | 3,249 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 326 |
| Fair value | $5,943,000 | 338 |
| 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 | $33,907,000 | 3,190 |
| U.S. Government securities | $30,740,000 | 2,444 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $30,740,000 | 2,356 |
| Securities issued by states & political subdivisions | $1,551,000 | 4,451 |
| Other domestic debt securities | $1,616,000 | 1,392 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $2,000 | 385 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,614,000 | 1,092 |
| 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 | $497,000 | 5,197 |
| Mortgage-backed securities | $1,190,000 | 4,404 |
| Certificates of participation in pools of residential mortgages | $0 | 4,993 |
| Issued or guaranteed by U.S. | $0 | 4,987 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,190,000 | 2,540 |
| CMOs issued by government agencies or sponsored agencies | $1,190,000 | 2,472 |
| 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) | $33,907,000 | 2,912 |
| Total debt securities | $33,907,000 | 3,164 |
| Structured notes | ||
| Amortized cost | $8,000,000 | 303 |
| Fair value | $7,949,000 | 310 |
| 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 | $33,245,000 | 3,291 |
| U.S. Government securities | $29,874,000 | 2,557 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $29,874,000 | 2,470 |
| Securities issued by states & political subdivisions | $1,553,000 | 4,466 |
| Other domestic debt securities | $1,818,000 | 1,367 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $2,000 | 388 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $1,816,000 | 1,081 |
| 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 | $490,000 | 5,247 |
| Mortgage-backed securities | $1,318,000 | 4,452 |
| Certificates of participation in pools of residential mortgages | $0 | 5,073 |
| Issued or guaranteed by U.S. | $0 | 5,069 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,318,000 | 2,551 |
| CMOs issued by government agencies or sponsored agencies | $1,318,000 | 2,485 |
| 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) | $33,245,000 | 3,002 |
| Total debt securities | $33,245,000 | 3,261 |
| Structured notes | ||
| Amortized cost | $8,500,000 | 352 |
| Fair value | $8,340,000 | 355 |
| 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 | $32,548,000 | 3,374 |
| U.S. Government securities | $28,530,000 | 2,682 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $28,530,000 | 2,598 |
| Securities issued by states & political subdivisions | $1,664,000 | 4,448 |
| Other domestic debt securities | $2,354,000 | 1,255 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $2,000 | 397 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $2,352,000 | 970 |
| 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 | $498,000 | 5,300 |
| Mortgage-backed securities | $1,438,000 | 4,482 |
| Certificates of participation in pools of residential mortgages | $0 | 5,132 |
| Issued or guaranteed by U.S. | $0 | 5,123 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,438,000 | 2,556 |
| CMOs issued by government agencies or sponsored agencies | $1,438,000 | 2,486 |
| 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) | $32,548,000 | 3,086 |
| Total debt securities | $32,548,000 | 3,344 |
| Structured notes | ||
| Amortized cost | $8,989,000 | 380 |
| Fair value | $8,968,000 | 376 |
| 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 | $31,203,000 | 3,473 |
| U.S. Government securities | $26,915,000 | 2,792 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $26,915,000 | 2,701 |
| Securities issued by states & political subdivisions | $1,653,000 | 4,523 |
| Other domestic debt securities | $2,635,000 | 1,187 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $3,000 | 394 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $2,632,000 | 911 |
| 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 | $500,000 | 5,370 |
| Mortgage-backed securities | $1,546,000 | 4,533 |
| Certificates of participation in pools of residential mortgages | $0 | 5,212 |
| Issued or guaranteed by U.S. | $0 | 5,203 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,546,000 | 2,563 |
| CMOs issued by government agencies or sponsored agencies | $1,546,000 | 2,490 |
| 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) | $31,203,000 | 3,171 |
| Total debt securities | $31,211,000 | 3,445 |
| Structured notes | ||
| Amortized cost | $8,489,000 | 417 |
| Fair value | $8,304,000 | 420 |
| 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 | $33,010,000 | 3,451 |
| U.S. Government securities | $28,271,000 | 2,802 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $28,271,000 | 2,715 |
| Securities issued by states & political subdivisions | $1,835,000 | 4,507 |
| Other domestic debt securities | $2,904,000 | 1,185 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $3,000 | 399 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $2,901,000 | 899 |
| 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 | $500,000 | 5,446 |
| Mortgage-backed securities | $1,671,000 | 4,582 |
| Certificates of participation in pools of residential mortgages | $0 | 5,299 |
| Issued or guaranteed by U.S. | $0 | 5,292 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,671,000 | 2,570 |
| CMOs issued by government agencies or sponsored agencies | $1,671,000 | 2,484 |
| 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) | $33,010,000 | 3,153 |
| Total debt securities | $33,009,000 | 3,427 |
| Structured notes | ||
| Amortized cost | $8,739,000 | 445 |
| Fair value | $8,427,000 | 448 |
| 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 | $32,599,000 | 3,526 |
| U.S. Government securities | $27,851,000 | 2,874 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $27,851,000 | 2,785 |
| Securities issued by states & political subdivisions | $1,836,000 | 4,549 |
| Other domestic debt securities | $2,912,000 | 1,220 |
| 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 | $2,912,000 | 925 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $1,803,000 | 4,608 |
| Certificates of participation in pools of residential mortgages | $0 | 5,353 |
| Issued or guaranteed by U.S. | $0 | 5,347 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,799,000 | 2,553 |
| CMOs issued by government agencies or sponsored agencies | $1,799,000 | 2,474 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $4,000 | 1,012 |
| Commercial mortgage pass-through securities | $4,000 | 731 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $32,599,000 | 3,209 |
| Total debt securities | $32,598,000 | 3,496 |
| Structured notes | ||
| Amortized cost | $8,239,000 | 490 |
| Fair value | $7,894,000 | 496 |
| 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 | $32,004,000 | 3,576 |
| U.S. Government securities | $26,054,000 | 3,009 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $26,054,000 | 2,933 |
| Securities issued by states & political subdivisions | $2,940,000 | 4,248 |
| Other domestic debt securities | $3,010,000 | 1,230 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $4,000 | 439 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $3,006,000 | 927 |
| 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 | $500,000 | 5,541 |
| Mortgage-backed securities | $1,930,000 | 4,608 |
| Certificates of participation in pools of residential mortgages | $0 | 5,421 |
| Issued or guaranteed by U.S. | $0 | 5,413 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,930,000 | 2,505 |
| CMOs issued by government agencies or sponsored agencies | $1,930,000 | 2,426 |
| 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) | $32,004,000 | 3,262 |
| Total debt securities | $32,005,000 | 3,550 |
| Structured notes | ||
| Amortized cost | $8,238,000 | 514 |
| Fair value | $7,757,000 | 524 |
| 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 | $32,878,000 | 3,518 |
| U.S. Government securities | $26,100,000 | 2,980 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $26,100,000 | 2,904 |
| Securities issued by states & political subdivisions | $2,941,000 | 4,275 |
| Other domestic debt securities | $3,837,000 | 1,139 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $8,000 | 439 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $3,829,000 | 843 |
| 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 | $500,000 | 5,621 |
| Mortgage-backed securities | $2,085,000 | 4,601 |
| Certificates of participation in pools of residential mortgages | $0 | 5,462 |
| Issued or guaranteed by U.S. | $0 | 5,453 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,085,000 | 2,431 |
| CMOs issued by government agencies or sponsored agencies | $2,085,000 | 2,348 |
| 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) | $32,878,000 | 3,230 |
| Total debt securities | $32,877,000 | 3,484 |
| Structured notes | ||
| Amortized cost | $8,238,000 | 500 |
| Fair value | $7,701,000 | 507 |
| 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 | $32,006,000 | 3,578 |
| U.S. Government securities | $25,224,000 | 3,088 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $25,224,000 | 3,010 |
| Securities issued by states & political subdivisions | $2,945,000 | 4,291 |
| Other domestic debt securities | $3,837,000 | 1,177 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $9,000 | 451 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $3,828,000 | 867 |
| 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 | $500,000 | 5,680 |
| Mortgage-backed securities | $2,217,000 | 4,608 |
| Certificates of participation in pools of residential mortgages | $0 | 5,517 |
| Issued or guaranteed by U.S. | $0 | 5,508 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,217,000 | 2,422 |
| CMOs issued by government agencies or sponsored agencies | $2,217,000 | 2,335 |
| 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) | $32,006,000 | 3,289 |
| Total debt securities | $32,010,000 | 3,544 |
| Structured notes | ||
| Amortized cost | $8,238,000 | 491 |
| Fair value | $7,687,000 | 503 |
| 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 | $25,344,000 | 4,058 |
| U.S. Government securities | $19,354,000 | 3,576 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $19,354,000 | 3,482 |
| Securities issued by states & political subdivisions | $2,168,000 | 4,515 |
| Other domestic debt securities | $3,822,000 | 1,204 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $10,000 | 460 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $3,812,000 | 881 |
| 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 | $500,000 | 5,710 |
| Mortgage-backed securities | $0 | 5,709 |
| Certificates of participation in pools of residential mortgages | $0 | 5,540 |
| Issued or guaranteed by U.S. | $0 | 5,530 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $25,344,000 | 3,730 |
| Total debt securities | $25,344,000 | 4,024 |
| Structured notes | ||
| Amortized cost | $7,750,000 | 506 |
| Fair value | $7,260,000 | 521 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $22,407,000 | 4,296 |
| U.S. Government securities | $15,552,000 | 4,004 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $15,552,000 | 3,911 |
| Securities issued by states & political subdivisions | $2,589,000 | 4,371 |
| Other domestic debt securities | $4,266,000 | 1,137 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $11,000 | 455 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $4,255,000 | 813 |
| 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 | $500,000 | 5,779 |
| Mortgage-backed securities | $0 | 5,765 |
| Certificates of participation in pools of residential mortgages | $0 | 5,582 |
| Issued or guaranteed by U.S. | $0 | 5,574 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $22,407,000 | 3,972 |
| Total debt securities | $22,415,000 | 4,267 |
| Structured notes | ||
| Amortized cost | $6,550,000 | 570 |
| Fair value | $6,534,000 | 573 |
| 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 | $20,439,000 | 4,444 |
| U.S. Government securities | $13,590,000 | 4,203 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $13,590,000 | 4,095 |
| Securities issued by states & political subdivisions | $2,593,000 | 4,365 |
| Other domestic debt securities | $4,256,000 | 1,110 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $12,000 | 430 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $4,244,000 | 782 |
| 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 | $500,000 | 5,822 |
| Mortgage-backed securities | $0 | 5,808 |
| Certificates of participation in pools of residential mortgages | $0 | 5,614 |
| Issued or guaranteed by U.S. | $0 | 5,608 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $20,439,000 | 4,097 |
| Total debt securities | $20,447,000 | 4,416 |
| Structured notes | ||
| Amortized cost | $6,550,000 | 607 |
| Fair value | $6,541,000 | 605 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $16,968,000 | 4,842 |
| U.S. Government securities | $9,791,000 | 4,827 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $9,791,000 | 4,734 |
| Securities issued by states & political subdivisions | $2,671,000 | 4,353 |
| Other domestic debt securities | $4,506,000 | 1,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $12,000 | 421 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $4,494,000 | 792 |
| 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 | $500,000 | 5,906 |
| Mortgage-backed securities | $0 | 5,902 |
| Certificates of participation in pools of residential mortgages | $0 | 5,717 |
| Issued or guaranteed by U.S. | $0 | 5,706 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $16,968,000 | 4,466 |
| Total debt securities | $16,975,000 | 4,811 |
| Structured notes | ||
| Amortized cost | $4,980,000 | 801 |
| Fair value | $4,978,000 | 790 |
| 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 | $15,838,000 | 4,977 |
| U.S. Government securities | $7,166,000 | 5,377 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $7,166,000 | 5,274 |
| Securities issued by states & political subdivisions | $2,927,000 | 4,250 |
| Other domestic debt securities | $5,745,000 | 992 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $12,000 | 375 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $5,733,000 | 689 |
| 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 | $500,000 | 5,970 |
| Mortgage-backed securities | $0 | 5,941 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $15,838,000 | 4,606 |
| Total debt securities | $15,845,000 | 4,948 |
| Structured notes | ||
| Amortized cost | $6,148,000 | 759 |
| Fair value | $6,139,000 | 759 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $15,784,000 | 5,036 |
| U.S. Government securities | $8,075,000 | 5,304 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $8,075,000 | 5,204 |
| Securities issued by states & political subdivisions | $3,103,000 | 4,123 |
| Other domestic debt securities | $4,606,000 | 1,112 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $13,000 | 329 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $4,593,000 | 787 |
| 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 | $500,000 | 5,993 |
| Mortgage-backed securities | $0 | 5,982 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $15,784,000 | 4,636 |
| Total debt securities | $15,784,000 | 5,011 |
| Structured notes | ||
| Amortized cost | $8,133,000 | 713 |
| Fair value | $8,069,000 | 715 |
| 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 | $15,602,000 | 5,024 |
| U.S. Government securities | $9,134,000 | 5,075 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $9,134,000 | 4,979 |
| Securities issued by states & political subdivisions | $3,291,000 | 4,053 |
| Other domestic debt securities | $3,177,000 | 1,296 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $14,000 | 259 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $3,163,000 | 881 |
| 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 | $501,000 | 5,705 |
| Mortgage-backed securities | $0 | 5,999 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $15,602,000 | 4,595 |
| Total debt securities | $15,602,000 | 5,000 |
| Structured notes | ||
| Amortized cost | $8,867,000 | 630 |
| Fair value | $8,840,000 | 631 |
| 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 | $19,393,000 | 4,568 |
| U.S. Government securities | $13,157,000 | 4,426 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $13,157,000 | 4,332 |
| Securities issued by states & political subdivisions | $3,302,000 | 3,988 |
| Other domestic debt securities | $2,934,000 | 1,374 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $18,000 | 246 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $2,916,000 | 920 |
| 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 | $500,000 | 5,729 |
| Mortgage-backed securities | $1,000 | 6,008 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,791 |
| Issued or guaranteed by U.S. | $1,000 | 5,779 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $19,393,000 | 4,188 |
| Total debt securities | $19,388,000 | 4,534 |
| Structured notes | ||
| Amortized cost | $12,367,000 | 464 |
| Fair value | $12,366,000 | 464 |
| 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 | $22,662,000 | 4,285 |
| U.S. Government securities | $16,942,000 | 4,024 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $16,942,000 | 3,924 |
| Securities issued by states & political subdivisions | $3,461,000 | 3,910 |
| Other domestic debt securities | $2,259,000 | 1,456 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $19,000 | 241 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $2,240,000 | 955 |
| 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 | $750,000 | 5,662 |
| Mortgage-backed securities | $2,000 | 6,027 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,797 |
| Issued or guaranteed by U.S. | $2,000 | 5,790 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $22,662,000 | 3,934 |
| Total debt securities | $22,662,000 | 4,249 |
| Structured notes | ||
| Amortized cost | $15,684,000 | 458 |
| Fair value | $15,645,000 | 457 |
| 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 | $21,138,000 | 4,410 |
| U.S. Government securities | $14,804,000 | 4,270 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $14,804,000 | 4,144 |
| Securities issued by states & political subdivisions | $4,011,000 | 3,698 |
| Other domestic debt securities | $2,323,000 | 1,480 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $20,000 | 242 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $2,303,000 | 962 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $2,000 | 6,047 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,807 |
| Issued or guaranteed by U.S. | $2,000 | 5,795 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $21,138,000 | 4,055 |
| Total debt securities | $21,133,000 | 4,379 |
| Structured notes | ||
| Amortized cost | $14,237,000 | 523 |
| Fair value | $14,615,000 | 509 |
| 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 | $17,955,000 | 4,653 |
| U.S. Government securities | $11,853,000 | 4,562 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $11,853,000 | 4,447 |
| Securities issued by states & political subdivisions | $4,016,000 | 3,705 |
| Other domestic debt securities | $2,086,000 | 1,647 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $20,000 | 223 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $2,066,000 | 1,014 |
| 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 | $750,000 | 5,748 |
| Mortgage-backed securities | $2,000 | 6,086 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,815 |
| Issued or guaranteed by U.S. | $2,000 | 5,803 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $17,955,000 | 4,267 |
| Total debt securities | $17,953,000 | 4,619 |
| Structured notes | ||
| Amortized cost | $12,115,000 | 552 |
| Fair value | $11,823,000 | 558 |
| 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 | $14,127,000 | 5,090 |
| U.S. Government securities | $9,168,000 | 5,003 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $9,168,000 | 4,893 |
| Securities issued by states & political subdivisions | $3,708,000 | 3,721 |
| Other domestic debt securities | $1,251,000 | 2,014 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $22,000 | 213 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,229,000 | 1,268 |
| 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 | $1,000,000 | 5,721 |
| Mortgage-backed securities | $1,000 | 6,168 |
| Certificates of participation in pools of residential mortgages | $1,000 | 5,888 |
| Issued or guaranteed by U.S. | $1,000 | 5,872 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $14,127,000 | 4,649 |
| Total debt securities | $14,130,000 | 5,051 |
| Structured notes | ||
| Amortized cost | $8,325,000 | 735 |
| Fair value | $8,366,000 | 738 |
| 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 | $15,344,000 | 4,949 |
| U.S. Government securities | $10,937,000 | 4,750 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $10,937,000 | 4,644 |
| Securities issued by states & political subdivisions | $3,421,000 | 3,743 |
| Other domestic debt securities | $986,000 | 2,209 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $22,000 | 215 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $964,000 | 1,405 |
| 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 | $500,000 | 6,014 |
| Mortgage-backed securities | $2,000 | 6,184 |
| Certificates of participation in pools of residential mortgages | $2,000 | 5,912 |
| Issued or guaranteed by U.S. | $2,000 | 5,899 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $15,344,000 | 4,528 |
| Total debt securities | $15,344,000 | 4,914 |
| Structured notes | ||
| Amortized cost | $9,578,000 | 694 |
| Fair value | $9,630,000 | 694 |
| 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 | $11,484,000 | 5,539 |
| U.S. Government securities | $6,476,000 | 5,765 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $6,476,000 | 5,651 |
| Securities issued by states & political subdivisions | $3,762,000 | 3,623 |
| Other domestic debt securities | $1,246,000 | 2,073 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $22,000 | 223 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,224,000 | 1,249 |
| 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 | $2,000,000 | 5,423 |
| Mortgage-backed securities | $2,000 | 6,278 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,014 |
| Issued or guaranteed by U.S. | $2,000 | 6,002 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $11,484,000 | 5,082 |
| Total debt securities | $11,486,000 | 5,496 |
| Structured notes | ||
| Amortized cost | $5,437,000 | 912 |
| Fair value | $5,471,000 | 907 |
| 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 | $11,137,000 | 5,590 |
| U.S. Government securities | $6,435,000 | 5,737 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $6,435,000 | 5,633 |
| Securities issued by states & political subdivisions | $3,475,000 | 3,733 |
| Other domestic debt securities | $1,227,000 | 2,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $22,000 | 244 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,205,000 | 1,293 |
| 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 | $1,000,000 | 5,901 |
| Mortgage-backed securities | $2,000 | 6,333 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,075 |
| Issued or guaranteed by U.S. | $2,000 | 6,060 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $11,137,000 | 5,121 |
| Total debt securities | $11,131,000 | 5,550 |
| Structured notes | ||
| Amortized cost | $5,436,000 | 741 |
| Fair value | $5,436,000 | 739 |
| 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 | $13,991,000 | 5,179 |
| U.S. Government securities | $9,261,000 | 5,148 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $9,261,000 | 5,050 |
| Securities issued by states & political subdivisions | $3,502,000 | 3,737 |
| Other domestic debt securities | $1,228,000 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $23,000 | 250 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,205,000 | 1,380 |
| 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 | $1,000,000 | 5,925 |
| Mortgage-backed securities | $2,000 | 6,420 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,165 |
| Issued or guaranteed by U.S. | $2,000 | 6,145 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $13,991,000 | 4,750 |
| Total debt securities | $13,989,000 | 5,133 |
| Structured notes | ||
| Amortized cost | $8,126,000 | 318 |
| Fair value | $8,207,000 | 318 |
| 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 | $13,221,000 | 5,303 |
| U.S. Government securities | $8,995,000 | 5,193 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $8,995,000 | 5,096 |
| Securities issued by states & political subdivisions | $3,051,000 | 3,872 |
| Other domestic debt securities | $1,175,000 | 2,331 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $24,000 | 275 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,151,000 | 1,435 |
| 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 | $992,000 | 5,982 |
| Mortgage-backed securities | $2,000 | 6,477 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,219 |
| Issued or guaranteed by U.S. | $2,000 | 6,197 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $13,221,000 | 4,844 |
| Total debt securities | $13,221,000 | 5,259 |
| Structured notes | ||
| Amortized cost | $7,264,000 | 213 |
| Fair value | $7,320,000 | 210 |
| 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 | $12,415,000 | 5,474 |
| U.S. Government securities | $8,772,000 | 5,346 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $8,772,000 | 5,267 |
| Securities issued by states & political subdivisions | $2,477,000 | 4,035 |
| Other domestic debt securities | $1,166,000 | 2,245 |
| Privately issued residential mortgage-backed securities | $24,000 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,142,000 | 1,463 |
| 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 | $992,000 | 6,038 |
| Mortgage-backed securities | $26,000 | 6,369 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,283 |
| Issued or guaranteed by U.S. | $2,000 | 6,265 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $24,000 | 3,691 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $24,000 | 1,518 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $12,415,000 | 4,994 |
| Total debt securities | $12,415,000 | 5,427 |
| Structured notes | ||
| Amortized cost | $6,689,000 | 171 |
| Fair value | $6,797,000 | 169 |
| 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 | $12,882,000 | 5,430 |
| U.S. Government securities | $9,922,000 | 5,168 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $9,922,000 | 5,083 |
| Securities issued by states & political subdivisions | $2,022,000 | 4,195 |
| Other domestic debt securities | $938,000 | 2,363 |
| Privately issued residential mortgage-backed securities | $24,000 | 1,549 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $914,000 | 1,601 |
| 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 | $1,838,000 | 5,667 |
| Mortgage-backed securities | $26,000 | 6,397 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,324 |
| Issued or guaranteed by U.S. | $2,000 | 6,302 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $24,000 | 3,655 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $24,000 | 1,470 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $12,882,000 | 4,918 |
| Total debt securities | $12,883,000 | 5,388 |
| Structured notes | ||
| Amortized cost | $6,919,000 | 192 |
| Fair value | $7,061,000 | 185 |
| 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 | $12,101,000 | 5,518 |
| U.S. Government securities | $9,191,000 | 5,271 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $9,191,000 | 5,188 |
| Securities issued by states & political subdivisions | $1,963,000 | 4,228 |
| Other domestic debt securities | $947,000 | 2,291 |
| Privately issued residential mortgage-backed securities | $24,000 | 1,523 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $923,000 | 1,554 |
| 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 | $1,809,000 | 5,727 |
| Mortgage-backed securities | $28,000 | 6,408 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $28,000 | 3,585 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,313 |
| Privately issued | $24,000 | 1,444 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $12,101,000 | 4,999 |
| Total debt securities | $12,099,000 | 5,478 |
| Structured notes | ||
| Amortized cost | $6,098,000 | 209 |
| Fair value | $6,111,000 | 207 |
| 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 | $11,012,000 | 5,751 |
| U.S. Government securities | $8,082,000 | 5,575 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,082,000 | 5,495 |
| Securities issued by states & political subdivisions | $1,884,000 | 4,296 |
| Other domestic debt securities | $1,041,000 | 2,206 |
| Privately issued residential mortgage-backed securities | $22,000 | 1,498 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,019,000 | 1,508 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $5,000 | 1,905 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,552,000 | 5,829 |
| Mortgage-backed securities | $26,000 | 6,439 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $26,000 | 3,602 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,344 |
| Privately issued | $22,000 | 1,412 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $11,012,000 | 5,228 |
| Total debt securities | $11,007,000 | 5,692 |
| Structured notes | ||
| Amortized cost | $5,256,000 | 263 |
| Fair value | $5,244,000 | 262 |
| 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 | $11,806,000 | 5,622 |
| U.S. Government securities | $8,990,000 | 5,336 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $8,990,000 | 5,249 |
| Securities issued by states & political subdivisions | $2,103,000 | 4,197 |
| Other domestic debt securities | $708,000 | 2,398 |
| Privately issued residential mortgage-backed securities | $26,000 | 1,483 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $682,000 | 1,719 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $5,000 | 1,881 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,211,000 | 5,500 |
| Mortgage-backed securities | $36,000 | 6,401 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,385 |
| Issued or guaranteed by U.S. | $2,000 | 6,356 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $34,000 | 3,575 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,314 |
| Privately issued | $26,000 | 1,397 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $11,806,000 | 5,116 |
| Total debt securities | $11,801,000 | 5,551 |
| Structured notes | ||
| Amortized cost | $5,626,000 | 247 |
| Fair value | $5,778,000 | 244 |
| 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 | $12,356,000 | 5,616 |
| U.S. Government securities | $10,593,000 | 5,131 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $10,593,000 | 5,033 |
| Securities issued by states & political subdivisions | $1,540,000 | 4,508 |
| Other domestic debt securities | $223,000 | 2,709 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $27,000 | 264 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $196,000 | 2,053 |
| 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 | $2,956,000 | 5,263 |
| Mortgage-backed securities | $13,000 | 6,453 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,338 |
| Issued or guaranteed by U.S. | $2,000 | 6,317 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $11,000 | 3,589 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,252 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $12,356,000 | 5,048 |
| Total debt securities | $12,357,000 | 5,561 |
| Structured notes | ||
| Amortized cost | $6,889,000 | 368 |
| Fair value | $7,000,000 | 358 |
| 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 | $13,705,000 | 5,420 |
| U.S. Government securities | $12,176,000 | 4,925 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $12,176,000 | 4,828 |
| Securities issued by states & political subdivisions | $1,334,000 | 4,639 |
| Other domestic debt securities | $195,000 | 2,715 |
| 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 | $195,000 | 2,042 |
| 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 | $3,779,000 | 4,942 |
| Mortgage-backed securities | $18,000 | 6,394 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,285 |
| Issued or guaranteed by U.S. | $3,000 | 6,262 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $15,000 | 3,543 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 3,198 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $13,705,000 | 4,849 |
| Total debt securities | $13,705,000 | 5,375 |
| Structured notes | ||
| Amortized cost | $7,694,000 | 394 |
| Fair value | $7,725,000 | 391 |
| 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 | $13,075,000 | 5,550 |
| U.S. Government securities | $11,515,000 | 5,083 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $11,515,000 | 4,976 |
| Securities issued by states & political subdivisions | $1,335,000 | 4,657 |
| Other domestic debt securities | $225,000 | 2,614 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $28,000 | 259 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $197,000 | 2,009 |
| 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 | $3,778,000 | 4,982 |
| Mortgage-backed securities | $21,000 | 6,405 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,333 |
| Issued or guaranteed by U.S. | $2,000 | 6,313 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $19,000 | 3,511 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,173 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $13,075,000 | 4,940 |
| Total debt securities | $13,074,000 | 5,500 |
| Structured notes | ||
| Amortized cost | $7,450,000 | 449 |
| Fair value | $7,358,000 | 445 |
| 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 | $13,010,000 | 5,560 |
| U.S. Government securities | $11,347,000 | 5,129 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $11,347,000 | 5,007 |
| Securities issued by states & political subdivisions | $1,436,000 | 4,619 |
| Other domestic debt securities | $227,000 | 2,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $29,000 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $198,000 | 2,049 |
| 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 | $3,976,000 | 4,920 |
| Mortgage-backed securities | $26,000 | 6,402 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,361 |
| Issued or guaranteed by U.S. | $2,000 | 6,337 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $24,000 | 3,479 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 3,164 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $13,010,000 | 4,953 |
| Total debt securities | $13,010,000 | 5,517 |
| Structured notes | ||
| Amortized cost | $6,877,000 | 532 |
| Fair value | $6,847,000 | 532 |
| 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 | $12,541,000 | 5,683 |
| U.S. Government securities | $9,979,000 | 5,470 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $9,979,000 | 5,350 |
| Securities issued by states & political subdivisions | $2,336,000 | 4,129 |
| Other domestic debt securities | $226,000 | 2,673 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $29,000 | 274 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $197,000 | 2,110 |
| 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 | $3,944,000 | 4,950 |
| Mortgage-backed securities | $31,000 | 6,399 |
| Certificates of participation in pools of residential mortgages | $2,000 | 6,396 |
| Issued or guaranteed by U.S. | $2,000 | 6,370 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $29,000 | 3,473 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 3,162 |
| 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) | $3,185,000 | 2,149 |
| Available-for-sale securities (fair market value) | $9,356,000 | 5,655 |
| Total debt securities | $12,541,000 | 5,639 |
| Structured notes | ||
| Amortized cost | $5,782,000 | 650 |
| Fair value | $5,726,000 | 649 |
| 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 | $12,443,000 | 5,750 |
| U.S. Government securities | $10,178,000 | 5,480 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $10,178,000 | 5,352 |
| Securities issued by states & political subdivisions | $2,234,000 | 4,172 |
| Other domestic debt securities | $31,000 | 2,962 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $31,000 | 296 |
| 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 | $903,000 | 6,426 |
| Mortgage-backed securities | $38,000 | 6,417 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,426 |
| Issued or guaranteed by U.S. | $3,000 | 6,398 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $35,000 | 3,450 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 3,138 |
| 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) | $3,084,000 | 2,223 |
| Available-for-sale securities (fair market value) | $9,359,000 | 5,663 |
| Total debt securities | $12,444,000 | 5,697 |
| Structured notes | ||
| Amortized cost | $5,960,000 | 688 |
| Fair value | $5,897,000 | 685 |
| 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 | $13,239,000 | 5,637 |
| U.S. Government securities | $10,972,000 | 5,335 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $10,972,000 | 5,198 |
| Securities issued by states & political subdivisions | $2,267,000 | 4,147 |
| 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 | $4,180,000 | 4,895 |
| Mortgage-backed securities | $44,000 | 6,443 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,482 |
| Issued or guaranteed by U.S. | $3,000 | 6,460 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $41,000 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $41,000 | 3,117 |
| 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) | $2,993,000 | 2,269 |
| Available-for-sale securities (fair market value) | $10,246,000 | 5,499 |
| Total debt securities | $13,244,000 | 5,583 |
| Structured notes | ||
| Amortized cost | $6,258,000 | 679 |
| Fair value | $6,094,000 | 677 |
| 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 | $14,444,000 | 5,452 |
| U.S. Government securities | $11,036,000 | 5,352 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $11,036,000 | 5,214 |
| Securities issued by states & political subdivisions | $3,373,000 | 3,651 |
| Other domestic debt securities | $35,000 | 3,104 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $35,000 | 302 |
| 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 | $4,248,000 | 4,863 |
| Mortgage-backed securities | $51,000 | 6,450 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,518 |
| Issued or guaranteed by U.S. | $3,000 | 6,499 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $48,000 | 3,443 |
| CMOs issued by government agencies or sponsored agencies | $48,000 | 3,115 |
| 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) | $4,179,000 | 2,066 |
| Available-for-sale securities (fair market value) | $10,265,000 | 5,520 |
| Total debt securities | $14,451,000 | 5,403 |
| Structured notes | ||
| Amortized cost | $7,055,000 | 623 |
| Fair value | $6,948,000 | 622 |
| 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 | $15,079,000 | 5,359 |
| U.S. Government securities | $11,768,000 | 5,177 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $11,768,000 | 5,027 |
| Securities issued by states & political subdivisions | $3,268,000 | 3,718 |
| Other domestic debt securities | $43,000 | 3,198 |
| Privately issued residential mortgage-backed securities | $43,000 | 1,193 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,470,000 | 4,767 |
| Mortgage-backed securities | $103,000 | 6,386 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,544 |
| Issued or guaranteed by U.S. | $5,000 | 6,527 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $98,000 | 3,352 |
| CMOs issued by government agencies or sponsored agencies | $55,000 | 3,119 |
| Privately issued | $43,000 | 1,096 |
| 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) | $4,193,000 | 2,100 |
| Available-for-sale securities (fair market value) | $10,886,000 | 5,436 |
| Total debt securities | $15,079,000 | 5,307 |
| Structured notes | ||
| Amortized cost | $7,055,000 | 621 |
| Fair value | $6,948,000 | 622 |
| 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 | $15,174,000 | 5,344 |
| U.S. Government securities | $11,724,000 | 5,157 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $11,724,000 | 5,005 |
| Securities issued by states & political subdivisions | $3,407,000 | 3,649 |
| Other domestic debt securities | $43,000 | 3,256 |
| Privately issued residential mortgage-backed securities | $43,000 | 1,181 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,255,000 | 4,854 |
| Mortgage-backed securities | $110,000 | 6,408 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,587 |
| Issued or guaranteed by U.S. | $5,000 | 6,569 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $105,000 | 3,361 |
| CMOs issued by government agencies or sponsored agencies | $62,000 | 3,115 |
| Privately issued | $43,000 | 1,082 |
| 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) | $4,200,000 | 2,107 |
| Available-for-sale securities (fair market value) | $10,974,000 | 5,421 |
| Total debt securities | $15,175,000 | 5,291 |
| Structured notes | ||
| Amortized cost | $7,017,000 | 603 |
| Fair value | $6,962,000 | 602 |
| 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 | $15,614,000 | 5,303 |
| U.S. Government securities | $11,997,000 | 5,133 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $11,997,000 | 4,994 |
| Securities issued by states & political subdivisions | $3,267,000 | 3,683 |
| Other domestic debt securities | $350,000 | 2,864 |
| Privately issued residential mortgage-backed securities | $50,000 | 1,136 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $300,000 | 2,414 |
| 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 | $3,625,000 | 5,082 |
| Mortgage-backed securities | $128,000 | 6,417 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,633 |
| Issued or guaranteed by U.S. | $5,000 | 6,614 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $123,000 | 3,361 |
| CMOs issued by government agencies or sponsored agencies | $73,000 | 3,139 |
| Privately issued | $50,000 | 1,033 |
| 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) | $4,739,000 | 2,034 |
| Available-for-sale securities (fair market value) | $10,875,000 | 5,461 |
| Total debt securities | $15,614,000 | 5,251 |
| Structured notes | ||
| Amortized cost | $7,317,000 | 587 |
| Fair value | $7,300,000 | 586 |
| 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 | $16,039,000 | 5,306 |
| U.S. Government securities | $11,986,000 | 5,220 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,986,000 | 5,067 |
| Securities issued by states & political subdivisions | $3,404,000 | 3,620 |
| Other domestic debt securities | $649,000 | 2,550 |
| Privately issued residential mortgage-backed securities | $49,000 | 1,134 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $600,000 | 2,135 |
| 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 | $2,450,000 | 5,664 |
| Mortgage-backed securities | $138,000 | 6,468 |
| Certificates of participation in pools of residential mortgages | $7,000 | 6,681 |
| Issued or guaranteed by U.S. | $7,000 | 6,664 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $131,000 | 3,397 |
| CMOs issued by government agencies or sponsored agencies | $82,000 | 3,163 |
| Privately issued | $49,000 | 1,040 |
| 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) | $4,918,000 | 2,029 |
| Available-for-sale securities (fair market value) | $11,121,000 | 5,480 |
| Total debt securities | $16,040,000 | 5,246 |
| Structured notes | ||
| Amortized cost | $7,525,000 | 566 |
| Fair value | $7,410,000 | 567 |
| 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 | $16,042,000 | 5,321 |
| U.S. Government securities | $12,098,000 | 5,218 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,098,000 | 5,063 |
| Securities issued by states & political subdivisions | $3,294,000 | 3,683 |
| Other domestic debt securities | $650,000 | 2,585 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $50,000 | 318 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $600,000 | 2,191 |
| 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 | $3,300,000 | 5,258 |
| Mortgage-backed securities | $99,000 | 6,596 |
| Certificates of participation in pools of residential mortgages | $8,000 | 6,713 |
| Issued or guaranteed by U.S. | $8,000 | 6,701 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $91,000 | 3,493 |
| CMOs issued by government agencies or sponsored agencies | $91,000 | 3,184 |
| 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) | $4,597,000 | 2,104 |
| Available-for-sale securities (fair market value) | $11,445,000 | 5,433 |
| Total debt securities | $16,043,000 | 5,251 |
| Structured notes | ||
| Amortized cost | $6,478,000 | 649 |
| Fair value | $6,459,000 | 641 |
| 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 | $16,489,000 | 5,256 |
| U.S. Government securities | $12,074,000 | 5,239 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $12,074,000 | 5,085 |
| Securities issued by states & political subdivisions | $3,409,000 | 3,646 |
| Other domestic debt securities | $1,006,000 | 2,333 |
| Privately issued residential mortgage-backed securities | $55,000 | 1,071 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $951,000 | 2,055 |
| 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 | $3,550,000 | 5,162 |
| Mortgage-backed securities | $169,000 | 6,509 |
| Certificates of participation in pools of residential mortgages | $67,000 | 6,381 |
| Issued or guaranteed by U.S. | $12,000 | 6,695 |
| Privately issued | $55,000 | 183 |
| Collaterized mortgage obligations | $102,000 | 3,491 |
| CMOs issued by government agencies or sponsored agencies | $102,000 | 3,185 |
| 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) | $5,062,000 | 2,042 |
| Available-for-sale securities (fair market value) | $11,427,000 | 5,449 |
| Total debt securities | $16,488,000 | 5,182 |
| Structured notes | ||
| Amortized cost | $7,281,000 | 584 |
| Fair value | $7,303,000 | 582 |
| 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 | $17,810,000 | 5,121 |
| U.S. Government securities | $11,807,000 | 5,361 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $11,807,000 | 5,204 |
| Securities issued by states & political subdivisions | $3,245,000 | 3,719 |
| Other domestic debt securities | $2,758,000 | 1,638 |
| 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 | $2,758,000 | 1,301 |
| 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 | $2,650,000 | 5,577 |
| Mortgage-backed securities | $129,000 | 6,650 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,754 |
| Issued or guaranteed by U.S. | $14,000 | 6,743 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $115,000 | 3,532 |
| CMOs issued by government agencies or sponsored agencies | $115,000 | 3,232 |
| 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) | $6,348,000 | 1,872 |
| Available-for-sale securities (fair market value) | $11,462,000 | 5,527 |
| Total debt securities | $17,810,000 | 5,043 |
| Structured notes | ||
| Amortized cost | $7,008,000 | 600 |
| Fair value | $6,876,000 | 615 |
| 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 | $16,554,000 | 5,274 |
| U.S. Government securities | $10,270,000 | 5,668 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $10,270,000 | 5,525 |
| Securities issued by states & political subdivisions | $3,038,000 | 3,808 |
| Other domestic debt securities | $3,246,000 | 1,589 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,246,000 | 1,254 |
| 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 | $2,650,000 | 5,541 |
| Mortgage-backed securities | $146,000 | 6,637 |
| Certificates of participation in pools of residential mortgages | $15,000 | 6,764 |
| Issued or guaranteed by U.S. | $15,000 | 6,750 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $131,000 | 3,584 |
| CMOs issued by government agencies or sponsored agencies | $131,000 | 3,268 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,382,000 | 1,854 |
| Available-for-sale securities (fair market value) | $10,172,000 | 5,787 |
| Total debt securities | $16,553,000 | 5,191 |
| Structured notes | ||
| Amortized cost | $9,036,000 | 396 |
| Fair value | $9,404,000 | 385 |
| 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 | $16,222,000 | 5,407 |
| U.S. Government securities | $10,096,000 | 5,743 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $10,096,000 | 5,579 |
| Securities issued by states & political subdivisions | $2,787,000 | 3,964 |
| Other domestic debt securities | $3,339,000 | 1,585 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,339,000 | 1,319 |
| 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 | $750,000 | 6,693 |
| Mortgage-backed securities | $164,000 | 6,642 |
| Certificates of participation in pools of residential mortgages | $17,000 | 6,819 |
| Issued or guaranteed by U.S. | $17,000 | 6,797 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $147,000 | 3,610 |
| CMOs issued by government agencies or sponsored agencies | $147,000 | 3,436 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,848,000 | 1,946 |
| Available-for-sale securities (fair market value) | $10,374,000 | 5,784 |
| Total debt securities | $16,229,000 | 5,316 |
| 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 | $14,532,000 | 5,620 |
| U.S. Government securities | $8,450,000 | 6,042 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $8,450,000 | 5,853 |
| Securities issued by states & political subdivisions | $2,738,000 | 3,995 |
| Other domestic debt securities | $3,344,000 | 1,667 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,344,000 | 1,397 |
| 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 | $750,000 | 6,721 |
| Mortgage-backed securities | $197,000 | 6,637 |
| Certificates of participation in pools of residential mortgages | $26,000 | 6,786 |
| Issued or guaranteed by U.S. | $26,000 | 6,764 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $171,000 | 3,670 |
| CMOs issued by government agencies or sponsored agencies | $171,000 | 3,485 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,669,000 | 1,972 |
| Available-for-sale securities (fair market value) | $8,863,000 | 6,032 |
| Total debt securities | $14,527,000 | 5,530 |
| 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 | $13,678,000 | 5,743 |
| U.S. Government securities | $7,604,000 | 6,225 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $7,604,000 | 6,048 |
| Securities issued by states & political subdivisions | $2,320,000 | 4,170 |
| Other domestic debt securities | $3,754,000 | 1,658 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,754,000 | 1,385 |
| 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 | $750,000 | 6,741 |
| Mortgage-backed securities | $238,000 | 6,628 |
| Certificates of participation in pools of residential mortgages | $31,000 | 6,773 |
| Issued or guaranteed by U.S. | $31,000 | 6,755 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $207,000 | 3,783 |
| CMOs issued by government agencies or sponsored agencies | $207,000 | 3,605 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,192,000 | 1,897 |
| Available-for-sale securities (fair market value) | $7,486,000 | 6,300 |
| Total debt securities | $13,677,000 | 5,648 |
| 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 | $14,379,000 | 5,598 |
| U.S. Government securities | $8,065,000 | 6,112 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $8,065,000 | 5,929 |
| Securities issued by states & political subdivisions | $2,577,000 | 3,980 |
| Other domestic debt securities | $3,737,000 | 1,659 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,737,000 | 1,389 |
| 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 | $1,250,000 | 6,377 |
| Mortgage-backed securities | $284,000 | 6,588 |
| Certificates of participation in pools of residential mortgages | $40,000 | 6,735 |
| Issued or guaranteed by U.S. | $40,000 | 6,716 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $244,000 | 3,840 |
| CMOs issued by government agencies or sponsored agencies | $244,000 | 3,669 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,165,000 | 1,794 |
| Available-for-sale securities (fair market value) | $7,214,000 | 6,398 |
| Total debt securities | $14,378,000 | 5,504 |
| 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 | $12,548,000 | 5,951 |
| U.S. Government securities | $7,170,000 | 6,435 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $7,170,000 | 6,237 |
| Securities issued by states & political subdivisions | $2,230,000 | 4,154 |
| Other domestic debt securities | $3,148,000 | 1,788 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,148,000 | 1,529 |
| 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 | $1,250,000 | 6,407 |
| Mortgage-backed securities | $301,000 | 6,576 |
| Certificates of participation in pools of residential mortgages | $44,000 | 6,720 |
| Issued or guaranteed by U.S. | $44,000 | 6,700 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $257,000 | 3,868 |
| CMOs issued by government agencies or sponsored agencies | $257,000 | 3,699 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,919,000 | 1,879 |
| Available-for-sale securities (fair market value) | $5,629,000 | 6,779 |
| Total debt securities | $12,550,000 | 5,858 |
| 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 | $12,552,000 | 5,889 |
| U.S. Government securities | $6,783,000 | 6,535 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $6,783,000 | 6,292 |
| Securities issued by states & political subdivisions | $2,711,000 | 3,908 |
| Other domestic debt securities | $3,058,000 | 1,866 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,058,000 | 1,553 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,000 | 7,414 |
| Mortgage-backed securities | $313,000 | 6,588 |
| Certificates of participation in pools of residential mortgages | $55,000 | 6,691 |
| Issued or guaranteed by U.S. | $55,000 | 6,669 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $258,000 | 4,027 |
| CMOs issued by government agencies or sponsored agencies | $258,000 | 3,847 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,691,000 | 1,697 |
| Available-for-sale securities (fair market value) | $3,861,000 | 7,340 |
| Total debt securities | $12,554,000 | 5,787 |
| 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 | $12,802,000 | 6,039 |
| U.S. Government securities | $6,704,000 | 7,038 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $6,704,000 | 6,675 |
| Securities issued by states & political subdivisions | $2,719,000 | 3,877 |
| Other domestic debt securities | $3,374,000 | 1,478 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,374,000 | 1,248 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,021 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,900,000 | 6,367 |
| Mortgage-backed securities | $346,000 | 6,365 |
| Certificates of participation in pools of residential mortgages | $86,000 | 6,452 |
| Issued or guaranteed by U.S. | $86,000 | 6,431 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $260,000 | 3,656 |
| CMOs issued by government agencies or sponsored agencies | $260,000 | 3,480 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,696,000 | 2,378 |
| Available-for-sale securities (fair market value) | $6,106,000 | 6,870 |
| Total debt securities | $12,797,000 | 5,920 |
| 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 | $9,664,000 | 7,175 |
| U.S. Government securities | $5,695,000 | 7,738 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $5,695,000 | 7,212 |
| Securities issued by states & political subdivisions | $1,957,000 | 4,655 |
| Other domestic debt securities | $2,007,000 | 1,827 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,007,000 | 1,509 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,063 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,050,000 | 7,091 |
| Mortgage-backed securities | $479,000 | 6,498 |
| Certificates of participation in pools of residential mortgages | $118,000 | 6,661 |
| Issued or guaranteed by U.S. | $118,000 | 6,642 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $361,000 | 3,747 |
| CMOs issued by government agencies or sponsored agencies | $361,000 | 3,579 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,013,000 | 3,063 |
| Available-for-sale securities (fair market value) | $4,651,000 | 7,536 |
| Total debt securities | $9,659,000 | 7,061 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $7,511,000 | 7,857 |
| U.S. Government securities | $4,208,000 | 8,411 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $4,208,000 | 7,590 |
| Securities issued by states & political subdivisions | $1,823,000 | 4,868 |
| Other domestic debt securities | $1,475,000 | 1,930 |
| 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 | $1,475,000 | 1,578 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 7,992 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $590,000 | 7,620 |
| Mortgage-backed securities | $720,000 | 6,404 |
| Certificates of participation in pools of residential mortgages | $189,000 | 6,673 |
| Issued or guaranteed by U.S. | $189,000 | 6,652 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $531,000 | 3,717 |
| CMOs issued by government agencies or sponsored agencies | $531,000 | 3,562 |
| 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) | $4,807,000 | 3,476 |
| Available-for-sale securities (fair market value) | $2,704,000 | 8,216 |
| Total debt securities | $7,506,000 | 7,731 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $5,815,000 | 8,882 |
| U.S. Government securities | $3,403,000 | 9,356 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $3,403,000 | 8,165 |
| Securities issued by states & political subdivisions | $1,191,000 | 5,529 |
| Other domestic debt securities | $1,216,000 | 1,678 |
| 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 | $1,216,000 | 1,328 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,089 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $980,000 | 7,630 |
| Mortgage-backed securities | $1,004,000 | 6,316 |
| Certificates of participation in pools of residential mortgages | $282,000 | 6,680 |
| Issued or guaranteed by U.S. | $282,000 | 6,659 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $722,000 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $722,000 | 3,589 |
| 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) | $4,431,000 | 4,384 |
| Available-for-sale securities (fair market value) | $1,384,000 | 9,019 |
| Total debt securities | $5,810,000 | 8,760 |
| Structured notes | ||
| Amortized cost | $100,000 | 2,814 |
| Fair value | $99,000 | 2,869 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $7,022,000 | 8,975 |
| U.S. Government securities | $4,186,000 | 9,580 |
| U.S. Treasury securities | $203,000 | 8,549 |
| U.S. Government agency obligations | $3,983,000 | 8,237 |
| Securities issued by states & political subdivisions | $1,288,000 | 5,645 |
| Other domestic debt securities | $1,543,000 | 1,708 |
| 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 | $1,543,000 | 1,260 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,780,000 | 6,942 |
| Mortgage-backed securities | $1,270,000 | 6,536 |
| Certificates of participation in pools of residential mortgages | $464,000 | 6,774 |
| Issued or guaranteed by U.S. | $464,000 | 6,754 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $806,000 | 4,068 |
| CMOs issued by government agencies or sponsored agencies | $806,000 | 3,905 |
| 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) | $5,914,000 | 4,330 |
| Available-for-sale securities (fair market value) | $1,108,000 | 9,456 |
| Total debt securities | $7,017,000 | 8,881 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $6,034,000 | 9,756 |
| U.S. Government securities | $3,433,000 | 10,355 |
| U.S. Treasury securities | $401,000 | 9,659 |
| U.S. Government agency obligations | $3,032,000 | 8,957 |
| Securities issued by states & political subdivisions | $1,553,000 | 5,479 |
| Other domestic debt securities | $1,043,000 | 2,419 |
| 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 | $1,043,000 | 1,876 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,363 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $550,000 | 8,726 |
| Mortgage-backed securities | $1,117,000 | 7,150 |
| Certificates of participation in pools of residential mortgages | $586,000 | 6,815 |
| Issued or guaranteed by U.S. | $586,000 | 6,783 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $531,000 | 4,804 |
| CMOs issued by government agencies or sponsored agencies | $531,000 | 4,618 |
| 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) | $5,530,000 | 4,788 |
| Available-for-sale securities (fair market value) | $504,000 | 10,258 |
| Total debt securities | $6,029,000 | 9,651 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| 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 | $6,688,000 | 10,059 |
| U.S. Government securities | $4,373,000 | 10,499 |
| U.S. Treasury securities | $702,000 | 10,141 |
| U.S. Government agency obligations | $3,671,000 | 8,615 |
| Securities issued by states & political subdivisions | $1,303,000 | 6,138 |
| Other domestic debt securities | $1,007,000 | 2,779 |
| 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 | $1,007,000 | 2,200 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,000 | 8,528 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $600,000 | 9,035 |
| Mortgage-backed securities | $1,183,000 | 7,526 |
| Certificates of participation in pools of residential mortgages | $656,000 | 7,044 |
| Issued or guaranteed by U.S. | $656,000 | 7,018 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $527,000 | 5,174 |
| CMOs issued by government agencies or sponsored agencies | $527,000 | 4,947 |
| 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) | $6,194,000 | 7,339 |
| Available-for-sale securities (fair market value) | $494,000 | 10,142 |
| Total debt securities | $6,683,000 | 9,964 |
| 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 | $6,607,000 | 10,496 |
| U.S. Government securities | $4,311,000 | 10,917 |
| U.S. Treasury securities | $705,000 | 10,509 |
| U.S. Government agency obligations | $3,606,000 | 8,906 |
| Securities issued by states & political subdivisions | $1,563,000 | 5,902 |
| Other domestic debt securities | $733,000 | 3,751 |
| Privately issued residential mortgage-backed securities | $12,000 | 3,318 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $721,000 | 2,895 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,100,000 | 8,345 |
| Mortgage-backed securities | $1,060,000 | 8,341 |
| Certificates of participation in pools of residential mortgages | $744,000 | 7,531 |
| Issued or guaranteed by U.S. | $744,000 | 7,482 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $316,000 | 6,063 |
| CMOs issued by government agencies or sponsored agencies | $304,000 | 5,827 |
| Privately issued | $12,000 | 2,832 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,607,000 | 10,368 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $7,078,000 | 10,484 |
| U.S. Government securities | $4,497,000 | 11,120 |
| U.S. Treasury securities | $709,000 | 10,941 |
| U.S. Government agency obligations | $3,788,000 | 8,887 |
| Securities issued by states & political subdivisions | $1,382,000 | 5,878 |
| Other domestic debt securities | $1,199,000 | 3,768 |
| Privately issued residential mortgage-backed securities | $343,000 | 2,676 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $856,000 | 3,168 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,107,000 | 8,452 |
| Mortgage-backed securities | $3,321,000 | 6,518 |
| Certificates of participation in pools of residential mortgages | $2,936,000 | 5,238 |
| Issued or guaranteed by U.S. | $2,936,000 | 5,180 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $385,000 | 6,156 |
| CMOs issued by government agencies or sponsored agencies | $42,000 | 6,524 |
| Privately issued | $343,000 | 2,274 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,078,000 | 10,357 |
| 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 |