Home > State Bank of Danvers > Securities
State Bank of Danvers, Securities
| 2023-12-31 | Rank | |
| Total securities | $11,495,000 | 3,949 |
| U.S. Government securities | $3,391,000 | 4,085 |
| U.S. Treasury securities | $973,000 | 2,541 |
| U.S. Government agency obligations | $2,418,000 | 3,919 |
| Securities issued by states & political subdivisions | $8,042,000 | 2,616 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,445,000 | 2,831 |
| Mortgage-backed securities | $0 | 3,879 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,683 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $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) | $11,433,000 | 3,684 |
| Total debt securities | $11,434,000 | 3,930 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $11,264,000 | 3,978 |
| U.S. Government securities | $3,318,000 | 4,125 |
| U.S. Treasury securities | $960,000 | 2,604 |
| U.S. Government agency obligations | $2,358,000 | 3,949 |
| Securities issued by states & political subdivisions | $7,886,000 | 2,641 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,101,000 | 2,819 |
| Mortgage-backed securities | $0 | 3,892 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,701 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $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) | $11,204,000 | 3,694 |
| Total debt securities | $11,205,000 | 3,957 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $31,074,000 | 3,209 |
| U.S. Government securities | $12,786,000 | 3,459 |
| U.S. Treasury securities | $1,637,000 | 2,469 |
| U.S. Government agency obligations | $11,149,000 | 3,187 |
| Securities issued by states & political subdivisions | $18,233,000 | 1,924 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,302,000 | 2,795 |
| Mortgage-backed securities | $8,017,000 | 2,770 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,011,000 | 2,486 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 2,599 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,938,000 | 979 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $31,019,000 | 2,959 |
| Total debt securities | $31,020,000 | 3,187 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $31,958,000 | 3,261 |
| U.S. Government securities | $13,141,000 | 3,513 |
| U.S. Treasury securities | $1,649,000 | 2,547 |
| U.S. Government agency obligations | $11,492,000 | 3,184 |
| Securities issued by states & political subdivisions | $18,767,000 | 1,956 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,718,000 | 2,685 |
| Mortgage-backed securities | $8,332,000 | 2,796 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,294,000 | 2,505 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $73,000 | 2,631 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,965,000 | 1,003 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $31,908,000 | 3,003 |
| Total debt securities | $31,908,000 | 3,236 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $32,103,000 | 3,297 |
| U.S. Government securities | $12,450,000 | 3,596 |
| U.S. Treasury securities | $1,629,000 | 2,584 |
| U.S. Government agency obligations | $10,821,000 | 3,245 |
| Securities issued by states & political subdivisions | $19,610,000 | 1,953 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,394,000 | 2,489 |
| Mortgage-backed securities | $8,172,000 | 2,842 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,473,000 | 2,507 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $75,000 | 2,653 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,624,000 | 1,076 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $32,060,000 | 3,036 |
| Total debt securities | $32,060,000 | 3,275 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $30,176,000 | 3,385 |
| U.S. Government securities | $11,521,000 | 3,658 |
| U.S. Treasury securities | $1,613,000 | 2,608 |
| U.S. Government agency obligations | $9,908,000 | 3,324 |
| Securities issued by states & political subdivisions | $18,616,000 | 2,005 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,396,000 | 2,440 |
| Mortgage-backed securities | $7,283,000 | 2,937 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,547,000 | 2,522 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $81,000 | 2,662 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $655,000 | 1,335 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $30,137,000 | 3,125 |
| Total debt securities | $30,137,000 | 3,360 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $28,485,000 | 3,457 |
| U.S. Government securities | $10,535,000 | 3,737 |
| U.S. Treasury securities | $1,660,000 | 2,562 |
| U.S. Government agency obligations | $8,875,000 | 3,433 |
| Securities issued by states & political subdivisions | $17,912,000 | 2,099 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,832,000 | 2,421 |
| Mortgage-backed securities | $6,149,000 | 3,074 |
| Certificates of participation in pools of residential mortgages | $5,842,000 | 2,697 |
| Issued or guaranteed by U.S. | $5,842,000 | 2,619 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $88,000 | 2,759 |
| CMOs issued by government agencies or sponsored agencies | $88,000 | 2,688 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $219,000 | 1,990 |
| Commercial mortgage pass-through securities | $219,000 | 1,509 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $28,447,000 | 3,208 |
| Total debt securities | $28,447,000 | 3,438 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $26,602,000 | 3,481 |
| U.S. Government securities | $9,667,000 | 3,736 |
| U.S. Treasury securities | $699,000 | 2,539 |
| U.S. Government agency obligations | $8,968,000 | 3,411 |
| Securities issued by states & political subdivisions | $16,890,000 | 2,181 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,631,000 | 2,746 |
| Mortgage-backed securities | $6,449,000 | 3,049 |
| Certificates of participation in pools of residential mortgages | $6,351,000 | 2,651 |
| Issued or guaranteed by U.S. | $6,351,000 | 2,578 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $98,000 | 2,741 |
| CMOs issued by government agencies or sponsored agencies | $98,000 | 2,674 |
| 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) | $26,557,000 | 3,264 |
| Total debt securities | $26,556,000 | 3,460 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $29,237,000 | 3,315 |
| U.S. Government securities | $10,133,000 | 3,590 |
| U.S. Treasury securities | $739,000 | 2,068 |
| U.S. Government agency obligations | $9,394,000 | 3,361 |
| Securities issued by states & political subdivisions | $19,055,000 | 2,092 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,781,000 | 2,663 |
| Mortgage-backed securities | $6,711,000 | 3,035 |
| Certificates of participation in pools of residential mortgages | $6,600,000 | 2,623 |
| Issued or guaranteed by U.S. | $6,600,000 | 2,542 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $111,000 | 2,723 |
| CMOs issued by government agencies or sponsored agencies | $111,000 | 2,665 |
| 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) | $29,188,000 | 3,131 |
| Total debt securities | $29,189,000 | 3,295 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $26,201,000 | 3,385 |
| U.S. Government securities | $9,711,000 | 3,575 |
| U.S. Treasury securities | $1,250,000 | 1,684 |
| U.S. Government agency obligations | $8,461,000 | 3,430 |
| Securities issued by states & political subdivisions | $16,447,000 | 2,217 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,368,000 | 2,622 |
| Mortgage-backed securities | $6,800,000 | 3,046 |
| Certificates of participation in pools of residential mortgages | $6,675,000 | 2,630 |
| Issued or guaranteed by U.S. | $6,675,000 | 2,559 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $125,000 | 2,751 |
| CMOs issued by government agencies or sponsored agencies | $125,000 | 2,690 |
| 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) | $26,158,000 | 3,191 |
| Total debt securities | $26,158,000 | 3,364 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $26,246,000 | 3,347 |
| U.S. Government securities | $10,773,000 | 3,457 |
| U.S. Treasury securities | $1,756,000 | 1,510 |
| U.S. Government agency obligations | $9,017,000 | 3,365 |
| Securities issued by states & political subdivisions | $15,435,000 | 2,260 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,920,000 | 2,553 |
| Mortgage-backed securities | $7,350,000 | 2,988 |
| Certificates of participation in pools of residential mortgages | $7,209,000 | 2,553 |
| Issued or guaranteed by U.S. | $7,209,000 | 2,477 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $141,000 | 2,726 |
| CMOs issued by government agencies or sponsored agencies | $141,000 | 2,671 |
| 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) | $26,208,000 | 3,164 |
| Total debt securities | $26,208,000 | 3,326 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $23,027,000 | 3,380 |
| U.S. Government securities | $8,604,000 | 3,526 |
| U.S. Treasury securities | $1,013,000 | 1,352 |
| U.S. Government agency obligations | $7,591,000 | 3,430 |
| Securities issued by states & political subdivisions | $14,384,000 | 2,270 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,946,000 | 2,538 |
| Mortgage-backed securities | $5,933,000 | 3,075 |
| Certificates of participation in pools of residential mortgages | $5,771,000 | 2,649 |
| Issued or guaranteed by U.S. | $5,771,000 | 2,574 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $162,000 | 2,696 |
| CMOs issued by government agencies or sponsored agencies | $162,000 | 2,642 |
| 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) | $22,988,000 | 3,180 |
| Total debt securities | $22,987,000 | 3,358 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $23,358,000 | 3,251 |
| U.S. Government securities | $8,924,000 | 3,387 |
| U.S. Treasury securities | $1,018,000 | 948 |
| U.S. Government agency obligations | $7,906,000 | 3,327 |
| Securities issued by states & political subdivisions | $14,405,000 | 2,239 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,000,000 | 2,504 |
| Mortgage-backed securities | $6,173,000 | 3,011 |
| Certificates of participation in pools of residential mortgages | $5,992,000 | 2,558 |
| Issued or guaranteed by U.S. | $5,992,000 | 2,486 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $181,000 | 2,695 |
| CMOs issued by government agencies or sponsored agencies | $181,000 | 2,638 |
| 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) | $23,329,000 | 3,060 |
| Total debt securities | $23,329,000 | 3,231 |
| 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 | $21,959,000 | 3,255 |
| U.S. Government securities | $9,056,000 | 3,351 |
| U.S. Treasury securities | $1,523,000 | 873 |
| U.S. Government agency obligations | $7,533,000 | 3,353 |
| Securities issued by states & political subdivisions | $12,878,000 | 2,253 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,413,000 | 2,471 |
| Mortgage-backed securities | $5,788,000 | 3,060 |
| Certificates of participation in pools of residential mortgages | $5,590,000 | 2,581 |
| Issued or guaranteed by U.S. | $5,590,000 | 2,504 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $198,000 | 2,698 |
| CMOs issued by government agencies or sponsored agencies | $198,000 | 2,644 |
| 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) | $21,934,000 | 3,046 |
| Total debt securities | $21,934,000 | 3,235 |
| 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 | $22,129,000 | 3,211 |
| U.S. Government securities | $10,590,000 | 3,194 |
| U.S. Treasury securities | $2,531,000 | 781 |
| U.S. Government agency obligations | $8,059,000 | 3,302 |
| Securities issued by states & political subdivisions | $11,518,000 | 2,287 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,246,000 | 2,418 |
| Mortgage-backed securities | $6,328,000 | 2,998 |
| Certificates of participation in pools of residential mortgages | $6,094,000 | 2,501 |
| Issued or guaranteed by U.S. | $6,094,000 | 2,425 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $234,000 | 2,687 |
| CMOs issued by government agencies or sponsored agencies | $234,000 | 2,641 |
| 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) | $22,108,000 | 3,012 |
| Total debt securities | $22,107,000 | 3,193 |
| 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 | $18,133,000 | 3,421 |
| U.S. Government securities | $10,634,000 | 3,243 |
| U.S. Treasury securities | $2,541,000 | 809 |
| U.S. Government agency obligations | $8,093,000 | 3,362 |
| Securities issued by states & political subdivisions | $7,481,000 | 2,620 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,955,000 | 2,566 |
| Mortgage-backed securities | $4,416,000 | 3,222 |
| Certificates of participation in pools of residential mortgages | $4,145,000 | 2,810 |
| Issued or guaranteed by U.S. | $4,145,000 | 2,718 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $271,000 | 2,672 |
| CMOs issued by government agencies or sponsored agencies | $271,000 | 2,621 |
| 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) | $6,000 | 1,679 |
| Available-for-sale securities (fair market value) | $18,109,000 | 3,198 |
| Total debt securities | $18,116,000 | 3,395 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $17,882,000 | 3,489 |
| U.S. Government securities | $8,899,000 | 3,512 |
| U.S. Treasury securities | $2,506,000 | 872 |
| U.S. Government agency obligations | $6,393,000 | 3,634 |
| Securities issued by states & political subdivisions | $8,955,000 | 2,409 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,808,000 | 2,433 |
| Mortgage-backed securities | $1,802,000 | 3,652 |
| Certificates of participation in pools of residential mortgages | $1,511,000 | 3,360 |
| Issued or guaranteed by U.S. | $1,511,000 | 3,264 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $291,000 | 2,672 |
| CMOs issued by government agencies or sponsored agencies | $291,000 | 2,625 |
| 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) | $7,000 | 1,722 |
| Available-for-sale securities (fair market value) | $17,847,000 | 3,259 |
| Total debt securities | $17,855,000 | 3,466 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $16,884,000 | 3,594 |
| U.S. Government securities | $8,416,000 | 3,624 |
| U.S. Treasury securities | $2,502,000 | 883 |
| U.S. Government agency obligations | $5,914,000 | 3,760 |
| Securities issued by states & political subdivisions | $8,441,000 | 2,500 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,899,000 | 2,364 |
| Mortgage-backed securities | $311,000 | 4,057 |
| 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 | $311,000 | 2,671 |
| CMOs issued by government agencies or sponsored agencies | $311,000 | 2,625 |
| 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) | $8,000 | 1,792 |
| Available-for-sale securities (fair market value) | $16,849,000 | 3,353 |
| Total debt securities | $16,857,000 | 3,579 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $17,835,000 | 3,597 |
| U.S. Government securities | $9,411,000 | 3,563 |
| U.S. Treasury securities | $3,004,000 | 834 |
| U.S. Government agency obligations | $6,407,000 | 3,776 |
| Securities issued by states & political subdivisions | $8,424,000 | 2,557 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,314,000 | 2,463 |
| Mortgage-backed securities | $337,000 | 4,068 |
| 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 | $337,000 | 2,661 |
| CMOs issued by government agencies or sponsored agencies | $337,000 | 2,612 |
| 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) | $9,000 | 1,837 |
| Available-for-sale securities (fair market value) | $17,826,000 | 3,350 |
| Total debt securities | $17,836,000 | 3,578 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $14,970,000 | 3,854 |
| U.S. Government securities | $8,785,000 | 3,696 |
| U.S. Treasury securities | $2,975,000 | 881 |
| U.S. Government agency obligations | $5,810,000 | 3,903 |
| Securities issued by states & political subdivisions | $6,185,000 | 2,931 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,704,000 | 2,475 |
| Mortgage-backed securities | $361,000 | 4,088 |
| 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 | $361,000 | 2,668 |
| CMOs issued by government agencies or sponsored agencies | $361,000 | 2,617 |
| 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) | $10,000 | 1,862 |
| Available-for-sale securities (fair market value) | $14,960,000 | 3,589 |
| Total debt securities | $14,969,000 | 3,832 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $17,832,000 | 3,701 |
| U.S. Government securities | $9,730,000 | 3,607 |
| U.S. Treasury securities | $2,949,000 | 891 |
| U.S. Government agency obligations | $6,781,000 | 3,808 |
| Securities issued by states & political subdivisions | $8,102,000 | 2,729 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,382,000 | 2,523 |
| Mortgage-backed securities | $379,000 | 4,110 |
| 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 | $379,000 | 2,670 |
| CMOs issued by government agencies or sponsored agencies | $379,000 | 2,620 |
| 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) | $10,000 | 1,910 |
| Available-for-sale securities (fair market value) | $17,822,000 | 3,421 |
| Total debt securities | $17,831,000 | 3,678 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $18,313,000 | 3,692 |
| U.S. Government securities | $9,676,000 | 3,657 |
| U.S. Treasury securities | $2,924,000 | 869 |
| U.S. Government agency obligations | $6,752,000 | 3,864 |
| Securities issued by states & political subdivisions | $8,637,000 | 2,690 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,666,000 | 2,482 |
| Mortgage-backed securities | $403,000 | 4,157 |
| 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 | $403,000 | 2,667 |
| CMOs issued by government agencies or sponsored agencies | $403,000 | 2,614 |
| 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) | $11,000 | 1,950 |
| Available-for-sale securities (fair market value) | $18,302,000 | 3,410 |
| Total debt securities | $18,314,000 | 3,673 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $18,576,000 | 3,734 |
| U.S. Government securities | $9,744,000 | 3,658 |
| U.S. Treasury securities | $2,936,000 | 837 |
| U.S. Government agency obligations | $6,808,000 | 3,870 |
| Securities issued by states & political subdivisions | $8,832,000 | 2,718 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,882,000 | 2,506 |
| Mortgage-backed securities | $442,000 | 4,194 |
| 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 | $442,000 | 2,669 |
| CMOs issued by government agencies or sponsored agencies | $442,000 | 2,611 |
| 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) | $12,000 | 1,979 |
| Available-for-sale securities (fair market value) | $18,564,000 | 3,448 |
| Total debt securities | $18,576,000 | 3,710 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $17,334,000 | 3,855 |
| U.S. Government securities | $8,295,000 | 3,904 |
| U.S. Treasury securities | $2,943,000 | 815 |
| U.S. Government agency obligations | $5,352,000 | 4,167 |
| Securities issued by states & political subdivisions | $9,039,000 | 2,725 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,643,000 | 2,660 |
| Mortgage-backed securities | $477,000 | 4,215 |
| 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 | $477,000 | 2,643 |
| CMOs issued by government agencies or sponsored agencies | $477,000 | 2,585 |
| 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) | $13,000 | 2,009 |
| Available-for-sale securities (fair market value) | $17,321,000 | 3,570 |
| Total debt securities | $17,335,000 | 3,832 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $19,314,000 | 3,768 |
| U.S. Government securities | $8,420,000 | 3,926 |
| U.S. Treasury securities | $2,975,000 | 753 |
| U.S. Government agency obligations | $5,445,000 | 4,209 |
| Securities issued by states & political subdivisions | $10,894,000 | 2,561 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,487,000 | 2,528 |
| Mortgage-backed securities | $520,000 | 4,232 |
| 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 | $520,000 | 2,616 |
| CMOs issued by government agencies or sponsored agencies | $520,000 | 2,554 |
| 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) | $14,000 | 2,036 |
| Available-for-sale securities (fair market value) | $19,300,000 | 3,495 |
| Total debt securities | $19,313,000 | 3,748 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $20,551,000 | 3,737 |
| U.S. Government securities | $9,056,000 | 3,867 |
| U.S. Treasury securities | $3,015,000 | 698 |
| U.S. Government agency obligations | $6,041,000 | 4,181 |
| Securities issued by states & political subdivisions | $11,495,000 | 2,539 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,490,000 | 2,473 |
| Mortgage-backed securities | $572,000 | 4,261 |
| 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 | $572,000 | 2,598 |
| CMOs issued by government agencies or sponsored agencies | $572,000 | 2,540 |
| 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) | $15,000 | 2,089 |
| Available-for-sale securities (fair market value) | $20,536,000 | 3,447 |
| Total debt securities | $20,551,000 | 3,712 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $21,080,000 | 3,748 |
| U.S. Government securities | $9,619,000 | 3,837 |
| U.S. Treasury securities | $3,019,000 | 715 |
| U.S. Government agency obligations | $6,600,000 | 4,148 |
| Securities issued by states & political subdivisions | $11,461,000 | 2,575 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,010,000 | 2,522 |
| Mortgage-backed securities | $624,000 | 4,281 |
| 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 | $624,000 | 2,603 |
| CMOs issued by government agencies or sponsored agencies | $624,000 | 2,538 |
| 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) | $16,000 | 2,118 |
| Available-for-sale securities (fair market value) | $21,064,000 | 3,454 |
| Total debt securities | $21,080,000 | 3,726 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $20,042,000 | 3,853 |
| U.S. Government securities | $8,633,000 | 4,022 |
| U.S. Treasury securities | $3,002,000 | 762 |
| U.S. Government agency obligations | $5,631,000 | 4,340 |
| Securities issued by states & political subdivisions | $11,409,000 | 2,598 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,484,000 | 2,888 |
| Mortgage-backed securities | $679,000 | 4,330 |
| 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 | $679,000 | 2,622 |
| CMOs issued by government agencies or sponsored agencies | $679,000 | 2,557 |
| 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) | $17,000 | 2,155 |
| Available-for-sale securities (fair market value) | $20,025,000 | 3,554 |
| Total debt securities | $20,042,000 | 3,827 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $18,996,000 | 3,933 |
| U.S. Government securities | $5,678,000 | 4,476 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,678,000 | 4,350 |
| Securities issued by states & political subdivisions | $13,318,000 | 2,423 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,771,000 | 2,749 |
| Mortgage-backed securities | $744,000 | 4,337 |
| 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 | $744,000 | 2,606 |
| CMOs issued by government agencies or sponsored agencies | $744,000 | 2,530 |
| 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) | $18,000 | 2,173 |
| Available-for-sale securities (fair market value) | $18,978,000 | 3,624 |
| Total debt securities | $18,997,000 | 3,907 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $18,290,000 | 3,986 |
| U.S. Government securities | $4,358,000 | 4,703 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $4,358,000 | 4,586 |
| Securities issued by states & political subdivisions | $13,932,000 | 2,369 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,868,000 | 2,758 |
| Mortgage-backed securities | $838,000 | 4,354 |
| 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 | $838,000 | 2,590 |
| CMOs issued by government agencies or sponsored agencies | $838,000 | 2,520 |
| 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) | $20,000 | 2,195 |
| Available-for-sale securities (fair market value) | $18,270,000 | 3,674 |
| Total debt securities | $18,289,000 | 3,961 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $17,550,000 | 4,113 |
| U.S. Government securities | $4,451,000 | 4,788 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $4,451,000 | 4,661 |
| Securities issued by states & political subdivisions | $13,099,000 | 2,443 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,919,000 | 2,806 |
| Mortgage-backed securities | $925,000 | 4,387 |
| 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 | $925,000 | 2,571 |
| CMOs issued by government agencies or sponsored agencies | $925,000 | 2,497 |
| 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) | $21,000 | 2,247 |
| Available-for-sale securities (fair market value) | $17,529,000 | 3,781 |
| Total debt securities | $17,549,000 | 4,091 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $18,751,000 | 4,083 |
| U.S. Government securities | $7,030,000 | 4,503 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $7,030,000 | 4,377 |
| Securities issued by states & political subdivisions | $11,721,000 | 2,583 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,469,000 | 2,900 |
| Mortgage-backed securities | $1,012,000 | 4,383 |
| 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 | $1,012,000 | 2,551 |
| CMOs issued by government agencies or sponsored agencies | $1,012,000 | 2,476 |
| 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) | $22,000 | 2,286 |
| Available-for-sale securities (fair market value) | $18,729,000 | 3,749 |
| Total debt securities | $18,751,000 | 4,062 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $19,704,000 | 4,061 |
| U.S. Government securities | $6,576,000 | 4,602 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,576,000 | 4,477 |
| Securities issued by states & political subdivisions | $13,128,000 | 2,460 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,250,000 | 2,736 |
| Mortgage-backed securities | $1,085,000 | 4,374 |
| 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 | $1,085,000 | 2,551 |
| CMOs issued by government agencies or sponsored agencies | $1,085,000 | 2,480 |
| 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) | $24,000 | 2,326 |
| Available-for-sale securities (fair market value) | $19,680,000 | 3,719 |
| Total debt securities | $19,705,000 | 4,032 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $18,239,000 | 4,245 |
| U.S. Government securities | $5,704,000 | 4,835 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $5,704,000 | 4,717 |
| Securities issued by states & political subdivisions | $12,535,000 | 2,538 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,324,000 | 2,745 |
| Mortgage-backed securities | $1,178,000 | 4,411 |
| 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 | $1,178,000 | 2,542 |
| CMOs issued by government agencies or sponsored agencies | $1,178,000 | 2,474 |
| 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) | $25,000 | 2,340 |
| Available-for-sale securities (fair market value) | $18,214,000 | 3,888 |
| Total debt securities | $18,238,000 | 4,217 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $17,474,000 | 4,373 |
| U.S. Government securities | $5,815,000 | 4,938 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $5,815,000 | 4,824 |
| Securities issued by states & political subdivisions | $11,659,000 | 2,632 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,806,000 | 2,714 |
| Mortgage-backed securities | $1,302,000 | 4,459 |
| 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 | $1,302,000 | 2,562 |
| CMOs issued by government agencies or sponsored agencies | $1,302,000 | 2,494 |
| 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) | $27,000 | 2,379 |
| Available-for-sale securities (fair market value) | $17,447,000 | 4,015 |
| Total debt securities | $17,474,000 | 4,348 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $18,876,000 | 4,321 |
| U.S. Government securities | $7,010,000 | 4,825 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $7,010,000 | 4,719 |
| Securities issued by states & political subdivisions | $11,866,000 | 2,584 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,394,000 | 3,007 |
| Mortgage-backed securities | $1,484,000 | 4,472 |
| 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 | $1,484,000 | 2,539 |
| CMOs issued by government agencies or sponsored agencies | $1,484,000 | 2,466 |
| 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) | $29,000 | 2,387 |
| Available-for-sale securities (fair market value) | $18,847,000 | 3,955 |
| Total debt securities | $18,875,000 | 4,296 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $20,568,000 | 4,243 |
| U.S. Government securities | $7,600,000 | 4,785 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $7,600,000 | 4,665 |
| Securities issued by states & political subdivisions | $12,968,000 | 2,494 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,828,000 | 2,869 |
| Mortgage-backed securities | $1,623,000 | 4,511 |
| 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 | $1,623,000 | 2,536 |
| CMOs issued by government agencies or sponsored agencies | $1,623,000 | 2,459 |
| 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) | $30,000 | 2,417 |
| Available-for-sale securities (fair market value) | $20,538,000 | 3,891 |
| Total debt securities | $20,568,000 | 4,223 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $20,859,000 | 4,294 |
| U.S. Government securities | $7,762,000 | 4,873 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $7,762,000 | 4,759 |
| Securities issued by states & political subdivisions | $13,097,000 | 2,480 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,881,000 | 2,868 |
| Mortgage-backed securities | $1,781,000 | 4,547 |
| 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 | $1,781,000 | 2,535 |
| CMOs issued by government agencies or sponsored agencies | $1,781,000 | 2,446 |
| 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) | $32,000 | 2,456 |
| Available-for-sale securities (fair market value) | $20,827,000 | 3,939 |
| Total debt securities | $20,860,000 | 4,272 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $20,583,000 | 4,380 |
| U.S. Government securities | $7,445,000 | 4,987 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $7,445,000 | 4,890 |
| Securities issued by states & political subdivisions | $13,138,000 | 2,489 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,710,000 | 2,797 |
| Mortgage-backed securities | $1,958,000 | 4,569 |
| 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 | $1,958,000 | 2,507 |
| CMOs issued by government agencies or sponsored agencies | $1,958,000 | 2,425 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $34,000 | 2,478 |
| Available-for-sale securities (fair market value) | $20,549,000 | 4,007 |
| Total debt securities | $20,583,000 | 4,358 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $19,408,000 | 4,509 |
| U.S. Government securities | $8,046,000 | 4,925 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $8,046,000 | 4,823 |
| Securities issued by states & political subdivisions | $11,362,000 | 2,709 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,677,000 | 3,335 |
| Mortgage-backed securities | $2,112,000 | 4,560 |
| 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 | $2,112,000 | 2,449 |
| CMOs issued by government agencies or sponsored agencies | $2,112,000 | 2,373 |
| 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) | $36,000 | 2,494 |
| Available-for-sale securities (fair market value) | $19,372,000 | 4,143 |
| Total debt securities | $19,408,000 | 4,488 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $19,166,000 | 4,532 |
| U.S. Government securities | $6,218,000 | 5,218 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,218,000 | 5,115 |
| Securities issued by states & political subdivisions | $12,948,000 | 2,514 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,741,000 | 3,321 |
| Mortgage-backed securities | $2,233,000 | 4,566 |
| 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 | $2,233,000 | 2,388 |
| CMOs issued by government agencies or sponsored agencies | $2,233,000 | 2,306 |
| 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) | $38,000 | 2,520 |
| Available-for-sale securities (fair market value) | $19,128,000 | 4,165 |
| Total debt securities | $19,166,000 | 4,514 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $17,917,000 | 4,696 |
| U.S. Government securities | $5,931,000 | 5,324 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,931,000 | 5,214 |
| Securities issued by states & political subdivisions | $11,986,000 | 2,614 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,731,000 | 3,308 |
| Mortgage-backed securities | $2,434,000 | 4,560 |
| 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 | $2,434,000 | 2,370 |
| CMOs issued by government agencies or sponsored agencies | $2,434,000 | 2,284 |
| 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) | $40,000 | 2,517 |
| Available-for-sale securities (fair market value) | $17,877,000 | 4,325 |
| Total debt securities | $17,916,000 | 4,667 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $15,707,000 | 4,915 |
| U.S. Government securities | $5,178,000 | 5,474 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $5,178,000 | 5,363 |
| Securities issued by states & political subdivisions | $10,529,000 | 2,813 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,707,000 | 3,308 |
| Mortgage-backed securities | $2,688,000 | 4,520 |
| 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 | $2,688,000 | 2,358 |
| CMOs issued by government agencies or sponsored agencies | $2,688,000 | 2,266 |
| 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) | $42,000 | 2,467 |
| Available-for-sale securities (fair market value) | $15,665,000 | 4,535 |
| Total debt securities | $15,706,000 | 4,883 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $12,991,000 | 5,220 |
| U.S. Government securities | $4,150,000 | 5,694 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $4,150,000 | 5,588 |
| Securities issued by states & political subdivisions | $8,841,000 | 3,041 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,590,000 | 3,555 |
| Mortgage-backed securities | $2,579,000 | 4,588 |
| 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 | $2,579,000 | 2,436 |
| CMOs issued by government agencies or sponsored agencies | $2,579,000 | 2,340 |
| 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) | $44,000 | 2,468 |
| Available-for-sale securities (fair market value) | $12,947,000 | 4,854 |
| Total debt securities | $12,990,000 | 5,186 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $14,412,000 | 5,028 |
| U.S. Government securities | $4,470,000 | 5,673 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $4,470,000 | 5,558 |
| Securities issued by states & political subdivisions | $9,942,000 | 2,847 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,805,000 | 3,328 |
| Mortgage-backed securities | $2,893,000 | 4,539 |
| 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 | $2,893,000 | 2,423 |
| CMOs issued by government agencies or sponsored agencies | $2,893,000 | 2,321 |
| 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) | $47,000 | 2,497 |
| Available-for-sale securities (fair market value) | $14,365,000 | 4,657 |
| Total debt securities | $14,411,000 | 4,994 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $15,146,000 | 5,038 |
| U.S. Government securities | $4,757,000 | 5,731 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $4,757,000 | 5,629 |
| Securities issued by states & political subdivisions | $10,389,000 | 2,744 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,349,000 | 3,624 |
| Mortgage-backed securities | $3,178,000 | 4,583 |
| 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 | $3,178,000 | 2,451 |
| CMOs issued by government agencies or sponsored agencies | $3,178,000 | 2,345 |
| 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) | $50,000 | 2,555 |
| Available-for-sale securities (fair market value) | $15,096,000 | 4,656 |
| Total debt securities | $15,146,000 | 5,005 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $14,778,000 | 5,083 |
| U.S. Government securities | $4,952,000 | 5,780 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $4,952,000 | 5,682 |
| Securities issued by states & political subdivisions | $9,826,000 | 2,782 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,387,000 | 4,526 |
| Mortgage-backed securities | $3,381,000 | 4,598 |
| 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 | $3,381,000 | 2,426 |
| CMOs issued by government agencies or sponsored agencies | $3,381,000 | 2,309 |
| 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) | $52,000 | 2,578 |
| Available-for-sale securities (fair market value) | $14,726,000 | 4,713 |
| Total debt securities | $14,728,000 | 5,056 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $14,194,000 | 5,224 |
| U.S. Government securities | $5,079,000 | 5,845 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $5,079,000 | 5,741 |
| Securities issued by states & political subdivisions | $9,115,000 | 2,814 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,474,000 | 4,519 |
| Mortgage-backed securities | $3,557,000 | 4,581 |
| 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 | $3,557,000 | 2,398 |
| CMOs issued by government agencies or sponsored agencies | $3,557,000 | 2,285 |
| 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) | $145,000 | 2,506 |
| Available-for-sale securities (fair market value) | $14,049,000 | 4,835 |
| Total debt securities | $14,194,000 | 5,197 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $14,792,000 | 5,123 |
| U.S. Government securities | $5,167,000 | 5,815 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $5,167,000 | 5,710 |
| Securities issued by states & political subdivisions | $9,625,000 | 2,695 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,036,000 | 4,180 |
| Mortgage-backed securities | $3,672,000 | 4,503 |
| 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 | $3,672,000 | 2,341 |
| CMOs issued by government agencies or sponsored agencies | $3,672,000 | 2,164 |
| 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) | $148,000 | 2,608 |
| Available-for-sale securities (fair market value) | $14,644,000 | 4,722 |
| Total debt securities | $14,742,000 | 5,104 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $15,412,000 | 5,033 |
| U.S. Government securities | $5,795,000 | 5,720 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $5,795,000 | 5,611 |
| Securities issued by states & political subdivisions | $9,617,000 | 2,640 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,714,000 | 4,564 |
| Mortgage-backed securities | $3,795,000 | 4,438 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,795,000 | 2,298 |
| CMOs issued by government agencies or sponsored agencies | $3,795,000 | 2,111 |
| 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) | $181,000 | 2,598 |
| Available-for-sale securities (fair market value) | $15,231,000 | 4,636 |
| Total debt securities | $15,412,000 | 5,003 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $13,557,000 | 5,305 |
| U.S. Government securities | $3,966,000 | 6,256 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $3,966,000 | 6,134 |
| Securities issued by states & political subdivisions | $9,591,000 | 2,580 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,700,000 | 4,613 |
| Mortgage-backed securities | $2,963,000 | 4,609 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,963,000 | 2,468 |
| CMOs issued by government agencies or sponsored agencies | $2,963,000 | 2,252 |
| 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) | $183,000 | 2,643 |
| Available-for-sale securities (fair market value) | $13,374,000 | 4,901 |
| Total debt securities | $13,558,000 | 5,273 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $10,663,000 | 5,693 |
| U.S. Government securities | $1,055,000 | 6,904 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $1,055,000 | 6,794 |
| Securities issued by states & political subdivisions | $9,608,000 | 2,542 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,129,000 | 4,797 |
| Mortgage-backed securities | $1,055,000 | 5,159 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,055,000 | 2,990 |
| CMOs issued by government agencies or sponsored agencies | $1,055,000 | 2,730 |
| 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) | $186,000 | 2,647 |
| Available-for-sale securities (fair market value) | $10,477,000 | 5,282 |
| Total debt securities | $10,661,000 | 5,660 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $11,073,000 | 5,554 |
| U.S. Government securities | $1,056,000 | 6,916 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $1,056,000 | 6,794 |
| Securities issued by states & political subdivisions | $10,017,000 | 2,455 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,108,000 | 4,815 |
| Mortgage-backed securities | $1,056,000 | 5,141 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,056,000 | 2,964 |
| CMOs issued by government agencies or sponsored agencies | $1,056,000 | 2,689 |
| 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) | $189,000 | 2,686 |
| Available-for-sale securities (fair market value) | $10,884,000 | 5,141 |
| Total debt securities | $11,074,000 | 5,516 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $7,273,000 | 6,134 |
| U.S. Government securities | $573,000 | 7,118 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $573,000 | 7,015 |
| Securities issued by states & political subdivisions | $6,700,000 | 2,953 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,053,000 | 5,263 |
| Mortgage-backed securities | $72,000 | 5,883 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $72,000 | 3,650 |
| CMOs issued by government agencies or sponsored agencies | $72,000 | 3,328 |
| 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) | $222,000 | 2,714 |
| Available-for-sale securities (fair market value) | $7,051,000 | 5,687 |
| Total debt securities | $7,273,000 | 6,096 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,790 |
| Fair value | $501,000 | 2,870 |
| 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 | $6,095,000 | 6,441 |
| U.S. Government securities | $578,000 | 7,209 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $578,000 | 7,111 |
| Securities issued by states & political subdivisions | $5,517,000 | 3,148 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,456,000 | 5,563 |
| Mortgage-backed securities | $76,000 | 5,913 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $76,000 | 3,568 |
| CMOs issued by government agencies or sponsored agencies | $76,000 | 3,252 |
| 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) | $226,000 | 2,777 |
| Available-for-sale securities (fair market value) | $5,869,000 | 5,977 |
| Total debt securities | $6,094,000 | 6,404 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,871 |
| Fair value | $502,000 | 2,928 |
| 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 | $5,892,000 | 6,557 |
| U.S. Government securities | $1,085,000 | 7,169 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $1,085,000 | 7,062 |
| Securities issued by states & political subdivisions | $4,807,000 | 3,300 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,446,000 | 5,647 |
| Mortgage-backed securities | $80,000 | 6,000 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $80,000 | 3,561 |
| CMOs issued by government agencies or sponsored agencies | $80,000 | 3,224 |
| 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) | $230,000 | 2,823 |
| Available-for-sale securities (fair market value) | $5,662,000 | 6,079 |
| Total debt securities | $5,891,000 | 6,517 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,655 |
| Fair value | $501,000 | 2,696 |
| 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 | $7,333,000 | 6,275 |
| U.S. Government securities | $1,094,000 | 7,195 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $1,094,000 | 7,092 |
| Securities issued by states & political subdivisions | $6,239,000 | 2,936 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,050,000 | 5,435 |
| Mortgage-backed securities | $84,000 | 6,052 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $84,000 | 3,571 |
| CMOs issued by government agencies or sponsored agencies | $84,000 | 3,222 |
| 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) | $234,000 | 2,872 |
| Available-for-sale securities (fair market value) | $7,099,000 | 5,815 |
| Total debt securities | $7,333,000 | 6,235 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $6,799,000 | 6,416 |
| U.S. Government securities | $603,000 | 7,410 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $603,000 | 7,322 |
| Securities issued by states & political subdivisions | $6,196,000 | 2,941 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $847,000 | 5,999 |
| Mortgage-backed securities | $89,000 | 6,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $89,000 | 3,569 |
| CMOs issued by government agencies or sponsored agencies | $89,000 | 3,215 |
| 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) | $269,000 | 2,906 |
| Available-for-sale securities (fair market value) | $6,530,000 | 5,954 |
| Total debt securities | $6,799,000 | 6,374 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $7,276,000 | 6,328 |
| U.S. Government securities | $1,133,000 | 7,306 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $1,133,000 | 7,222 |
| Securities issued by states & political subdivisions | $6,143,000 | 2,926 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $840,000 | 6,047 |
| Mortgage-backed securities | $113,000 | 6,129 |
| Certificates of participation in pools of residential mortgages | $20,000 | 6,062 |
| Issued or guaranteed by U.S. | $20,000 | 6,040 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $93,000 | 3,565 |
| CMOs issued by government agencies or sponsored agencies | $93,000 | 3,199 |
| 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) | $273,000 | 2,949 |
| Available-for-sale securities (fair market value) | $7,003,000 | 5,890 |
| Total debt securities | $7,275,000 | 6,284 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $9,346,000 | 6,016 |
| U.S. Government securities | $3,164,000 | 6,809 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $3,164,000 | 6,718 |
| Securities issued by states & political subdivisions | $6,182,000 | 2,852 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $841,000 | 6,091 |
| Mortgage-backed securities | $125,000 | 6,164 |
| Certificates of participation in pools of residential mortgages | $28,000 | 6,086 |
| Issued or guaranteed by U.S. | $28,000 | 6,069 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $97,000 | 3,576 |
| CMOs issued by government agencies or sponsored agencies | $97,000 | 3,202 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $277,000 | 2,981 |
| Available-for-sale securities (fair market value) | $9,069,000 | 5,548 |
| Total debt securities | $9,347,000 | 5,961 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $8,360,000 | 6,241 |
| U.S. Government securities | $1,528,000 | 7,383 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $1,528,000 | 7,297 |
| Securities issued by states & political subdivisions | $6,832,000 | 2,653 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $834,000 | 6,135 |
| Mortgage-backed securities | $132,000 | 6,180 |
| Certificates of participation in pools of residential mortgages | $31,000 | 6,104 |
| Issued or guaranteed by U.S. | $31,000 | 6,083 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $101,000 | 3,531 |
| CMOs issued by government agencies or sponsored agencies | $101,000 | 3,185 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $281,000 | 3,005 |
| Available-for-sale securities (fair market value) | $8,079,000 | 5,746 |
| Total debt securities | $8,361,000 | 6,199 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $8,047,000 | 6,255 |
| U.S. Government securities | $1,262,000 | 7,504 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,262,000 | 7,415 |
| Securities issued by states & political subdivisions | $6,785,000 | 2,656 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,212,000 | 5,533 |
| Mortgage-backed securities | $264,000 | 6,024 |
| Certificates of participation in pools of residential mortgages | $159,000 | 5,860 |
| Issued or guaranteed by U.S. | $159,000 | 5,842 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $105,000 | 3,449 |
| CMOs issued by government agencies or sponsored agencies | $105,000 | 3,096 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $310,000 | 2,998 |
| Available-for-sale securities (fair market value) | $7,737,000 | 5,774 |
| Total debt securities | $8,047,000 | 6,214 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $8,138,000 | 6,301 |
| U.S. Government securities | $1,372,000 | 7,534 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,372,000 | 7,454 |
| Securities issued by states & political subdivisions | $6,766,000 | 2,674 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,766,000 | 4,944 |
| Mortgage-backed securities | $383,000 | 5,950 |
| Certificates of participation in pools of residential mortgages | $192,000 | 5,816 |
| Issued or guaranteed by U.S. | $192,000 | 5,791 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $191,000 | 3,377 |
| CMOs issued by government agencies or sponsored agencies | $191,000 | 3,038 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $315,000 | 3,003 |
| Available-for-sale securities (fair market value) | $7,823,000 | 5,808 |
| Total debt securities | $8,139,000 | 6,242 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $7,594,000 | 6,430 |
| U.S. Government securities | $1,044,000 | 7,661 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $1,044,000 | 7,573 |
| Securities issued by states & political subdivisions | $6,550,000 | 2,731 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,957,000 | 4,840 |
| Mortgage-backed securities | $541,000 | 5,822 |
| Certificates of participation in pools of residential mortgages | $226,000 | 5,759 |
| Issued or guaranteed by U.S. | $226,000 | 5,728 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $315,000 | 3,244 |
| CMOs issued by government agencies or sponsored agencies | $315,000 | 2,902 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $320,000 | 3,044 |
| Available-for-sale securities (fair market value) | $7,274,000 | 5,940 |
| Total debt securities | $7,592,000 | 6,364 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $8,515,000 | 6,322 |
| U.S. Government securities | $1,661,000 | 7,593 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $1,661,000 | 7,481 |
| Securities issued by states & political subdivisions | $6,854,000 | 2,656 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,292,000 | 4,427 |
| Mortgage-backed securities | $666,000 | 5,589 |
| Certificates of participation in pools of residential mortgages | $241,000 | 5,624 |
| Issued or guaranteed by U.S. | $241,000 | 5,602 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $425,000 | 3,070 |
| CMOs issued by government agencies or sponsored agencies | $425,000 | 2,748 |
| 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) | $322,000 | 3,087 |
| Available-for-sale securities (fair market value) | $8,193,000 | 5,800 |
| Total debt securities | $8,515,000 | 6,257 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $7,860,000 | 6,519 |
| U.S. Government securities | $2,291,000 | 7,477 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $2,291,000 | 7,361 |
| Securities issued by states & political subdivisions | $5,569,000 | 2,924 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,601,000 | 3,868 |
| Mortgage-backed securities | $801,000 | 5,419 |
| Certificates of participation in pools of residential mortgages | $286,000 | 5,489 |
| Issued or guaranteed by U.S. | $286,000 | 5,467 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $515,000 | 2,921 |
| CMOs issued by government agencies or sponsored agencies | $515,000 | 2,605 |
| 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) | $349,000 | 3,130 |
| Available-for-sale securities (fair market value) | $7,511,000 | 5,963 |
| Total debt securities | $7,859,000 | 6,463 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $7,765,000 | 6,559 |
| U.S. Government securities | $2,471,000 | 7,475 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $2,471,000 | 7,352 |
| Securities issued by states & political subdivisions | $5,294,000 | 2,987 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,489,000 | 3,877 |
| Mortgage-backed securities | $992,000 | 5,265 |
| Certificates of participation in pools of residential mortgages | $362,000 | 5,407 |
| Issued or guaranteed by U.S. | $362,000 | 5,388 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $630,000 | 2,808 |
| CMOs issued by government agencies or sponsored agencies | $630,000 | 2,502 |
| 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) | $351,000 | 3,153 |
| Available-for-sale securities (fair market value) | $7,414,000 | 5,973 |
| Total debt securities | $7,766,000 | 6,500 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $7,838,000 | 6,586 |
| U.S. Government securities | $2,709,000 | 7,445 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $2,709,000 | 7,321 |
| Securities issued by states & political subdivisions | $5,129,000 | 3,047 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,810,000 | 3,827 |
| Mortgage-backed securities | $1,233,000 | 5,133 |
| Certificates of participation in pools of residential mortgages | $456,000 | 5,306 |
| Issued or guaranteed by U.S. | $456,000 | 5,284 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $777,000 | 2,683 |
| CMOs issued by government agencies or sponsored agencies | $777,000 | 2,399 |
| 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) | $354,000 | 3,212 |
| Available-for-sale securities (fair market value) | $7,484,000 | 5,995 |
| Total debt securities | $7,838,000 | 6,526 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $9,419,000 | 6,292 |
| U.S. Government securities | $2,915,000 | 7,429 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $2,915,000 | 7,303 |
| Securities issued by states & political subdivisions | $6,004,000 | 2,835 |
| Other domestic debt securities | $500,000 | 2,303 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,729 |
| 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 | $3,401,000 | 5,162 |
| Mortgage-backed securities | $1,445,000 | 5,005 |
| Certificates of participation in pools of residential mortgages | $539,000 | 5,230 |
| Issued or guaranteed by U.S. | $539,000 | 5,211 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $906,000 | 2,595 |
| CMOs issued by government agencies or sponsored agencies | $906,000 | 2,323 |
| 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) | $356,000 | 3,284 |
| Available-for-sale securities (fair market value) | $9,063,000 | 5,713 |
| Total debt securities | $9,419,000 | 6,233 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $9,632,000 | 6,286 |
| U.S. Government securities | $3,211,000 | 7,408 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $3,211,000 | 7,271 |
| Securities issued by states & political subdivisions | $5,921,000 | 2,844 |
| Other domestic debt securities | $500,000 | 2,333 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,760 |
| 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 | $4,312,000 | 4,836 |
| Mortgage-backed securities | $1,747,000 | 4,851 |
| Certificates of participation in pools of residential mortgages | $633,000 | 5,156 |
| Issued or guaranteed by U.S. | $633,000 | 5,132 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,114,000 | 2,416 |
| CMOs issued by government agencies or sponsored agencies | $1,114,000 | 2,144 |
| 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) | $379,000 | 3,346 |
| Available-for-sale securities (fair market value) | $9,253,000 | 5,690 |
| Total debt securities | $9,634,000 | 6,225 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $9,197,000 | 6,406 |
| U.S. Government securities | $3,498,000 | 7,353 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $3,498,000 | 7,211 |
| Securities issued by states & political subdivisions | $5,200,000 | 3,015 |
| Other domestic debt securities | $499,000 | 2,388 |
| 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 | $499,000 | 1,835 |
| 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 | $3,656,000 | 5,087 |
| Mortgage-backed securities | $2,052,000 | 4,698 |
| Certificates of participation in pools of residential mortgages | $719,000 | 5,105 |
| Issued or guaranteed by U.S. | $719,000 | 5,082 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,333,000 | 2,317 |
| CMOs issued by government agencies or sponsored agencies | $1,333,000 | 2,038 |
| 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) | $383,000 | 3,398 |
| Available-for-sale securities (fair market value) | $8,814,000 | 5,791 |
| Total debt securities | $9,197,000 | 6,342 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $9,116,000 | 6,497 |
| U.S. Government securities | $3,955,000 | 7,255 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $3,955,000 | 7,116 |
| Securities issued by states & political subdivisions | $4,663,000 | 3,195 |
| Other domestic debt securities | $498,000 | 2,478 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $498,000 | 1,949 |
| 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 | $2,349,000 | 5,641 |
| Mortgage-backed securities | $2,254,000 | 4,615 |
| Certificates of participation in pools of residential mortgages | $810,000 | 5,049 |
| Issued or guaranteed by U.S. | $810,000 | 5,030 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,444,000 | 2,276 |
| CMOs issued by government agencies or sponsored agencies | $1,444,000 | 2,006 |
| 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) | $136,000 | 3,788 |
| Available-for-sale securities (fair market value) | $8,980,000 | 5,806 |
| Total debt securities | $9,116,000 | 6,435 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $9,550,000 | 6,442 |
| U.S. Government securities | $4,141,000 | 7,212 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $4,141,000 | 7,053 |
| Securities issued by states & political subdivisions | $4,923,000 | 3,104 |
| Other domestic debt securities | $486,000 | 2,595 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $486,000 | 2,100 |
| 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 | $2,827,000 | 5,473 |
| Mortgage-backed securities | $2,438,000 | 4,572 |
| Certificates of participation in pools of residential mortgages | $895,000 | 5,018 |
| Issued or guaranteed by U.S. | $895,000 | 4,999 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,543,000 | 2,236 |
| CMOs issued by government agencies or sponsored agencies | $1,543,000 | 1,982 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $140,000 | 3,858 |
| Available-for-sale securities (fair market value) | $9,410,000 | 5,746 |
| Total debt securities | $9,550,000 | 6,380 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $9,400,000 | 6,466 |
| U.S. Government securities | $4,422,000 | 7,149 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,422,000 | 7,002 |
| Securities issued by states & political subdivisions | $4,476,000 | 3,237 |
| Other domestic debt securities | $502,000 | 2,560 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $502,000 | 2,088 |
| 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 | $2,392,000 | 5,666 |
| Mortgage-backed securities | $2,712,000 | 4,497 |
| Certificates of participation in pools of residential mortgages | $1,017,000 | 4,950 |
| Issued or guaranteed by U.S. | $1,017,000 | 4,932 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,695,000 | 2,179 |
| CMOs issued by government agencies or sponsored agencies | $1,695,000 | 1,937 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $146,000 | 3,910 |
| Available-for-sale securities (fair market value) | $9,254,000 | 5,769 |
| Total debt securities | $9,400,000 | 6,406 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $10,036,000 | 6,359 |
| U.S. Government securities | $4,741,000 | 7,091 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,741,000 | 6,944 |
| Securities issued by states & political subdivisions | $4,795,000 | 3,115 |
| Other domestic debt securities | $500,000 | 2,661 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 2,195 |
| 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 | $2,682,000 | 5,498 |
| Mortgage-backed securities | $3,014,000 | 4,457 |
| Certificates of participation in pools of residential mortgages | $1,183,000 | 4,890 |
| Issued or guaranteed by U.S. | $1,183,000 | 4,871 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,831,000 | 2,177 |
| CMOs issued by government agencies or sponsored agencies | $1,831,000 | 1,942 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $152,000 | 3,937 |
| Available-for-sale securities (fair market value) | $9,884,000 | 5,663 |
| Total debt securities | $10,035,000 | 6,294 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $10,206,000 | 6,399 |
| U.S. Government securities | $4,927,000 | 7,094 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,927,000 | 6,936 |
| Securities issued by states & political subdivisions | $4,774,000 | 3,109 |
| Other domestic debt securities | $505,000 | 2,692 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $505,000 | 2,247 |
| 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 | $2,727,000 | 5,534 |
| Mortgage-backed securities | $3,206,000 | 4,473 |
| Certificates of participation in pools of residential mortgages | $1,339,000 | 4,853 |
| Issued or guaranteed by U.S. | $1,339,000 | 4,840 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,867,000 | 2,197 |
| CMOs issued by government agencies or sponsored agencies | $1,867,000 | 1,969 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $160,000 | 3,992 |
| Available-for-sale securities (fair market value) | $10,046,000 | 5,686 |
| Total debt securities | $10,205,000 | 6,338 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $10,663,000 | 6,333 |
| U.S. Government securities | $5,209,000 | 7,039 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,209,000 | 6,882 |
| Securities issued by states & political subdivisions | $4,934,000 | 3,091 |
| Other domestic debt securities | $520,000 | 2,688 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $520,000 | 2,263 |
| 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 | $2,822,000 | 5,501 |
| Mortgage-backed securities | $3,432,000 | 4,449 |
| Certificates of participation in pools of residential mortgages | $1,505,000 | 4,773 |
| Issued or guaranteed by U.S. | $1,505,000 | 4,759 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,927,000 | 2,220 |
| CMOs issued by government agencies or sponsored agencies | $1,927,000 | 1,979 |
| 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) | $171,000 | 4,018 |
| Available-for-sale securities (fair market value) | $10,492,000 | 5,608 |
| Total debt securities | $10,663,000 | 6,270 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $10,982,000 | 6,298 |
| U.S. Government securities | $5,487,000 | 6,982 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,487,000 | 6,824 |
| Securities issued by states & political subdivisions | $4,966,000 | 3,088 |
| Other domestic debt securities | $529,000 | 2,719 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $529,000 | 2,313 |
| 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 | $2,903,000 | 5,457 |
| Mortgage-backed securities | $3,698,000 | 4,382 |
| Certificates of participation in pools of residential mortgages | $1,707,000 | 4,680 |
| Issued or guaranteed by U.S. | $1,707,000 | 4,667 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,991,000 | 2,181 |
| CMOs issued by government agencies or sponsored agencies | $1,991,000 | 1,954 |
| 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) | $185,000 | 4,059 |
| Available-for-sale securities (fair market value) | $10,797,000 | 5,577 |
| Total debt securities | $10,982,000 | 6,228 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $11,225,000 | 6,320 |
| U.S. Government securities | $5,807,000 | 6,953 |
| U.S. Treasury securities | $252,000 | 1,901 |
| U.S. Government agency obligations | $5,555,000 | 6,867 |
| Securities issued by states & political subdivisions | $4,893,000 | 3,110 |
| Other domestic debt securities | $525,000 | 2,832 |
| 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 | $525,000 | 2,428 |
| 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 | $2,236,000 | 5,777 |
| Mortgage-backed securities | $4,004,000 | 4,354 |
| Certificates of participation in pools of residential mortgages | $1,964,000 | 4,587 |
| Issued or guaranteed by U.S. | $1,964,000 | 4,572 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,040,000 | 2,203 |
| CMOs issued by government agencies or sponsored agencies | $2,040,000 | 1,976 |
| 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) | $200,000 | 4,077 |
| Available-for-sale securities (fair market value) | $11,025,000 | 5,612 |
| Total debt securities | $11,224,000 | 6,243 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $12,179,000 | 6,094 |
| U.S. Government securities | $6,980,000 | 6,534 |
| U.S. Treasury securities | $256,000 | 1,874 |
| U.S. Government agency obligations | $6,724,000 | 6,444 |
| Securities issued by states & political subdivisions | $4,665,000 | 3,201 |
| Other domestic debt securities | $534,000 | 2,914 |
| 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 | $534,000 | 2,499 |
| 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 | $1,081,000 | 6,460 |
| Mortgage-backed securities | $4,620,000 | 4,189 |
| Certificates of participation in pools of residential mortgages | $2,429,000 | 4,393 |
| Issued or guaranteed by U.S. | $2,429,000 | 4,379 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,191,000 | 2,209 |
| CMOs issued by government agencies or sponsored agencies | $2,191,000 | 1,981 |
| 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) | $223,000 | 4,095 |
| Available-for-sale securities (fair market value) | $11,956,000 | 5,419 |
| Total debt securities | $12,178,000 | 6,015 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $10,240,000 | 6,555 |
| U.S. Government securities | $5,839,000 | 6,988 |
| U.S. Treasury securities | $260,000 | 1,981 |
| U.S. Government agency obligations | $5,579,000 | 6,875 |
| Securities issued by states & political subdivisions | $3,867,000 | 3,474 |
| Other domestic debt securities | $534,000 | 2,972 |
| 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 | $534,000 | 2,637 |
| 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 | $1,183,000 | 6,383 |
| Mortgage-backed securities | $4,468,000 | 4,211 |
| Certificates of participation in pools of residential mortgages | $2,240,000 | 4,463 |
| Issued or guaranteed by U.S. | $2,240,000 | 4,442 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,228,000 | 2,198 |
| CMOs issued by government agencies or sponsored agencies | $2,228,000 | 2,070 |
| 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) | $249,000 | 4,120 |
| Available-for-sale securities (fair market value) | $9,991,000 | 5,855 |
| Total debt securities | $10,239,000 | 6,475 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $10,014,000 | 6,551 |
| U.S. Government securities | $6,365,000 | 6,674 |
| U.S. Treasury securities | $263,000 | 2,040 |
| U.S. Government agency obligations | $6,102,000 | 6,594 |
| Securities issued by states & political subdivisions | $3,123,000 | 3,800 |
| Other domestic debt securities | $526,000 | 3,109 |
| 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 | $526,000 | 2,773 |
| 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 | $1,195,000 | 6,388 |
| Mortgage-backed securities | $5,191,000 | 3,993 |
| Certificates of participation in pools of residential mortgages | $2,779,000 | 4,195 |
| Issued or guaranteed by U.S. | $2,779,000 | 4,179 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,412,000 | 2,188 |
| CMOs issued by government agencies or sponsored agencies | $2,412,000 | 2,058 |
| 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) | $330,000 | 4,028 |
| Available-for-sale securities (fair market value) | $9,684,000 | 5,871 |
| Total debt securities | $10,016,000 | 6,450 |
| 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 | $10,635,000 | 6,326 |
| U.S. Government securities | $8,045,000 | 6,105 |
| U.S. Treasury securities | $267,000 | 2,072 |
| U.S. Government agency obligations | $7,778,000 | 5,999 |
| Securities issued by states & political subdivisions | $2,062,000 | 4,335 |
| Other domestic debt securities | $528,000 | 3,189 |
| 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 | $528,000 | 2,834 |
| 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 | $1,212,000 | 6,368 |
| Mortgage-backed securities | $6,858,000 | 3,652 |
| Certificates of participation in pools of residential mortgages | $3,901,000 | 3,798 |
| Issued or guaranteed by U.S. | $3,901,000 | 3,786 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,957,000 | 2,174 |
| CMOs issued by government agencies or sponsored agencies | $2,957,000 | 2,055 |
| 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) | $452,000 | 3,955 |
| Available-for-sale securities (fair market value) | $10,183,000 | 5,696 |
| Total debt securities | $10,634,000 | 6,237 |
| 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 | $11,329,000 | 6,235 |
| U.S. Government securities | $8,949,000 | 5,863 |
| U.S. Treasury securities | $270,000 | 2,116 |
| U.S. Government agency obligations | $8,679,000 | 5,757 |
| Securities issued by states & political subdivisions | $1,897,000 | 4,372 |
| Other domestic debt securities | $483,000 | 3,359 |
| 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 | $483,000 | 2,989 |
| 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 | $1,204,000 | 6,411 |
| Mortgage-backed securities | $6,921,000 | 3,638 |
| Certificates of participation in pools of residential mortgages | $4,744,000 | 3,501 |
| Issued or guaranteed by U.S. | $4,744,000 | 3,490 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,177,000 | 2,501 |
| CMOs issued by government agencies or sponsored agencies | $2,177,000 | 2,373 |
| 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) | $626,000 | 3,803 |
| Available-for-sale securities (fair market value) | $10,703,000 | 5,581 |
| Total debt securities | $11,328,000 | 6,144 |
| 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 | $12,332,000 | 5,991 |
| U.S. Government securities | $9,705,000 | 5,659 |
| U.S. Treasury securities | $273,000 | 2,255 |
| U.S. Government agency obligations | $9,432,000 | 5,542 |
| Securities issued by states & political subdivisions | $1,933,000 | 4,346 |
| Other domestic debt securities | $694,000 | 3,083 |
| 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 | $694,000 | 2,741 |
| 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 | $1,199,000 | 6,444 |
| Mortgage-backed securities | $5,849,000 | 3,897 |
| Certificates of participation in pools of residential mortgages | $3,236,000 | 4,052 |
| Issued or guaranteed by U.S. | $3,236,000 | 4,039 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,613,000 | 2,404 |
| CMOs issued by government agencies or sponsored agencies | $2,613,000 | 2,288 |
| 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) | $1,032,000 | 3,553 |
| Available-for-sale securities (fair market value) | $11,300,000 | 5,435 |
| Total debt securities | $12,332,000 | 5,897 |
| Structured notes | ||
| Amortized cost | $251,000 | 1,416 |
| Fair value | $251,000 | 1,458 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $7,916,000 | 7,060 |
| U.S. Government securities | $5,233,000 | 7,136 |
| U.S. Treasury securities | $530,000 | 2,360 |
| U.S. Government agency obligations | $4,703,000 | 7,096 |
| Securities issued by states & political subdivisions | $1,781,000 | 4,485 |
| Other domestic debt securities | $902,000 | 3,037 |
| 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 | $902,000 | 2,616 |
| 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 | $678,000 | 7,014 |
| Mortgage-backed securities | $3,741,000 | 4,406 |
| Certificates of participation in pools of residential mortgages | $1,370,000 | 4,954 |
| Issued or guaranteed by U.S. | $1,370,000 | 4,926 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,371,000 | 2,571 |
| CMOs issued by government agencies or sponsored agencies | $2,371,000 | 2,415 |
| 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) | $1,502,000 | 3,469 |
| Available-for-sale securities (fair market value) | $6,414,000 | 6,567 |
| Total debt securities | $7,916,000 | 6,961 |
| 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 | $12,420,000 | 6,134 |
| U.S. Government securities | $6,803,000 | 6,999 |
| U.S. Treasury securities | $771,000 | 3,004 |
| U.S. Government agency obligations | $6,032,000 | 6,946 |
| Securities issued by states & political subdivisions | $4,564,000 | 2,964 |
| Other domestic debt securities | $898,000 | 2,591 |
| 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 | $898,000 | 2,274 |
| Foreign debt securities | NA | NA |
| Equity securities | $155,000 | 6,224 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,610,000 | 6,546 |
| Mortgage-backed securities | $1,724,000 | 4,954 |
| Certificates of participation in pools of residential mortgages | $225,000 | 5,991 |
| Issued or guaranteed by U.S. | $225,000 | 5,971 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,499,000 | 2,536 |
| CMOs issued by government agencies or sponsored agencies | $1,499,000 | 2,390 |
| 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) | $1,844,000 | 3,931 |
| Available-for-sale securities (fair market value) | $10,576,000 | 5,567 |
| Total debt securities | $12,263,000 | 6,039 |
| 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 | $14,633,000 | 5,881 |
| U.S. Government securities | $7,168,000 | 7,109 |
| U.S. Treasury securities | $1,753,000 | 2,959 |
| U.S. Government agency obligations | $5,415,000 | 7,330 |
| Securities issued by states & political subdivisions | $5,967,000 | 2,588 |
| Other domestic debt securities | $1,350,000 | 2,141 |
| 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 | $1,350,000 | 1,800 |
| Foreign debt securities | NA | NA |
| Equity securities | $148,000 | 6,213 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,023,000 | 6,305 |
| Mortgage-backed securities | $1,757,000 | 5,242 |
| Certificates of participation in pools of residential mortgages | $258,000 | 6,213 |
| Issued or guaranteed by U.S. | $258,000 | 6,196 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,499,000 | 2,682 |
| CMOs issued by government agencies or sponsored agencies | $1,499,000 | 2,542 |
| 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) | $1,860,000 | 4,331 |
| Available-for-sale securities (fair market value) | $12,773,000 | 5,200 |
| Total debt securities | $14,486,000 | 5,807 |
| 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 | $13,193,000 | 6,224 |
| U.S. Government securities | $7,693,000 | 6,879 |
| U.S. Treasury securities | $2,354,000 | 3,575 |
| U.S. Government agency obligations | $5,339,000 | 7,033 |
| Securities issued by states & political subdivisions | $4,715,000 | 3,079 |
| Other domestic debt securities | $758,000 | 2,437 |
| 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 | $758,000 | 2,005 |
| Foreign debt securities | NA | NA |
| Equity securities | $27,000 | 7,474 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,284,000 | 5,910 |
| Mortgage-backed securities | $1,986,000 | 5,326 |
| Certificates of participation in pools of residential mortgages | $445,000 | 6,082 |
| Issued or guaranteed by U.S. | $445,000 | 6,065 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,541,000 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $1,541,000 | 2,748 |
| 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) | $2,112,000 | 4,670 |
| Available-for-sale securities (fair market value) | $11,081,000 | 5,489 |
| Total debt securities | $13,166,000 | 6,110 |
| 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 | $11,781,000 | 6,877 |
| U.S. Government securities | $7,781,000 | 7,352 |
| U.S. Treasury securities | $1,528,000 | 5,616 |
| U.S. Government agency obligations | $6,253,000 | 6,699 |
| Securities issued by states & political subdivisions | $3,973,000 | 3,225 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $27,000 | 7,456 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,980,000 | 6,538 |
| Mortgage-backed securities | $2,353,000 | 5,165 |
| Certificates of participation in pools of residential mortgages | $663,000 | 5,880 |
| Issued or guaranteed by U.S. | $663,000 | 5,861 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,690,000 | 2,883 |
| CMOs issued by government agencies or sponsored agencies | $1,690,000 | 2,779 |
| 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) | $3,526,000 | 4,770 |
| Available-for-sale securities (fair market value) | $8,255,000 | 6,281 |
| Total debt securities | $11,757,000 | 6,737 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $12,761,000 | 7,062 |
| U.S. Government securities | $8,706,000 | 7,527 |
| U.S. Treasury securities | $654,000 | 7,808 |
| U.S. Government agency obligations | $8,052,000 | 6,229 |
| Securities issued by states & political subdivisions | $3,927,000 | 3,325 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $128,000 | 6,018 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,934,000 | 6,823 |
| Mortgage-backed securities | $3,109,000 | 5,151 |
| Certificates of participation in pools of residential mortgages | $1,195,000 | 5,561 |
| Issued or guaranteed by U.S. | $1,195,000 | 5,546 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,914,000 | 3,136 |
| CMOs issued by government agencies or sponsored agencies | $1,914,000 | 3,004 |
| 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) | $4,392,000 | 4,974 |
| Available-for-sale securities (fair market value) | $8,369,000 | 6,504 |
| Total debt securities | $12,633,000 | 6,972 |
| 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 | $12,629,000 | 7,386 |
| U.S. Government securities | $7,804,000 | 8,270 |
| U.S. Treasury securities | $2,133,000 | 6,849 |
| U.S. Government agency obligations | $5,671,000 | 7,335 |
| Securities issued by states & political subdivisions | $4,697,000 | 2,942 |
| Other domestic debt securities | $101,000 | 4,397 |
| 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 | $101,000 | 3,434 |
| Foreign debt securities | NA | NA |
| Equity securities | $27,000 | 7,559 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,554,000 | 7,366 |
| Mortgage-backed securities | $3,358,000 | 5,304 |
| Certificates of participation in pools of residential mortgages | $1,314,000 | 5,674 |
| Issued or guaranteed by U.S. | $1,314,000 | 5,645 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,044,000 | 3,384 |
| CMOs issued by government agencies or sponsored agencies | $2,044,000 | 3,229 |
| 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) | $5,318,000 | 4,866 |
| Available-for-sale securities (fair market value) | $7,311,000 | 7,027 |
| Total debt securities | $12,602,000 | 7,261 |
| 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 | $15,113,000 | 7,094 |
| U.S. Government securities | $9,062,000 | 8,157 |
| U.S. Treasury securities | $2,507,000 | 7,612 |
| U.S. Government agency obligations | $6,555,000 | 6,871 |
| Securities issued by states & political subdivisions | $5,822,000 | 2,593 |
| Other domestic debt securities | $202,000 | 4,548 |
| 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 | $202,000 | 3,626 |
| Foreign debt securities | NA | NA |
| Equity securities | $27,000 | 7,585 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,567,000 | 6,462 |
| Mortgage-backed securities | $2,722,000 | 6,055 |
| Certificates of participation in pools of residential mortgages | $461,000 | 7,491 |
| Issued or guaranteed by U.S. | $461,000 | 7,459 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,261,000 | 3,452 |
| CMOs issued by government agencies or sponsored agencies | $2,261,000 | 3,297 |
| 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) | $9,386,000 | 5,911 |
| Available-for-sale securities (fair market value) | $5,727,000 | 6,492 |
| Total debt securities | $15,086,000 | 6,994 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $9,541,000 | 9,250 |
| U.S. Government securities | $4,001,000 | 11,101 |
| U.S. Treasury securities | $1,574,000 | 9,035 |
| U.S. Government agency obligations | $2,427,000 | 9,877 |
| Securities issued by states & political subdivisions | $5,411,000 | 2,818 |
| Other domestic debt securities | $102,000 | 5,751 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $102,000 | 4,481 |
| Foreign debt securities | NA | NA |
| Equity securities | $27,000 | 7,467 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,355,000 | 7,957 |
| Mortgage-backed securities | $300,000 | 9,665 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $300,000 | 6,104 |
| CMOs issued by government agencies or sponsored agencies | $300,000 | 5,845 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $9,514,000 | 9,123 |
| 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 | $7,508,000 | 10,255 |
| U.S. Government securities | $3,683,000 | 11,658 |
| U.S. Treasury securities | $1,164,000 | 10,029 |
| U.S. Government agency obligations | $2,519,000 | 9,987 |
| Securities issued by states & political subdivisions | $3,645,000 | 3,548 |
| Other domestic debt securities | $153,000 | 6,387 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $153,000 | 4,932 |
| Foreign debt securities | NA | NA |
| Equity securities | $27,000 | 7,250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $650,000 | 9,409 |
| Mortgage-backed securities | $252,000 | 10,347 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $252,000 | 6,477 |
| CMOs issued by government agencies or sponsored agencies | $252,000 | 6,005 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,481,000 | 10,128 |
| 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 |