Home > Century Bank of the Ozarks > Securities
Century Bank of the Ozarks, Securities
| 2023-09-30 | Rank | |
| Total securities | $5,518,000 | 4,231 |
| U.S. Government securities | $5,196,000 | 3,971 |
| U.S. Treasury securities | $1,397,000 | 2,491 |
| U.S. Government agency obligations | $3,799,000 | 3,805 |
| Securities issued by states & political subdivisions | $322,000 | 3,741 |
| 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 | $5,246,000 | 3,295 |
| Mortgage-backed securities | $940,000 | 3,521 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $202,000 | 3,501 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $738,000 | 2,225 |
| 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) | $5,518,000 | 3,949 |
| Total debt securities | $5,509,000 | 4,205 |
| 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 | $5,590,000 | 4,256 |
| U.S. Government securities | $5,263,000 | 4,010 |
| U.S. Treasury securities | $1,393,000 | 2,515 |
| U.S. Government agency obligations | $3,870,000 | 3,840 |
| Securities issued by states & political subdivisions | $327,000 | 3,775 |
| 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 | $5,312,000 | 3,263 |
| Mortgage-backed securities | $1,019,000 | 3,523 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $223,000 | 3,505 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $796,000 | 2,208 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $5,590,000 | 3,973 |
| Total debt securities | $5,589,000 | 4,231 |
| 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 | $5,704,000 | 4,330 |
| U.S. Government securities | $5,373,000 | 4,077 |
| U.S. Treasury securities | $1,402,000 | 2,591 |
| U.S. Government agency obligations | $3,971,000 | 3,845 |
| Securities issued by states & political subdivisions | $331,000 | 3,822 |
| 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 | $5,416,000 | 3,200 |
| Mortgage-backed securities | $1,104,000 | 3,565 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $246,000 | 3,539 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $858,000 | 2,221 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $5,704,000 | 4,044 |
| Total debt securities | $5,705,000 | 4,303 |
| 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 | $5,785,000 | 4,364 |
| U.S. Government securities | $5,398,000 | 4,098 |
| U.S. Treasury securities | $1,384,000 | 2,632 |
| U.S. Government agency obligations | $4,014,000 | 3,841 |
| Securities issued by states & political subdivisions | $387,000 | 3,844 |
| 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 | $5,494,000 | 3,119 |
| Mortgage-backed securities | $1,175,000 | 3,578 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $265,000 | 3,567 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $910,000 | 2,221 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $5,785,000 | 4,073 |
| Total debt securities | $5,787,000 | 4,341 |
| 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 | $6,008,000 | 4,383 |
| U.S. Government securities | $5,628,000 | 4,101 |
| U.S. Treasury securities | $1,369,000 | 2,652 |
| U.S. Government agency obligations | $4,259,000 | 3,838 |
| Securities issued by states & political subdivisions | $380,000 | 3,884 |
| 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 | $6,008,000 | 3,029 |
| Mortgage-backed securities | $963,000 | 3,636 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $284,000 | 3,579 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $679,000 | 2,341 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $6,008,000 | 4,095 |
| Total debt securities | $6,008,000 | 4,357 |
| 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 | $6,250,000 | 4,393 |
| U.S. Government securities | $5,851,000 | 4,093 |
| U.S. Treasury securities | $1,414,000 | 2,607 |
| U.S. Government agency obligations | $4,437,000 | 3,845 |
| Securities issued by states & political subdivisions | $399,000 | 3,924 |
| 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 | $6,190,000 | 3,020 |
| Mortgage-backed securities | $1,051,000 | 3,665 |
| Certificates of participation in pools of residential mortgages | $315,000 | 3,675 |
| Issued or guaranteed by U.S. | $315,000 | 3,594 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $736,000 | 2,410 |
| CMOs issued by government agencies or sponsored agencies | $736,000 | 2,337 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $6,250,000 | 4,120 |
| Total debt securities | $6,249,000 | 4,375 |
| 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 | $6,462,000 | 4,340 |
| U.S. Government securities | $6,064,000 | 4,002 |
| U.S. Treasury securities | $1,423,000 | 2,364 |
| U.S. Government agency obligations | $4,641,000 | 3,810 |
| Securities issued by states & political subdivisions | $398,000 | 3,939 |
| 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 | $6,403,000 | 2,975 |
| Mortgage-backed securities | $1,223,000 | 3,649 |
| Certificates of participation in pools of residential mortgages | $355,000 | 3,678 |
| Issued or guaranteed by U.S. | $355,000 | 3,603 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $868,000 | 2,363 |
| CMOs issued by government agencies or sponsored agencies | $868,000 | 2,292 |
| 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) | $6,462,000 | 4,089 |
| Total debt securities | $6,463,000 | 4,319 |
| 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 | $7,021,000 | 4,279 |
| U.S. Government securities | $6,452,000 | 3,853 |
| U.S. Treasury securities | $1,491,000 | 1,871 |
| U.S. Government agency obligations | $4,961,000 | 3,758 |
| Securities issued by states & political subdivisions | $569,000 | 3,912 |
| 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 | $7,021,000 | 2,926 |
| Mortgage-backed securities | $1,397,000 | 3,633 |
| Certificates of participation in pools of residential mortgages | $409,000 | 3,676 |
| Issued or guaranteed by U.S. | $409,000 | 3,592 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $988,000 | 2,295 |
| CMOs issued by government agencies or sponsored agencies | $988,000 | 2,237 |
| 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) | $7,021,000 | 4,056 |
| Total debt securities | $7,021,000 | 4,257 |
| 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 | $7,246,000 | 4,301 |
| U.S. Government securities | $6,674,000 | 3,814 |
| U.S. Treasury securities | $1,510,000 | 1,650 |
| U.S. Government agency obligations | $5,164,000 | 3,752 |
| Securities issued by states & political subdivisions | $572,000 | 3,958 |
| 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 | $7,246,000 | 2,909 |
| Mortgage-backed securities | $1,551,000 | 3,651 |
| Certificates of participation in pools of residential mortgages | $454,000 | 3,707 |
| Issued or guaranteed by U.S. | $454,000 | 3,624 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,097,000 | 2,282 |
| CMOs issued by government agencies or sponsored agencies | $1,097,000 | 2,229 |
| 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) | $7,246,000 | 4,071 |
| Total debt securities | $7,244,000 | 4,275 |
| 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 | $7,429,000 | 4,301 |
| U.S. Government securities | $6,857,000 | 3,778 |
| U.S. Treasury securities | $1,512,000 | 1,541 |
| U.S. Government agency obligations | $5,345,000 | 3,731 |
| Securities issued by states & political subdivisions | $572,000 | 3,973 |
| 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 | $2,160,000 | 3,588 |
| Mortgage-backed securities | $1,722,000 | 3,646 |
| Certificates of participation in pools of residential mortgages | $498,000 | 3,705 |
| Issued or guaranteed by U.S. | $498,000 | 3,614 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,224,000 | 2,224 |
| CMOs issued by government agencies or sponsored agencies | $1,224,000 | 2,178 |
| 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) | $7,429,000 | 4,067 |
| Total debt securities | $7,429,000 | 4,278 |
| 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 | $2,490,000 | 4,586 |
| U.S. Government securities | $1,917,000 | 4,297 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,917,000 | 4,155 |
| Securities issued by states & political subdivisions | $573,000 | 3,994 |
| 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 | $2,218,000 | 3,571 |
| Mortgage-backed securities | $1,917,000 | 3,600 |
| Certificates of participation in pools of residential mortgages | $547,000 | 3,684 |
| Issued or guaranteed by U.S. | $547,000 | 3,594 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,370,000 | 2,155 |
| CMOs issued by government agencies or sponsored agencies | $1,370,000 | 2,112 |
| 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) | $2,490,000 | 4,345 |
| Total debt securities | $2,490,000 | 4,564 |
| 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 | $2,746,000 | 4,550 |
| U.S. Government securities | $2,114,000 | 4,193 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $2,114,000 | 4,057 |
| Securities issued by states & political subdivisions | $632,000 | 3,989 |
| 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 | $2,123,000 | 3,605 |
| Mortgage-backed securities | $2,114,000 | 3,566 |
| Certificates of participation in pools of residential mortgages | $604,000 | 3,650 |
| Issued or guaranteed by U.S. | $604,000 | 3,565 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,510,000 | 2,150 |
| CMOs issued by government agencies or sponsored agencies | $1,510,000 | 2,103 |
| 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) | $2,746,000 | 4,316 |
| Total debt securities | $2,746,000 | 4,530 |
| 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 | $2,965,000 | 4,552 |
| U.S. Government securities | $2,332,000 | 4,196 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,332,000 | 4,052 |
| Securities issued by states & political subdivisions | $633,000 | 3,978 |
| 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 | $2,319,000 | 3,607 |
| Mortgage-backed securities | $2,332,000 | 3,532 |
| Certificates of participation in pools of residential mortgages | $663,000 | 3,628 |
| Issued or guaranteed by U.S. | $663,000 | 3,539 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,669,000 | 2,142 |
| CMOs issued by government agencies or sponsored agencies | $1,669,000 | 2,093 |
| 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) | $2,965,000 | 4,312 |
| Total debt securities | $2,966,000 | 4,531 |
| 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 | $3,381,000 | 4,530 |
| U.S. Government securities | $2,750,000 | 4,153 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $2,750,000 | 3,998 |
| Securities issued by states & political subdivisions | $631,000 | 3,983 |
| 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 | $3,381,000 | 3,438 |
| Mortgage-backed securities | $2,574,000 | 3,512 |
| Certificates of participation in pools of residential mortgages | $722,000 | 3,611 |
| Issued or guaranteed by U.S. | $722,000 | 3,520 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,852,000 | 2,116 |
| CMOs issued by government agencies or sponsored agencies | $1,852,000 | 2,070 |
| 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) | $3,381,000 | 4,296 |
| Total debt securities | $3,381,000 | 4,509 |
| 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 | $3,852,000 | 4,530 |
| U.S. Government securities | $3,261,000 | 4,129 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $3,261,000 | 3,966 |
| Securities issued by states & political subdivisions | $591,000 | 3,989 |
| 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 | $3,529,000 | 3,414 |
| Mortgage-backed securities | $2,785,000 | 3,471 |
| Certificates of participation in pools of residential mortgages | $769,000 | 3,610 |
| Issued or guaranteed by U.S. | $769,000 | 3,512 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,016,000 | 2,084 |
| CMOs issued by government agencies or sponsored agencies | $2,016,000 | 2,035 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $3,852,000 | 4,288 |
| Total debt securities | $3,851,000 | 4,509 |
| 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 | $4,024,000 | 4,591 |
| U.S. Government securities | $3,352,000 | 4,211 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $3,352,000 | 4,043 |
| Securities issued by states & political subdivisions | $672,000 | 3,979 |
| 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 | $3,678,000 | 3,445 |
| Mortgage-backed securities | $2,878,000 | 3,449 |
| Certificates of participation in pools of residential mortgages | $792,000 | 3,594 |
| Issued or guaranteed by U.S. | $792,000 | 3,507 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,086,000 | 2,081 |
| CMOs issued by government agencies or sponsored agencies | $2,086,000 | 2,030 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $4,024,000 | 4,345 |
| Total debt securities | $4,024,000 | 4,571 |
| 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 | $3,868,000 | 4,684 |
| U.S. Government securities | $3,543,000 | 4,251 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $3,543,000 | 4,088 |
| Securities issued by states & political subdivisions | $325,000 | 4,168 |
| 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 | $3,669,000 | 3,517 |
| Mortgage-backed securities | $3,070,000 | 3,433 |
| Certificates of participation in pools of residential mortgages | $839,000 | 3,611 |
| Issued or guaranteed by U.S. | $839,000 | 3,523 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,231,000 | 2,070 |
| CMOs issued by government agencies or sponsored agencies | $2,231,000 | 2,024 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $3,868,000 | 4,437 |
| Total debt securities | $3,868,000 | 4,666 |
| 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 | $5,503,000 | 4,582 |
| U.S. Government securities | $5,179,000 | 4,077 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $5,179,000 | 3,923 |
| Securities issued by states & political subdivisions | $324,000 | 4,226 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,066,000 | 3,489 |
| Mortgage-backed securities | $4,707,000 | 3,181 |
| Certificates of participation in pools of residential mortgages | $2,011,000 | 3,235 |
| Issued or guaranteed by U.S. | $2,011,000 | 3,147 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,696,000 | 1,955 |
| CMOs issued by government agencies or sponsored agencies | $2,696,000 | 1,905 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $5,503,000 | 4,328 |
| Total debt securities | $5,503,000 | 4,560 |
| 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 | $7,185,000 | 4,504 |
| U.S. Government securities | $6,864,000 | 3,933 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $6,864,000 | 3,762 |
| Securities issued by states & political subdivisions | $321,000 | 4,286 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,230,000 | 3,504 |
| Mortgage-backed securities | $6,395,000 | 2,987 |
| Certificates of participation in pools of residential mortgages | $3,572,000 | 2,900 |
| Issued or guaranteed by U.S. | $3,572,000 | 2,813 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,823,000 | 1,936 |
| CMOs issued by government agencies or sponsored agencies | $2,823,000 | 1,883 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $7,185,000 | 4,236 |
| Total debt securities | $7,185,000 | 4,480 |
| 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 | $7,461,000 | 4,520 |
| U.S. Government securities | $7,097,000 | 3,920 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $7,097,000 | 3,755 |
| Securities issued by states & political subdivisions | $364,000 | 4,313 |
| 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 | $4,374,000 | 3,515 |
| Mortgage-backed securities | $6,631,000 | 2,957 |
| Certificates of participation in pools of residential mortgages | $3,677,000 | 2,899 |
| Issued or guaranteed by U.S. | $3,677,000 | 2,841 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,954,000 | 1,912 |
| CMOs issued by government agencies or sponsored agencies | $2,954,000 | 1,860 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $7,461,000 | 4,251 |
| Total debt securities | $7,462,000 | 4,498 |
| 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 | $7,765,000 | 4,532 |
| U.S. Government securities | $7,405,000 | 3,931 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $7,405,000 | 3,771 |
| Securities issued by states & political subdivisions | $360,000 | 4,361 |
| 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 | $4,544,000 | 3,534 |
| Mortgage-backed securities | $6,942,000 | 2,949 |
| Certificates of participation in pools of residential mortgages | $3,845,000 | 2,902 |
| Issued or guaranteed by U.S. | $3,845,000 | 2,882 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,097,000 | 1,863 |
| CMOs issued by government agencies or sponsored agencies | $3,097,000 | 1,814 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $7,765,000 | 4,266 |
| Total debt securities | $7,766,000 | 4,507 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $10,128,000 | 4,404 |
| U.S. Government securities | $9,566,000 | 3,680 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $9,566,000 | 3,524 |
| Securities issued by states & political subdivisions | $562,000 | 4,326 |
| 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 | $4,918,000 | 3,496 |
| Mortgage-backed securities | $9,103,000 | 2,746 |
| Certificates of participation in pools of residential mortgages | $4,255,000 | 2,861 |
| Issued or guaranteed by U.S. | $4,255,000 | 2,717 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $4,848,000 | 1,589 |
| CMOs issued by government agencies or sponsored agencies | $4,848,000 | 1,539 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $10,128,000 | 4,116 |
| Total debt securities | $10,128,000 | 4,380 |
| 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 | $13,133,000 | 4,189 |
| U.S. Government securities | $12,573,000 | 3,402 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $12,573,000 | 3,260 |
| Securities issued by states & political subdivisions | $560,000 | 4,371 |
| 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 | $5,170,000 | 3,501 |
| Mortgage-backed securities | $12,110,000 | 2,486 |
| Certificates of participation in pools of residential mortgages | $6,963,000 | 2,451 |
| Issued or guaranteed by U.S. | $6,963,000 | 2,447 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,147,000 | 1,553 |
| CMOs issued by government agencies or sponsored agencies | $5,147,000 | 1,496 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $13,133,000 | 3,903 |
| Total debt securities | $13,136,000 | 4,165 |
| 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 | $9,725,000 | 4,549 |
| U.S. Government securities | $9,058,000 | 3,843 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $9,058,000 | 3,699 |
| Securities issued by states & political subdivisions | $667,000 | 4,398 |
| 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 | $5,170,000 | 3,562 |
| Mortgage-backed securities | $8,592,000 | 2,829 |
| Certificates of participation in pools of residential mortgages | $4,813,000 | 2,839 |
| Issued or guaranteed by U.S. | $4,813,000 | 2,834 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $3,779,000 | 1,733 |
| CMOs issued by government agencies or sponsored agencies | $3,779,000 | 1,681 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $9,725,000 | 4,265 |
| Total debt securities | $9,725,000 | 4,524 |
| 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 | $6,413,000 | 4,884 |
| U.S. Government securities | $6,012,000 | 4,324 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $6,012,000 | 4,187 |
| Securities issued by states & political subdivisions | $401,000 | 4,566 |
| 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 | $5,717,000 | 3,512 |
| Mortgage-backed securities | $5,042,000 | 3,321 |
| Certificates of participation in pools of residential mortgages | $1,519,000 | 3,671 |
| Issued or guaranteed by U.S. | $1,519,000 | 3,664 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $3,523,000 | 1,802 |
| CMOs issued by government agencies or sponsored agencies | $3,523,000 | 1,747 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $6,413,000 | 4,598 |
| Total debt securities | $6,413,000 | 4,860 |
| 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 | $7,232,000 | 4,839 |
| U.S. Government securities | $6,800,000 | 4,241 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $6,800,000 | 4,112 |
| Securities issued by states & political subdivisions | $432,000 | 4,589 |
| 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 | $6,461,000 | 3,407 |
| Mortgage-backed securities | $5,330,000 | 3,306 |
| Certificates of participation in pools of residential mortgages | $1,613,000 | 3,679 |
| Issued or guaranteed by U.S. | $1,613,000 | 3,673 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,717,000 | 1,800 |
| CMOs issued by government agencies or sponsored agencies | $3,717,000 | 1,738 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $7,232,000 | 4,548 |
| Total debt securities | $7,232,000 | 4,808 |
| 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 | $6,976,000 | 4,936 |
| U.S. Government securities | $6,548,000 | 4,344 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $6,548,000 | 4,204 |
| Securities issued by states & political subdivisions | $428,000 | 4,656 |
| 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 | $6,875,000 | 3,375 |
| Mortgage-backed securities | $5,048,000 | 3,414 |
| Certificates of participation in pools of residential mortgages | $1,181,000 | 3,899 |
| Issued or guaranteed by U.S. | $1,181,000 | 3,895 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,867,000 | 1,789 |
| CMOs issued by government agencies or sponsored agencies | $3,867,000 | 1,730 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $6,976,000 | 4,635 |
| Total debt securities | $6,976,000 | 4,912 |
| 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 | $7,244,000 | 4,940 |
| U.S. Government securities | $6,818,000 | 4,299 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,818,000 | 4,159 |
| Securities issued by states & political subdivisions | $426,000 | 4,703 |
| 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 | $7,044,000 | 3,351 |
| Mortgage-backed securities | $5,317,000 | 3,385 |
| Certificates of participation in pools of residential mortgages | $1,244,000 | 3,909 |
| Issued or guaranteed by U.S. | $1,244,000 | 3,902 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,073,000 | 1,723 |
| CMOs issued by government agencies or sponsored agencies | $4,073,000 | 1,660 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $7,244,000 | 4,619 |
| Total debt securities | $7,244,000 | 4,912 |
| 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 | $8,565,000 | 4,859 |
| U.S. Government securities | $8,130,000 | 4,105 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $8,130,000 | 3,988 |
| Securities issued by states & political subdivisions | $435,000 | 4,733 |
| 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 | $8,313,000 | 3,216 |
| Mortgage-backed securities | $5,776,000 | 3,335 |
| Certificates of participation in pools of residential mortgages | $1,380,000 | 3,898 |
| Issued or guaranteed by U.S. | $1,380,000 | 3,895 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,396,000 | 1,695 |
| CMOs issued by government agencies or sponsored agencies | $4,396,000 | 1,626 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $8,565,000 | 4,512 |
| Total debt securities | $8,565,000 | 4,834 |
| 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 | $10,087,000 | 4,749 |
| U.S. Government securities | $9,525,000 | 4,009 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $9,525,000 | 3,884 |
| Securities issued by states & political subdivisions | $562,000 | 4,706 |
| 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 | $9,140,000 | 3,163 |
| Mortgage-backed securities | $6,165,000 | 3,307 |
| Certificates of participation in pools of residential mortgages | $1,491,000 | 3,891 |
| Issued or guaranteed by U.S. | $1,491,000 | 3,885 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,674,000 | 1,670 |
| CMOs issued by government agencies or sponsored agencies | $4,674,000 | 1,601 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $10,087,000 | 4,410 |
| Total debt securities | $10,087,000 | 4,726 |
| 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 | $10,727,000 | 4,775 |
| U.S. Government securities | $10,167,000 | 4,032 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $10,167,000 | 3,911 |
| Securities issued by states & political subdivisions | $560,000 | 4,750 |
| 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 | $9,152,000 | 3,184 |
| Mortgage-backed securities | $6,454,000 | 3,265 |
| Certificates of participation in pools of residential mortgages | $2,350,000 | 3,651 |
| Issued or guaranteed by U.S. | $2,350,000 | 3,648 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,104,000 | 1,750 |
| CMOs issued by government agencies or sponsored agencies | $4,104,000 | 1,682 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $10,727,000 | 4,409 |
| Total debt securities | $10,727,000 | 4,749 |
| 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 | $12,137,000 | 4,688 |
| U.S. Government securities | $11,283,000 | 3,922 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $11,283,000 | 3,779 |
| Securities issued by states & political subdivisions | $854,000 | 4,655 |
| 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 | $10,302,000 | 3,067 |
| Mortgage-backed securities | $6,829,000 | 3,233 |
| Certificates of participation in pools of residential mortgages | $2,500,000 | 3,633 |
| Issued or guaranteed by U.S. | $2,500,000 | 3,631 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,329,000 | 1,729 |
| CMOs issued by government agencies or sponsored agencies | $4,329,000 | 1,670 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $12,137,000 | 4,333 |
| Total debt securities | $12,137,000 | 4,664 |
| Structured notes | ||
| Amortized cost | $745,000 | 1,196 |
| Fair value | $744,000 | 1,183 |
| 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 | $12,167,000 | 4,770 |
| U.S. Government securities | $11,312,000 | 4,006 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $11,312,000 | 3,878 |
| Securities issued by states & political subdivisions | $855,000 | 4,700 |
| 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 | $10,009,000 | 3,136 |
| Mortgage-backed securities | $6,832,000 | 3,268 |
| Certificates of participation in pools of residential mortgages | $2,153,000 | 3,793 |
| Issued or guaranteed by U.S. | $2,153,000 | 3,790 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $4,679,000 | 1,707 |
| CMOs issued by government agencies or sponsored agencies | $4,679,000 | 1,643 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $12,167,000 | 4,406 |
| Total debt securities | $12,167,000 | 4,746 |
| Structured notes | ||
| Amortized cost | $744,000 | 1,351 |
| Fair value | $748,000 | 1,345 |
| 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 | $11,541,000 | 4,915 |
| U.S. Government securities | $10,989,000 | 4,168 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $10,989,000 | 4,044 |
| Securities issued by states & political subdivisions | $552,000 | 4,864 |
| 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 | $10,393,000 | 3,106 |
| Mortgage-backed securities | $7,254,000 | 3,286 |
| Certificates of participation in pools of residential mortgages | $2,279,000 | 3,843 |
| Issued or guaranteed by U.S. | $2,279,000 | 3,839 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,975,000 | 1,724 |
| CMOs issued by government agencies or sponsored agencies | $4,975,000 | 1,654 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $11,541,000 | 4,544 |
| Total debt securities | $11,541,000 | 4,894 |
| 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 | $12,596,000 | 4,889 |
| U.S. Government securities | $12,037,000 | 4,116 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $12,037,000 | 3,996 |
| Securities issued by states & political subdivisions | $559,000 | 4,866 |
| 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 | $11,381,000 | 3,009 |
| Mortgage-backed securities | $7,797,000 | 3,268 |
| Certificates of participation in pools of residential mortgages | $2,432,000 | 3,863 |
| Issued or guaranteed by U.S. | $2,432,000 | 3,858 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $5,365,000 | 1,711 |
| CMOs issued by government agencies or sponsored agencies | $5,365,000 | 1,642 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $12,596,000 | 4,508 |
| Total debt securities | $12,596,000 | 4,868 |
| 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 | $13,067,000 | 4,901 |
| U.S. Government securities | $12,508,000 | 4,120 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $12,508,000 | 4,004 |
| Securities issued by states & political subdivisions | $559,000 | 4,949 |
| 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 | $12,592,000 | 2,897 |
| Mortgage-backed securities | $8,279,000 | 3,252 |
| Certificates of participation in pools of residential mortgages | $3,070,000 | 3,746 |
| Issued or guaranteed by U.S. | $3,070,000 | 3,742 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,209,000 | 1,769 |
| CMOs issued by government agencies or sponsored agencies | $5,209,000 | 1,695 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $13,067,000 | 4,519 |
| Total debt securities | $13,067,000 | 4,879 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $17,390,000 | 4,595 |
| U.S. Government securities | $16,828,000 | 3,727 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $16,828,000 | 3,612 |
| Securities issued by states & political subdivisions | $562,000 | 5,000 |
| 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 | $13,766,000 | 2,777 |
| Mortgage-backed securities | $13,581,000 | 2,754 |
| Certificates of participation in pools of residential mortgages | $3,682,000 | 3,665 |
| Issued or guaranteed by U.S. | $3,682,000 | 3,663 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $9,899,000 | 1,349 |
| CMOs issued by government agencies or sponsored agencies | $9,899,000 | 1,282 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $17,390,000 | 4,210 |
| Total debt securities | $17,390,000 | 4,576 |
| 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 | $15,881,000 | 4,795 |
| U.S. Government securities | $15,319,000 | 3,949 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $15,319,000 | 3,825 |
| Securities issued by states & political subdivisions | $562,000 | 5,055 |
| 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 | $14,496,000 | 2,709 |
| Mortgage-backed securities | $14,816,000 | 2,690 |
| Certificates of participation in pools of residential mortgages | $3,353,000 | 3,817 |
| Issued or guaranteed by U.S. | $3,353,000 | 3,817 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $11,463,000 | 1,268 |
| CMOs issued by government agencies or sponsored agencies | $11,463,000 | 1,204 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $15,881,000 | 4,397 |
| Total debt securities | $15,881,000 | 4,774 |
| 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 | $16,818,000 | 4,755 |
| U.S. Government securities | $16,257,000 | 3,880 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $16,257,000 | 3,782 |
| Securities issued by states & political subdivisions | $561,000 | 5,092 |
| 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 | $13,607,000 | 2,822 |
| Mortgage-backed securities | $15,753,000 | 2,620 |
| Certificates of participation in pools of residential mortgages | $3,553,000 | 3,803 |
| Issued or guaranteed by U.S. | $3,553,000 | 3,803 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $12,200,000 | 1,228 |
| CMOs issued by government agencies or sponsored agencies | $12,200,000 | 1,165 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $16,818,000 | 4,359 |
| Total debt securities | $16,818,000 | 4,734 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $17,732,000 | 4,663 |
| U.S. Government securities | $17,176,000 | 3,758 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $17,176,000 | 3,660 |
| Securities issued by states & political subdivisions | $556,000 | 5,147 |
| 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 | $16,857,000 | 2,508 |
| Mortgage-backed securities | $16,671,000 | 2,565 |
| Certificates of participation in pools of residential mortgages | $3,754,000 | 3,762 |
| Issued or guaranteed by U.S. | $3,754,000 | 3,759 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $12,917,000 | 1,186 |
| CMOs issued by government agencies or sponsored agencies | $12,917,000 | 1,125 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $17,732,000 | 4,291 |
| Total debt securities | $17,732,000 | 4,646 |
| 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 | $16,997,000 | 4,787 |
| U.S. Government securities | $16,439,000 | 3,891 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $16,439,000 | 3,787 |
| Securities issued by states & political subdivisions | $558,000 | 5,171 |
| 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 | $14,090,000 | 2,740 |
| Mortgage-backed securities | $15,935,000 | 2,645 |
| Certificates of participation in pools of residential mortgages | $3,995,000 | 3,718 |
| Issued or guaranteed by U.S. | $3,995,000 | 3,714 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $11,940,000 | 1,263 |
| CMOs issued by government agencies or sponsored agencies | $11,940,000 | 1,196 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $16,997,000 | 4,401 |
| Total debt securities | $16,997,000 | 4,755 |
| 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 | $15,718,000 | 4,912 |
| U.S. Government securities | $15,477,000 | 3,974 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $15,477,000 | 3,882 |
| Securities issued by states & political subdivisions | $241,000 | 5,391 |
| 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 | $13,821,000 | 2,764 |
| Mortgage-backed securities | $14,447,000 | 2,776 |
| Certificates of participation in pools of residential mortgages | $3,415,000 | 3,863 |
| Issued or guaranteed by U.S. | $3,415,000 | 3,857 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $11,032,000 | 1,319 |
| CMOs issued by government agencies or sponsored agencies | $11,032,000 | 1,250 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $15,718,000 | 4,527 |
| Total debt securities | $15,718,000 | 4,880 |
| 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 | $17,901,000 | 4,714 |
| U.S. Government securities | $17,645,000 | 3,771 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $17,645,000 | 3,676 |
| Securities issued by states & political subdivisions | $256,000 | 5,397 |
| 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 | $17,775,000 | 2,400 |
| Mortgage-backed securities | $14,597,000 | 2,803 |
| Certificates of participation in pools of residential mortgages | $3,351,000 | 3,935 |
| Issued or guaranteed by U.S. | $3,351,000 | 3,931 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $11,246,000 | 1,353 |
| CMOs issued by government agencies or sponsored agencies | $11,246,000 | 1,279 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $17,901,000 | 4,351 |
| Total debt securities | $17,901,000 | 4,683 |
| 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 | $20,097,000 | 4,468 |
| U.S. Government securities | $18,837,000 | 3,615 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $18,837,000 | 3,522 |
| Securities issued by states & political subdivisions | $1,260,000 | 4,856 |
| 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 | $15,545,000 | 2,594 |
| Mortgage-backed securities | $15,774,000 | 2,717 |
| Certificates of participation in pools of residential mortgages | $3,748,000 | 3,822 |
| Issued or guaranteed by U.S. | $3,748,000 | 3,819 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $12,026,000 | 1,353 |
| CMOs issued by government agencies or sponsored agencies | $12,026,000 | 1,270 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $20,097,000 | 4,118 |
| Total debt securities | $20,097,000 | 4,441 |
| 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 | $20,775,000 | 4,470 |
| U.S. Government securities | $19,335,000 | 3,641 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $19,335,000 | 3,561 |
| Securities issued by states & political subdivisions | $1,300,000 | 4,852 |
| Other domestic debt securities | $140,000 | 2,717 |
| Privately issued residential mortgage-backed securities | $140,000 | 941 |
| 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 | $17,003,000 | 2,470 |
| Mortgage-backed securities | $14,886,000 | 2,921 |
| Certificates of participation in pools of residential mortgages | $4,736,000 | 3,746 |
| Issued or guaranteed by U.S. | $4,736,000 | 3,745 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $10,150,000 | 1,571 |
| CMOs issued by government agencies or sponsored agencies | $10,010,000 | 1,478 |
| Privately issued | $140,000 | 904 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $20,775,000 | 4,121 |
| Total debt securities | $20,775,000 | 4,433 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,199 |
| Fair value | $500,000 | 2,285 |
| 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 | $20,582,000 | 4,527 |
| U.S. Government securities | $18,955,000 | 3,735 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $18,955,000 | 3,663 |
| Securities issued by states & political subdivisions | $1,300,000 | 4,836 |
| Other domestic debt securities | $327,000 | 2,526 |
| Privately issued residential mortgage-backed securities | $327,000 | 875 |
| 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 | $12,938,000 | 2,930 |
| Mortgage-backed securities | $15,189,000 | 2,933 |
| Certificates of participation in pools of residential mortgages | $4,675,000 | 3,779 |
| Issued or guaranteed by U.S. | $4,675,000 | 3,777 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $10,514,000 | 1,561 |
| CMOs issued by government agencies or sponsored agencies | $10,187,000 | 1,487 |
| Privately issued | $327,000 | 841 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $20,582,000 | 4,183 |
| Total debt securities | $20,582,000 | 4,500 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,450 |
| Fair value | $501,000 | 2,493 |
| 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 | $16,987,000 | 4,901 |
| U.S. Government securities | $15,687,000 | 4,193 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $15,687,000 | 4,100 |
| Securities issued by states & political subdivisions | $1,300,000 | 4,794 |
| 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 | $12,582,000 | 2,996 |
| Mortgage-backed securities | $13,112,000 | 3,123 |
| Certificates of participation in pools of residential mortgages | $5,170,000 | 3,665 |
| Issued or guaranteed by U.S. | $5,170,000 | 3,661 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,942,000 | 1,774 |
| CMOs issued by government agencies or sponsored agencies | $7,942,000 | 1,675 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $16,987,000 | 4,522 |
| Total debt securities | $16,987,000 | 4,874 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,683 |
| Fair value | $501,000 | 2,716 |
| 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 | $13,556,000 | 5,277 |
| U.S. Government securities | $13,256,000 | 4,449 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $13,256,000 | 4,359 |
| Securities issued by states & political subdivisions | $300,000 | 5,463 |
| 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 | $11,264,000 | 3,051 |
| Mortgage-backed securities | $10,685,000 | 3,329 |
| Certificates of participation in pools of residential mortgages | $4,969,000 | 3,610 |
| Issued or guaranteed by U.S. | $4,969,000 | 3,606 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $5,716,000 | 2,008 |
| CMOs issued by government agencies or sponsored agencies | $5,716,000 | 1,836 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $13,556,000 | 4,855 |
| Total debt securities | $13,556,000 | 5,247 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,578 |
| Fair value | $500,000 | 2,666 |
| 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 | $12,872,000 | 5,336 |
| U.S. Government securities | $12,572,000 | 4,498 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $12,572,000 | 4,402 |
| Securities issued by states & political subdivisions | $300,000 | 5,469 |
| 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 | $12,059,000 | 2,886 |
| Mortgage-backed securities | $11,000,000 | 3,226 |
| Certificates of participation in pools of residential mortgages | $5,605,000 | 3,418 |
| Issued or guaranteed by U.S. | $5,605,000 | 3,413 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $5,395,000 | 2,039 |
| CMOs issued by government agencies or sponsored agencies | $5,395,000 | 1,860 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $12,872,000 | 4,911 |
| Total debt securities | $12,872,000 | 5,303 |
| 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 | $11,703,000 | 5,579 |
| U.S. Government securities | $11,403,000 | 4,816 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $11,403,000 | 4,700 |
| Securities issued by states & political subdivisions | $300,000 | 5,461 |
| 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 | $11,517,000 | 2,977 |
| Mortgage-backed securities | $9,633,000 | 3,388 |
| Certificates of participation in pools of residential mortgages | $6,163,000 | 3,269 |
| Issued or guaranteed by U.S. | $6,163,000 | 3,261 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,470,000 | 2,334 |
| CMOs issued by government agencies or sponsored agencies | $3,470,000 | 2,133 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $11,703,000 | 5,145 |
| Total debt securities | $11,703,000 | 5,544 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,693 |
| Fair value | $751,000 | 2,707 |
| 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 | $12,237,000 | 5,492 |
| U.S. Government securities | $11,937,000 | 4,718 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $11,937,000 | 4,598 |
| Securities issued by states & political subdivisions | $300,000 | 5,469 |
| 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 | $12,053,000 | 2,919 |
| Mortgage-backed securities | $10,166,000 | 3,232 |
| Certificates of participation in pools of residential mortgages | $6,475,000 | 3,141 |
| Issued or guaranteed by U.S. | $6,475,000 | 3,134 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,691,000 | 2,230 |
| CMOs issued by government agencies or sponsored agencies | $3,691,000 | 2,028 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $12,237,000 | 5,051 |
| Total debt securities | $12,237,000 | 5,458 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,741 |
| Fair value | $745,000 | 2,759 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $13,194,000 | 5,278 |
| U.S. Government securities | $12,894,000 | 4,404 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $12,894,000 | 4,281 |
| Securities issued by states & political subdivisions | $300,000 | 5,481 |
| 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 | $12,431,000 | 2,824 |
| Mortgage-backed securities | $11,119,000 | 3,026 |
| Certificates of participation in pools of residential mortgages | $7,052,000 | 2,924 |
| Issued or guaranteed by U.S. | $7,052,000 | 2,917 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,067,000 | 2,137 |
| CMOs issued by government agencies or sponsored agencies | $4,067,000 | 1,915 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $13,194,000 | 4,839 |
| Total debt securities | $13,194,000 | 5,240 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,615 |
| Fair value | $742,000 | 2,634 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $14,702,000 | 5,010 |
| U.S. Government securities | $14,402,000 | 4,124 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $14,402,000 | 4,010 |
| Securities issued by states & political subdivisions | $300,000 | 5,473 |
| 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 | $12,662,000 | 2,818 |
| Mortgage-backed securities | $12,492,000 | 2,850 |
| Certificates of participation in pools of residential mortgages | $7,878,000 | 2,735 |
| Issued or guaranteed by U.S. | $7,878,000 | 2,727 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,614,000 | 2,037 |
| CMOs issued by government agencies or sponsored agencies | $4,614,000 | 1,810 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $14,702,000 | 4,574 |
| Total debt securities | $14,702,000 | 4,974 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,664 |
| Fair value | $752,000 | 2,688 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $15,377,000 | 4,945 |
| U.S. Government securities | $15,077,000 | 4,094 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $15,077,000 | 3,983 |
| Securities issued by states & political subdivisions | $300,000 | 5,438 |
| 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 | $14,893,000 | 2,613 |
| Mortgage-backed securities | $10,888,000 | 3,026 |
| Certificates of participation in pools of residential mortgages | $8,400,000 | 2,675 |
| Issued or guaranteed by U.S. | $8,400,000 | 2,668 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,488,000 | 2,380 |
| CMOs issued by government agencies or sponsored agencies | $2,488,000 | 2,122 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $15,377,000 | 4,524 |
| Total debt securities | $15,377,000 | 4,908 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $15,948,000 | 4,910 |
| U.S. Government securities | $15,948,000 | 4,017 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $15,948,000 | 3,922 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| 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 | $15,892,000 | 2,580 |
| Mortgage-backed securities | $11,263,000 | 3,052 |
| Certificates of participation in pools of residential mortgages | $8,936,000 | 2,677 |
| Issued or guaranteed by U.S. | $8,936,000 | 2,669 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,327,000 | 2,384 |
| CMOs issued by government agencies or sponsored agencies | $2,327,000 | 2,104 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $15,948,000 | 4,477 |
| Total debt securities | $15,948,000 | 4,875 |
| Structured notes | ||
| Amortized cost | $401,000 | 2,848 |
| Fair value | $401,000 | 2,845 |
| 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 | $16,612,000 | 4,794 |
| U.S. Government securities | $16,612,000 | 3,905 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $16,612,000 | 3,821 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| 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 | $16,612,000 | 2,522 |
| Mortgage-backed securities | $11,882,000 | 3,018 |
| Certificates of participation in pools of residential mortgages | $9,391,000 | 2,668 |
| Issued or guaranteed by U.S. | $9,391,000 | 2,661 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,491,000 | 2,315 |
| CMOs issued by government agencies or sponsored agencies | $2,491,000 | 2,026 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $16,612,000 | 4,370 |
| Total debt securities | $16,612,000 | 4,758 |
| Structured notes | ||
| Amortized cost | $402,000 | 2,585 |
| Fair value | $400,000 | 2,586 |
| 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 | $18,324,000 | 4,639 |
| U.S. Government securities | $18,324,000 | 3,688 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $18,324,000 | 3,616 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| 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 | $17,470,000 | 2,439 |
| Mortgage-backed securities | $12,692,000 | 2,981 |
| Certificates of participation in pools of residential mortgages | $10,076,000 | 2,663 |
| Issued or guaranteed by U.S. | $10,076,000 | 2,655 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,616,000 | 2,282 |
| CMOs issued by government agencies or sponsored agencies | $2,616,000 | 1,961 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $18,324,000 | 4,211 |
| Total debt securities | $18,324,000 | 4,590 |
| Structured notes | ||
| Amortized cost | $403,000 | 2,214 |
| Fair value | $400,000 | 2,216 |
| 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 | $17,483,000 | 4,739 |
| U.S. Government securities | $17,483,000 | 3,769 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $17,483,000 | 3,686 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| 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 | $16,384,000 | 2,556 |
| Mortgage-backed securities | $13,192,000 | 2,960 |
| Certificates of participation in pools of residential mortgages | $10,461,000 | 2,646 |
| Issued or guaranteed by U.S. | $10,461,000 | 2,636 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,731,000 | 2,252 |
| CMOs issued by government agencies or sponsored agencies | $2,731,000 | 1,907 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $17,483,000 | 4,285 |
| Total debt securities | $17,483,000 | 4,694 |
| 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 | $18,353,000 | 4,636 |
| U.S. Government securities | $18,353,000 | 3,724 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $18,353,000 | 3,645 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| 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 | $13,249,000 | 2,919 |
| Mortgage-backed securities | $13,777,000 | 2,939 |
| Certificates of participation in pools of residential mortgages | $10,928,000 | 2,641 |
| Issued or guaranteed by U.S. | $10,928,000 | 2,625 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,849,000 | 2,265 |
| CMOs issued by government agencies or sponsored agencies | $2,849,000 | 1,904 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $18,353,000 | 4,190 |
| Total debt securities | $18,353,000 | 4,599 |
| 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 | $18,452,000 | 4,629 |
| U.S. Government securities | $18,452,000 | 3,757 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $18,452,000 | 3,684 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| 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 | $18,452,000 | 2,433 |
| Mortgage-backed securities | $13,293,000 | 2,941 |
| Certificates of participation in pools of residential mortgages | $11,400,000 | 2,548 |
| Issued or guaranteed by U.S. | $11,400,000 | 2,533 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,893,000 | 2,473 |
| CMOs issued by government agencies or sponsored agencies | $1,893,000 | 2,153 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $18,452,000 | 4,156 |
| Total debt securities | $18,452,000 | 4,594 |
| 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 | $22,535,000 | 4,078 |
| U.S. Government securities | $22,535,000 | 3,202 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $22,535,000 | 3,140 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| 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 | $16,208,000 | 2,619 |
| Mortgage-backed securities | $16,441,000 | 2,543 |
| Certificates of participation in pools of residential mortgages | $14,483,000 | 2,125 |
| Issued or guaranteed by U.S. | $14,483,000 | 2,115 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,958,000 | 2,372 |
| CMOs issued by government agencies or sponsored agencies | $1,958,000 | 2,043 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $22,535,000 | 3,622 |
| Total debt securities | $22,535,000 | 4,035 |
| 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 | $20,607,000 | 4,362 |
| U.S. Government securities | $20,605,000 | 3,468 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $20,605,000 | 3,406 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $2,000 | 3,170 |
| Privately issued residential mortgage-backed securities | $2,000 | 1,556 |
| 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 | $11,698,000 | 3,132 |
| Mortgage-backed securities | $14,249,000 | 2,718 |
| Certificates of participation in pools of residential mortgages | $12,216,000 | 2,338 |
| Issued or guaranteed by U.S. | $12,216,000 | 2,325 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,033,000 | 2,334 |
| CMOs issued by government agencies or sponsored agencies | $2,031,000 | 2,017 |
| Privately issued | $2,000 | 1,464 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $20,607,000 | 3,905 |
| Total debt securities | $20,605,000 | 4,317 |
| 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 | $23,786,000 | 3,981 |
| U.S. Government securities | $23,779,000 | 3,125 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $23,779,000 | 3,068 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $7,000 | 3,122 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,521 |
| 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 | $12,410,000 | 2,992 |
| Mortgage-backed securities | $15,445,000 | 2,548 |
| Certificates of participation in pools of residential mortgages | $13,136,000 | 2,165 |
| Issued or guaranteed by U.S. | $13,136,000 | 2,154 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,309,000 | 2,246 |
| CMOs issued by government agencies or sponsored agencies | $2,302,000 | 1,929 |
| Privately issued | $7,000 | 1,429 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $23,786,000 | 3,552 |
| Total debt securities | $23,785,000 | 3,927 |
| 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 | $25,881,000 | 3,797 |
| U.S. Government securities | $25,870,000 | 2,990 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $25,870,000 | 2,935 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $11,000 | 2,958 |
| Privately issued residential mortgage-backed securities | $11,000 | 1,415 |
| 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 | $25,023,000 | 1,860 |
| Mortgage-backed securities | $11,848,000 | 2,666 |
| Certificates of participation in pools of residential mortgages | $11,480,000 | 2,121 |
| Issued or guaranteed by U.S. | $11,480,000 | 2,109 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $368,000 | 3,115 |
| CMOs issued by government agencies or sponsored agencies | $357,000 | 2,799 |
| Privately issued | $11,000 | 1,333 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $25,881,000 | 3,368 |
| Total debt securities | $25,881,000 | 3,743 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,058 |
| Fair value | $500,000 | 1,997 |
| 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 | $30,214,000 | 3,439 |
| U.S. Government securities | $30,198,000 | 2,687 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $30,198,000 | 2,631 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $16,000 | 2,914 |
| Privately issued residential mortgage-backed securities | $16,000 | 1,369 |
| 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 | $15,594,000 | 2,609 |
| Mortgage-backed securities | $12,289,000 | 2,436 |
| Certificates of participation in pools of residential mortgages | $11,819,000 | 1,911 |
| Issued or guaranteed by U.S. | $11,819,000 | 1,902 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $470,000 | 2,979 |
| CMOs issued by government agencies or sponsored agencies | $454,000 | 2,675 |
| Privately issued | $16,000 | 1,289 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $30,214,000 | 3,014 |
| Total debt securities | $30,214,000 | 3,398 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,830 |
| Fair value | $998,000 | 1,796 |
| 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 | $31,197,000 | 3,336 |
| U.S. Government securities | $31,176,000 | 2,606 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $31,176,000 | 2,533 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $21,000 | 2,861 |
| Privately issued residential mortgage-backed securities | $21,000 | 1,321 |
| 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 | $17,334,000 | 2,427 |
| Mortgage-backed securities | $12,878,000 | 2,314 |
| Certificates of participation in pools of residential mortgages | $12,252,000 | 1,818 |
| Issued or guaranteed by U.S. | $12,252,000 | 1,813 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $626,000 | 2,813 |
| CMOs issued by government agencies or sponsored agencies | $605,000 | 2,519 |
| Privately issued | $21,000 | 1,236 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $31,197,000 | 2,927 |
| Total debt securities | $31,197,000 | 3,298 |
| Structured notes | ||
| Amortized cost | $2,582,000 | 1,126 |
| Fair value | $2,577,000 | 1,118 |
| 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 | $32,649,000 | 3,256 |
| U.S. Government securities | $32,618,000 | 2,516 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $32,618,000 | 2,442 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $31,000 | 2,875 |
| Privately issued residential mortgage-backed securities | $31,000 | 1,273 |
| 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 | $18,445,000 | 2,324 |
| Mortgage-backed securities | $13,706,000 | 2,224 |
| Certificates of participation in pools of residential mortgages | $12,908,000 | 1,763 |
| Issued or guaranteed by U.S. | $12,908,000 | 1,757 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $798,000 | 2,668 |
| CMOs issued by government agencies or sponsored agencies | $767,000 | 2,411 |
| Privately issued | $31,000 | 1,181 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $32,649,000 | 2,825 |
| Total debt securities | $32,649,000 | 3,215 |
| Structured notes | ||
| Amortized cost | $3,081,000 | 1,017 |
| Fair value | $3,080,000 | 1,015 |
| 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 | $33,495,000 | 3,204 |
| U.S. Government securities | $33,457,000 | 2,513 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $33,457,000 | 2,446 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $38,000 | 2,909 |
| Privately issued residential mortgage-backed securities | $38,000 | 1,251 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,091,000 | 2,454 |
| Mortgage-backed securities | $14,306,000 | 2,169 |
| Certificates of participation in pools of residential mortgages | $13,304,000 | 1,744 |
| Issued or guaranteed by U.S. | $13,304,000 | 1,735 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,002,000 | 2,505 |
| CMOs issued by government agencies or sponsored agencies | $964,000 | 2,285 |
| Privately issued | $38,000 | 1,168 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $33,495,000 | 2,786 |
| Total debt securities | $33,495,000 | 3,168 |
| Structured notes | ||
| Amortized cost | $2,586,000 | 1,252 |
| Fair value | $2,576,000 | 1,246 |
| 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 | $35,771,000 | 3,100 |
| U.S. Government securities | $35,725,000 | 2,389 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $35,725,000 | 2,322 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $46,000 | 2,948 |
| Privately issued residential mortgage-backed securities | $46,000 | 1,231 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,031,000 | 2,351 |
| Mortgage-backed securities | $14,748,000 | 2,136 |
| Certificates of participation in pools of residential mortgages | $13,569,000 | 1,732 |
| Issued or guaranteed by U.S. | $13,569,000 | 1,721 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,179,000 | 2,390 |
| CMOs issued by government agencies or sponsored agencies | $1,133,000 | 2,139 |
| Privately issued | $46,000 | 1,134 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $35,771,000 | 2,683 |
| Total debt securities | $35,771,000 | 3,057 |
| Structured notes | ||
| Amortized cost | $2,586,000 | 1,332 |
| Fair value | $2,562,000 | 1,326 |
| 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 | $27,556,000 | 3,702 |
| U.S. Government securities | $27,497,000 | 2,952 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $27,497,000 | 2,857 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $59,000 | 3,005 |
| Privately issued residential mortgage-backed securities | $59,000 | 1,203 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,098,000 | 2,246 |
| Mortgage-backed securities | $8,253,000 | 2,892 |
| Certificates of participation in pools of residential mortgages | $6,982,000 | 2,582 |
| Issued or guaranteed by U.S. | $6,982,000 | 2,568 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,271,000 | 2,345 |
| CMOs issued by government agencies or sponsored agencies | $1,212,000 | 2,096 |
| Privately issued | $59,000 | 1,113 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $27,556,000 | 3,229 |
| Total debt securities | $27,556,000 | 3,647 |
| Structured notes | ||
| Amortized cost | $2,585,000 | 1,369 |
| Fair value | $2,533,000 | 1,365 |
| 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 | $27,785,000 | 3,739 |
| U.S. Government securities | $27,719,000 | 2,987 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $27,719,000 | 2,894 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $66,000 | 3,075 |
| Privately issued residential mortgage-backed securities | $66,000 | 1,184 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,926,000 | 2,340 |
| Mortgage-backed securities | $8,877,000 | 2,838 |
| Certificates of participation in pools of residential mortgages | $7,424,000 | 2,540 |
| Issued or guaranteed by U.S. | $7,424,000 | 2,527 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,453,000 | 2,273 |
| CMOs issued by government agencies or sponsored agencies | $1,387,000 | 2,026 |
| Privately issued | $66,000 | 1,099 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $27,785,000 | 3,251 |
| Total debt securities | $27,784,000 | 3,688 |
| Structured notes | ||
| Amortized cost | $3,589,000 | 1,135 |
| Fair value | $3,538,000 | 1,131 |
| 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 | $28,869,000 | 3,662 |
| U.S. Government securities | $28,800,000 | 2,891 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $28,800,000 | 2,795 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $69,000 | 3,163 |
| Privately issued residential mortgage-backed securities | $69,000 | 1,153 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,680,000 | 2,803 |
| Mortgage-backed securities | $9,468,000 | 2,771 |
| Certificates of participation in pools of residential mortgages | $7,786,000 | 2,489 |
| Issued or guaranteed by U.S. | $7,786,000 | 2,479 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,682,000 | 2,182 |
| CMOs issued by government agencies or sponsored agencies | $1,613,000 | 1,953 |
| Privately issued | $69,000 | 1,064 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $28,869,000 | 3,167 |
| Total debt securities | $28,869,000 | 3,604 |
| Structured notes | ||
| Amortized cost | $5,089,000 | 851 |
| Fair value | $5,031,000 | 846 |
| 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 | $31,477,000 | 3,410 |
| U.S. Government securities | $31,404,000 | 2,649 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $31,404,000 | 2,563 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $73,000 | 3,215 |
| Privately issued residential mortgage-backed securities | $73,000 | 1,139 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,231,000 | 2,375 |
| Mortgage-backed securities | $10,478,000 | 2,662 |
| Certificates of participation in pools of residential mortgages | $8,453,000 | 2,422 |
| Issued or guaranteed by U.S. | $8,453,000 | 2,412 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,025,000 | 2,059 |
| CMOs issued by government agencies or sponsored agencies | $1,952,000 | 1,849 |
| Privately issued | $73,000 | 1,049 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $31,477,000 | 2,944 |
| Total debt securities | $31,477,000 | 3,356 |
| Structured notes | ||
| Amortized cost | $6,089,000 | 697 |
| Fair value | $6,046,000 | 696 |
| 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 | $31,020,000 | 3,507 |
| U.S. Government securities | $30,693,000 | 2,757 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $30,693,000 | 2,660 |
| Securities issued by states & political subdivisions | $249,000 | 6,001 |
| Other domestic debt securities | $78,000 | 3,253 |
| Privately issued residential mortgage-backed securities | $78,000 | 1,103 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,329,000 | 2,338 |
| Mortgage-backed securities | $10,929,000 | 2,693 |
| Certificates of participation in pools of residential mortgages | $8,521,000 | 2,464 |
| Issued or guaranteed by U.S. | $8,521,000 | 2,453 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,408,000 | 2,004 |
| CMOs issued by government agencies or sponsored agencies | $2,330,000 | 1,792 |
| Privately issued | $78,000 | 1,009 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $31,020,000 | 3,040 |
| Total debt securities | $31,020,000 | 3,459 |
| Structured notes | ||
| Amortized cost | $6,088,000 | 696 |
| Fair value | $6,068,000 | 696 |
| 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 | $29,967,000 | 3,624 |
| U.S. Government securities | $29,538,000 | 2,891 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $29,538,000 | 2,780 |
| Securities issued by states & political subdivisions | $351,000 | 5,837 |
| Other domestic debt securities | $78,000 | 3,302 |
| Privately issued residential mortgage-backed securities | $78,000 | 1,089 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,901,000 | 2,386 |
| Mortgage-backed securities | $10,433,000 | 2,825 |
| Certificates of participation in pools of residential mortgages | $7,837,000 | 2,636 |
| Issued or guaranteed by U.S. | $7,837,000 | 2,627 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,596,000 | 1,987 |
| CMOs issued by government agencies or sponsored agencies | $2,518,000 | 1,781 |
| Privately issued | $78,000 | 1,002 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $29,967,000 | 3,126 |
| Total debt securities | $29,967,000 | 3,568 |
| Structured notes | ||
| Amortized cost | $5,988,000 | 736 |
| Fair value | $5,917,000 | 720 |
| 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 | $28,720,000 | 3,738 |
| U.S. Government securities | $26,261,000 | 3,150 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $26,261,000 | 3,024 |
| Securities issued by states & political subdivisions | $2,377,000 | 4,123 |
| Other domestic debt securities | $82,000 | 3,363 |
| Privately issued residential mortgage-backed securities | $82,000 | 1,083 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,249,000 | 2,212 |
| Mortgage-backed securities | $8,727,000 | 3,141 |
| Certificates of participation in pools of residential mortgages | $6,103,000 | 3,035 |
| Issued or guaranteed by U.S. | $6,103,000 | 3,025 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,624,000 | 2,000 |
| CMOs issued by government agencies or sponsored agencies | $2,542,000 | 1,797 |
| Privately issued | $82,000 | 998 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $28,720,000 | 3,234 |
| Total debt securities | $28,720,000 | 3,675 |
| Structured notes | ||
| Amortized cost | $5,988,000 | 710 |
| Fair value | $5,963,000 | 697 |
| 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 | $30,725,000 | 3,559 |
| U.S. Government securities | $28,000,000 | 3,003 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $28,000,000 | 2,885 |
| Securities issued by states & political subdivisions | $2,513,000 | 4,048 |
| Other domestic debt securities | $212,000 | 3,193 |
| Privately issued residential mortgage-backed securities | $212,000 | 937 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,373,000 | 2,603 |
| Mortgage-backed securities | $9,351,000 | 3,054 |
| Certificates of participation in pools of residential mortgages | $6,496,000 | 2,991 |
| Issued or guaranteed by U.S. | $6,496,000 | 2,986 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,855,000 | 1,929 |
| CMOs issued by government agencies or sponsored agencies | $2,643,000 | 1,778 |
| Privately issued | $212,000 | 862 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $30,725,000 | 3,076 |
| Total debt securities | $30,725,000 | 3,499 |
| Structured notes | ||
| Amortized cost | $7,335,000 | 579 |
| Fair value | $7,343,000 | 576 |
| 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 | $29,057,000 | 3,742 |
| U.S. Government securities | $26,959,000 | 3,131 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $26,959,000 | 3,004 |
| Securities issued by states & political subdivisions | $1,854,000 | 4,466 |
| Other domestic debt securities | $244,000 | 3,263 |
| Privately issued residential mortgage-backed securities | $244,000 | 910 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,113,000 | 2,622 |
| Mortgage-backed securities | $9,340,000 | 3,085 |
| Certificates of participation in pools of residential mortgages | $6,217,000 | 3,079 |
| Issued or guaranteed by U.S. | $6,217,000 | 3,071 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,123,000 | 1,899 |
| CMOs issued by government agencies or sponsored agencies | $2,879,000 | 1,754 |
| Privately issued | $244,000 | 842 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $29,057,000 | 3,238 |
| Total debt securities | $29,057,000 | 3,679 |
| Structured notes | ||
| Amortized cost | $6,985,000 | 618 |
| Fair value | $6,899,000 | 609 |
| 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 | $28,657,000 | 3,790 |
| U.S. Government securities | $26,807,000 | 3,098 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $26,807,000 | 2,992 |
| Securities issued by states & political subdivisions | $1,566,000 | 4,676 |
| Other domestic debt securities | $284,000 | 3,261 |
| Privately issued residential mortgage-backed securities | $284,000 | 945 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,944,000 | 2,930 |
| Mortgage-backed securities | $11,992,000 | 2,739 |
| Certificates of participation in pools of residential mortgages | $5,036,000 | 3,424 |
| Issued or guaranteed by U.S. | $5,036,000 | 3,415 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $6,956,000 | 1,371 |
| CMOs issued by government agencies or sponsored agencies | $6,672,000 | 1,252 |
| Privately issued | $284,000 | 869 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $28,657,000 | 3,276 |
| Total debt securities | $28,657,000 | 3,708 |
| Structured notes | ||
| Amortized cost | $4,497,000 | 773 |
| Fair value | $4,535,000 | 760 |
| 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 | $27,069,000 | 3,995 |
| U.S. Government securities | $23,771,000 | 3,469 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $23,771,000 | 3,343 |
| Securities issued by states & political subdivisions | $2,726,000 | 3,996 |
| Other domestic debt securities | $572,000 | 2,925 |
| Privately issued residential mortgage-backed securities | $321,000 | 805 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $251,000 | 3,025 |
| 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 | $11,802,000 | 2,856 |
| Mortgage-backed securities | $11,043,000 | 2,852 |
| Certificates of participation in pools of residential mortgages | $3,691,000 | 3,850 |
| Issued or guaranteed by U.S. | $3,691,000 | 3,838 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $7,352,000 | 1,317 |
| CMOs issued by government agencies or sponsored agencies | $7,031,000 | 1,250 |
| Privately issued | $321,000 | 698 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $27,069,000 | 3,451 |
| Total debt securities | $27,069,000 | 3,924 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,256 |
| Fair value | $2,018,000 | 1,189 |
| 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 | $31,868,000 | 3,472 |
| U.S. Government securities | $27,819,000 | 2,969 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $27,819,000 | 2,861 |
| Securities issued by states & political subdivisions | $2,782,000 | 3,976 |
| Other domestic debt securities | $1,267,000 | 2,477 |
| Privately issued residential mortgage-backed securities | $737,000 | 712 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $530,000 | 2,763 |
| 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 | $13,235,000 | 2,544 |
| Mortgage-backed securities | $12,690,000 | 2,635 |
| Certificates of participation in pools of residential mortgages | $4,588,000 | 3,545 |
| Issued or guaranteed by U.S. | $4,588,000 | 3,532 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $8,102,000 | 1,265 |
| CMOs issued by government agencies or sponsored agencies | $7,365,000 | 1,236 |
| Privately issued | $737,000 | 627 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $31,868,000 | 3,010 |
| Total debt securities | $31,868,000 | 3,402 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,091 |
| Fair value | $2,036,000 | 1,002 |
| 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 | $29,983,000 | 3,557 |
| U.S. Government securities | $24,238,000 | 3,228 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $24,238,000 | 3,092 |
| Securities issued by states & political subdivisions | $2,805,000 | 3,927 |
| Other domestic debt securities | $2,940,000 | 1,873 |
| Privately issued residential mortgage-backed securities | $1,915,000 | 548 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,025,000 | 2,423 |
| 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 | $7,827,000 | 3,552 |
| Mortgage-backed securities | $14,191,000 | 2,534 |
| Certificates of participation in pools of residential mortgages | $4,122,000 | 3,722 |
| Issued or guaranteed by U.S. | $4,122,000 | 3,713 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $10,069,000 | 1,218 |
| CMOs issued by government agencies or sponsored agencies | $8,154,000 | 1,263 |
| Privately issued | $1,915,000 | 490 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $29,983,000 | 3,080 |
| Total debt securities | $29,983,000 | 3,483 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,362 |
| Fair value | $1,062,000 | 1,148 |
| 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 | $26,210,000 | 3,883 |
| U.S. Government securities | $17,180,000 | 4,121 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $17,180,000 | 3,955 |
| Securities issued by states & political subdivisions | $3,021,000 | 3,758 |
| Other domestic debt securities | $6,009,000 | 1,263 |
| Privately issued residential mortgage-backed securities | $4,221,000 | 425 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,788,000 | 2,005 |
| 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 | $7,482,000 | 3,625 |
| Mortgage-backed securities | $16,723,000 | 2,261 |
| Certificates of participation in pools of residential mortgages | $3,472,000 | 3,975 |
| Issued or guaranteed by U.S. | $3,472,000 | 3,960 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $13,251,000 | 1,073 |
| CMOs issued by government agencies or sponsored agencies | $9,030,000 | 1,244 |
| Privately issued | $4,221,000 | 374 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $26,210,000 | 3,350 |
| Total debt securities | $26,210,000 | 3,800 |
| Structured notes | ||
| Amortized cost | $1,310,000 | 828 |
| Fair value | $1,374,000 | 822 |
| 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 | $22,556,000 | 4,306 |
| U.S. Government securities | $9,121,000 | 5,828 |
| U.S. Treasury securities | $504,000 | 2,051 |
| U.S. Government agency obligations | $8,617,000 | 5,778 |
| Securities issued by states & political subdivisions | $2,469,000 | 4,012 |
| Other domestic debt securities | $10,966,000 | 884 |
| Privately issued residential mortgage-backed securities | $8,671,000 | 308 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,295,000 | 1,786 |
| 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 | $3,629,000 | 4,998 |
| Mortgage-backed securities | $15,219,000 | 2,377 |
| Certificates of participation in pools of residential mortgages | $3,093,000 | 4,119 |
| Issued or guaranteed by U.S. | $3,093,000 | 4,106 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $12,126,000 | 1,131 |
| CMOs issued by government agencies or sponsored agencies | $3,455,000 | 2,036 |
| Privately issued | $8,671,000 | 272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $22,556,000 | 3,691 |
| Total debt securities | $22,556,000 | 4,216 |
| Structured notes | ||
| Amortized cost | $1,484,000 | 662 |
| Fair value | $1,548,000 | 608 |
| 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 | $16,812,000 | 5,052 |
| U.S. Government securities | $9,991,000 | 5,523 |
| U.S. Treasury securities | $518,000 | 2,403 |
| U.S. Government agency obligations | $9,473,000 | 5,424 |
| Securities issued by states & political subdivisions | $2,051,000 | 4,296 |
| Other domestic debt securities | $4,770,000 | 1,469 |
| Privately issued residential mortgage-backed securities | $762,000 | 881 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,008,000 | 1,318 |
| 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 | $7,167,000 | 3,623 |
| Mortgage-backed securities | $5,105,000 | 3,945 |
| Certificates of participation in pools of residential mortgages | $1,502,000 | 4,846 |
| Issued or guaranteed by U.S. | $1,502,000 | 4,821 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,603,000 | 2,202 |
| CMOs issued by government agencies or sponsored agencies | $2,841,000 | 2,264 |
| Privately issued | $762,000 | 796 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $16,812,000 | 4,306 |
| Total debt securities | $16,812,000 | 4,960 |
| Structured notes | ||
| Amortized cost | $4,009,000 | 90 |
| Fair value | $4,096,000 | 89 |
| 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 | $20,020,000 | 4,626 |
| U.S. Government securities | $17,217,000 | 4,084 |
| U.S. Treasury securities | $2,503,000 | 1,726 |
| U.S. Government agency obligations | $14,714,000 | 4,288 |
| Securities issued by states & political subdivisions | $2,226,000 | 4,220 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $577,000 | 3,539 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,419,000 | 2,723 |
| Mortgage-backed securities | $6,271,000 | 3,020 |
| Certificates of participation in pools of residential mortgages | $1,922,000 | 4,022 |
| Issued or guaranteed by U.S. | $1,922,000 | 3,997 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $4,349,000 | 1,621 |
| CMOs issued by government agencies or sponsored agencies | $4,349,000 | 1,492 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $20,020,000 | 3,780 |
| Total debt securities | $19,443,000 | 4,590 |
| 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 | $24,015,000 | 4,254 |
| U.S. Government securities | $20,165,000 | 3,835 |
| U.S. Treasury securities | $1,991,000 | 2,811 |
| U.S. Government agency obligations | $18,174,000 | 3,758 |
| Securities issued by states & political subdivisions | $3,278,000 | 3,732 |
| Other domestic debt securities | $0 | 3,983 |
| 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 | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $572,000 | 3,443 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,947,000 | 2,966 |
| Mortgage-backed securities | $7,964,000 | 2,853 |
| Certificates of participation in pools of residential mortgages | $2,234,000 | 4,044 |
| Issued or guaranteed by U.S. | $2,234,000 | 4,029 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $5,730,000 | 1,500 |
| CMOs issued by government agencies or sponsored agencies | $5,730,000 | 1,373 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $24,015,000 | 3,386 |
| Total debt securities | $23,443,000 | 4,211 |
| 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 | $22,350,000 | 4,481 |
| U.S. Government securities | $17,647,000 | 4,285 |
| U.S. Treasury securities | $3,538,000 | 2,834 |
| U.S. Government agency obligations | $14,109,000 | 4,282 |
| Securities issued by states & political subdivisions | $4,161,000 | 3,306 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $542,000 | 3,410 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,125,000 | 2,778 |
| Mortgage-backed securities | $4,604,000 | 3,987 |
| Certificates of participation in pools of residential mortgages | $1,668,000 | 4,635 |
| Issued or guaranteed by U.S. | $1,668,000 | 4,614 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,936,000 | 2,250 |
| CMOs issued by government agencies or sponsored agencies | $2,936,000 | 2,124 |
| 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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $22,350,000 | 3,493 |
| Total debt securities | $21,808,000 | 4,445 |
| 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 | $21,183,000 | 4,707 |
| U.S. Government securities | $17,988,000 | 4,430 |
| U.S. Treasury securities | $7,030,000 | 2,453 |
| U.S. Government agency obligations | $10,958,000 | 4,940 |
| Securities issued by states & political subdivisions | $2,648,000 | 4,081 |
| 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 | $0 | 390 |
| Equity securities | $547,000 | 3,424 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,159,000 | 2,633 |
| Mortgage-backed securities | $3,981,000 | 4,272 |
| Certificates of participation in pools of residential mortgages | $761,000 | 5,731 |
| Issued or guaranteed by U.S. | $761,000 | 5,712 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,220,000 | 2,158 |
| CMOs issued by government agencies or sponsored agencies | $3,220,000 | 2,066 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $21,183,000 | 3,441 |
| Total debt securities | $20,636,000 | 4,686 |
| 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 | $24,229,000 | 4,603 |
| U.S. Government securities | $20,766,000 | 4,351 |
| U.S. Treasury securities | $6,915,000 | 3,021 |
| U.S. Government agency obligations | $13,851,000 | 4,438 |
| Securities issued by states & political subdivisions | $3,035,000 | 3,921 |
| 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 | $0 | 466 |
| Equity securities | $428,000 | 3,823 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,910,000 | 3,506 |
| Mortgage-backed securities | $4,504,000 | 4,461 |
| Certificates of participation in pools of residential mortgages | $1,422,000 | 5,283 |
| Issued or guaranteed by U.S. | $1,422,000 | 5,267 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $3,082,000 | 2,528 |
| CMOs issued by government agencies or sponsored agencies | $3,082,000 | 2,417 |
| 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) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $24,229,000 | 3,265 |
| Total debt securities | $23,801,000 | 4,571 |
| Structured notes | ||
| Amortized cost | $200,000 | 3,352 |
| Fair value | $200,000 | 3,361 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $13,315,000 | 7,164 |
| U.S. Government securities | $9,570,000 | 7,487 |
| U.S. Treasury securities | $5,037,000 | 4,575 |
| U.S. Government agency obligations | $4,533,000 | 7,988 |
| Securities issued by states & political subdivisions | $3,380,000 | 3,706 |
| Other domestic debt securities | $299,000 | 3,690 |
| 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 | $299,000 | 2,896 |
| Foreign debt securities | NA | NA |
| Equity securities | $66,000 | 6,711 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,906,000 | 4,753 |
| Mortgage-backed securities | $1,901,000 | 6,356 |
| Certificates of participation in pools of residential mortgages | $1,534,000 | 5,407 |
| Issued or guaranteed by U.S. | $1,534,000 | 5,379 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $367,000 | 5,137 |
| CMOs issued by government agencies or sponsored agencies | $367,000 | 4,941 |
| 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) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $13,315,000 | 5,214 |
| Total debt securities | $13,249,000 | 7,051 |
| Structured notes | ||
| Amortized cost | $600,000 | 3,290 |
| Fair value | $599,000 | 3,290 |
| 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 | $17,670,000 | 6,413 |
| U.S. Government securities | $12,134,000 | 6,921 |
| U.S. Treasury securities | $7,395,000 | 4,276 |
| U.S. Government agency obligations | $4,739,000 | 7,866 |
| Securities issued by states & political subdivisions | $4,921,000 | 2,976 |
| Other domestic debt securities | $549,000 | 3,425 |
| 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 | $549,000 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $66,000 | 6,582 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,068,000 | 4,215 |
| Mortgage-backed securities | $1,820,000 | 6,829 |
| Certificates of participation in pools of residential mortgages | $1,820,000 | 5,381 |
| Issued or guaranteed by U.S. | $1,820,000 | 5,357 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $7,264,000 | 6,795 |
| Available-for-sale securities (fair market value) | $10,406,000 | 4,639 |
| Total debt securities | $17,604,000 | 6,328 |
| 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 | $21,465,000 | 5,829 |
| U.S. Government securities | $13,995,000 | 6,547 |
| U.S. Treasury securities | $7,407,000 | 4,408 |
| U.S. Government agency obligations | $6,588,000 | 7,028 |
| Securities issued by states & political subdivisions | $6,002,000 | 2,567 |
| Other domestic debt securities | $1,402,000 | 2,852 |
| 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 | $1,402,000 | 2,187 |
| Foreign debt securities | NA | NA |
| Equity securities | $66,000 | 6,303 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,909,000 | 5,319 |
| Mortgage-backed securities | $2,948,000 | 6,475 |
| Certificates of participation in pools of residential mortgages | $2,650,000 | 5,157 |
| Issued or guaranteed by U.S. | $2,650,000 | 5,121 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $298,000 | 6,124 |
| CMOs issued by government agencies or sponsored agencies | $298,000 | 5,862 |
| 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 | $21,399,000 | 5,712 |
| 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 | $23,913,000 | 5,346 |
| U.S. Government securities | $17,568,000 | 5,582 |
| U.S. Treasury securities | $6,383,000 | 4,926 |
| U.S. Government agency obligations | $11,185,000 | 5,134 |
| Securities issued by states & political subdivisions | $4,522,000 | 3,011 |
| Other domestic debt securities | $1,757,000 | 3,155 |
| 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 | $1,757,000 | 2,219 |
| Foreign debt securities | NA | NA |
| Equity securities | $66,000 | 5,867 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,637,000 | 5,404 |
| Mortgage-backed securities | $2,539,000 | 7,140 |
| Certificates of participation in pools of residential mortgages | $2,253,000 | 5,861 |
| Issued or guaranteed by U.S. | $2,253,000 | 5,796 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $286,000 | 6,381 |
| CMOs issued by government agencies or sponsored agencies | $286,000 | 5,936 |
| 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 | $23,847,000 | 5,257 |
| 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 |