Home > Citizens Bank > Securities
Citizens Bank, Securities
| 2023-09-30 | Rank | |
| Total securities | $25,054,000 | 3,383 |
| U.S. Government securities | $21,285,000 | 2,888 |
| U.S. Treasury securities | $12,110,000 | 1,278 |
| U.S. Government agency obligations | $9,175,000 | 3,291 |
| Securities issued by states & political subdivisions | $399,000 | 3,723 |
| Other domestic debt securities | $3,370,000 | 1,521 |
| Privately issued residential mortgage-backed securities | $3,370,000 | 391 |
| 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 | $18,480,000 | 2,420 |
| Mortgage-backed securities | $10,495,000 | 2,521 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $151,000 | 3,532 |
| Privately issued | $3,370,000 | 108 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,974,000 | 1,225 |
| 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) | $25,054,000 | 3,126 |
| Total debt securities | $25,053,000 | 3,360 |
| 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 | $18,415,000 | 3,701 |
| U.S. Government securities | $14,396,000 | 3,358 |
| U.S. Treasury securities | $4,739,000 | 1,958 |
| U.S. Government agency obligations | $9,657,000 | 3,302 |
| Securities issued by states & political subdivisions | $403,000 | 3,756 |
| Other domestic debt securities | $3,616,000 | 1,499 |
| Privately issued residential mortgage-backed securities | $3,616,000 | 389 |
| 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 | $15,872,000 | 2,525 |
| Mortgage-backed securities | $11,221,000 | 2,513 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $162,000 | 3,533 |
| Privately issued | $3,616,000 | 108 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,443,000 | 1,201 |
| 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) | $18,415,000 | 3,439 |
| Total debt securities | $18,415,000 | 3,681 |
| Structured notes | ||
| Amortized cost | $750,000 | 974 |
| Fair value | $661,000 | 987 |
| 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 | $19,093,000 | 3,761 |
| U.S. Government securities | $14,838,000 | 3,414 |
| U.S. Treasury securities | $4,789,000 | 2,024 |
| U.S. Government agency obligations | $10,049,000 | 3,294 |
| Securities issued by states & political subdivisions | $543,000 | 3,766 |
| Other domestic debt securities | $3,712,000 | 1,527 |
| Privately issued residential mortgage-backed securities | $3,712,000 | 406 |
| 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 | $14,233,000 | 2,531 |
| Mortgage-backed securities | $11,686,000 | 2,534 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $170,000 | 3,577 |
| Privately issued | $3,712,000 | 115 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,804,000 | 1,214 |
| 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) | $19,093,000 | 3,491 |
| Total debt securities | $19,093,000 | 3,739 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,004 |
| Fair value | $667,000 | 1,015 |
| 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 | $21,613,000 | 3,682 |
| U.S. Government securities | $17,310,000 | 3,275 |
| U.S. Treasury securities | $7,213,000 | 1,785 |
| U.S. Government agency obligations | $10,097,000 | 3,301 |
| Securities issued by states & political subdivisions | $536,000 | 3,805 |
| Other domestic debt securities | $3,767,000 | 1,536 |
| Privately issued residential mortgage-backed securities | $3,767,000 | 407 |
| 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 | $14,295,000 | 2,430 |
| Mortgage-backed securities | $11,831,000 | 2,553 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $177,000 | 3,611 |
| Privately issued | $3,767,000 | 127 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,887,000 | 1,215 |
| 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) | $21,613,000 | 3,406 |
| Total debt securities | $21,614,000 | 3,659 |
| Structured notes | ||
| Amortized cost | $1,249,000 | 852 |
| Fair value | $1,116,000 | 846 |
| 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 | $19,280,000 | 3,785 |
| U.S. Government securities | $14,983,000 | 3,426 |
| U.S. Treasury securities | $4,684,000 | 2,119 |
| U.S. Government agency obligations | $10,299,000 | 3,288 |
| Securities issued by states & political subdivisions | $530,000 | 3,834 |
| Other domestic debt securities | $3,767,000 | 1,515 |
| Privately issued residential mortgage-backed securities | $3,767,000 | 394 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,518,000 | 2,431 |
| Mortgage-backed securities | $12,043,000 | 2,548 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $181,000 | 3,630 |
| Privately issued | $3,767,000 | 113 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,095,000 | 1,223 |
| 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) | $19,280,000 | 3,509 |
| Total debt securities | $19,280,000 | 3,761 |
| Structured notes | ||
| Amortized cost | $1,249,000 | 846 |
| Fair value | $1,111,000 | 840 |
| 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 | $20,580,000 | 3,767 |
| U.S. Government securities | $15,938,000 | 3,402 |
| U.S. Treasury securities | $4,841,000 | 2,058 |
| U.S. Government agency obligations | $11,097,000 | 3,267 |
| Securities issued by states & political subdivisions | $549,000 | 3,869 |
| Other domestic debt securities | $4,093,000 | 1,400 |
| Privately issued residential mortgage-backed securities | $4,093,000 | 383 |
| 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 | $10,759,000 | 2,609 |
| Mortgage-backed securities | $13,101,000 | 2,538 |
| Certificates of participation in pools of residential mortgages | $4,294,000 | 2,883 |
| Issued or guaranteed by U.S. | $201,000 | 3,641 |
| Privately issued | $4,093,000 | 111 |
| Collaterized mortgage obligations | $8,807,000 | 1,259 |
| CMOs issued by government agencies or sponsored agencies | $8,807,000 | 1,192 |
| 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) | $20,580,000 | 3,501 |
| Total debt securities | $20,580,000 | 3,748 |
| 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 | $20,391,000 | 3,731 |
| U.S. Government securities | $15,104,000 | 3,379 |
| U.S. Treasury securities | $2,949,000 | 2,082 |
| U.S. Government agency obligations | $12,155,000 | 3,174 |
| Securities issued by states & political subdivisions | $836,000 | 3,827 |
| Other domestic debt securities | $4,451,000 | 1,365 |
| Privately issued residential mortgage-backed securities | $4,451,000 | 350 |
| 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 | $11,501,000 | 2,520 |
| Mortgage-backed securities | $14,462,000 | 2,481 |
| Certificates of participation in pools of residential mortgages | $4,676,000 | 2,846 |
| Issued or guaranteed by U.S. | $225,000 | 3,654 |
| Privately issued | $4,451,000 | 108 |
| Collaterized mortgage obligations | $9,786,000 | 1,216 |
| CMOs issued by government agencies or sponsored agencies | $9,786,000 | 1,158 |
| 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) | $20,391,000 | 3,490 |
| Total debt securities | $20,390,000 | 3,712 |
| 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 | $17,345,000 | 3,791 |
| U.S. Government securities | $11,518,000 | 3,477 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $11,518,000 | 3,179 |
| Securities issued by states & political subdivisions | $862,000 | 3,850 |
| Other domestic debt securities | $4,965,000 | 1,289 |
| Privately issued residential mortgage-backed securities | $4,965,000 | 319 |
| 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 | $7,622,000 | 2,862 |
| Mortgage-backed securities | $15,746,000 | 2,406 |
| Certificates of participation in pools of residential mortgages | $5,215,000 | 2,766 |
| Issued or guaranteed by U.S. | $250,000 | 3,649 |
| Privately issued | $4,965,000 | 116 |
| Collaterized mortgage obligations | $10,531,000 | 1,155 |
| CMOs issued by government agencies or sponsored agencies | $10,531,000 | 1,110 |
| 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) | $17,345,000 | 3,577 |
| Total debt securities | $17,346,000 | 3,770 |
| 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 | $19,497,000 | 3,666 |
| U.S. Government securities | $13,379,000 | 3,303 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $13,379,000 | 3,060 |
| Securities issued by states & political subdivisions | $870,000 | 3,890 |
| Other domestic debt securities | $5,248,000 | 1,207 |
| Privately issued residential mortgage-backed securities | $5,248,000 | 273 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,227,000 | 2,819 |
| Mortgage-backed securities | $17,882,000 | 2,320 |
| Certificates of participation in pools of residential mortgages | $5,535,000 | 2,747 |
| Issued or guaranteed by U.S. | $287,000 | 3,686 |
| Privately issued | $5,248,000 | 102 |
| Collaterized mortgage obligations | $12,347,000 | 1,058 |
| CMOs issued by government agencies or sponsored agencies | $12,347,000 | 1,019 |
| 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) | $19,497,000 | 3,447 |
| Total debt securities | $19,496,000 | 3,646 |
| 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 | $20,793,000 | 3,581 |
| U.S. Government securities | $14,489,000 | 3,173 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $14,489,000 | 2,952 |
| Securities issued by states & political subdivisions | $874,000 | 3,905 |
| Other domestic debt securities | $5,430,000 | 1,155 |
| Privately issued residential mortgage-backed securities | $5,430,000 | 271 |
| 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 | $5,653,000 | 3,063 |
| Mortgage-backed securities | $19,919,000 | 2,170 |
| Certificates of participation in pools of residential mortgages | $5,760,000 | 2,705 |
| Issued or guaranteed by U.S. | $330,000 | 3,681 |
| Privately issued | $5,430,000 | 106 |
| Collaterized mortgage obligations | $14,159,000 | 939 |
| CMOs issued by government agencies or sponsored agencies | $14,159,000 | 902 |
| 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) | $20,793,000 | 3,377 |
| Total debt securities | $20,792,000 | 3,558 |
| 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 | $20,763,000 | 3,485 |
| U.S. Government securities | $15,413,000 | 2,971 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $15,413,000 | 2,799 |
| Securities issued by states & political subdivisions | $876,000 | 3,906 |
| Other domestic debt securities | $4,474,000 | 1,197 |
| Privately issued residential mortgage-backed securities | $4,474,000 | 290 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,359,000 | 2,589 |
| Mortgage-backed securities | $19,887,000 | 2,083 |
| Certificates of participation in pools of residential mortgages | $4,872,000 | 2,786 |
| Issued or guaranteed by U.S. | $398,000 | 3,647 |
| Privately issued | $4,474,000 | 121 |
| Collaterized mortgage obligations | $15,015,000 | 897 |
| CMOs issued by government agencies or sponsored agencies | $15,015,000 | 861 |
| 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) | $20,763,000 | 3,276 |
| Total debt securities | $20,762,000 | 3,459 |
| 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 | $18,792,000 | 3,493 |
| U.S. Government securities | $17,546,000 | 2,676 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $17,546,000 | 2,544 |
| Securities issued by states & political subdivisions | $1,246,000 | 3,829 |
| 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 | $8,100,000 | 2,793 |
| Mortgage-backed securities | $17,546,000 | 2,143 |
| Certificates of participation in pools of residential mortgages | $486,000 | 3,695 |
| Issued or guaranteed by U.S. | $486,000 | 3,620 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $17,060,000 | 836 |
| CMOs issued by government agencies or sponsored agencies | $17,060,000 | 802 |
| 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) | $18,792,000 | 3,281 |
| Total debt securities | $18,792,000 | 3,470 |
| 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 | $16,691,000 | 3,550 |
| U.S. Government securities | $15,141,000 | 2,800 |
| U.S. Treasury securities | $2,005,000 | 827 |
| U.S. Government agency obligations | $13,136,000 | 2,821 |
| Securities issued by states & political subdivisions | $1,550,000 | 3,720 |
| 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 | $12,362,000 | 2,399 |
| Mortgage-backed securities | $13,136,000 | 2,387 |
| Certificates of participation in pools of residential mortgages | $507,000 | 3,683 |
| Issued or guaranteed by U.S. | $507,000 | 3,601 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $12,629,000 | 1,004 |
| CMOs issued by government agencies or sponsored agencies | $12,629,000 | 973 |
| 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) | $16,691,000 | 3,331 |
| Total debt securities | $16,692,000 | 3,526 |
| 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 | $18,713,000 | 3,392 |
| U.S. Government securities | $17,165,000 | 2,655 |
| U.S. Treasury securities | $2,515,000 | 787 |
| U.S. Government agency obligations | $14,650,000 | 2,724 |
| Securities issued by states & political subdivisions | $1,548,000 | 3,716 |
| 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 | $6,771,000 | 2,959 |
| Mortgage-backed securities | $14,650,000 | 2,294 |
| Certificates of participation in pools of residential mortgages | $524,000 | 3,679 |
| Issued or guaranteed by U.S. | $524,000 | 3,598 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $14,126,000 | 966 |
| CMOs issued by government agencies or sponsored agencies | $14,126,000 | 933 |
| 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) | $18,713,000 | 3,179 |
| Total debt securities | $18,713,000 | 3,369 |
| 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 | $14,512,000 | 3,673 |
| U.S. Government securities | $12,267,000 | 3,094 |
| U.S. Treasury securities | $2,527,000 | 813 |
| U.S. Government agency obligations | $9,740,000 | 3,186 |
| Securities issued by states & political subdivisions | $2,245,000 | 3,510 |
| 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 | $8,951,000 | 2,675 |
| Mortgage-backed securities | $9,740,000 | 2,667 |
| Certificates of participation in pools of residential mortgages | $1,275,000 | 3,437 |
| Issued or guaranteed by U.S. | $1,275,000 | 3,337 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $8,465,000 | 1,276 |
| CMOs issued by government agencies or sponsored agencies | $8,465,000 | 1,241 |
| 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) | $14,512,000 | 3,435 |
| Total debt securities | $14,512,000 | 3,651 |
| 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 | $15,247,000 | 3,662 |
| U.S. Government securities | $12,986,000 | 3,095 |
| U.S. Treasury securities | $4,018,000 | 745 |
| U.S. Government agency obligations | $8,968,000 | 3,348 |
| Securities issued by states & political subdivisions | $2,261,000 | 3,509 |
| 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 | $9,442,000 | 2,674 |
| Mortgage-backed securities | $8,968,000 | 2,716 |
| Certificates of participation in pools of residential mortgages | $1,356,000 | 3,400 |
| Issued or guaranteed by U.S. | $1,356,000 | 3,305 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $7,612,000 | 1,333 |
| CMOs issued by government agencies or sponsored agencies | $7,612,000 | 1,298 |
| 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) | $15,247,000 | 3,418 |
| Total debt securities | $15,247,000 | 3,640 |
| 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 | $15,732,000 | 3,686 |
| U.S. Government securities | $13,464,000 | 3,096 |
| U.S. Treasury securities | $4,016,000 | 751 |
| U.S. Government agency obligations | $9,448,000 | 3,324 |
| Securities issued by states & political subdivisions | $2,268,000 | 3,535 |
| 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 | $11,863,000 | 2,461 |
| Mortgage-backed securities | $9,448,000 | 2,642 |
| Certificates of participation in pools of residential mortgages | $1,446,000 | 3,393 |
| Issued or guaranteed by U.S. | $1,446,000 | 3,294 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $8,002,000 | 1,317 |
| CMOs issued by government agencies or sponsored agencies | $8,002,000 | 1,280 |
| 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) | $15,732,000 | 3,430 |
| Total debt securities | $15,732,000 | 3,664 |
| 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 | $16,239,000 | 3,709 |
| U.S. Government securities | $13,976,000 | 3,101 |
| U.S. Treasury securities | $4,015,000 | 749 |
| U.S. Government agency obligations | $9,961,000 | 3,346 |
| Securities issued by states & political subdivisions | $2,263,000 | 3,586 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,257,000 | 2,471 |
| Mortgage-backed securities | $9,961,000 | 2,627 |
| Certificates of participation in pools of residential mortgages | $1,568,000 | 3,353 |
| Issued or guaranteed by U.S. | $1,568,000 | 3,270 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $8,393,000 | 1,280 |
| CMOs issued by government agencies or sponsored agencies | $8,393,000 | 1,241 |
| 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) | $16,239,000 | 3,450 |
| Total debt securities | $16,239,000 | 3,687 |
| 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 | $17,924,000 | 3,668 |
| U.S. Government securities | $14,691,000 | 3,067 |
| U.S. Treasury securities | $4,976,000 | 679 |
| U.S. Government agency obligations | $9,715,000 | 3,409 |
| Securities issued by states & political subdivisions | $3,233,000 | 3,450 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,292,000 | 2,520 |
| Mortgage-backed securities | $9,715,000 | 2,633 |
| Certificates of participation in pools of residential mortgages | $1,107,000 | 3,542 |
| Issued or guaranteed by U.S. | $1,107,000 | 3,455 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $8,608,000 | 1,267 |
| CMOs issued by government agencies or sponsored agencies | $8,608,000 | 1,220 |
| 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) | $17,924,000 | 3,391 |
| Total debt securities | $17,924,000 | 3,642 |
| 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 | $19,305,000 | 3,593 |
| U.S. Government securities | $15,840,000 | 2,999 |
| U.S. Treasury securities | $5,935,000 | 609 |
| U.S. Government agency obligations | $9,905,000 | 3,433 |
| Securities issued by states & political subdivisions | $3,465,000 | 3,473 |
| 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 | $10,920,000 | 2,652 |
| Mortgage-backed securities | $9,905,000 | 2,623 |
| Certificates of participation in pools of residential mortgages | $1,138,000 | 3,547 |
| Issued or guaranteed by U.S. | $1,138,000 | 3,475 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $8,767,000 | 1,243 |
| CMOs issued by government agencies or sponsored agencies | $8,767,000 | 1,200 |
| 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) | $19,305,000 | 3,330 |
| Total debt securities | $19,305,000 | 3,570 |
| 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 | $19,121,000 | 3,643 |
| U.S. Government securities | $15,550,000 | 3,058 |
| U.S. Treasury securities | $5,896,000 | 599 |
| U.S. Government agency obligations | $9,654,000 | 3,517 |
| Securities issued by states & political subdivisions | $3,571,000 | 3,478 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,716,000 | 2,474 |
| Mortgage-backed securities | $9,654,000 | 2,647 |
| Certificates of participation in pools of residential mortgages | $1,196,000 | 3,573 |
| Issued or guaranteed by U.S. | $1,196,000 | 3,545 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $8,458,000 | 1,250 |
| CMOs issued by government agencies or sponsored agencies | $8,458,000 | 1,209 |
| 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) | $19,121,000 | 3,371 |
| Total debt securities | $19,121,000 | 3,620 |
| 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 | $19,877,000 | 3,632 |
| U.S. Government securities | $16,045,000 | 3,019 |
| U.S. Treasury securities | $5,913,000 | 573 |
| U.S. Government agency obligations | $10,132,000 | 3,464 |
| Securities issued by states & political subdivisions | $3,832,000 | 3,483 |
| 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 | $10,047,000 | 2,775 |
| Mortgage-backed securities | $10,132,000 | 2,642 |
| Certificates of participation in pools of residential mortgages | $1,268,000 | 3,605 |
| Issued or guaranteed by U.S. | $1,268,000 | 3,433 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $8,864,000 | 1,223 |
| CMOs issued by government agencies or sponsored agencies | $8,864,000 | 1,179 |
| 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) | $19,877,000 | 3,364 |
| Total debt securities | $19,877,000 | 3,610 |
| 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 | $19,543,000 | 3,703 |
| U.S. Government securities | $15,464,000 | 3,145 |
| U.S. Treasury securities | $5,930,000 | 548 |
| U.S. Government agency obligations | $9,534,000 | 3,608 |
| Securities issued by states & political subdivisions | $4,079,000 | 3,483 |
| 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 | $12,359,000 | 2,593 |
| Mortgage-backed securities | $9,534,000 | 2,699 |
| Certificates of participation in pools of residential mortgages | $828,000 | 3,841 |
| Issued or guaranteed by U.S. | $828,000 | 3,833 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,706,000 | 1,224 |
| CMOs issued by government agencies or sponsored agencies | $8,706,000 | 1,181 |
| 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) | $19,543,000 | 3,414 |
| Total debt securities | $19,543,000 | 3,678 |
| 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 | $20,039,000 | 3,720 |
| U.S. Government securities | $15,939,000 | 3,130 |
| U.S. Treasury securities | $5,975,000 | 522 |
| U.S. Government agency obligations | $9,964,000 | 3,597 |
| Securities issued by states & political subdivisions | $4,100,000 | 3,536 |
| 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 | $9,928,000 | 2,858 |
| Mortgage-backed securities | $9,964,000 | 2,704 |
| Certificates of participation in pools of residential mortgages | $1,286,000 | 3,701 |
| Issued or guaranteed by U.S. | $1,286,000 | 3,695 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $8,678,000 | 1,222 |
| CMOs issued by government agencies or sponsored agencies | $8,678,000 | 1,178 |
| 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) | $20,039,000 | 3,444 |
| Total debt securities | $20,039,000 | 3,697 |
| 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 | $21,024,000 | 3,701 |
| U.S. Government securities | $16,611,000 | 3,096 |
| U.S. Treasury securities | $6,041,000 | 491 |
| U.S. Government agency obligations | $10,570,000 | 3,537 |
| Securities issued by states & political subdivisions | $4,413,000 | 3,521 |
| 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 | $12,442,000 | 2,642 |
| Mortgage-backed securities | $10,570,000 | 2,663 |
| Certificates of participation in pools of residential mortgages | $1,383,000 | 3,724 |
| Issued or guaranteed by U.S. | $1,383,000 | 3,718 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $9,187,000 | 1,190 |
| CMOs issued by government agencies or sponsored agencies | $9,187,000 | 1,142 |
| 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) | $21,024,000 | 3,412 |
| Total debt securities | $21,024,000 | 3,678 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $21,808,000 | 3,709 |
| U.S. Government securities | $17,144,000 | 3,115 |
| U.S. Treasury securities | $6,040,000 | 503 |
| U.S. Government agency obligations | $11,104,000 | 3,548 |
| Securities issued by states & political subdivisions | $4,664,000 | 3,521 |
| 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 | $10,895,000 | 2,810 |
| Mortgage-backed securities | $11,104,000 | 2,647 |
| Certificates of participation in pools of residential mortgages | $1,487,000 | 3,727 |
| Issued or guaranteed by U.S. | $1,487,000 | 3,721 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,617,000 | 1,174 |
| CMOs issued by government agencies or sponsored agencies | $9,617,000 | 1,123 |
| 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) | $21,808,000 | 3,409 |
| Total debt securities | $21,807,000 | 3,686 |
| 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 | $21,532,000 | 3,758 |
| U.S. Government securities | $16,476,000 | 3,194 |
| U.S. Treasury securities | $6,026,000 | 541 |
| U.S. Government agency obligations | $10,450,000 | 3,646 |
| Securities issued by states & political subdivisions | $5,056,000 | 3,479 |
| 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 | $14,631,000 | 2,499 |
| Mortgage-backed securities | $10,450,000 | 2,744 |
| Certificates of participation in pools of residential mortgages | $1,580,000 | 3,764 |
| Issued or guaranteed by U.S. | $1,580,000 | 3,759 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,870,000 | 1,221 |
| CMOs issued by government agencies or sponsored agencies | $8,870,000 | 1,164 |
| 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) | $21,532,000 | 3,451 |
| Total debt securities | $21,532,000 | 3,736 |
| 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 | $20,395,000 | 3,842 |
| U.S. Government securities | $15,352,000 | 3,272 |
| U.S. Treasury securities | $5,016,000 | 577 |
| U.S. Government agency obligations | $10,336,000 | 3,654 |
| Securities issued by states & political subdivisions | $5,043,000 | 3,494 |
| 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 | $16,257,000 | 2,360 |
| Mortgage-backed securities | $10,336,000 | 2,751 |
| Certificates of participation in pools of residential mortgages | $1,669,000 | 3,763 |
| Issued or guaranteed by U.S. | $1,669,000 | 3,756 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $8,667,000 | 1,217 |
| CMOs issued by government agencies or sponsored agencies | $8,667,000 | 1,163 |
| 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) | $20,395,000 | 3,529 |
| Total debt securities | $20,395,000 | 3,816 |
| 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 | $19,967,000 | 3,867 |
| U.S. Government securities | $15,142,000 | 3,289 |
| U.S. Treasury securities | $4,622,000 | 547 |
| U.S. Government agency obligations | $10,520,000 | 3,656 |
| Securities issued by states & political subdivisions | $4,825,000 | 3,560 |
| 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 | $12,695,000 | 2,663 |
| Mortgage-backed securities | $10,520,000 | 2,733 |
| Certificates of participation in pools of residential mortgages | $1,836,000 | 3,749 |
| Issued or guaranteed by U.S. | $1,836,000 | 3,746 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,684,000 | 1,235 |
| CMOs issued by government agencies or sponsored agencies | $8,684,000 | 1,178 |
| 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) | $19,967,000 | 3,554 |
| Total debt securities | $19,967,000 | 3,843 |
| 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 | $21,122,000 | 3,854 |
| U.S. Government securities | $15,829,000 | 3,312 |
| U.S. Treasury securities | $5,161,000 | 511 |
| U.S. Government agency obligations | $10,668,000 | 3,750 |
| Securities issued by states & political subdivisions | $5,293,000 | 3,491 |
| 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 | $12,766,000 | 2,710 |
| Mortgage-backed securities | $10,356,000 | 2,794 |
| Certificates of participation in pools of residential mortgages | $2,231,000 | 3,649 |
| Issued or guaranteed by U.S. | $2,231,000 | 3,644 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $8,125,000 | 1,289 |
| CMOs issued by government agencies or sponsored agencies | $8,125,000 | 1,228 |
| 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) | $21,122,000 | 3,544 |
| Total debt securities | $21,122,000 | 3,824 |
| 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 | $21,178,000 | 3,904 |
| U.S. Government securities | $15,247,000 | 3,443 |
| U.S. Treasury securities | $5,100,000 | 524 |
| U.S. Government agency obligations | $10,147,000 | 3,914 |
| Securities issued by states & political subdivisions | $5,931,000 | 3,369 |
| 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 | $12,687,000 | 2,770 |
| Mortgage-backed securities | $9,837,000 | 2,865 |
| Certificates of participation in pools of residential mortgages | $2,843,000 | 3,523 |
| Issued or guaranteed by U.S. | $2,843,000 | 3,520 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,994,000 | 1,415 |
| CMOs issued by government agencies or sponsored agencies | $6,994,000 | 1,352 |
| 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) | $21,178,000 | 3,579 |
| Total debt securities | $21,178,000 | 3,879 |
| 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 | $20,798,000 | 3,962 |
| U.S. Government securities | $14,620,000 | 3,573 |
| U.S. Treasury securities | $5,031,000 | 561 |
| U.S. Government agency obligations | $9,589,000 | 4,025 |
| Securities issued by states & political subdivisions | $6,178,000 | 3,344 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,501,000 | 2,708 |
| Mortgage-backed securities | $9,281,000 | 2,920 |
| Certificates of participation in pools of residential mortgages | $2,995,000 | 3,497 |
| Issued or guaranteed by U.S. | $2,995,000 | 3,493 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,286,000 | 1,499 |
| CMOs issued by government agencies or sponsored agencies | $6,286,000 | 1,433 |
| 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) | $20,798,000 | 3,627 |
| Total debt securities | $20,798,000 | 3,937 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $19,782,000 | 4,119 |
| U.S. Government securities | $13,342,000 | 3,775 |
| U.S. Treasury securities | $3,047,000 | 670 |
| U.S. Government agency obligations | $10,295,000 | 4,021 |
| Securities issued by states & political subdivisions | $6,440,000 | 3,329 |
| 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 | $14,215,000 | 2,662 |
| Mortgage-backed securities | $9,986,000 | 2,882 |
| Certificates of participation in pools of residential mortgages | $3,210,000 | 3,486 |
| Issued or guaranteed by U.S. | $3,210,000 | 3,481 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $6,776,000 | 1,465 |
| CMOs issued by government agencies or sponsored agencies | $6,776,000 | 1,394 |
| 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) | $19,782,000 | 3,768 |
| Total debt securities | $19,782,000 | 4,090 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $21,749,000 | 4,058 |
| U.S. Government securities | $14,645,000 | 3,736 |
| U.S. Treasury securities | $3,027,000 | 685 |
| U.S. Government agency obligations | $11,618,000 | 3,973 |
| Securities issued by states & political subdivisions | $7,104,000 | 3,241 |
| 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 | $14,853,000 | 2,622 |
| Mortgage-backed securities | $10,814,000 | 2,863 |
| Certificates of participation in pools of residential mortgages | $3,406,000 | 3,523 |
| Issued or guaranteed by U.S. | $3,406,000 | 3,519 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,408,000 | 1,460 |
| CMOs issued by government agencies or sponsored agencies | $7,408,000 | 1,393 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $21,749,000 | 3,711 |
| Total debt securities | $21,749,000 | 4,036 |
| 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 | $22,617,000 | 4,024 |
| U.S. Government securities | $15,065,000 | 3,763 |
| U.S. Treasury securities | $3,040,000 | 674 |
| U.S. Government agency obligations | $12,025,000 | 3,998 |
| Securities issued by states & political subdivisions | $7,552,000 | 3,173 |
| 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 | $15,603,000 | 2,588 |
| Mortgage-backed securities | $11,219,000 | 2,870 |
| Certificates of participation in pools of residential mortgages | $3,638,000 | 3,539 |
| Issued or guaranteed by U.S. | $3,638,000 | 3,535 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $7,581,000 | 1,482 |
| CMOs issued by government agencies or sponsored agencies | $7,581,000 | 1,412 |
| 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) | $22,617,000 | 3,676 |
| Total debt securities | $22,622,000 | 4,001 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $23,503,000 | 4,010 |
| U.S. Government securities | $15,961,000 | 3,723 |
| U.S. Treasury securities | $3,000,000 | 704 |
| U.S. Government agency obligations | $12,961,000 | 3,937 |
| Securities issued by states & political subdivisions | $7,542,000 | 3,211 |
| 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 | $16,379,000 | 2,530 |
| Mortgage-backed securities | $12,165,000 | 2,811 |
| Certificates of participation in pools of residential mortgages | $3,856,000 | 3,551 |
| Issued or guaranteed by U.S. | $3,856,000 | 3,545 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $8,309,000 | 1,439 |
| CMOs issued by government agencies or sponsored agencies | $8,309,000 | 1,372 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $23,503,000 | 3,658 |
| Total debt securities | $23,503,000 | 3,986 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $24,782,000 | 4,000 |
| U.S. Government securities | $17,064,000 | 3,691 |
| U.S. Treasury securities | $2,992,000 | 710 |
| U.S. Government agency obligations | $14,072,000 | 3,918 |
| Securities issued by states & political subdivisions | $7,467,000 | 3,251 |
| Other domestic debt securities | $251,000 | 2,231 |
| 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 | $251,000 | 1,775 |
| 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 | $14,608,000 | 2,698 |
| Mortgage-backed securities | $13,280,000 | 2,784 |
| Certificates of participation in pools of residential mortgages | $4,055,000 | 3,591 |
| Issued or guaranteed by U.S. | $4,055,000 | 3,589 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $9,225,000 | 1,404 |
| CMOs issued by government agencies or sponsored agencies | $9,225,000 | 1,326 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $24,782,000 | 3,651 |
| Total debt securities | $24,782,000 | 3,965 |
| 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 | $26,051,000 | 3,947 |
| U.S. Government securities | $18,157,000 | 3,640 |
| U.S. Treasury securities | $2,998,000 | 663 |
| U.S. Government agency obligations | $15,159,000 | 3,855 |
| Securities issued by states & political subdivisions | $7,640,000 | 3,258 |
| Other domestic debt securities | $254,000 | 2,285 |
| 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 | $254,000 | 1,831 |
| 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 | $15,043,000 | 2,662 |
| Mortgage-backed securities | $14,361,000 | 2,732 |
| Certificates of participation in pools of residential mortgages | $4,305,000 | 3,582 |
| Issued or guaranteed by U.S. | $4,305,000 | 3,581 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $10,056,000 | 1,355 |
| CMOs issued by government agencies or sponsored agencies | $10,056,000 | 1,288 |
| 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) | $26,051,000 | 3,603 |
| Total debt securities | $26,051,000 | 3,917 |
| 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 | $25,205,000 | 4,042 |
| U.S. Government securities | $17,344,000 | 3,757 |
| U.S. Treasury securities | $1,487,000 | 780 |
| U.S. Government agency obligations | $15,857,000 | 3,817 |
| Securities issued by states & political subdivisions | $7,605,000 | 3,279 |
| Other domestic debt securities | $256,000 | 2,345 |
| 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 | $256,000 | 1,879 |
| 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 | $12,113,000 | 3,010 |
| Mortgage-backed securities | $15,065,000 | 2,683 |
| Certificates of participation in pools of residential mortgages | $4,490,000 | 3,576 |
| Issued or guaranteed by U.S. | $4,490,000 | 3,575 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $10,575,000 | 1,314 |
| CMOs issued by government agencies or sponsored agencies | $10,575,000 | 1,256 |
| 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) | $25,205,000 | 3,679 |
| Total debt securities | $25,205,000 | 4,015 |
| 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 | $22,624,000 | 4,232 |
| U.S. Government securities | $14,784,000 | 4,026 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $14,784,000 | 3,926 |
| Securities issued by states & political subdivisions | $7,582,000 | 3,288 |
| Other domestic debt securities | $258,000 | 2,396 |
| 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 | $258,000 | 1,922 |
| 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 | $14,384,000 | 2,755 |
| Mortgage-backed securities | $13,999,000 | 2,773 |
| Certificates of participation in pools of residential mortgages | $3,573,000 | 3,809 |
| Issued or guaranteed by U.S. | $3,573,000 | 3,806 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $10,426,000 | 1,338 |
| CMOs issued by government agencies or sponsored agencies | $10,426,000 | 1,267 |
| 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) | $22,624,000 | 3,875 |
| Total debt securities | $22,623,000 | 4,207 |
| 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 | $23,281,000 | 4,211 |
| U.S. Government securities | $15,421,000 | 3,991 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $15,421,000 | 3,888 |
| Securities issued by states & political subdivisions | $7,601,000 | 3,297 |
| Other domestic debt securities | $259,000 | 2,453 |
| 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 | $259,000 | 1,957 |
| 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 | $14,936,000 | 2,658 |
| Mortgage-backed securities | $14,634,000 | 2,747 |
| Certificates of participation in pools of residential mortgages | $3,783,000 | 3,770 |
| Issued or guaranteed by U.S. | $3,783,000 | 3,765 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $10,851,000 | 1,319 |
| CMOs issued by government agencies or sponsored agencies | $10,851,000 | 1,256 |
| 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) | $23,281,000 | 3,857 |
| Total debt securities | $23,280,000 | 4,183 |
| 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 | $25,267,000 | 4,064 |
| U.S. Government securities | $16,424,000 | 3,872 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $16,424,000 | 3,778 |
| Securities issued by states & political subdivisions | $8,061,000 | 3,206 |
| Other domestic debt securities | $782,000 | 2,135 |
| 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 | $782,000 | 1,674 |
| 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 | $15,100,000 | 2,625 |
| Mortgage-backed securities | $15,637,000 | 2,675 |
| Certificates of participation in pools of residential mortgages | $4,021,000 | 3,701 |
| Issued or guaranteed by U.S. | $4,021,000 | 3,696 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $11,616,000 | 1,287 |
| CMOs issued by government agencies or sponsored agencies | $11,616,000 | 1,220 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $25,267,000 | 3,736 |
| Total debt securities | $25,267,000 | 4,030 |
| 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 | $22,562,000 | 4,278 |
| U.S. Government securities | $14,645,000 | 4,108 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $14,645,000 | 4,008 |
| Securities issued by states & political subdivisions | $7,125,000 | 3,353 |
| Other domestic debt securities | $792,000 | 2,123 |
| 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 | $792,000 | 1,645 |
| 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 | $9,795,000 | 3,351 |
| Mortgage-backed securities | $14,645,000 | 2,797 |
| Certificates of participation in pools of residential mortgages | $3,330,000 | 3,942 |
| Issued or guaranteed by U.S. | $3,330,000 | 3,938 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $11,315,000 | 1,348 |
| CMOs issued by government agencies or sponsored agencies | $11,315,000 | 1,273 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $22,562,000 | 3,959 |
| Total debt securities | $22,562,000 | 4,250 |
| 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 | $22,445,000 | 4,257 |
| U.S. Government securities | $14,767,000 | 4,031 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $14,767,000 | 3,933 |
| Securities issued by states & political subdivisions | $6,885,000 | 3,364 |
| Other domestic debt securities | $793,000 | 2,129 |
| 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 | $793,000 | 1,621 |
| 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 | $10,616,000 | 3,208 |
| Mortgage-backed securities | $14,767,000 | 2,804 |
| Certificates of participation in pools of residential mortgages | $3,090,000 | 4,005 |
| Issued or guaranteed by U.S. | $3,090,000 | 4,001 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $11,677,000 | 1,380 |
| CMOs issued by government agencies or sponsored agencies | $11,677,000 | 1,296 |
| 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) | $22,445,000 | 3,921 |
| Total debt securities | $22,445,000 | 4,232 |
| 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 | $21,312,000 | 4,421 |
| U.S. Government securities | $13,596,000 | 4,292 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $13,596,000 | 4,198 |
| Securities issued by states & political subdivisions | $6,669,000 | 3,380 |
| Other domestic debt securities | $1,047,000 | 1,988 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $1,047,000 | 1,489 |
| 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 | $9,142,000 | 3,476 |
| Mortgage-backed securities | $13,596,000 | 3,055 |
| Certificates of participation in pools of residential mortgages | $2,956,000 | 4,172 |
| Issued or guaranteed by U.S. | $2,956,000 | 4,170 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $10,640,000 | 1,533 |
| CMOs issued by government agencies or sponsored agencies | $10,640,000 | 1,430 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $21,312,000 | 4,070 |
| Total debt securities | $21,312,000 | 4,384 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $22,324,000 | 4,373 |
| U.S. Government securities | $14,377,000 | 4,240 |
| U.S. Treasury securities | $539,000 | 866 |
| U.S. Government agency obligations | $13,838,000 | 4,216 |
| Securities issued by states & political subdivisions | $6,660,000 | 3,324 |
| Other domestic debt securities | $1,287,000 | 1,882 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $1,287,000 | 1,416 |
| 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 | $9,982,000 | 3,346 |
| Mortgage-backed securities | $13,838,000 | 3,059 |
| Certificates of participation in pools of residential mortgages | $3,221,000 | 4,141 |
| Issued or guaranteed by U.S. | $3,221,000 | 4,139 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $10,617,000 | 1,554 |
| CMOs issued by government agencies or sponsored agencies | $10,617,000 | 1,447 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $22,324,000 | 4,028 |
| Total debt securities | $22,324,000 | 4,340 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $21,827,000 | 4,450 |
| U.S. Government securities | $14,018,000 | 4,397 |
| U.S. Treasury securities | $786,000 | 910 |
| U.S. Government agency obligations | $13,232,000 | 4,395 |
| Securities issued by states & political subdivisions | $6,508,000 | 3,267 |
| Other domestic debt securities | $1,301,000 | 1,856 |
| 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 | $1,301,000 | 1,399 |
| 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 | $9,105,000 | 3,526 |
| Mortgage-backed securities | $13,232,000 | 3,111 |
| Certificates of participation in pools of residential mortgages | $3,094,000 | 4,183 |
| Issued or guaranteed by U.S. | $3,094,000 | 4,179 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $9,647,000 | 1,638 |
| CMOs issued by government agencies or sponsored agencies | $9,647,000 | 1,539 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $491,000 | 471 |
| Commercial mortgage pass-through securities | $491,000 | 328 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $21,827,000 | 4,099 |
| Total debt securities | $21,827,000 | 4,418 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $22,884,000 | 4,291 |
| U.S. Government securities | $15,064,000 | 4,193 |
| U.S. Treasury securities | $793,000 | 842 |
| U.S. Government agency obligations | $14,271,000 | 4,207 |
| Securities issued by states & political subdivisions | $6,545,000 | 3,220 |
| Other domestic debt securities | $1,275,000 | 1,841 |
| 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 | $1,275,000 | 1,325 |
| 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 | $11,828,000 | 2,959 |
| Mortgage-backed securities | $14,271,000 | 2,946 |
| Certificates of participation in pools of residential mortgages | $3,359,000 | 4,018 |
| Issued or guaranteed by U.S. | $3,359,000 | 4,013 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $10,404,000 | 1,553 |
| CMOs issued by government agencies or sponsored agencies | $10,404,000 | 1,405 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $508,000 | 398 |
| Commercial mortgage pass-through securities | $508,000 | 273 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $22,884,000 | 3,942 |
| Total debt securities | $22,884,000 | 4,262 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $21,869,000 | 4,322 |
| U.S. Government securities | $13,628,000 | 4,357 |
| U.S. Treasury securities | $790,000 | 887 |
| U.S. Government agency obligations | $12,838,000 | 4,377 |
| Securities issued by states & political subdivisions | $6,953,000 | 3,082 |
| Other domestic debt securities | $1,288,000 | 1,834 |
| 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 | $1,288,000 | 1,302 |
| 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 | $10,802,000 | 3,067 |
| Mortgage-backed securities | $12,838,000 | 3,024 |
| Certificates of participation in pools of residential mortgages | $3,365,000 | 3,974 |
| Issued or guaranteed by U.S. | $3,365,000 | 3,960 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $9,473,000 | 1,627 |
| CMOs issued by government agencies or sponsored agencies | $9,473,000 | 1,467 |
| 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) | $21,869,000 | 3,966 |
| Total debt securities | $21,869,000 | 4,284 |
| 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 | $22,604,000 | 4,290 |
| U.S. Government securities | $14,083,000 | 4,398 |
| U.S. Treasury securities | $1,264,000 | 832 |
| U.S. Government agency obligations | $12,819,000 | 4,477 |
| Securities issued by states & political subdivisions | $6,687,000 | 3,095 |
| Other domestic debt securities | $1,834,000 | 1,610 |
| 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 | $1,834,000 | 1,082 |
| 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 | $11,382,000 | 2,995 |
| Mortgage-backed securities | $12,819,000 | 2,985 |
| Certificates of participation in pools of residential mortgages | $3,630,000 | 3,871 |
| Issued or guaranteed by U.S. | $3,630,000 | 3,857 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $9,189,000 | 1,626 |
| CMOs issued by government agencies or sponsored agencies | $9,189,000 | 1,456 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $22,604,000 | 3,941 |
| Total debt securities | $22,604,000 | 4,255 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $21,340,000 | 4,388 |
| U.S. Government securities | $12,426,000 | 4,644 |
| U.S. Treasury securities | $1,204,000 | 874 |
| U.S. Government agency obligations | $11,222,000 | 4,683 |
| Securities issued by states & political subdivisions | $7,078,000 | 2,951 |
| Other domestic debt securities | $1,836,000 | 1,649 |
| 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 | $1,836,000 | 1,102 |
| 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 | $10,539,000 | 3,118 |
| Mortgage-backed securities | $11,222,000 | 3,092 |
| Certificates of participation in pools of residential mortgages | $3,270,000 | 3,899 |
| Issued or guaranteed by U.S. | $3,270,000 | 3,888 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $7,952,000 | 1,693 |
| CMOs issued by government agencies or sponsored agencies | $7,952,000 | 1,510 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $21,340,000 | 4,040 |
| Total debt securities | $21,340,000 | 4,354 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $20,607,000 | 4,324 |
| U.S. Government securities | $11,696,000 | 4,576 |
| U.S. Treasury securities | $697,000 | 1,016 |
| U.S. Government agency obligations | $10,999,000 | 4,576 |
| Securities issued by states & political subdivisions | $7,075,000 | 2,965 |
| Other domestic debt securities | $1,836,000 | 1,753 |
| 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 | $1,836,000 | 1,093 |
| 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 | $10,906,000 | 3,030 |
| Mortgage-backed securities | $10,999,000 | 3,039 |
| Certificates of participation in pools of residential mortgages | $3,533,000 | 3,733 |
| Issued or guaranteed by U.S. | $3,533,000 | 3,722 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $7,466,000 | 1,700 |
| CMOs issued by government agencies or sponsored agencies | $7,466,000 | 1,511 |
| 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) | $20,607,000 | 3,975 |
| Total debt securities | $20,607,000 | 4,292 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $18,566,000 | 4,525 |
| U.S. Government securities | $11,598,000 | 4,554 |
| U.S. Treasury securities | $249,000 | 1,095 |
| U.S. Government agency obligations | $11,349,000 | 4,474 |
| Securities issued by states & political subdivisions | $5,383,000 | 3,272 |
| Other domestic debt securities | $1,585,000 | 1,862 |
| 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 | $1,585,000 | 1,146 |
| 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 | $5,758,000 | 4,035 |
| Mortgage-backed securities | $11,349,000 | 2,997 |
| Certificates of participation in pools of residential mortgages | $3,621,000 | 3,705 |
| Issued or guaranteed by U.S. | $3,621,000 | 3,697 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $7,728,000 | 1,664 |
| CMOs issued by government agencies or sponsored agencies | $7,728,000 | 1,463 |
| 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) | $18,566,000 | 4,132 |
| Total debt securities | $18,566,000 | 4,487 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $16,176,000 | 4,848 |
| U.S. Government securities | $10,040,000 | 4,919 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $10,040,000 | 4,805 |
| Securities issued by states & political subdivisions | $4,831,000 | 3,340 |
| Other domestic debt securities | $1,305,000 | 1,983 |
| 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 | $1,305,000 | 1,198 |
| 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 | $320,000 | 6,106 |
| Mortgage-backed securities | $9,455,000 | 3,229 |
| Certificates of participation in pools of residential mortgages | $3,148,000 | 3,876 |
| Issued or guaranteed by U.S. | $3,148,000 | 3,869 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $6,307,000 | 1,737 |
| CMOs issued by government agencies or sponsored agencies | $6,307,000 | 1,511 |
| 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) | $16,176,000 | 4,429 |
| Total debt securities | $16,176,000 | 4,809 |
| 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 | $17,702,000 | 4,707 |
| U.S. Government securities | $11,689,000 | 4,663 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $11,689,000 | 4,549 |
| Securities issued by states & political subdivisions | $4,426,000 | 3,431 |
| Other domestic debt securities | $1,587,000 | 1,902 |
| 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 | $1,587,000 | 1,119 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,335,000 | 5,687 |
| Mortgage-backed securities | $10,237,000 | 3,175 |
| Certificates of participation in pools of residential mortgages | $3,675,000 | 3,832 |
| Issued or guaranteed by U.S. | $3,675,000 | 3,825 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $6,562,000 | 1,680 |
| CMOs issued by government agencies or sponsored agencies | $6,562,000 | 1,439 |
| 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) | $17,702,000 | 4,283 |
| Total debt securities | $17,702,000 | 4,663 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $17,475,000 | 4,689 |
| U.S. Government securities | $11,415,000 | 4,715 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $11,415,000 | 4,613 |
| Securities issued by states & political subdivisions | $4,469,000 | 3,417 |
| Other domestic debt securities | $1,591,000 | 1,958 |
| 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 | $1,591,000 | 1,154 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,715,000 | 5,585 |
| Mortgage-backed securities | $9,950,000 | 3,268 |
| Certificates of participation in pools of residential mortgages | $3,592,000 | 3,932 |
| Issued or guaranteed by U.S. | $3,592,000 | 3,923 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $6,358,000 | 1,686 |
| CMOs issued by government agencies or sponsored agencies | $6,358,000 | 1,422 |
| 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) | $17,475,000 | 4,265 |
| Total debt securities | $17,475,000 | 4,650 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $16,115,000 | 4,917 |
| U.S. Government securities | $10,491,000 | 4,914 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $10,491,000 | 4,819 |
| Securities issued by states & political subdivisions | $3,781,000 | 3,638 |
| Other domestic debt securities | $1,843,000 | 1,987 |
| 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 | $1,843,000 | 1,173 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,777,000 | 5,579 |
| Mortgage-backed securities | $9,012,000 | 3,482 |
| Certificates of participation in pools of residential mortgages | $3,133,000 | 4,181 |
| Issued or guaranteed by U.S. | $3,133,000 | 4,173 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $5,879,000 | 1,721 |
| CMOs issued by government agencies or sponsored agencies | $5,879,000 | 1,428 |
| 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) | $16,115,000 | 4,482 |
| Total debt securities | $16,115,000 | 4,874 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $15,649,000 | 4,964 |
| U.S. Government securities | $10,171,000 | 4,958 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $10,171,000 | 4,866 |
| Securities issued by states & political subdivisions | $3,169,000 | 3,825 |
| Other domestic debt securities | $2,309,000 | 1,851 |
| 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 | $2,309,000 | 1,058 |
| 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 | $1,316,000 | 5,797 |
| Mortgage-backed securities | $8,689,000 | 3,560 |
| Certificates of participation in pools of residential mortgages | $3,104,000 | 4,259 |
| Issued or guaranteed by U.S. | $3,104,000 | 4,245 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $5,585,000 | 1,749 |
| CMOs issued by government agencies or sponsored agencies | $5,585,000 | 1,437 |
| 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) | $15,649,000 | 4,522 |
| Total debt securities | $15,649,000 | 4,918 |
| 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 | $15,393,000 | 5,018 |
| U.S. Government securities | $9,419,000 | 5,205 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $9,419,000 | 5,125 |
| Securities issued by states & political subdivisions | $4,023,000 | 3,448 |
| Other domestic debt securities | $1,951,000 | 1,895 |
| 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 | $1,951,000 | 1,164 |
| 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 | $1,548,000 | 5,738 |
| Mortgage-backed securities | $7,928,000 | 3,759 |
| Certificates of participation in pools of residential mortgages | $3,152,000 | 4,341 |
| Issued or guaranteed by U.S. | $3,152,000 | 4,330 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,776,000 | 1,881 |
| CMOs issued by government agencies or sponsored agencies | $4,776,000 | 1,557 |
| 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) | $15,393,000 | 4,548 |
| Total debt securities | $15,393,000 | 4,980 |
| 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 | $14,793,000 | 5,150 |
| U.S. Government securities | $9,857,000 | 5,179 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $9,857,000 | 5,095 |
| Securities issued by states & political subdivisions | $3,672,000 | 3,531 |
| Other domestic debt securities | $1,264,000 | 2,142 |
| 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 | $1,264,000 | 1,385 |
| 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 | $3,382,000 | 5,066 |
| Mortgage-backed securities | $8,353,000 | 3,626 |
| Certificates of participation in pools of residential mortgages | $3,454,000 | 4,205 |
| Issued or guaranteed by U.S. | $3,454,000 | 4,192 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $4,899,000 | 1,797 |
| CMOs issued by government agencies or sponsored agencies | $4,899,000 | 1,516 |
| 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) | $14,793,000 | 4,640 |
| Total debt securities | $14,793,000 | 5,107 |
| 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 | $11,822,000 | 5,567 |
| U.S. Government securities | $8,379,000 | 5,486 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $8,379,000 | 5,395 |
| Securities issued by states & political subdivisions | $3,443,000 | 3,576 |
| 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 | $1,700,000 | 5,769 |
| Mortgage-backed securities | $7,502,000 | 3,655 |
| Certificates of participation in pools of residential mortgages | $2,968,000 | 4,293 |
| Issued or guaranteed by U.S. | $2,968,000 | 4,282 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,534,000 | 1,792 |
| CMOs issued by government agencies or sponsored agencies | $4,534,000 | 1,483 |
| 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) | $11,822,000 | 5,043 |
| Total debt securities | $11,822,000 | 5,526 |
| 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 | $12,176,000 | 5,554 |
| U.S. Government securities | $8,737,000 | 5,394 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,737,000 | 5,316 |
| Securities issued by states & political subdivisions | $3,439,000 | 3,597 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $856,000 | 6,178 |
| Mortgage-backed securities | $7,858,000 | 3,585 |
| Certificates of participation in pools of residential mortgages | $3,228,000 | 4,215 |
| Issued or guaranteed by U.S. | $3,228,000 | 4,200 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,630,000 | 1,769 |
| CMOs issued by government agencies or sponsored agencies | $4,630,000 | 1,472 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $12,176,000 | 5,057 |
| Total debt securities | $12,176,000 | 5,492 |
| 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 | $12,124,000 | 5,567 |
| U.S. Government securities | $8,365,000 | 5,490 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $8,365,000 | 5,403 |
| Securities issued by states & political subdivisions | $3,759,000 | 3,512 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,045,000 | 6,060 |
| Mortgage-backed securities | $7,459,000 | 3,573 |
| Certificates of participation in pools of residential mortgages | $2,686,000 | 4,324 |
| Issued or guaranteed by U.S. | $2,686,000 | 4,307 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,773,000 | 1,720 |
| CMOs issued by government agencies or sponsored agencies | $4,773,000 | 1,426 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $12,124,000 | 5,066 |
| Total debt securities | $12,124,000 | 5,497 |
| 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 | $9,514,000 | 6,112 |
| U.S. Government securities | $6,188,000 | 6,237 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $6,188,000 | 6,131 |
| Securities issued by states & political subdivisions | $3,326,000 | 3,658 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,360,000 | 5,980 |
| Mortgage-backed securities | $5,427,000 | 3,734 |
| Certificates of participation in pools of residential mortgages | $1,571,000 | 4,597 |
| Issued or guaranteed by U.S. | $1,571,000 | 4,578 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,856,000 | 1,802 |
| CMOs issued by government agencies or sponsored agencies | $3,856,000 | 1,517 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $9,514,000 | 5,532 |
| Total debt securities | $9,514,000 | 6,041 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $6,859,000 | 6,728 |
| U.S. Government securities | $4,689,000 | 6,770 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $4,689,000 | 6,658 |
| Securities issued by states & political subdivisions | $2,170,000 | 4,181 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,398,000 | 5,984 |
| Mortgage-backed securities | $3,687,000 | 4,080 |
| Certificates of participation in pools of residential mortgages | $1,687,000 | 4,382 |
| Issued or guaranteed by U.S. | $1,687,000 | 4,369 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,000,000 | 2,183 |
| CMOs issued by government agencies or sponsored agencies | $2,000,000 | 1,889 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $6,859,000 | 6,094 |
| Total debt securities | $6,859,000 | 6,676 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $6,714,000 | 6,808 |
| U.S. Government securities | $4,063,000 | 6,972 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $4,063,000 | 6,853 |
| Securities issued by states & political subdivisions | $2,651,000 | 3,949 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,432,000 | 6,029 |
| Mortgage-backed securities | $3,567,000 | 4,094 |
| Certificates of participation in pools of residential mortgages | $1,615,000 | 4,410 |
| Issued or guaranteed by U.S. | $1,615,000 | 4,397 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,952,000 | 2,168 |
| CMOs issued by government agencies or sponsored agencies | $1,952,000 | 1,888 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $6,714,000 | 6,146 |
| Total debt securities | $6,714,000 | 6,758 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $8,043,000 | 6,530 |
| U.S. Government securities | $4,928,000 | 6,797 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $4,928,000 | 6,661 |
| Securities issued by states & political subdivisions | $3,115,000 | 3,745 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,981,000 | 5,780 |
| Mortgage-backed securities | $3,686,000 | 4,033 |
| Certificates of participation in pools of residential mortgages | $1,773,000 | 4,319 |
| Issued or guaranteed by U.S. | $1,773,000 | 4,302 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,913,000 | 2,148 |
| CMOs issued by government agencies or sponsored agencies | $1,913,000 | 1,876 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $8,043,000 | 5,870 |
| Total debt securities | $8,043,000 | 6,475 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $8,557,000 | 6,469 |
| U.S. Government securities | $5,438,000 | 6,681 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,438,000 | 6,551 |
| Securities issued by states & political subdivisions | $3,119,000 | 3,769 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,494,000 | 5,541 |
| Mortgage-backed securities | $3,704,000 | 4,032 |
| Certificates of participation in pools of residential mortgages | $1,860,000 | 4,259 |
| Issued or guaranteed by U.S. | $1,860,000 | 4,244 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,844,000 | 2,169 |
| CMOs issued by government agencies or sponsored agencies | $1,844,000 | 1,895 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $8,557,000 | 5,809 |
| Total debt securities | $8,557,000 | 6,409 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $8,656,000 | 6,499 |
| U.S. Government securities | $6,231,000 | 6,507 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $6,231,000 | 6,371 |
| Securities issued by states & political subdivisions | $2,425,000 | 4,066 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,780,000 | 5,457 |
| Mortgage-backed securities | $4,009,000 | 3,930 |
| Certificates of participation in pools of residential mortgages | $1,974,000 | 4,196 |
| Issued or guaranteed by U.S. | $1,974,000 | 4,176 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,035,000 | 2,067 |
| CMOs issued by government agencies or sponsored agencies | $2,035,000 | 1,809 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $8,656,000 | 5,806 |
| Total debt securities | $8,656,000 | 6,440 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $8,856,000 | 6,494 |
| U.S. Government securities | $6,465,000 | 6,444 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $6,465,000 | 6,307 |
| Securities issued by states & political subdivisions | $2,391,000 | 4,081 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,808,000 | 5,463 |
| Mortgage-backed securities | $4,262,000 | 3,821 |
| Certificates of participation in pools of residential mortgages | $2,080,000 | 4,140 |
| Issued or guaranteed by U.S. | $2,080,000 | 4,126 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,182,000 | 2,026 |
| CMOs issued by government agencies or sponsored agencies | $2,182,000 | 1,769 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $8,856,000 | 5,783 |
| Total debt securities | $8,856,000 | 6,433 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $10,021,000 | 6,270 |
| U.S. Government securities | $6,853,000 | 6,388 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $6,853,000 | 6,248 |
| Securities issued by states & political subdivisions | $2,760,000 | 3,915 |
| Other domestic debt securities | $408,000 | 2,598 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $408,000 | 2,062 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,890,000 | 5,427 |
| Mortgage-backed securities | $4,653,000 | 3,734 |
| Certificates of participation in pools of residential mortgages | $2,270,000 | 4,061 |
| Issued or guaranteed by U.S. | $2,270,000 | 4,047 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,383,000 | 1,973 |
| CMOs issued by government agencies or sponsored agencies | $2,383,000 | 1,722 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $10,021,000 | 5,573 |
| Total debt securities | $10,021,000 | 6,209 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $10,353,000 | 6,245 |
| U.S. Government securities | $7,181,000 | 6,291 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $7,181,000 | 6,155 |
| Securities issued by states & political subdivisions | $2,762,000 | 3,933 |
| Other domestic debt securities | $410,000 | 2,683 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $410,000 | 2,174 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,211,000 | 5,715 |
| Mortgage-backed securities | $4,982,000 | 3,692 |
| Certificates of participation in pools of residential mortgages | $2,404,000 | 4,015 |
| Issued or guaranteed by U.S. | $2,404,000 | 4,000 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,578,000 | 1,918 |
| CMOs issued by government agencies or sponsored agencies | $2,578,000 | 1,674 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $10,353,000 | 5,531 |
| Total debt securities | $10,353,000 | 6,188 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $11,034,000 | 6,129 |
| U.S. Government securities | $7,836,000 | 6,114 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $7,836,000 | 5,982 |
| Securities issued by states & political subdivisions | $2,785,000 | 3,928 |
| Other domestic debt securities | $413,000 | 2,735 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $413,000 | 2,236 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,537,000 | 5,582 |
| Mortgage-backed securities | $5,384,000 | 3,619 |
| Certificates of participation in pools of residential mortgages | $2,594,000 | 3,969 |
| Issued or guaranteed by U.S. | $2,594,000 | 3,956 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,790,000 | 1,876 |
| CMOs issued by government agencies or sponsored agencies | $2,790,000 | 1,639 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $11,034,000 | 5,409 |
| Total debt securities | $11,034,000 | 6,060 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $10,539,000 | 6,257 |
| U.S. Government securities | $7,296,000 | 6,320 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $7,296,000 | 6,192 |
| Securities issued by states & political subdivisions | $2,826,000 | 3,884 |
| Other domestic debt securities | $417,000 | 2,793 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $417,000 | 2,316 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,667,000 | 5,505 |
| Mortgage-backed securities | $4,823,000 | 3,839 |
| Certificates of participation in pools of residential mortgages | $2,886,000 | 3,916 |
| Issued or guaranteed by U.S. | $2,886,000 | 3,902 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,937,000 | 2,142 |
| CMOs issued by government agencies or sponsored agencies | $1,937,000 | 1,903 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $10,539,000 | 5,519 |
| Total debt securities | $10,538,000 | 6,189 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $10,575,000 | 6,337 |
| U.S. Government securities | $7,703,000 | 6,267 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,703,000 | 6,121 |
| Securities issued by states & political subdivisions | $2,454,000 | 4,088 |
| Other domestic debt securities | $418,000 | 2,848 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $418,000 | 2,392 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,370,000 | 4,507 |
| Mortgage-backed securities | $5,258,000 | 3,820 |
| Certificates of participation in pools of residential mortgages | $3,136,000 | 3,911 |
| Issued or guaranteed by U.S. | $3,136,000 | 3,901 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,122,000 | 2,105 |
| CMOs issued by government agencies or sponsored agencies | $2,122,000 | 1,886 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $10,575,000 | 5,590 |
| Total debt securities | $10,575,000 | 6,269 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $11,416,000 | 6,201 |
| U.S. Government securities | $8,203,000 | 6,118 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,203,000 | 5,975 |
| Securities issued by states & political subdivisions | $2,789,000 | 3,923 |
| Other domestic debt securities | $424,000 | 2,879 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $424,000 | 2,440 |
| 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 | $5,346,000 | 4,488 |
| Mortgage-backed securities | $5,717,000 | 3,734 |
| Certificates of participation in pools of residential mortgages | $3,397,000 | 3,853 |
| Issued or guaranteed by U.S. | $3,397,000 | 3,844 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,320,000 | 2,086 |
| CMOs issued by government agencies or sponsored agencies | $2,320,000 | 1,861 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $11,416,000 | 5,442 |
| Total debt securities | $11,416,000 | 6,135 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $11,956,000 | 6,109 |
| U.S. Government securities | $8,357,000 | 6,108 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $8,357,000 | 5,960 |
| Securities issued by states & political subdivisions | $2,653,000 | 3,975 |
| Other domestic debt securities | $946,000 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $946,000 | 2,062 |
| 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 | $5,809,000 | 4,335 |
| Mortgage-backed securities | $5,605,000 | 3,797 |
| Certificates of participation in pools of residential mortgages | $3,154,000 | 3,975 |
| Issued or guaranteed by U.S. | $3,154,000 | 3,965 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,451,000 | 2,044 |
| CMOs issued by government agencies or sponsored agencies | $2,451,000 | 1,827 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $11,956,000 | 5,335 |
| Total debt securities | $11,956,000 | 6,042 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $12,509,000 | 6,055 |
| U.S. Government securities | $8,690,000 | 6,108 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $8,690,000 | 5,951 |
| Securities issued by states & political subdivisions | $2,617,000 | 4,005 |
| Other domestic debt securities | $1,202,000 | 2,275 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,202,000 | 1,906 |
| 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 | $3,345,000 | 5,226 |
| Mortgage-backed securities | $5,968,000 | 3,775 |
| Certificates of participation in pools of residential mortgages | $3,455,000 | 3,917 |
| Issued or guaranteed by U.S. | $3,455,000 | 3,908 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,513,000 | 2,052 |
| CMOs issued by government agencies or sponsored agencies | $2,513,000 | 1,841 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $12,509,000 | 5,309 |
| Total debt securities | $12,509,000 | 5,981 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $11,186,000 | 6,323 |
| U.S. Government securities | $7,131,000 | 6,471 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $7,131,000 | 6,315 |
| Securities issued by states & political subdivisions | $2,572,000 | 4,033 |
| Other domestic debt securities | $1,483,000 | 2,223 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,483,000 | 1,874 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,353,000 | 5,689 |
| Mortgage-backed securities | $5,351,000 | 3,980 |
| Certificates of participation in pools of residential mortgages | $3,441,000 | 3,941 |
| Issued or guaranteed by U.S. | $3,441,000 | 3,933 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,910,000 | 2,347 |
| CMOs issued by government agencies or sponsored agencies | $1,910,000 | 2,114 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $11,186,000 | 5,586 |
| Total debt securities | $11,186,000 | 6,241 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $11,267,000 | 6,349 |
| U.S. Government securities | $7,230,000 | 6,519 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $7,230,000 | 6,346 |
| Securities issued by states & political subdivisions | $2,544,000 | 4,089 |
| Other domestic debt securities | $1,493,000 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,493,000 | 1,980 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,162,000 | 6,398 |
| Mortgage-backed securities | $5,211,000 | 3,986 |
| Certificates of participation in pools of residential mortgages | $3,721,000 | 3,836 |
| Issued or guaranteed by U.S. | $3,721,000 | 3,824 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,490,000 | 2,519 |
| CMOs issued by government agencies or sponsored agencies | $1,490,000 | 2,383 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $11,267,000 | 5,613 |
| Total debt securities | $11,271,000 | 6,262 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,313 |
| Fair value | $251,000 | 2,329 |
| 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 | $9,869,000 | 6,579 |
| U.S. Government securities | $5,650,000 | 6,928 |
| U.S. Treasury securities | $242,000 | 2,100 |
| U.S. Government agency obligations | $5,408,000 | 6,834 |
| Securities issued by states & political subdivisions | $2,460,000 | 4,146 |
| Other domestic debt securities | $1,759,000 | 2,229 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,759,000 | 1,945 |
| 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 | $448,000 | 6,998 |
| Mortgage-backed securities | $4,642,000 | 4,166 |
| Certificates of participation in pools of residential mortgages | $3,521,000 | 3,902 |
| Issued or guaranteed by U.S. | $3,521,000 | 3,889 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,121,000 | 2,733 |
| CMOs issued by government agencies or sponsored agencies | $1,121,000 | 2,585 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $9,869,000 | 5,839 |
| Total debt securities | $9,869,000 | 6,481 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,059 |
| Fair value | $252,000 | 2,078 |
| 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 | $11,000,000 | 6,250 |
| U.S. Government securities | $6,910,000 | 6,438 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $6,910,000 | 6,261 |
| Securities issued by states & political subdivisions | $2,306,000 | 4,174 |
| Other domestic debt securities | $1,784,000 | 2,276 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,784,000 | 1,986 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,340,000 | 6,293 |
| Mortgage-backed securities | $6,137,000 | 3,831 |
| Certificates of participation in pools of residential mortgages | $3,772,000 | 3,845 |
| Issued or guaranteed by U.S. | $3,772,000 | 3,834 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,365,000 | 2,370 |
| CMOs issued by government agencies or sponsored agencies | $2,365,000 | 2,241 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $11,000,000 | 5,511 |
| Total debt securities | $11,000,000 | 6,167 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,860 |
| Fair value | $253,000 | 1,880 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $11,452,000 | 6,212 |
| U.S. Government securities | $7,770,000 | 6,214 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $7,770,000 | 6,043 |
| Securities issued by states & political subdivisions | $2,364,000 | 4,085 |
| Other domestic debt securities | $1,318,000 | 2,557 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,318,000 | 2,226 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,206,000 | 6,406 |
| Mortgage-backed securities | $6,745,000 | 3,690 |
| Certificates of participation in pools of residential mortgages | $3,304,000 | 4,034 |
| Issued or guaranteed by U.S. | $3,304,000 | 4,019 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,441,000 | 2,109 |
| CMOs issued by government agencies or sponsored agencies | $3,441,000 | 2,000 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $11,452,000 | 5,435 |
| Total debt securities | $11,452,000 | 6,119 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,611 |
| Fair value | $254,000 | 1,622 |
| 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 | $10,920,000 | 6,311 |
| U.S. Government securities | $7,164,000 | 6,437 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $7,164,000 | 6,239 |
| Securities issued by states & political subdivisions | $2,441,000 | 4,039 |
| Other domestic debt securities | $1,315,000 | 2,596 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,315,000 | 2,270 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,889,000 | 5,963 |
| Mortgage-backed securities | $5,870,000 | 3,894 |
| Certificates of participation in pools of residential mortgages | $1,965,000 | 4,678 |
| Issued or guaranteed by U.S. | $1,965,000 | 4,663 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,905,000 | 2,035 |
| CMOs issued by government agencies or sponsored agencies | $3,905,000 | 1,937 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $10,920,000 | 5,524 |
| Total debt securities | $10,920,000 | 6,210 |
| Structured notes | ||
| Amortized cost | $249,000 | 1,473 |
| Fair value | $254,000 | 1,438 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $12,237,000 | 5,962 |
| U.S. Government securities | $8,261,000 | 6,014 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $8,261,000 | 5,781 |
| Securities issued by states & political subdivisions | $2,357,000 | 4,072 |
| Other domestic debt securities | $1,619,000 | 2,457 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,619,000 | 2,096 |
| 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 | $2,428,000 | 5,686 |
| Mortgage-backed securities | $6,312,000 | 3,637 |
| Certificates of participation in pools of residential mortgages | $2,485,000 | 4,179 |
| Issued or guaranteed by U.S. | $2,485,000 | 4,163 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,827,000 | 2,143 |
| CMOs issued by government agencies or sponsored agencies | $3,827,000 | 2,008 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $12,237,000 | 5,103 |
| Total debt securities | $12,237,000 | 5,865 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $14,538,000 | 5,659 |
| U.S. Government securities | $11,087,000 | 5,513 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $11,087,000 | 5,186 |
| Securities issued by states & political subdivisions | $2,101,000 | 4,327 |
| Other domestic debt securities | $1,254,000 | 2,297 |
| 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 | $1,254,000 | 1,988 |
| Foreign debt securities | NA | NA |
| Equity securities | $96,000 | 6,867 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,241,000 | 4,982 |
| Mortgage-backed securities | $5,684,000 | 3,184 |
| Certificates of participation in pools of residential mortgages | $2,476,000 | 3,659 |
| Issued or guaranteed by U.S. | $2,476,000 | 3,645 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,208,000 | 1,884 |
| CMOs issued by government agencies or sponsored agencies | $3,208,000 | 1,751 |
| 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) | $14,538,000 | 4,689 |
| Total debt securities | $14,442,000 | 5,557 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $14,022,000 | 6,021 |
| U.S. Government securities | $11,624,000 | 5,618 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $11,624,000 | 5,108 |
| Securities issued by states & political subdivisions | $1,573,000 | 5,007 |
| Other domestic debt securities | $729,000 | 2,612 |
| 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 | $729,000 | 2,214 |
| Foreign debt securities | NA | NA |
| Equity securities | $96,000 | 6,799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,255,000 | 4,962 |
| Mortgage-backed securities | $7,341,000 | 2,999 |
| Certificates of participation in pools of residential mortgages | $2,808,000 | 3,694 |
| Issued or guaranteed by U.S. | $2,808,000 | 3,676 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $4,533,000 | 1,692 |
| CMOs issued by government agencies or sponsored agencies | $4,533,000 | 1,565 |
| 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) | $14,022,000 | 4,931 |
| Total debt securities | $13,926,000 | 5,927 |
| 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 | $14,979,000 | 5,818 |
| U.S. Government securities | $13,012,000 | 5,247 |
| U.S. Treasury securities | $256,000 | 6,434 |
| U.S. Government agency obligations | $12,756,000 | 4,555 |
| Securities issued by states & political subdivisions | $1,622,000 | 5,076 |
| Other domestic debt securities | $254,000 | 3,081 |
| 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 | $254,000 | 2,561 |
| Foreign debt securities | NA | NA |
| Equity securities | $91,000 | 6,596 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,832,000 | 4,900 |
| Mortgage-backed securities | $8,837,000 | 2,896 |
| Certificates of participation in pools of residential mortgages | $2,997,000 | 3,808 |
| Issued or guaranteed by U.S. | $2,997,000 | 3,790 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $5,840,000 | 1,634 |
| CMOs issued by government agencies or sponsored agencies | $5,840,000 | 1,528 |
| 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) | $14,979,000 | 4,655 |
| Total debt securities | $14,888,000 | 5,715 |
| 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 | $12,868,000 | 6,590 |
| U.S. Government securities | $11,726,000 | 5,901 |
| U.S. Treasury securities | $1,150,000 | 6,132 |
| U.S. Government agency obligations | $10,576,000 | 5,052 |
| Securities issued by states & political subdivisions | $1,049,000 | 5,721 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $93,000 | 6,479 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,181,000 | 4,898 |
| Mortgage-backed securities | $4,216,000 | 4,151 |
| Certificates of participation in pools of residential mortgages | $915,000 | 5,508 |
| Issued or guaranteed by U.S. | $915,000 | 5,488 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,301,000 | 2,135 |
| CMOs issued by government agencies or sponsored agencies | $3,301,000 | 2,041 |
| 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) | $12,868,000 | 4,962 |
| Total debt securities | $12,775,000 | 6,470 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $12,906,000 | 7,023 |
| U.S. Government securities | $11,475,000 | 6,504 |
| U.S. Treasury securities | $1,640,000 | 6,386 |
| U.S. Government agency obligations | $9,835,000 | 5,562 |
| Securities issued by states & political subdivisions | $1,338,000 | 5,570 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $93,000 | 6,447 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,333,000 | 4,968 |
| Mortgage-backed securities | $3,998,000 | 4,695 |
| Certificates of participation in pools of residential mortgages | $785,000 | 6,147 |
| Issued or guaranteed by U.S. | $785,000 | 6,133 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $3,213,000 | 2,470 |
| CMOs issued by government agencies or sponsored agencies | $3,213,000 | 2,360 |
| 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) | $12,906,000 | 5,209 |
| Total debt securities | $12,813,000 | 6,925 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $14,289,000 | 6,894 |
| U.S. Government securities | $12,653,000 | 6,366 |
| U.S. Treasury securities | $3,389,000 | 5,722 |
| U.S. Government agency obligations | $9,264,000 | 5,760 |
| Securities issued by states & political subdivisions | $1,544,000 | 5,491 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $92,000 | 6,311 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,850,000 | 4,776 |
| Mortgage-backed securities | $4,482,000 | 4,714 |
| Certificates of participation in pools of residential mortgages | $912,000 | 6,207 |
| Issued or guaranteed by U.S. | $912,000 | 6,174 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $3,570,000 | 2,622 |
| CMOs issued by government agencies or sponsored agencies | $3,570,000 | 2,489 |
| 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) | $14,289,000 | 5,006 |
| Total debt securities | $14,197,000 | 6,786 |
| Structured notes | ||
| Amortized cost | $250,000 | 4,119 |
| Fair value | $248,000 | 4,189 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $15,750,000 | 6,905 |
| U.S. Government securities | $14,334,000 | 6,232 |
| U.S. Treasury securities | $4,246,000 | 6,057 |
| U.S. Government agency obligations | $10,088,000 | 5,337 |
| Securities issued by states & political subdivisions | $1,416,000 | 5,957 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,629,000 | 4,946 |
| Mortgage-backed securities | $4,575,000 | 4,906 |
| Certificates of participation in pools of residential mortgages | $968,000 | 6,478 |
| Issued or guaranteed by U.S. | $968,000 | 6,456 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $3,607,000 | 2,768 |
| CMOs issued by government agencies or sponsored agencies | $3,607,000 | 2,625 |
| 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) | $5,611,000 | 7,651 |
| Available-for-sale securities (fair market value) | $10,139,000 | 4,713 |
| Total debt securities | $15,750,000 | 6,791 |
| 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 | $15,663,000 | 7,192 |
| U.S. Government securities | $14,559,000 | 6,384 |
| U.S. Treasury securities | $4,591,000 | 5,986 |
| U.S. Government agency obligations | $9,968,000 | 5,584 |
| Securities issued by states & political subdivisions | $1,002,000 | 6,797 |
| Other domestic debt securities | $102,000 | 5,751 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $102,000 | 4,481 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,259,000 | 6,684 |
| Mortgage-backed securities | $4,438,000 | 5,571 |
| Certificates of participation in pools of residential mortgages | $1,245,000 | 6,700 |
| Issued or guaranteed by U.S. | $1,245,000 | 6,653 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $3,193,000 | 3,301 |
| CMOs issued by government agencies or sponsored agencies | $3,193,000 | 3,115 |
| 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 | $15,663,000 | 7,050 |
| 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 | $13,972,000 | 7,678 |
| U.S. Government securities | $13,101,000 | 6,846 |
| U.S. Treasury securities | $3,273,000 | 7,236 |
| U.S. Government agency obligations | $9,828,000 | 5,599 |
| Securities issued by states & political subdivisions | $491,000 | 7,766 |
| Other domestic debt securities | $380,000 | 5,496 |
| Privately issued residential mortgage-backed securities | $29,000 | 3,917 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $351,000 | 4,235 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,500,000 | 5,532 |
| Mortgage-backed securities | $4,042,000 | 6,012 |
| Certificates of participation in pools of residential mortgages | $1,522,000 | 6,739 |
| Issued or guaranteed by U.S. | $1,522,000 | 6,677 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,520,000 | 3,725 |
| CMOs issued by government agencies or sponsored agencies | $2,491,000 | 3,422 |
| Privately issued | $29,000 | 3,361 |
| 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 | $13,972,000 | 7,560 |
| 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 |