Home > Citizens Bank of Rogersville > Securities
Citizens Bank of Rogersville, Securities
| 2023-12-31 | Rank | |
| Total securities | $16,243,000 | 3,726 |
| U.S. Government securities | $8,339,000 | 3,705 |
| U.S. Treasury securities | $2,742,000 | 2,165 |
| U.S. Government agency obligations | $5,597,000 | 3,617 |
| Securities issued by states & political subdivisions | $7,904,000 | 2,627 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,723,000 | 3,573 |
| Mortgage-backed securities | $3,862,000 | 3,134 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,102,000 | 3,002 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,760,000 | 1,960 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $16,243,000 | 3,481 |
| Total debt securities | $16,243,000 | 3,704 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $15,587,000 | 3,778 |
| U.S. Government securities | $8,139,000 | 3,743 |
| U.S. Treasury securities | $2,662,000 | 2,228 |
| U.S. Government agency obligations | $5,477,000 | 3,631 |
| Securities issued by states & political subdivisions | $7,448,000 | 2,680 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,575,000 | 3,584 |
| Mortgage-backed securities | $3,815,000 | 3,133 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,091,000 | 3,006 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,724,000 | 1,933 |
| 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) | $15,587,000 | 3,506 |
| Total debt securities | $15,587,000 | 3,753 |
| 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 | $16,124,000 | 3,793 |
| U.S. Government securities | $8,398,000 | 3,763 |
| U.S. Treasury securities | $2,687,000 | 2,265 |
| U.S. Government agency obligations | $5,711,000 | 3,649 |
| Securities issued by states & political subdivisions | $7,726,000 | 2,696 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,661,000 | 3,555 |
| Mortgage-backed securities | $4,022,000 | 3,140 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,242,000 | 3,005 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,780,000 | 1,929 |
| 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) | $16,124,000 | 3,524 |
| Total debt securities | $16,124,000 | 3,771 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $16,564,000 | 3,857 |
| U.S. Government securities | $8,698,000 | 3,818 |
| U.S. Treasury securities | $2,730,000 | 2,332 |
| U.S. Government agency obligations | $5,968,000 | 3,634 |
| Securities issued by states & political subdivisions | $7,866,000 | 2,746 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,821,000 | 3,514 |
| Mortgage-backed securities | $4,264,000 | 3,168 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,402,000 | 3,025 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,862,000 | 1,950 |
| 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) | $16,564,000 | 3,580 |
| Total debt securities | $16,563,000 | 3,832 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $16,566,000 | 3,885 |
| U.S. Government securities | $8,638,000 | 3,858 |
| U.S. Treasury securities | $2,670,000 | 2,368 |
| U.S. Government agency obligations | $5,968,000 | 3,638 |
| Securities issued by states & political subdivisions | $7,928,000 | 2,777 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,969,000 | 2,635 |
| Mortgage-backed securities | $4,300,000 | 3,191 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,455,000 | 3,032 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,845,000 | 1,970 |
| 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) | $16,566,000 | 3,603 |
| Total debt securities | $16,566,000 | 3,860 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $16,465,000 | 3,899 |
| U.S. Government securities | $8,662,000 | 3,867 |
| U.S. Treasury securities | $2,636,000 | 2,403 |
| U.S. Government agency obligations | $6,026,000 | 3,655 |
| Securities issued by states & political subdivisions | $7,803,000 | 2,808 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,416,000 | 2,642 |
| Mortgage-backed securities | $4,360,000 | 3,206 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,479,000 | 3,049 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,881,000 | 1,971 |
| 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) | $16,465,000 | 3,623 |
| Total debt securities | $16,466,000 | 3,876 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $17,392,000 | 3,888 |
| U.S. Government securities | $9,218,000 | 3,838 |
| U.S. Treasury securities | $2,721,000 | 2,361 |
| U.S. Government agency obligations | $6,497,000 | 3,639 |
| Securities issued by states & political subdivisions | $8,174,000 | 2,824 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,889,000 | 2,601 |
| Mortgage-backed securities | $4,746,000 | 3,220 |
| Certificates of participation in pools of residential mortgages | $2,730,000 | 3,133 |
| Issued or guaranteed by U.S. | $2,730,000 | 3,040 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $2,016,000 | 2,034 |
| CMOs issued by government agencies or sponsored agencies | $2,016,000 | 1,961 |
| 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) | $17,392,000 | 3,629 |
| Total debt securities | $17,392,000 | 3,871 |
| 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 | $19,126,000 | 3,779 |
| U.S. Government securities | $9,785,000 | 3,727 |
| U.S. Treasury securities | $2,802,000 | 2,115 |
| U.S. Government agency obligations | $6,983,000 | 3,583 |
| Securities issued by states & political subdivisions | $9,341,000 | 2,715 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,000,000 | 2,372 |
| Mortgage-backed securities | $5,142,000 | 3,176 |
| Certificates of participation in pools of residential mortgages | $3,008,000 | 3,103 |
| Issued or guaranteed by U.S. | $3,008,000 | 3,018 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $2,134,000 | 2,013 |
| CMOs issued by government agencies or sponsored agencies | $2,134,000 | 1,948 |
| 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) | $19,126,000 | 3,538 |
| Total debt securities | $19,125,000 | 3,761 |
| 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 | $20,975,000 | 3,650 |
| U.S. Government securities | $11,093,000 | 3,506 |
| U.S. Treasury securities | $2,948,000 | 1,638 |
| U.S. Government agency obligations | $8,145,000 | 3,452 |
| Securities issued by states & political subdivisions | $9,882,000 | 2,717 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,543,000 | 2,398 |
| Mortgage-backed securities | $5,694,000 | 3,120 |
| Certificates of participation in pools of residential mortgages | $3,377,000 | 3,040 |
| Issued or guaranteed by U.S. | $3,377,000 | 2,947 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,317,000 | 1,967 |
| CMOs issued by government agencies or sponsored agencies | $2,317,000 | 1,911 |
| 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) | $20,975,000 | 3,439 |
| Total debt securities | $20,975,000 | 3,630 |
| 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 | $16,693,000 | 3,810 |
| U.S. Government securities | $8,666,000 | 3,650 |
| U.S. Treasury securities | $2,000,000 | 1,571 |
| U.S. Government agency obligations | $6,666,000 | 3,589 |
| Securities issued by states & political subdivisions | $8,027,000 | 2,874 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,902,000 | 2,360 |
| Mortgage-backed securities | $4,183,000 | 3,308 |
| Certificates of participation in pools of residential mortgages | $3,651,000 | 3,012 |
| Issued or guaranteed by U.S. | $3,651,000 | 2,928 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $532,000 | 2,509 |
| CMOs issued by government agencies or sponsored agencies | $532,000 | 2,448 |
| 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) | $16,693,000 | 3,590 |
| Total debt securities | $16,693,000 | 3,786 |
| 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 | $10,463,000 | 4,106 |
| U.S. Government securities | $4,183,000 | 4,071 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $4,183,000 | 3,867 |
| Securities issued by states & political subdivisions | $6,280,000 | 3,058 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,884,000 | 3,313 |
| Mortgage-backed securities | $3,199,000 | 3,424 |
| Certificates of participation in pools of residential mortgages | $3,199,000 | 3,063 |
| Issued or guaranteed by U.S. | $3,199,000 | 2,968 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $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) | $10,463,000 | 3,879 |
| Total debt securities | $10,462,000 | 4,083 |
| 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 | $10,158,000 | 4,086 |
| U.S. Government securities | $4,399,000 | 3,959 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $4,399,000 | 3,788 |
| Securities issued by states & political subdivisions | $5,759,000 | 3,098 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,062,000 | 3,263 |
| Mortgage-backed securities | $3,419,000 | 3,363 |
| Certificates of participation in pools of residential mortgages | $3,419,000 | 2,980 |
| Issued or guaranteed by U.S. | $3,419,000 | 2,888 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $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) | $10,158,000 | 3,854 |
| Total debt securities | $10,158,000 | 4,060 |
| 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 | $7,862,000 | 4,194 |
| U.S. Government securities | $3,615,000 | 3,981 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $3,615,000 | 3,833 |
| Securities issued by states & political subdivisions | $4,247,000 | 3,296 |
| 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 | $3,242,000 | 3,402 |
| Mortgage-backed securities | $2,617,000 | 3,474 |
| Certificates of participation in pools of residential mortgages | $2,617,000 | 3,099 |
| Issued or guaranteed by U.S. | $2,617,000 | 3,020 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $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) | $7,862,000 | 3,951 |
| Total debt securities | $7,862,000 | 4,167 |
| 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 | $7,376,000 | 4,204 |
| U.S. Government securities | $3,114,000 | 4,067 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $3,114,000 | 3,909 |
| Securities issued by states & political subdivisions | $4,262,000 | 3,225 |
| 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 | $3,367,000 | 3,416 |
| Mortgage-backed securities | $2,100,000 | 3,566 |
| Certificates of participation in pools of residential mortgages | $2,100,000 | 3,201 |
| Issued or guaranteed by U.S. | $2,100,000 | 3,111 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $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) | $7,376,000 | 3,955 |
| Total debt securities | $7,376,000 | 4,178 |
| 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 | $5,889,000 | 4,322 |
| U.S. Government securities | $3,694,000 | 4,015 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $3,694,000 | 3,847 |
| Securities issued by states & political subdivisions | $2,195,000 | 3,551 |
| 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 | $4,976,000 | 3,197 |
| Mortgage-backed securities | $1,675,000 | 3,672 |
| Certificates of participation in pools of residential mortgages | $1,675,000 | 3,321 |
| Issued or guaranteed by U.S. | $1,675,000 | 3,228 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $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) | $5,889,000 | 4,084 |
| Total debt securities | $5,889,000 | 4,300 |
| 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 | $6,832,000 | 4,282 |
| U.S. Government securities | $4,222,000 | 3,987 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $4,222,000 | 3,827 |
| Securities issued by states & political subdivisions | $2,610,000 | 3,427 |
| 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 | $5,021,000 | 3,175 |
| Mortgage-backed securities | $2,202,000 | 3,576 |
| Certificates of participation in pools of residential mortgages | $2,135,000 | 3,197 |
| Issued or guaranteed by U.S. | $2,135,000 | 3,103 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $67,000 | 2,799 |
| CMOs issued by government agencies or sponsored agencies | $67,000 | 2,746 |
| 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) | $6,832,000 | 4,041 |
| Total debt securities | $6,832,000 | 4,258 |
| 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 | $6,810,000 | 4,342 |
| U.S. Government securities | $3,773,000 | 4,135 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $3,773,000 | 3,971 |
| Securities issued by states & political subdivisions | $3,037,000 | 3,353 |
| 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 | $1,794,000 | 3,841 |
| Mortgage-backed securities | $1,720,000 | 3,672 |
| Certificates of participation in pools of residential mortgages | $1,642,000 | 3,314 |
| Issued or guaranteed by U.S. | $1,642,000 | 3,219 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $78,000 | 2,807 |
| CMOs issued by government agencies or sponsored agencies | $78,000 | 2,755 |
| 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) | $6,810,000 | 4,102 |
| Total debt securities | $6,811,000 | 4,322 |
| 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 | $7,955,000 | 4,323 |
| U.S. Government securities | $4,910,000 | 4,049 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $4,910,000 | 3,892 |
| Securities issued by states & political subdivisions | $3,045,000 | 3,382 |
| 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 | $2,412,000 | 3,776 |
| Mortgage-backed securities | $1,813,000 | 3,665 |
| Certificates of participation in pools of residential mortgages | $1,724,000 | 3,311 |
| Issued or guaranteed by U.S. | $1,724,000 | 3,211 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $89,000 | 2,816 |
| CMOs issued by government agencies or sponsored agencies | $89,000 | 2,763 |
| 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) | $7,955,000 | 4,070 |
| Total debt securities | $7,955,000 | 4,301 |
| 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 | $11,304,000 | 4,084 |
| U.S. Government securities | $7,994,000 | 3,749 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $7,994,000 | 3,579 |
| Securities issued by states & political subdivisions | $3,310,000 | 3,357 |
| 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 | $3,000,000 | 3,704 |
| Mortgage-backed securities | $1,909,000 | 3,642 |
| Certificates of participation in pools of residential mortgages | $1,810,000 | 3,286 |
| Issued or guaranteed by U.S. | $1,810,000 | 3,200 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $99,000 | 2,812 |
| CMOs issued by government agencies or sponsored agencies | $99,000 | 2,755 |
| 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) | $11,304,000 | 3,815 |
| Total debt securities | $11,302,000 | 4,064 |
| 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 | $13,518,000 | 3,957 |
| U.S. Government securities | $8,975,000 | 3,663 |
| U.S. Treasury securities | $249,000 | 1,464 |
| U.S. Government agency obligations | $8,726,000 | 3,527 |
| Securities issued by states & political subdivisions | $4,543,000 | 3,203 |
| 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 | $6,770,000 | 3,118 |
| Mortgage-backed securities | $1,970,000 | 3,653 |
| Certificates of participation in pools of residential mortgages | $1,863,000 | 3,298 |
| Issued or guaranteed by U.S. | $1,863,000 | 3,209 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $107,000 | 2,826 |
| CMOs issued by government agencies or sponsored agencies | $107,000 | 2,765 |
| 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) | $13,518,000 | 3,693 |
| Total debt securities | $13,518,000 | 3,935 |
| Structured notes | ||
| Amortized cost | $740,000 | 720 |
| Fair value | $745,000 | 707 |
| 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 | $13,870,000 | 3,975 |
| U.S. Government securities | $9,685,000 | 3,613 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $9,685,000 | 3,458 |
| Securities issued by states & political subdivisions | $4,185,000 | 3,329 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,786,000 | 2,486 |
| Mortgage-backed securities | $2,043,000 | 3,657 |
| Certificates of participation in pools of residential mortgages | $1,927,000 | 3,308 |
| Issued or guaranteed by U.S. | $1,927,000 | 3,236 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $116,000 | 2,830 |
| CMOs issued by government agencies or sponsored agencies | $116,000 | 2,770 |
| 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) | $13,870,000 | 3,708 |
| Total debt securities | $13,870,000 | 3,953 |
| Structured notes | ||
| Amortized cost | $739,000 | 740 |
| Fair value | $740,000 | 728 |
| 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 | $13,814,000 | 4,010 |
| U.S. Government securities | $9,670,000 | 3,659 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $9,670,000 | 3,514 |
| Securities issued by states & political subdivisions | $4,144,000 | 3,377 |
| 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 | $12,723,000 | 2,472 |
| Mortgage-backed securities | $2,123,000 | 3,692 |
| Certificates of participation in pools of residential mortgages | $2,001,000 | 3,339 |
| Issued or guaranteed by U.S. | $2,001,000 | 3,309 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $122,000 | 2,838 |
| CMOs issued by government agencies or sponsored agencies | $122,000 | 2,775 |
| 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) | $13,814,000 | 3,736 |
| Total debt securities | $13,814,000 | 3,985 |
| Structured notes | ||
| Amortized cost | $738,000 | 723 |
| Fair value | $735,000 | 710 |
| 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 | $16,694,000 | 3,864 |
| U.S. Government securities | $10,866,000 | 3,526 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $10,866,000 | 3,389 |
| Securities issued by states & political subdivisions | $5,828,000 | 3,142 |
| 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 | $13,466,000 | 2,454 |
| Mortgage-backed securities | $2,257,000 | 3,710 |
| Certificates of participation in pools of residential mortgages | $2,125,000 | 3,350 |
| Issued or guaranteed by U.S. | $2,125,000 | 3,188 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $132,000 | 2,857 |
| CMOs issued by government agencies or sponsored agencies | $132,000 | 2,786 |
| 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) | $16,694,000 | 3,587 |
| Total debt securities | $16,693,000 | 3,844 |
| Structured notes | ||
| Amortized cost | $737,000 | 726 |
| Fair value | $735,000 | 715 |
| 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 | $16,868,000 | 3,885 |
| U.S. Government securities | $11,037,000 | 3,587 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $11,037,000 | 3,445 |
| Securities issued by states & political subdivisions | $5,831,000 | 3,186 |
| 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 | $13,923,000 | 2,463 |
| Mortgage-backed securities | $2,384,000 | 3,718 |
| Certificates of participation in pools of residential mortgages | $2,243,000 | 3,363 |
| Issued or guaranteed by U.S. | $2,243,000 | 3,357 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $141,000 | 2,848 |
| CMOs issued by government agencies or sponsored agencies | $141,000 | 2,776 |
| 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) | $16,868,000 | 3,606 |
| Total debt securities | $16,867,000 | 3,864 |
| 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 | $14,547,000 | 4,133 |
| U.S. Government securities | $8,465,000 | 3,918 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $8,465,000 | 3,772 |
| Securities issued by states & political subdivisions | $6,082,000 | 3,213 |
| 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 | $10,662,000 | 2,797 |
| Mortgage-backed securities | $1,442,000 | 3,939 |
| Certificates of participation in pools of residential mortgages | $1,288,000 | 3,700 |
| Issued or guaranteed by U.S. | $1,288,000 | 3,694 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $154,000 | 2,845 |
| CMOs issued by government agencies or sponsored agencies | $154,000 | 2,770 |
| 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) | $14,547,000 | 3,850 |
| Total debt securities | $14,546,000 | 4,111 |
| Structured notes | ||
| Amortized cost | $498,000 | 788 |
| Fair value | $494,000 | 753 |
| 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 | $16,007,000 | 4,068 |
| U.S. Government securities | $9,647,000 | 3,790 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $9,647,000 | 3,648 |
| Securities issued by states & political subdivisions | $6,360,000 | 3,201 |
| 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 | $11,759,000 | 2,718 |
| Mortgage-backed securities | $2,034,000 | 3,863 |
| Certificates of participation in pools of residential mortgages | $1,842,000 | 3,572 |
| Issued or guaranteed by U.S. | $1,842,000 | 3,568 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $192,000 | 2,841 |
| CMOs issued by government agencies or sponsored agencies | $192,000 | 2,769 |
| 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) | $16,007,000 | 3,769 |
| Total debt securities | $16,007,000 | 4,043 |
| Structured notes | ||
| Amortized cost | $499,000 | 812 |
| Fair value | $497,000 | 785 |
| 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 | $17,742,000 | 3,980 |
| U.S. Government securities | $11,368,000 | 3,655 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $11,368,000 | 3,519 |
| Securities issued by states & political subdivisions | $6,374,000 | 3,224 |
| 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 | $13,346,000 | 2,582 |
| Mortgage-backed securities | $2,730,000 | 3,761 |
| Certificates of participation in pools of residential mortgages | $2,517,000 | 3,423 |
| Issued or guaranteed by U.S. | $2,517,000 | 3,419 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $213,000 | 2,856 |
| CMOs issued by government agencies or sponsored agencies | $213,000 | 2,776 |
| 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) | $17,742,000 | 3,679 |
| Total debt securities | $17,740,000 | 3,954 |
| Structured notes | ||
| Amortized cost | $498,000 | 877 |
| Fair value | $498,000 | 842 |
| 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 | $18,205,000 | 3,985 |
| U.S. Government securities | $11,962,000 | 3,632 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $11,962,000 | 3,495 |
| Securities issued by states & political subdivisions | $6,243,000 | 3,289 |
| 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 | $13,887,000 | 2,566 |
| Mortgage-backed securities | $2,890,000 | 3,782 |
| Certificates of participation in pools of residential mortgages | $2,660,000 | 3,441 |
| Issued or guaranteed by U.S. | $2,660,000 | 3,437 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $230,000 | 2,885 |
| CMOs issued by government agencies or sponsored agencies | $230,000 | 2,804 |
| 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) | $18,205,000 | 3,677 |
| Total debt securities | $18,207,000 | 3,959 |
| Structured notes | ||
| Amortized cost | $998,000 | 753 |
| Fair value | $997,000 | 672 |
| 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 | $13,239,000 | 4,374 |
| U.S. Government securities | $7,244,000 | 4,222 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,244,000 | 4,083 |
| Securities issued by states & political subdivisions | $5,995,000 | 3,341 |
| 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 | $8,697,000 | 3,124 |
| Mortgage-backed securities | $3,093,000 | 3,763 |
| Certificates of participation in pools of residential mortgages | $2,835,000 | 3,412 |
| Issued or guaranteed by U.S. | $2,835,000 | 3,407 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $258,000 | 2,871 |
| CMOs issued by government agencies or sponsored agencies | $258,000 | 2,778 |
| 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) | $13,239,000 | 4,061 |
| Total debt securities | $13,239,000 | 4,354 |
| 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 | $13,526,000 | 4,369 |
| U.S. Government securities | $8,147,000 | 4,102 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $8,147,000 | 3,984 |
| Securities issued by states & political subdivisions | $5,379,000 | 3,457 |
| 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 | $9,626,000 | 3,036 |
| Mortgage-backed securities | $3,392,000 | 3,732 |
| Certificates of participation in pools of residential mortgages | $3,092,000 | 3,390 |
| Issued or guaranteed by U.S. | $3,092,000 | 3,388 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $300,000 | 2,876 |
| CMOs issued by government agencies or sponsored agencies | $300,000 | 2,789 |
| 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) | $13,526,000 | 4,057 |
| Total debt securities | $13,526,000 | 4,345 |
| 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 | $15,639,000 | 4,264 |
| U.S. Government securities | $10,389,000 | 3,915 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $10,389,000 | 3,796 |
| Securities issued by states & political subdivisions | $5,250,000 | 3,499 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,858,000 | 2,815 |
| Mortgage-backed securities | $3,625,000 | 3,722 |
| Certificates of participation in pools of residential mortgages | $3,285,000 | 3,383 |
| Issued or guaranteed by U.S. | $3,285,000 | 3,379 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $340,000 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $340,000 | 2,787 |
| 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) | $15,639,000 | 3,934 |
| Total debt securities | $15,638,000 | 4,239 |
| 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 | $19,091,000 | 4,055 |
| U.S. Government securities | $13,918,000 | 3,596 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $13,918,000 | 3,470 |
| Securities issued by states & political subdivisions | $5,173,000 | 3,506 |
| 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 | $15,331,000 | 2,497 |
| Mortgage-backed securities | $3,847,000 | 3,710 |
| Certificates of participation in pools of residential mortgages | $3,471,000 | 3,364 |
| Issued or guaranteed by U.S. | $3,471,000 | 3,363 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $376,000 | 2,881 |
| CMOs issued by government agencies or sponsored agencies | $376,000 | 2,790 |
| 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) | $19,091,000 | 3,721 |
| Total debt securities | $19,090,000 | 4,032 |
| Structured notes | ||
| Amortized cost | $1,483,000 | 792 |
| Fair value | $1,490,000 | 785 |
| 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 | $15,488,000 | 4,392 |
| U.S. Government securities | $10,998,000 | 3,968 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $10,998,000 | 3,826 |
| Securities issued by states & political subdivisions | $4,490,000 | 3,680 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,958,000 | 2,981 |
| Mortgage-backed securities | $2,982,000 | 3,899 |
| Certificates of participation in pools of residential mortgages | $2,578,000 | 3,616 |
| Issued or guaranteed by U.S. | $2,578,000 | 3,614 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $404,000 | 2,896 |
| CMOs issued by government agencies or sponsored agencies | $404,000 | 2,804 |
| 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) | $15,488,000 | 4,033 |
| Total debt securities | $15,488,000 | 4,368 |
| Structured notes | ||
| Amortized cost | $482,000 | 1,386 |
| Fair value | $486,000 | 1,382 |
| 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 | $17,103,000 | 4,342 |
| U.S. Government securities | $13,268,000 | 3,787 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $13,268,000 | 3,669 |
| Securities issued by states & political subdivisions | $3,835,000 | 3,861 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,188,000 | 2,754 |
| Mortgage-backed securities | $3,205,000 | 3,907 |
| Certificates of participation in pools of residential mortgages | $2,771,000 | 3,617 |
| Issued or guaranteed by U.S. | $2,771,000 | 3,614 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $434,000 | 2,927 |
| CMOs issued by government agencies or sponsored agencies | $434,000 | 2,833 |
| 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) | $17,103,000 | 3,985 |
| Total debt securities | $17,103,000 | 4,315 |
| Structured notes | ||
| Amortized cost | $1,465,000 | 1,043 |
| Fair value | $1,490,000 | 1,031 |
| 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 | $16,251,000 | 4,490 |
| U.S. Government securities | $13,357,000 | 3,881 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $13,357,000 | 3,760 |
| Securities issued by states & political subdivisions | $2,894,000 | 4,086 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,232,000 | 2,765 |
| Mortgage-backed securities | $3,416,000 | 3,940 |
| Certificates of participation in pools of residential mortgages | $2,949,000 | 3,649 |
| Issued or guaranteed by U.S. | $2,949,000 | 3,646 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $467,000 | 2,957 |
| CMOs issued by government agencies or sponsored agencies | $467,000 | 2,863 |
| 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) | $16,251,000 | 4,127 |
| Total debt securities | $16,252,000 | 4,470 |
| Structured notes | ||
| Amortized cost | $1,462,000 | 1,173 |
| Fair value | $1,472,000 | 1,158 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $18,700,000 | 4,333 |
| U.S. Government securities | $15,799,000 | 3,695 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $15,799,000 | 3,577 |
| Securities issued by states & political subdivisions | $2,901,000 | 4,091 |
| 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 | $15,635,000 | 2,587 |
| Mortgage-backed securities | $3,719,000 | 3,944 |
| Certificates of participation in pools of residential mortgages | $3,195,000 | 3,650 |
| Issued or guaranteed by U.S. | $3,195,000 | 3,647 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $524,000 | 2,960 |
| CMOs issued by government agencies or sponsored agencies | $524,000 | 2,862 |
| 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) | $18,700,000 | 3,965 |
| Total debt securities | $18,699,000 | 4,307 |
| Structured notes | ||
| Amortized cost | $2,944,000 | 868 |
| Fair value | $2,990,000 | 847 |
| 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 | $18,638,000 | 4,396 |
| U.S. Government securities | $15,964,000 | 3,722 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $15,964,000 | 3,601 |
| Securities issued by states & political subdivisions | $2,674,000 | 4,213 |
| 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 | $7,828,000 | 3,560 |
| Mortgage-backed securities | $3,934,000 | 3,974 |
| Certificates of participation in pools of residential mortgages | $3,375,000 | 3,671 |
| Issued or guaranteed by U.S. | $3,375,000 | 3,666 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $559,000 | 2,996 |
| CMOs issued by government agencies or sponsored agencies | $559,000 | 2,901 |
| 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) | $18,638,000 | 4,035 |
| Total debt securities | $18,637,000 | 4,378 |
| Structured notes | ||
| Amortized cost | $4,419,000 | 695 |
| Fair value | $4,452,000 | 689 |
| 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 | $18,884,000 | 4,455 |
| U.S. Government securities | $16,749,000 | 3,737 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $16,749,000 | 3,622 |
| Securities issued by states & political subdivisions | $2,135,000 | 4,419 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,605,000 | 3,454 |
| Mortgage-backed securities | $4,151,000 | 4,001 |
| Certificates of participation in pools of residential mortgages | $3,566,000 | 3,696 |
| Issued or guaranteed by U.S. | $3,566,000 | 3,695 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $585,000 | 3,040 |
| CMOs issued by government agencies or sponsored agencies | $585,000 | 2,933 |
| 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) | $18,884,000 | 4,090 |
| Total debt securities | $18,883,000 | 4,431 |
| Structured notes | ||
| Amortized cost | $5,115,000 | 679 |
| Fair value | $5,108,000 | 676 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $20,213,000 | 4,405 |
| U.S. Government securities | $18,759,000 | 3,578 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $18,759,000 | 3,469 |
| Securities issued by states & political subdivisions | $1,454,000 | 4,686 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,493,000 | 3,191 |
| Mortgage-backed securities | $4,427,000 | 4,008 |
| Certificates of participation in pools of residential mortgages | $3,812,000 | 3,703 |
| Issued or guaranteed by U.S. | $3,812,000 | 3,703 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $615,000 | 3,059 |
| CMOs issued by government agencies or sponsored agencies | $615,000 | 2,957 |
| 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) | $20,213,000 | 4,036 |
| Total debt securities | $20,212,000 | 4,385 |
| Structured notes | ||
| Amortized cost | $6,876,000 | 580 |
| Fair value | $6,869,000 | 565 |
| 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 | $20,704,000 | 4,390 |
| U.S. Government securities | $20,493,000 | 3,439 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $20,493,000 | 3,340 |
| Securities issued by states & political subdivisions | $211,000 | 5,319 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,718,000 | 2,812 |
| Mortgage-backed securities | $4,629,000 | 4,003 |
| Certificates of participation in pools of residential mortgages | $3,987,000 | 3,686 |
| Issued or guaranteed by U.S. | $3,987,000 | 3,686 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $642,000 | 3,069 |
| CMOs issued by government agencies or sponsored agencies | $642,000 | 2,968 |
| 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) | $20,704,000 | 4,021 |
| Total debt securities | $20,704,000 | 4,368 |
| Structured notes | ||
| Amortized cost | $11,052,000 | 384 |
| Fair value | $10,984,000 | 377 |
| 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 | $20,521,000 | 4,425 |
| U.S. Government securities | $20,060,000 | 3,488 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $20,060,000 | 3,392 |
| Securities issued by states & political subdivisions | $461,000 | 5,211 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,004,000 | 3,433 |
| Mortgage-backed securities | $4,832,000 | 3,981 |
| Certificates of participation in pools of residential mortgages | $4,168,000 | 3,648 |
| Issued or guaranteed by U.S. | $4,168,000 | 3,645 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $664,000 | 3,051 |
| CMOs issued by government agencies or sponsored agencies | $664,000 | 2,941 |
| 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) | $20,521,000 | 4,052 |
| Total debt securities | $20,521,000 | 4,403 |
| Structured notes | ||
| Amortized cost | $12,017,000 | 352 |
| Fair value | $11,778,000 | 344 |
| 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 | $22,881,000 | 4,249 |
| U.S. Government securities | $22,416,000 | 3,305 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $22,416,000 | 3,224 |
| Securities issued by states & political subdivisions | $465,000 | 5,240 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,245,000 | 3,401 |
| Mortgage-backed securities | $5,551,000 | 3,884 |
| Certificates of participation in pools of residential mortgages | $4,731,000 | 3,551 |
| Issued or guaranteed by U.S. | $4,731,000 | 3,547 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $820,000 | 2,997 |
| CMOs issued by government agencies or sponsored agencies | $820,000 | 2,884 |
| 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) | $22,881,000 | 3,890 |
| Total debt securities | $22,882,000 | 4,218 |
| Structured notes | ||
| Amortized cost | $13,466,000 | 309 |
| Fair value | $13,373,000 | 299 |
| 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 | $23,928,000 | 4,162 |
| U.S. Government securities | $23,459,000 | 3,217 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $23,459,000 | 3,135 |
| Securities issued by states & political subdivisions | $469,000 | 5,239 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,911,000 | 3,273 |
| Mortgage-backed securities | $6,109,000 | 3,813 |
| Certificates of participation in pools of residential mortgages | $5,186,000 | 3,436 |
| Issued or guaranteed by U.S. | $5,186,000 | 3,432 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $923,000 | 2,983 |
| CMOs issued by government agencies or sponsored agencies | $923,000 | 2,864 |
| 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) | $23,928,000 | 3,823 |
| Total debt securities | $23,928,000 | 4,133 |
| Structured notes | ||
| Amortized cost | $14,045,000 | 292 |
| Fair value | $13,776,000 | 289 |
| 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 | $27,310,000 | 3,891 |
| U.S. Government securities | $26,835,000 | 2,993 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $26,835,000 | 2,925 |
| Securities issued by states & political subdivisions | $475,000 | 5,257 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,607,000 | 3,222 |
| Mortgage-backed securities | $6,952,000 | 3,718 |
| Certificates of participation in pools of residential mortgages | $5,904,000 | 3,327 |
| Issued or guaranteed by U.S. | $5,904,000 | 3,324 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,048,000 | 2,971 |
| CMOs issued by government agencies or sponsored agencies | $1,048,000 | 2,845 |
| 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) | $27,310,000 | 3,602 |
| Total debt securities | $27,309,000 | 3,863 |
| Structured notes | ||
| Amortized cost | $16,745,000 | 268 |
| Fair value | $16,715,000 | 269 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $20,433,000 | 4,445 |
| U.S. Government securities | $19,953,000 | 3,497 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $19,953,000 | 3,415 |
| Securities issued by states & political subdivisions | $480,000 | 5,283 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,285,000 | 4,223 |
| Mortgage-backed securities | $7,302,000 | 3,680 |
| Certificates of participation in pools of residential mortgages | $6,062,000 | 3,292 |
| Issued or guaranteed by U.S. | $6,062,000 | 3,290 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,240,000 | 2,945 |
| CMOs issued by government agencies or sponsored agencies | $1,240,000 | 2,822 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $20,433,000 | 4,098 |
| Total debt securities | $20,432,000 | 4,417 |
| Structured notes | ||
| Amortized cost | $12,650,000 | 350 |
| Fair value | $12,651,000 | 350 |
| 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 | $19,793,000 | 4,560 |
| U.S. Government securities | $19,311,000 | 3,642 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $19,311,000 | 3,563 |
| Securities issued by states & political subdivisions | $482,000 | 5,330 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,095,000 | 4,084 |
| Mortgage-backed securities | $8,159,000 | 3,686 |
| Certificates of participation in pools of residential mortgages | $6,779,000 | 3,318 |
| Issued or guaranteed by U.S. | $6,779,000 | 3,317 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,380,000 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $1,380,000 | 2,849 |
| 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) | $19,793,000 | 4,209 |
| Total debt securities | $19,791,000 | 4,531 |
| Structured notes | ||
| Amortized cost | $11,151,000 | 395 |
| Fair value | $11,152,000 | 394 |
| 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 | $22,698,000 | 4,332 |
| U.S. Government securities | $22,216,000 | 3,417 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $22,216,000 | 3,349 |
| Securities issued by states & political subdivisions | $482,000 | 5,328 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,497,000 | 3,628 |
| Mortgage-backed securities | $6,879,000 | 3,929 |
| Certificates of participation in pools of residential mortgages | $5,382,000 | 3,608 |
| Issued or guaranteed by U.S. | $5,382,000 | 3,605 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,497,000 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $1,497,000 | 2,817 |
| 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) | $22,698,000 | 3,991 |
| Total debt securities | $22,697,000 | 4,296 |
| Structured notes | ||
| Amortized cost | $15,311,000 | 325 |
| Fair value | $15,337,000 | 325 |
| 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 | $19,599,000 | 4,634 |
| U.S. Government securities | $18,619,000 | 3,858 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $18,619,000 | 3,778 |
| Securities issued by states & political subdivisions | $480,000 | 5,318 |
| Other domestic debt securities | $500,000 | 2,339 |
| 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 | $500,000 | 1,809 |
| 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 | $10,123,000 | 3,345 |
| Mortgage-backed securities | $5,853,000 | 4,119 |
| Certificates of participation in pools of residential mortgages | $4,745,000 | 3,762 |
| Issued or guaranteed by U.S. | $4,745,000 | 3,758 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,108,000 | 3,102 |
| CMOs issued by government agencies or sponsored agencies | $1,108,000 | 2,950 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $19,599,000 | 4,262 |
| Total debt securities | $19,598,000 | 4,607 |
| Structured notes | ||
| Amortized cost | $12,804,000 | 476 |
| Fair value | $12,760,000 | 476 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $14,643,000 | 5,144 |
| U.S. Government securities | $14,160,000 | 4,318 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $14,160,000 | 4,231 |
| Securities issued by states & political subdivisions | $483,000 | 5,320 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,294,000 | 4,687 |
| Mortgage-backed securities | $3,311,000 | 4,581 |
| Certificates of participation in pools of residential mortgages | $2,605,000 | 4,257 |
| Issued or guaranteed by U.S. | $2,605,000 | 4,250 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $706,000 | 3,263 |
| CMOs issued by government agencies or sponsored agencies | $706,000 | 3,011 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $14,643,000 | 4,724 |
| Total debt securities | $14,642,000 | 5,118 |
| Structured notes | ||
| Amortized cost | $9,554,000 | 582 |
| Fair value | $9,585,000 | 584 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $12,877,000 | 5,333 |
| U.S. Government securities | $12,395,000 | 4,522 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $12,395,000 | 4,422 |
| Securities issued by states & political subdivisions | $482,000 | 5,313 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,121,000 | 4,742 |
| Mortgage-backed securities | $3,281,000 | 4,553 |
| Certificates of participation in pools of residential mortgages | $2,467,000 | 4,245 |
| Issued or guaranteed by U.S. | $2,467,000 | 4,230 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $814,000 | 3,207 |
| CMOs issued by government agencies or sponsored agencies | $814,000 | 2,955 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $12,877,000 | 4,908 |
| Total debt securities | $12,878,000 | 5,300 |
| Structured notes | ||
| Amortized cost | $7,805,000 | 721 |
| Fair value | $7,840,000 | 721 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $13,991,000 | 5,258 |
| U.S. Government securities | $13,780,000 | 4,446 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $13,780,000 | 4,331 |
| Securities issued by states & political subdivisions | $211,000 | 5,545 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,234,000 | 4,431 |
| Mortgage-backed securities | $2,415,000 | 4,751 |
| Certificates of participation in pools of residential mortgages | $1,501,000 | 4,587 |
| Issued or guaranteed by U.S. | $1,501,000 | 4,579 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $914,000 | 3,122 |
| CMOs issued by government agencies or sponsored agencies | $914,000 | 2,874 |
| 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) | $13,991,000 | 4,825 |
| Total debt securities | $13,992,000 | 5,224 |
| Structured notes | ||
| Amortized cost | $9,057,000 | 742 |
| Fair value | $9,075,000 | 745 |
| 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 | $14,662,000 | 5,158 |
| U.S. Government securities | $14,455,000 | 4,313 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $14,455,000 | 4,191 |
| Securities issued by states & political subdivisions | $207,000 | 5,567 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,121,000 | 3,942 |
| Mortgage-backed securities | $2,638,000 | 4,643 |
| Certificates of participation in pools of residential mortgages | $1,625,000 | 4,502 |
| Issued or guaranteed by U.S. | $1,625,000 | 4,493 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,013,000 | 3,003 |
| CMOs issued by government agencies or sponsored agencies | $1,013,000 | 2,746 |
| 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) | $14,662,000 | 4,744 |
| Total debt securities | $14,663,000 | 5,129 |
| Structured notes | ||
| Amortized cost | $9,308,000 | 765 |
| Fair value | $9,264,000 | 765 |
| 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 | $10,794,000 | 5,602 |
| U.S. Government securities | $10,590,000 | 4,766 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $10,590,000 | 4,646 |
| Securities issued by states & political subdivisions | $204,000 | 5,593 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,872,000 | 5,288 |
| Mortgage-backed securities | $2,961,000 | 4,499 |
| Certificates of participation in pools of residential mortgages | $1,809,000 | 4,314 |
| Issued or guaranteed by U.S. | $1,809,000 | 4,309 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,152,000 | 2,925 |
| CMOs issued by government agencies or sponsored agencies | $1,152,000 | 2,649 |
| 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) | $10,794,000 | 5,159 |
| Total debt securities | $10,793,000 | 5,563 |
| Structured notes | ||
| Amortized cost | $6,060,000 | 967 |
| Fair value | $6,013,000 | 976 |
| 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 | $11,457,000 | 5,450 |
| U.S. Government securities | $11,457,000 | 4,577 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $11,457,000 | 4,461 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,020,000 | 5,283 |
| Mortgage-backed securities | $3,382,000 | 4,424 |
| Certificates of participation in pools of residential mortgages | $2,082,000 | 4,190 |
| Issued or guaranteed by U.S. | $2,082,000 | 4,182 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,300,000 | 2,847 |
| CMOs issued by government agencies or sponsored agencies | $1,300,000 | 2,564 |
| 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) | $11,457,000 | 5,008 |
| Total debt securities | $11,456,000 | 5,417 |
| Structured notes | ||
| Amortized cost | $5,811,000 | 999 |
| Fair value | $5,832,000 | 999 |
| 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 | $11,302,000 | 5,513 |
| U.S. Government securities | $11,302,000 | 4,684 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $11,302,000 | 4,581 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,764,000 | 5,049 |
| Mortgage-backed securities | $4,370,000 | 4,159 |
| Certificates of participation in pools of residential mortgages | $2,936,000 | 3,948 |
| Issued or guaranteed by U.S. | $2,936,000 | 3,940 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,434,000 | 2,722 |
| CMOs issued by government agencies or sponsored agencies | $1,434,000 | 2,414 |
| 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) | $11,302,000 | 5,058 |
| Total debt securities | $11,302,000 | 5,481 |
| Structured notes | ||
| Amortized cost | $4,248,000 | 1,335 |
| Fair value | $4,267,000 | 1,333 |
| 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 | $12,266,000 | 5,420 |
| U.S. Government securities | $12,141,000 | 4,587 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $12,141,000 | 4,473 |
| Securities issued by states & political subdivisions | $125,000 | 5,673 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,968,000 | 4,406 |
| Mortgage-backed securities | $5,241,000 | 4,039 |
| Certificates of participation in pools of residential mortgages | $3,667,000 | 3,836 |
| Issued or guaranteed by U.S. | $3,667,000 | 3,829 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,574,000 | 2,633 |
| CMOs issued by government agencies or sponsored agencies | $1,574,000 | 2,310 |
| 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) | $12,266,000 | 4,962 |
| Total debt securities | $12,266,000 | 5,377 |
| Structured notes | ||
| Amortized cost | $4,499,000 | 1,087 |
| Fair value | $4,507,000 | 1,082 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $11,296,000 | 5,560 |
| U.S. Government securities | $11,171,000 | 4,756 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $11,171,000 | 4,657 |
| Securities issued by states & political subdivisions | $125,000 | 5,708 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,335,000 | 5,749 |
| Mortgage-backed securities | $6,544,000 | 3,836 |
| Certificates of participation in pools of residential mortgages | $4,773,000 | 3,602 |
| Issued or guaranteed by U.S. | $4,773,000 | 3,595 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,771,000 | 2,568 |
| CMOs issued by government agencies or sponsored agencies | $1,771,000 | 2,241 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $11,296,000 | 5,090 |
| Total debt securities | $11,297,000 | 5,523 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,427 |
| Fair value | $2,226,000 | 1,430 |
| 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 | $10,958,000 | 5,661 |
| U.S. Government securities | $10,832,000 | 4,842 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $10,832,000 | 4,754 |
| Securities issued by states & political subdivisions | $126,000 | 5,743 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,850,000 | 5,165 |
| Mortgage-backed securities | $7,157,000 | 3,789 |
| Certificates of participation in pools of residential mortgages | $5,193,000 | 3,598 |
| Issued or guaranteed by U.S. | $5,193,000 | 3,587 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,964,000 | 2,502 |
| CMOs issued by government agencies or sponsored agencies | $1,964,000 | 2,153 |
| 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) | $10,958,000 | 5,186 |
| Total debt securities | $10,958,000 | 5,619 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,438 |
| Fair value | $1,255,000 | 1,444 |
| 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 | $10,541,000 | 5,725 |
| U.S. Government securities | $10,415,000 | 4,912 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $10,415,000 | 4,825 |
| Securities issued by states & political subdivisions | $126,000 | 5,791 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,907,000 | 4,430 |
| Mortgage-backed securities | $7,790,000 | 3,705 |
| Certificates of participation in pools of residential mortgages | $5,619,000 | 3,537 |
| Issued or guaranteed by U.S. | $5,619,000 | 3,524 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,171,000 | 2,428 |
| CMOs issued by government agencies or sponsored agencies | $2,171,000 | 2,066 |
| 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) | $10,541,000 | 5,227 |
| Total debt securities | $10,540,000 | 5,681 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,387 |
| Fair value | $750,000 | 1,393 |
| 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 | $10,055,000 | 5,867 |
| U.S. Government securities | $9,929,000 | 5,083 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $9,929,000 | 5,002 |
| Securities issued by states & political subdivisions | $126,000 | 5,738 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,128,000 | 4,164 |
| Mortgage-backed securities | $8,537,000 | 3,646 |
| Certificates of participation in pools of residential mortgages | $6,135,000 | 3,492 |
| Issued or guaranteed by U.S. | $6,135,000 | 3,481 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,402,000 | 2,384 |
| CMOs issued by government agencies or sponsored agencies | $2,402,000 | 2,008 |
| 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) | $10,055,000 | 5,357 |
| Total debt securities | $10,056,000 | 5,815 |
| 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 | $10,452,000 | 5,824 |
| U.S. Government securities | $10,125,000 | 5,113 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $10,125,000 | 5,027 |
| Securities issued by states & political subdivisions | $327,000 | 5,418 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,540,000 | 5,406 |
| Mortgage-backed securities | $9,051,000 | 3,484 |
| Certificates of participation in pools of residential mortgages | $6,495,000 | 3,371 |
| Issued or guaranteed by U.S. | $6,495,000 | 3,358 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,556,000 | 2,262 |
| CMOs issued by government agencies or sponsored agencies | $2,556,000 | 1,934 |
| 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) | $10,452,000 | 5,290 |
| Total debt securities | $10,452,000 | 5,780 |
| 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 | $12,023,000 | 5,534 |
| U.S. Government securities | $11,680,000 | 4,782 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $11,680,000 | 4,691 |
| Securities issued by states & political subdivisions | $330,000 | 5,421 |
| 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 | $13,000 | 1,715 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,148,000 | 4,483 |
| Mortgage-backed securities | $9,834,000 | 3,281 |
| Certificates of participation in pools of residential mortgages | $6,693,000 | 3,239 |
| Issued or guaranteed by U.S. | $6,693,000 | 3,228 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,141,000 | 2,061 |
| CMOs issued by government agencies or sponsored agencies | $3,141,000 | 1,732 |
| 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) | $12,023,000 | 5,013 |
| Total debt securities | $12,010,000 | 5,496 |
| Structured notes | ||
| Amortized cost | $298,000 | 1,569 |
| Fair value | $299,000 | 1,559 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $11,544,000 | 5,662 |
| U.S. Government securities | $10,968,000 | 4,935 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $10,968,000 | 4,855 |
| Securities issued by states & political subdivisions | $332,000 | 5,480 |
| 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 | $244,000 | 1,478 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,255,000 | 4,170 |
| Mortgage-backed securities | $9,518,000 | 3,329 |
| Certificates of participation in pools of residential mortgages | $6,280,000 | 3,298 |
| Issued or guaranteed by U.S. | $6,280,000 | 3,282 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,238,000 | 2,041 |
| CMOs issued by government agencies or sponsored agencies | $3,238,000 | 1,720 |
| 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) | $11,544,000 | 5,149 |
| Total debt securities | $11,300,000 | 5,648 |
| 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 | $13,049,000 | 5,410 |
| U.S. Government securities | $11,679,000 | 4,806 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $11,679,000 | 4,716 |
| Securities issued by states & political subdivisions | $337,000 | 5,481 |
| Other domestic debt securities | $770,000 | 2,355 |
| Privately issued residential mortgage-backed securities | $770,000 | 1,180 |
| 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 | $263,000 | 1,479 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,139,000 | 3,714 |
| Mortgage-backed securities | $10,575,000 | 3,108 |
| Certificates of participation in pools of residential mortgages | $10,575,000 | 2,473 |
| Issued or guaranteed by U.S. | $9,805,000 | 2,560 |
| Privately issued | $770,000 | 131 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| 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) | $13,049,000 | 4,916 |
| Total debt securities | $12,786,000 | 5,395 |
| 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 | $13,862,000 | 5,350 |
| U.S. Government securities | $12,495,000 | 4,785 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $12,495,000 | 4,688 |
| Securities issued by states & political subdivisions | $335,000 | 5,504 |
| Other domestic debt securities | $769,000 | 2,187 |
| Privately issued residential mortgage-backed securities | $769,000 | 1,085 |
| 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 | $263,000 | 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 | $4,651,000 | 4,617 |
| Mortgage-backed securities | $6,447,000 | 3,514 |
| Certificates of participation in pools of residential mortgages | $6,447,000 | 2,887 |
| Issued or guaranteed by U.S. | $5,678,000 | 3,059 |
| Privately issued | $769,000 | 124 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| 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) | $13,862,000 | 4,792 |
| Total debt securities | $13,599,000 | 5,344 |
| Structured notes | ||
| Amortized cost | $3,284,000 | 725 |
| Fair value | $3,324,000 | 725 |
| 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 | $14,189,000 | 5,334 |
| U.S. Government securities | $13,855,000 | 4,601 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $13,855,000 | 4,502 |
| Securities issued by states & political subdivisions | $334,000 | 5,540 |
| 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 | $5,428,000 | 4,404 |
| Mortgage-backed securities | $6,172,000 | 3,410 |
| Certificates of participation in pools of residential mortgages | $6,172,000 | 2,802 |
| Issued or guaranteed by U.S. | $6,172,000 | 2,787 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| 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) | $14,189,000 | 4,749 |
| Total debt securities | $14,189,000 | 5,285 |
| Structured notes | ||
| Amortized cost | $4,207,000 | 707 |
| Fair value | $4,238,000 | 700 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $13,895,000 | 5,401 |
| U.S. Government securities | $13,562,000 | 4,673 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $13,562,000 | 4,564 |
| Securities issued by states & political subdivisions | $333,000 | 5,567 |
| 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 | $5,908,000 | 4,287 |
| Mortgage-backed securities | $6,102,000 | 3,368 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $6,102,000 | 1,411 |
| CMOs issued by government agencies or sponsored agencies | $6,102,000 | 1,170 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $13,895,000 | 4,804 |
| Total debt securities | $13,895,000 | 5,363 |
| Structured notes | ||
| Amortized cost | $5,413,000 | 614 |
| Fair value | $5,374,000 | 610 |
| 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 | $12,075,000 | 5,725 |
| U.S. Government securities | $11,738,000 | 5,061 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $11,738,000 | 4,941 |
| Securities issued by states & political subdivisions | $337,000 | 5,611 |
| 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 | $5,132,000 | 4,536 |
| Mortgage-backed securities | $4,800,000 | 3,690 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $4,800,000 | 1,557 |
| CMOs issued by government agencies or sponsored agencies | $4,800,000 | 1,308 |
| 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) | $12,075,000 | 5,120 |
| Total debt securities | $12,075,000 | 5,671 |
| Structured notes | ||
| Amortized cost | $5,708,000 | 621 |
| Fair value | $5,694,000 | 618 |
| 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 | $10,412,000 | 6,081 |
| U.S. Government securities | $10,074,000 | 5,443 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $10,074,000 | 5,320 |
| Securities issued by states & political subdivisions | $338,000 | 5,654 |
| 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 | $2,389,000 | 5,589 |
| Mortgage-backed securities | $2,818,000 | 4,358 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,818,000 | 1,908 |
| CMOs issued by government agencies or sponsored agencies | $2,818,000 | 1,653 |
| 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) | $10,412,000 | 5,449 |
| Total debt securities | $10,412,000 | 6,026 |
| Structured notes | ||
| Amortized cost | $5,961,000 | 634 |
| Fair value | $5,925,000 | 623 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $9,831,000 | 6,253 |
| U.S. Government securities | $9,492,000 | 5,627 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $9,492,000 | 5,506 |
| Securities issued by states & political subdivisions | $339,000 | 5,719 |
| 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 | $2,680,000 | 5,497 |
| Mortgage-backed securities | $2,147,000 | 4,628 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,147,000 | 2,032 |
| CMOs issued by government agencies or sponsored agencies | $2,147,000 | 1,776 |
| 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) | $9,831,000 | 5,567 |
| Total debt securities | $9,831,000 | 6,192 |
| Structured notes | ||
| Amortized cost | $6,121,000 | 658 |
| Fair value | $6,052,000 | 660 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $9,538,000 | 6,321 |
| U.S. Government securities | $9,202,000 | 5,722 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $9,202,000 | 5,589 |
| Securities issued by states & political subdivisions | $336,000 | 5,752 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,178,000 | 4,898 |
| Mortgage-backed securities | $2,267,000 | 4,582 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,267,000 | 2,001 |
| CMOs issued by government agencies or sponsored agencies | $2,267,000 | 1,746 |
| 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) | $9,538,000 | 5,632 |
| Total debt securities | $9,538,000 | 6,261 |
| Structured notes | ||
| Amortized cost | $6,274,000 | 674 |
| Fair value | $6,158,000 | 671 |
| 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 | $11,099,000 | 6,059 |
| U.S. Government securities | $10,890,000 | 5,388 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $10,890,000 | 5,249 |
| Securities issued by states & political subdivisions | $209,000 | 5,992 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,383,000 | 4,494 |
| Mortgage-backed securities | $2,448,000 | 4,529 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,448,000 | 1,954 |
| CMOs issued by government agencies or sponsored agencies | $2,448,000 | 1,707 |
| 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) | $11,099,000 | 5,371 |
| Total debt securities | $11,099,000 | 6,001 |
| Structured notes | ||
| Amortized cost | $7,274,000 | 608 |
| Fair value | $7,166,000 | 606 |
| 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 | $11,243,000 | 6,068 |
| U.S. Government securities | $11,033,000 | 5,343 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $11,033,000 | 5,208 |
| Securities issued by states & political subdivisions | $210,000 | 6,019 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,143,000 | 4,894 |
| Mortgage-backed securities | $2,612,000 | 4,493 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,612,000 | 1,910 |
| CMOs issued by government agencies or sponsored agencies | $2,612,000 | 1,668 |
| 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) | $11,243,000 | 5,366 |
| Total debt securities | $11,243,000 | 6,012 |
| Structured notes | ||
| Amortized cost | $7,274,000 | 605 |
| Fair value | $7,149,000 | 607 |
| 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 | $11,451,000 | 6,038 |
| U.S. Government securities | $11,240,000 | 5,268 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $11,240,000 | 5,115 |
| Securities issued by states & political subdivisions | $211,000 | 6,063 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,150,000 | 4,894 |
| Mortgage-backed securities | $2,778,000 | 4,465 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,778,000 | 1,880 |
| CMOs issued by government agencies or sponsored agencies | $2,778,000 | 1,643 |
| 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) | $11,451,000 | 5,314 |
| Total debt securities | $11,451,000 | 5,975 |
| Structured notes | ||
| Amortized cost | $7,274,000 | 585 |
| Fair value | $7,177,000 | 589 |
| 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 | $11,716,000 | 6,022 |
| U.S. Government securities | $11,503,000 | 5,262 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $11,503,000 | 5,106 |
| Securities issued by states & political subdivisions | $213,000 | 6,062 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,755,000 | 4,339 |
| Mortgage-backed securities | $2,999,000 | 4,463 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,999,000 | 1,859 |
| CMOs issued by government agencies or sponsored agencies | $2,999,000 | 1,633 |
| 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) | $11,716,000 | 5,291 |
| Total debt securities | $11,716,000 | 5,955 |
| Structured notes | ||
| Amortized cost | $7,274,000 | 589 |
| Fair value | $7,226,000 | 590 |
| 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 | $11,530,000 | 6,148 |
| U.S. Government securities | $11,530,000 | 5,320 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,530,000 | 5,175 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,192,000 | 4,550 |
| Mortgage-backed securities | $3,139,000 | 4,500 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,139,000 | 1,863 |
| CMOs issued by government agencies or sponsored agencies | $3,139,000 | 1,643 |
| 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) | $11,530,000 | 5,397 |
| Total debt securities | $11,530,000 | 6,078 |
| Structured notes | ||
| Amortized cost | $7,274,000 | 593 |
| Fair value | $7,126,000 | 593 |
| 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 | $11,454,000 | 6,190 |
| U.S. Government securities | $11,439,000 | 5,362 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,439,000 | 5,210 |
| Securities issued by states & political subdivisions | $15,000 | 6,532 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,419,000 | 3,912 |
| Mortgage-backed securities | $2,455,000 | 4,830 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,455,000 | 2,034 |
| CMOs issued by government agencies or sponsored agencies | $2,455,000 | 1,818 |
| 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) | $11,454,000 | 5,431 |
| Total debt securities | $11,454,000 | 6,124 |
| Structured notes | ||
| Amortized cost | $7,836,000 | 536 |
| Fair value | $7,704,000 | 538 |
| 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 | $12,489,000 | 5,980 |
| U.S. Government securities | $12,474,000 | 5,147 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $12,474,000 | 4,994 |
| Securities issued by states & political subdivisions | $15,000 | 6,578 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,686,000 | 3,829 |
| Mortgage-backed securities | $2,649,000 | 4,773 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,649,000 | 1,984 |
| CMOs issued by government agencies or sponsored agencies | $2,649,000 | 1,776 |
| 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) | $12,489,000 | 5,243 |
| Total debt securities | $12,489,000 | 5,910 |
| Structured notes | ||
| Amortized cost | $8,583,000 | 500 |
| Fair value | $8,537,000 | 500 |
| 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 | $13,739,000 | 5,810 |
| U.S. Government securities | $13,724,000 | 4,942 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $13,724,000 | 4,784 |
| Securities issued by states & political subdivisions | $15,000 | 6,625 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,659,000 | 3,363 |
| Mortgage-backed securities | $2,796,000 | 4,778 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,796,000 | 1,981 |
| CMOs issued by government agencies or sponsored agencies | $2,796,000 | 1,777 |
| 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) | $13,739,000 | 5,103 |
| Total debt securities | $13,739,000 | 5,732 |
| Structured notes | ||
| Amortized cost | $8,362,000 | 507 |
| Fair value | $8,217,000 | 507 |
| 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 | $13,551,000 | 5,829 |
| U.S. Government securities | $13,536,000 | 4,924 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $13,536,000 | 4,785 |
| Securities issued by states & political subdivisions | $15,000 | 6,621 |
| Other domestic debt securities | $0 | 3,839 |
| 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 | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,738,000 | 3,312 |
| Mortgage-backed securities | $2,567,000 | 4,952 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,567,000 | 2,103 |
| CMOs issued by government agencies or sponsored agencies | $2,567,000 | 1,878 |
| 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) | $13,551,000 | 5,122 |
| Total debt securities | $13,551,000 | 5,744 |
| Structured notes | ||
| Amortized cost | $7,323,000 | 513 |
| Fair value | $7,347,000 | 511 |
| 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 | $11,847,000 | 6,246 |
| U.S. Government securities | $11,832,000 | 5,344 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $11,832,000 | 5,188 |
| Securities issued by states & political subdivisions | $15,000 | 6,711 |
| Other domestic debt securities | $0 | 3,890 |
| 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 | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,923,000 | 3,877 |
| Mortgage-backed securities | $1,600,000 | 5,410 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,600,000 | 2,466 |
| CMOs issued by government agencies or sponsored agencies | $1,600,000 | 2,333 |
| 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) | $11,847,000 | 5,515 |
| Total debt securities | $11,847,000 | 6,156 |
| Structured notes | ||
| Amortized cost | $5,997,000 | 536 |
| Fair value | $5,941,000 | 542 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $10,552,000 | 6,430 |
| U.S. Government securities | $10,537,000 | 5,488 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $10,537,000 | 5,331 |
| Securities issued by states & political subdivisions | $15,000 | 6,757 |
| Other domestic debt securities | $0 | 3,996 |
| 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 | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,773,000 | 3,839 |
| Mortgage-backed securities | $1,874,000 | 5,266 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,874,000 | 2,386 |
| CMOs issued by government agencies or sponsored agencies | $1,874,000 | 2,260 |
| 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) | $10,552,000 | 5,699 |
| Total debt securities | $10,552,000 | 6,339 |
| Structured notes | ||
| Amortized cost | $4,440,000 | 577 |
| Fair value | $4,476,000 | 565 |
| 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 | $7,588,000 | 7,058 |
| U.S. Government securities | $7,573,000 | 6,229 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $7,573,000 | 6,056 |
| Securities issued by states & political subdivisions | $15,000 | 6,778 |
| Other domestic debt securities | $0 | 4,051 |
| 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 | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,318,000 | 3,932 |
| Mortgage-backed securities | $1,666,000 | 5,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,666,000 | 2,668 |
| CMOs issued by government agencies or sponsored agencies | $1,666,000 | 2,521 |
| 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) | $7,588,000 | 6,281 |
| Total debt securities | $7,588,000 | 6,958 |
| Structured notes | ||
| Amortized cost | $600,000 | 1,527 |
| Fair value | $600,000 | 1,536 |
| 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 | $8,065,000 | 6,946 |
| U.S. Government securities | $8,050,000 | 6,121 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $8,050,000 | 5,936 |
| Securities issued by states & political subdivisions | $15,000 | 6,780 |
| Other domestic debt securities | $0 | 4,116 |
| 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 | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,580,000 | 4,210 |
| Mortgage-backed securities | $2,259,000 | 5,204 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,259,000 | 2,477 |
| CMOs issued by government agencies or sponsored agencies | $2,259,000 | 2,347 |
| 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) | $8,065,000 | 6,164 |
| Total debt securities | $8,065,000 | 6,852 |
| Structured notes | ||
| Amortized cost | $1,960,000 | 706 |
| Fair value | $1,971,000 | 705 |
| 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 | $5,152,000 | 7,789 |
| U.S. Government securities | $5,136,000 | 7,110 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,136,000 | 6,905 |
| Securities issued by states & political subdivisions | $16,000 | 6,807 |
| Other domestic debt securities | $0 | 4,152 |
| 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 | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,316,000 | 5,697 |
| Mortgage-backed securities | $925,000 | 5,994 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $925,000 | 3,240 |
| CMOs issued by government agencies or sponsored agencies | $925,000 | 3,098 |
| 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) | $5,152,000 | 6,911 |
| Total debt securities | $5,152,000 | 7,708 |
| Structured notes | ||
| Amortized cost | $960,000 | 991 |
| Fair value | $973,000 | 990 |
| 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 | $3,899,000 | 8,286 |
| U.S. Government securities | $3,758,000 | 7,763 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $3,758,000 | 7,512 |
| Securities issued by states & political subdivisions | $141,000 | 6,677 |
| Other domestic debt securities | $0 | 4,224 |
| 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 | $0 | 3,579 |
| 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 | $2,349,000 | 5,724 |
| Mortgage-backed securities | $203,000 | 6,773 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $203,000 | 4,117 |
| CMOs issued by government agencies or sponsored agencies | $203,000 | 3,931 |
| 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) | $3,899,000 | 7,328 |
| Total debt securities | $3,899,000 | 8,193 |
| 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 | $7,418,000 | 7,542 |
| U.S. Government securities | $7,001,000 | 6,909 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $7,001,000 | 6,541 |
| Securities issued by states & political subdivisions | $167,000 | 6,801 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $250,000 | 5,362 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,978,000 | 5,722 |
| Mortgage-backed securities | $205,000 | 6,617 |
| Certificates of participation in pools of residential mortgages | $4,000 | 7,100 |
| Issued or guaranteed by U.S. | $4,000 | 7,076 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $201,000 | 3,758 |
| CMOs issued by government agencies or sponsored agencies | $201,000 | 3,582 |
| 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) | $7,418,000 | 6,442 |
| Total debt securities | $7,168,000 | 7,502 |
| 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 | $6,528,000 | 8,152 |
| U.S. Government securities | $6,146,000 | 7,545 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $6,146,000 | 7,014 |
| Securities issued by states & political subdivisions | $274,000 | 6,822 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $108,000 | 6,660 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,470,000 | 6,049 |
| Mortgage-backed securities | $209,000 | 6,964 |
| Certificates of participation in pools of residential mortgages | $10,000 | 7,342 |
| Issued or guaranteed by U.S. | $10,000 | 7,321 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $199,000 | 3,999 |
| CMOs issued by government agencies or sponsored agencies | $199,000 | 3,821 |
| 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) | $6,528,000 | 6,923 |
| Total debt securities | $6,420,000 | 8,070 |
| 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 | $6,378,000 | 8,253 |
| U.S. Government securities | $5,683,000 | 7,725 |
| U.S. Treasury securities | $404,000 | 6,229 |
| U.S. Government agency obligations | $5,279,000 | 7,062 |
| Securities issued by states & political subdivisions | $478,000 | 6,634 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $217,000 | 5,275 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,697,000 | 5,623 |
| Mortgage-backed securities | $289,000 | 7,029 |
| Certificates of participation in pools of residential mortgages | $85,000 | 7,056 |
| Issued or guaranteed by U.S. | $85,000 | 7,038 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $204,000 | 4,250 |
| CMOs issued by government agencies or sponsored agencies | $204,000 | 4,077 |
| 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) | $6,378,000 | 6,869 |
| Total debt securities | $6,161,000 | 8,207 |
| 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 | $7,508,000 | 8,255 |
| U.S. Government securities | $6,635,000 | 7,819 |
| U.S. Treasury securities | $806,000 | 6,731 |
| U.S. Government agency obligations | $5,829,000 | 6,903 |
| Securities issued by states & political subdivisions | $656,000 | 6,430 |
| 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 | $217,000 | 5,249 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,444,000 | 6,077 |
| Mortgage-backed securities | $419,000 | 7,144 |
| Certificates of participation in pools of residential mortgages | $213,000 | 6,876 |
| Issued or guaranteed by U.S. | $213,000 | 6,854 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $206,000 | 4,519 |
| CMOs issued by government agencies or sponsored agencies | $206,000 | 4,356 |
| 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) | $764,000 | 6,530 |
| Available-for-sale securities (fair market value) | $6,744,000 | 6,794 |
| Total debt securities | $7,291,000 | 8,205 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,615 |
| Fair value | $200,000 | 2,620 |
| 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 | $6,314,000 | 9,263 |
| U.S. Government securities | $5,025,000 | 9,137 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $5,025,000 | 7,628 |
| Securities issued by states & political subdivisions | $920,000 | 6,225 |
| 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 | $369,000 | 4,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,767,000 | 6,048 |
| Mortgage-backed securities | $522,000 | 7,501 |
| Certificates of participation in pools of residential mortgages | $321,000 | 7,099 |
| Issued or guaranteed by U.S. | $321,000 | 7,078 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $201,000 | 5,006 |
| CMOs issued by government agencies or sponsored agencies | $201,000 | 4,818 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,087,000 | 6,924 |
| Available-for-sale securities (fair market value) | $5,227,000 | 7,675 |
| Total debt securities | $5,945,000 | 9,281 |
| Structured notes | ||
| Amortized cost | $200,000 | 3,352 |
| Fair value | $200,000 | 3,361 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $7,176,000 | 9,306 |
| U.S. Government securities | $5,852,000 | 9,136 |
| U.S. Treasury securities | $699,000 | 9,092 |
| U.S. Government agency obligations | $5,153,000 | 7,617 |
| Securities issued by states & political subdivisions | $968,000 | 6,400 |
| 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 | $356,000 | 3,927 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,431,000 | 6,468 |
| Mortgage-backed securities | $606,000 | 7,819 |
| Certificates of participation in pools of residential mortgages | $406,000 | 7,239 |
| Issued or guaranteed by U.S. | $406,000 | 7,204 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $200,000 | 5,473 |
| CMOs issued by government agencies or sponsored agencies | $200,000 | 5,242 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,191,000 | 7,264 |
| Available-for-sale securities (fair market value) | $5,985,000 | 7,580 |
| Total debt securities | $6,820,000 | 9,348 |
| Structured notes | ||
| Amortized cost | $200,000 | 4,276 |
| Fair value | $200,000 | 4,289 |
| 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 | $7,665,000 | 9,675 |
| U.S. Government securities | $6,519,000 | 9,370 |
| U.S. Treasury securities | $674,000 | 10,198 |
| U.S. Government agency obligations | $5,845,000 | 7,248 |
| Securities issued by states & political subdivisions | $991,000 | 6,677 |
| 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 | $155,000 | 5,246 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,360,000 | 6,677 |
| Mortgage-backed securities | $658,000 | 8,266 |
| Certificates of participation in pools of residential mortgages | $458,000 | 7,498 |
| Issued or guaranteed by U.S. | $458,000 | 7,466 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $200,000 | 5,899 |
| CMOs issued by government agencies or sponsored agencies | $200,000 | 5,642 |
| 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) | $1,444,000 | 10,445 |
| Available-for-sale securities (fair market value) | $6,221,000 | 6,256 |
| Total debt securities | $7,510,000 | 9,630 |
| 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 | $8,055,000 | 9,867 |
| U.S. Government securities | $6,901,000 | 9,455 |
| U.S. Treasury securities | $610,000 | 10,604 |
| U.S. Government agency obligations | $6,291,000 | 7,183 |
| Securities issued by states & political subdivisions | $999,000 | 6,816 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $155,000 | 4,936 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,150,000 | 6,804 |
| Mortgage-backed securities | $475,000 | 9,310 |
| Certificates of participation in pools of residential mortgages | $275,000 | 8,727 |
| Issued or guaranteed by U.S. | $275,000 | 8,674 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $200,000 | 6,360 |
| CMOs issued by government agencies or sponsored agencies | $200,000 | 6,074 |
| 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 | $7,900,000 | 9,782 |
| 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 | $5,631,000 | 11,256 |
| U.S. Government securities | $4,804,000 | 10,921 |
| U.S. Treasury securities | $400,000 | 11,557 |
| U.S. Government agency obligations | $4,404,000 | 8,408 |
| Securities issued by states & political subdivisions | $771,000 | 7,053 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $56,000 | 6,167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,550,000 | 7,729 |
| Mortgage-backed securities | $129,000 | 10,676 |
| Certificates of participation in pools of residential mortgages | $129,000 | 9,691 |
| Issued or guaranteed by U.S. | $129,000 | 9,617 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,575,000 | 11,141 |
| 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 |