Home > Citizens State Bank > Securities
Citizens State Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $100,053,000 | 1,711 |
| U.S. Government securities | $5,377,000 | 3,939 |
| U.S. Treasury securities | $463,000 | 2,692 |
| U.S. Government agency obligations | $4,914,000 | 3,669 |
| Securities issued by states & political subdivisions | $80,422,000 | 576 |
| Other domestic debt securities | $14,109,000 | 855 |
| Privately issued residential mortgage-backed securities | $14,109,000 | 235 |
| 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 | $84,983,000 | 1,018 |
| Mortgage-backed securities | $14,630,000 | 2,276 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $152,000 | 3,508 |
| Privately issued | $14,109,000 | 46 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $369,000 | 2,404 |
| 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) | $52,622,000 | 535 |
| Available-for-sale securities (fair market value) | $47,286,000 | 2,443 |
| Total debt securities | $99,908,000 | 1,696 |
| 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 | $95,044,000 | 1,757 |
| U.S. Government securities | $5,579,000 | 3,939 |
| U.S. Treasury securities | $451,000 | 2,758 |
| U.S. Government agency obligations | $5,128,000 | 3,656 |
| Securities issued by states & political subdivisions | $75,110,000 | 596 |
| Other domestic debt securities | $14,210,000 | 840 |
| Privately issued residential mortgage-backed securities | $14,210,000 | 217 |
| 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 | $83,279,000 | 1,000 |
| Mortgage-backed securities | $14,742,000 | 2,257 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $157,000 | 3,527 |
| Privately issued | $14,210,000 | 45 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $375,000 | 2,393 |
| 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) | $53,666,000 | 535 |
| Available-for-sale securities (fair market value) | $41,233,000 | 2,587 |
| Total debt securities | $94,899,000 | 1,742 |
| 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 | $99,841,000 | 1,732 |
| U.S. Government securities | $5,896,000 | 3,963 |
| U.S. Treasury securities | $452,000 | 2,784 |
| U.S. Government agency obligations | $5,444,000 | 3,670 |
| Securities issued by states & political subdivisions | $79,261,000 | 595 |
| Other domestic debt securities | $14,553,000 | 834 |
| Privately issued residential mortgage-backed securities | $14,553,000 | 218 |
| 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 | $87,292,000 | 964 |
| Mortgage-backed securities | $15,107,000 | 2,267 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $161,000 | 3,535 |
| Privately issued | $14,553,000 | 48 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $393,000 | 2,384 |
| 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) | $53,967,000 | 535 |
| Available-for-sale securities (fair market value) | $45,743,000 | 2,525 |
| Total debt securities | $99,710,000 | 1,717 |
| 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 | $98,977,000 | 1,827 |
| U.S. Government securities | $6,224,000 | 4,006 |
| U.S. Treasury securities | $455,000 | 2,849 |
| U.S. Government agency obligations | $5,769,000 | 3,657 |
| Securities issued by states & political subdivisions | $77,753,000 | 637 |
| Other domestic debt securities | $14,879,000 | 862 |
| Privately issued residential mortgage-backed securities | $14,879,000 | 230 |
| 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 | $48,686,000 | 1,382 |
| Mortgage-backed securities | $15,460,000 | 2,305 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $168,000 | 3,579 |
| Privately issued | $14,879,000 | 56 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $413,000 | 2,411 |
| 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) | $52,622,000 | 570 |
| Available-for-sale securities (fair market value) | $46,234,000 | 2,579 |
| Total debt securities | $98,856,000 | 1,810 |
| 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 | $98,574,000 | 1,861 |
| U.S. Government securities | $6,582,000 | 4,013 |
| U.S. Treasury securities | $448,000 | 2,891 |
| U.S. Government agency obligations | $6,134,000 | 3,621 |
| Securities issued by states & political subdivisions | $76,884,000 | 664 |
| Other domestic debt securities | $15,108,000 | 879 |
| Privately issued residential mortgage-backed securities | $15,108,000 | 232 |
| 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 | $46,851,000 | 1,325 |
| Mortgage-backed securities | $15,701,000 | 2,311 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $171,000 | 3,612 |
| Privately issued | $15,108,000 | 59 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $422,000 | 2,422 |
| 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) | $52,601,000 | 574 |
| Available-for-sale securities (fair market value) | $45,973,000 | 2,619 |
| Total debt securities | $98,574,000 | 1,841 |
| 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 | $93,297,000 | 1,919 |
| U.S. Government securities | $7,070,000 | 3,987 |
| U.S. Treasury securities | $440,000 | 2,911 |
| U.S. Government agency obligations | $6,630,000 | 3,599 |
| Securities issued by states & political subdivisions | $70,906,000 | 713 |
| Other domestic debt securities | $15,321,000 | 831 |
| Privately issued residential mortgage-backed securities | $15,321,000 | 213 |
| 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 | $44,221,000 | 1,308 |
| Mortgage-backed securities | $15,936,000 | 2,330 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $176,000 | 3,634 |
| Privately issued | $15,321,000 | 43 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $439,000 | 2,442 |
| 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) | $49,049,000 | 584 |
| Available-for-sale securities (fair market value) | $44,248,000 | 2,675 |
| Total debt securities | $93,299,000 | 1,902 |
| 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 | $101,513,000 | 1,842 |
| U.S. Government securities | $12,648,000 | 3,610 |
| U.S. Treasury securities | $5,447,000 | 1,974 |
| U.S. Government agency obligations | $7,201,000 | 3,582 |
| Securities issued by states & political subdivisions | $73,005,000 | 720 |
| Other domestic debt securities | $15,860,000 | 778 |
| Privately issued residential mortgage-backed securities | $15,860,000 | 218 |
| 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 | $45,987,000 | 1,274 |
| Mortgage-backed securities | $16,522,000 | 2,344 |
| Certificates of participation in pools of residential mortgages | $16,044,000 | 1,854 |
| Issued or guaranteed by U.S. | $184,000 | 3,652 |
| Privately issued | $15,860,000 | 52 |
| Collaterized mortgage obligations | $478,000 | 2,514 |
| CMOs issued by government agencies or sponsored agencies | $478,000 | 2,442 |
| 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) | $19,891,000 | 774 |
| Available-for-sale securities (fair market value) | $81,622,000 | 1,948 |
| Total debt securities | $101,513,000 | 1,827 |
| 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 | $107,544,000 | 1,740 |
| U.S. Government securities | $13,271,000 | 3,509 |
| U.S. Treasury securities | $5,446,000 | 1,761 |
| U.S. Government agency obligations | $7,825,000 | 3,498 |
| Securities issued by states & political subdivisions | $76,912,000 | 715 |
| Other domestic debt securities | $17,361,000 | 726 |
| Privately issued residential mortgage-backed securities | $17,361,000 | 186 |
| 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 | $23,884,000 | 1,857 |
| Mortgage-backed securities | $18,118,000 | 2,285 |
| Certificates of participation in pools of residential mortgages | $17,570,000 | 1,785 |
| Issued or guaranteed by U.S. | $209,000 | 3,663 |
| Privately issued | $17,361,000 | 43 |
| Collaterized mortgage obligations | $548,000 | 2,473 |
| CMOs issued by government agencies or sponsored agencies | $548,000 | 2,405 |
| 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) | $107,544,000 | 1,593 |
| Total debt securities | $107,544,000 | 1,723 |
| 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 | $85,521,000 | 1,976 |
| U.S. Government securities | $3,975,000 | 4,097 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $3,975,000 | 3,852 |
| Securities issued by states & political subdivisions | $65,876,000 | 841 |
| Other domestic debt securities | $15,670,000 | 745 |
| Privately issued residential mortgage-backed securities | $15,670,000 | 191 |
| 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 | $21,141,000 | 1,957 |
| Mortgage-backed securities | $15,670,000 | 2,411 |
| Certificates of participation in pools of residential mortgages | $15,670,000 | 1,898 |
| Issued or guaranteed by U.S. | $0 | 3,918 |
| Privately issued | $15,670,000 | 59 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| 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) | $85,521,000 | 1,845 |
| Total debt securities | $85,522,000 | 1,959 |
| 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 | $84,918,000 | 1,916 |
| U.S. Government securities | $4,158,000 | 4,075 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $4,158,000 | 3,864 |
| Securities issued by states & political subdivisions | $64,344,000 | 843 |
| Other domestic debt securities | $16,416,000 | 681 |
| Privately issued residential mortgage-backed securities | $16,416,000 | 167 |
| 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 | $21,078,000 | 1,931 |
| Mortgage-backed securities | $16,416,000 | 2,382 |
| Certificates of participation in pools of residential mortgages | $16,416,000 | 1,847 |
| Issued or guaranteed by U.S. | $0 | 3,975 |
| Privately issued | $16,416,000 | 54 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| 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) | $84,918,000 | 1,793 |
| Total debt securities | $84,918,000 | 1,901 |
| 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 | $84,147,000 | 1,862 |
| U.S. Government securities | $4,597,000 | 4,027 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $4,597,000 | 3,824 |
| Securities issued by states & political subdivisions | $62,539,000 | 841 |
| Other domestic debt securities | $17,011,000 | 651 |
| Privately issued residential mortgage-backed securities | $17,011,000 | 154 |
| 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 | $19,932,000 | 1,960 |
| Mortgage-backed securities | $17,011,000 | 2,318 |
| Certificates of participation in pools of residential mortgages | $17,011,000 | 1,772 |
| Issued or guaranteed by U.S. | $0 | 3,990 |
| Privately issued | $17,011,000 | 54 |
| 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) | $84,147,000 | 1,743 |
| Total debt securities | $84,147,000 | 1,844 |
| 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 | $66,224,000 | 2,065 |
| U.S. Government securities | $4,796,000 | 3,925 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $4,796,000 | 3,744 |
| Securities issued by states & political subdivisions | $44,044,000 | 1,081 |
| Other domestic debt securities | $17,384,000 | 619 |
| Privately issued residential mortgage-backed securities | $17,384,000 | 152 |
| 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 | $19,376,000 | 1,968 |
| Mortgage-backed securities | $17,384,000 | 2,209 |
| Certificates of participation in pools of residential mortgages | $17,384,000 | 1,675 |
| Issued or guaranteed by U.S. | $0 | 3,983 |
| Privately issued | $17,384,000 | 58 |
| 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) | $66,224,000 | 1,942 |
| Total debt securities | $66,224,000 | 2,045 |
| 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 | $43,339,000 | 2,531 |
| U.S. Government securities | $6,366,000 | 3,630 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $6,366,000 | 3,478 |
| Securities issued by states & political subdivisions | $36,973,000 | 1,213 |
| 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 | $13,104,000 | 2,350 |
| Mortgage-backed securities | $1,254,000 | 3,727 |
| Certificates of participation in pools of residential mortgages | $1,254,000 | 3,443 |
| Issued or guaranteed by U.S. | $1,254,000 | 3,359 |
| 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) | $43,339,000 | 2,365 |
| Total debt securities | $43,339,000 | 2,509 |
| 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 | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $23,097,000 | 3,197 |
| U.S. Government securities | $6,729,000 | 3,601 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $6,729,000 | 3,439 |
| Securities issued by states & political subdivisions | $16,288,000 | 2,001 |
| Other domestic debt securities | $80,000 | 2,063 |
| 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 | $80,000 | 1,624 |
| 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 | $13,085,000 | 2,345 |
| Mortgage-backed securities | $1,422,000 | 3,703 |
| Certificates of participation in pools of residential mortgages | $1,422,000 | 3,384 |
| Issued or guaranteed by U.S. | $1,422,000 | 3,290 |
| 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) | $23,097,000 | 2,993 |
| Total debt securities | $23,097,000 | 3,176 |
| 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 | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $22,938,000 | 3,179 |
| U.S. Government securities | $7,104,000 | 3,567 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $7,104,000 | 3,411 |
| Securities issued by states & political subdivisions | $15,754,000 | 1,972 |
| Other domestic debt securities | $80,000 | 2,005 |
| 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 | $80,000 | 1,580 |
| 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 | $14,329,000 | 2,259 |
| Mortgage-backed securities | $1,522,000 | 3,694 |
| Certificates of participation in pools of residential mortgages | $1,522,000 | 3,361 |
| Issued or guaranteed by U.S. | $1,522,000 | 3,268 |
| 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) | $22,938,000 | 2,982 |
| Total debt securities | $22,938,000 | 3,157 |
| 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 | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $22,597,000 | 3,158 |
| U.S. Government securities | $7,280,000 | 3,604 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $7,280,000 | 3,448 |
| Securities issued by states & political subdivisions | $15,237,000 | 1,873 |
| Other domestic debt securities | $80,000 | 1,947 |
| 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 | $80,000 | 1,500 |
| 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 | $14,166,000 | 2,203 |
| Mortgage-backed securities | $1,579,000 | 3,697 |
| Certificates of participation in pools of residential mortgages | $1,579,000 | 3,355 |
| Issued or guaranteed by U.S. | $1,579,000 | 3,248 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| 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) | $22,597,000 | 2,958 |
| Total debt securities | $22,597,000 | 3,138 |
| 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 | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $24,429,000 | 3,133 |
| U.S. Government securities | $8,079,000 | 3,607 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $8,079,000 | 3,451 |
| Securities issued by states & political subdivisions | $16,270,000 | 1,760 |
| Other domestic debt securities | $80,000 | 1,913 |
| 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 | $80,000 | 1,477 |
| 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 | $14,142,000 | 2,213 |
| Mortgage-backed securities | $1,609,000 | 3,694 |
| Certificates of participation in pools of residential mortgages | $1,609,000 | 3,325 |
| Issued or guaranteed by U.S. | $1,609,000 | 3,229 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| 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) | $24,429,000 | 2,927 |
| Total debt securities | $24,429,000 | 3,114 |
| 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 | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $20,665,000 | 3,349 |
| U.S. Government securities | $8,295,000 | 3,644 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $8,295,000 | 3,481 |
| Securities issued by states & political subdivisions | $12,290,000 | 2,098 |
| Other domestic debt securities | $80,000 | 1,963 |
| 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 | $80,000 | 1,484 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,990,000 | 2,532 |
| Mortgage-backed securities | $1,683,000 | 3,694 |
| Certificates of participation in pools of residential mortgages | $1,683,000 | 3,319 |
| Issued or guaranteed by U.S. | $1,683,000 | 3,220 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| 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) | $20,665,000 | 3,116 |
| Total debt securities | $20,665,000 | 3,328 |
| 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 | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $20,394,000 | 3,441 |
| U.S. Government securities | $8,622,000 | 3,661 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $8,622,000 | 3,495 |
| Securities issued by states & political subdivisions | $11,692,000 | 2,192 |
| Other domestic debt securities | $80,000 | 1,947 |
| 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 | $80,000 | 1,502 |
| 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 | $11,149,000 | 2,575 |
| Mortgage-backed securities | $1,747,000 | 3,674 |
| Certificates of participation in pools of residential mortgages | $1,747,000 | 3,309 |
| Issued or guaranteed by U.S. | $1,747,000 | 3,223 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| 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) | $20,394,000 | 3,201 |
| Total debt securities | $20,394,000 | 3,418 |
| 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 | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $20,910,000 | 3,447 |
| U.S. Government securities | $9,022,000 | 3,656 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $9,022,000 | 3,481 |
| Securities issued by states & political subdivisions | $11,808,000 | 2,246 |
| Other domestic debt securities | $80,000 | 1,955 |
| 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 | $80,000 | 1,509 |
| 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 | $15,113,000 | 2,260 |
| Mortgage-backed securities | $1,773,000 | 3,695 |
| Certificates of participation in pools of residential mortgages | $1,773,000 | 3,326 |
| Issued or guaranteed by U.S. | $1,773,000 | 3,240 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| 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) | $20,910,000 | 3,201 |
| Total debt securities | $20,910,000 | 3,428 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $21,342,000 | 3,457 |
| U.S. Government securities | $9,532,000 | 3,626 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $9,532,000 | 3,469 |
| Securities issued by states & political subdivisions | $11,730,000 | 2,307 |
| Other domestic debt securities | $80,000 | 1,952 |
| 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 | $80,000 | 1,522 |
| 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 | $14,869,000 | 2,297 |
| Mortgage-backed securities | $1,802,000 | 3,698 |
| Certificates of participation in pools of residential mortgages | $1,802,000 | 3,337 |
| Issued or guaranteed by U.S. | $1,802,000 | 3,265 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| 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) | $21,342,000 | 3,204 |
| Total debt securities | $21,342,000 | 3,438 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $22,203,000 | 3,436 |
| U.S. Government securities | $10,287,000 | 3,583 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $10,287,000 | 3,440 |
| Securities issued by states & political subdivisions | $11,836,000 | 2,319 |
| Other domestic debt securities | $80,000 | 1,932 |
| 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 | $80,000 | 1,531 |
| 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 | $14,403,000 | 2,347 |
| Mortgage-backed securities | $1,837,000 | 3,742 |
| Certificates of participation in pools of residential mortgages | $1,837,000 | 3,374 |
| Issued or guaranteed by U.S. | $1,837,000 | 3,345 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $22,203,000 | 3,180 |
| Total debt securities | $22,203,000 | 3,414 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $22,226,000 | 3,493 |
| U.S. Government securities | $11,020,000 | 3,515 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $11,020,000 | 3,374 |
| Securities issued by states & political subdivisions | $11,126,000 | 2,455 |
| Other domestic debt securities | $80,000 | 2,130 |
| 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 | $80,000 | 1,536 |
| 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 | $14,101,000 | 2,406 |
| Mortgage-backed securities | $1,914,000 | 3,768 |
| Certificates of participation in pools of residential mortgages | $1,914,000 | 3,398 |
| Issued or guaranteed by U.S. | $1,914,000 | 3,233 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $22,226,000 | 3,221 |
| Total debt securities | $22,226,000 | 3,471 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $23,284,000 | 3,462 |
| U.S. Government securities | $11,917,000 | 3,473 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $11,917,000 | 3,337 |
| Securities issued by states & political subdivisions | $11,287,000 | 2,464 |
| Other domestic debt securities | $80,000 | 1,957 |
| 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 | $80,000 | 1,582 |
| 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 | $13,739,000 | 2,479 |
| Mortgage-backed securities | $1,990,000 | 3,774 |
| Certificates of participation in pools of residential mortgages | $1,990,000 | 3,423 |
| Issued or guaranteed by U.S. | $1,990,000 | 3,417 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| 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) | $23,284,000 | 3,189 |
| Total debt securities | $23,284,000 | 3,440 |
| 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 | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $24,467,000 | 3,428 |
| U.S. Government securities | $8,864,000 | 3,865 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $8,864,000 | 3,719 |
| Securities issued by states & political subdivisions | $15,517,000 | 2,144 |
| Other domestic debt securities | $86,000 | 1,960 |
| 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 | $86,000 | 1,597 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,202,000 | 2,552 |
| Mortgage-backed securities | $325,000 | 4,321 |
| Certificates of participation in pools of residential mortgages | $325,000 | 4,117 |
| Issued or guaranteed by U.S. | $325,000 | 4,112 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| 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) | $49,000 | 1,987 |
| Available-for-sale securities (fair market value) | $24,418,000 | 3,166 |
| Total debt securities | $24,467,000 | 3,401 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $26,148,000 | 3,375 |
| U.S. Government securities | $9,314,000 | 3,827 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $9,314,000 | 3,682 |
| Securities issued by states & political subdivisions | $16,747,000 | 2,072 |
| Other domestic debt securities | $87,000 | 1,986 |
| 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 | $87,000 | 1,634 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,420,000 | 2,478 |
| Mortgage-backed securities | $340,000 | 4,368 |
| Certificates of participation in pools of residential mortgages | $340,000 | 4,167 |
| Issued or guaranteed by U.S. | $340,000 | 4,163 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| 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) | $50,000 | 2,037 |
| Available-for-sale securities (fair market value) | $26,098,000 | 3,111 |
| Total debt securities | $26,148,000 | 3,349 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $27,099,000 | 3,359 |
| U.S. Government securities | $9,677,000 | 3,826 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $9,677,000 | 3,688 |
| Securities issued by states & political subdivisions | $17,335,000 | 2,044 |
| Other domestic debt securities | $87,000 | 2,028 |
| 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 | $87,000 | 1,667 |
| 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 | $17,095,000 | 2,271 |
| Mortgage-backed securities | $370,000 | 4,392 |
| Certificates of participation in pools of residential mortgages | $370,000 | 4,185 |
| Issued or guaranteed by U.S. | $370,000 | 4,180 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| 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) | $54,000 | 2,063 |
| Available-for-sale securities (fair market value) | $27,045,000 | 3,099 |
| Total debt securities | $27,099,000 | 3,336 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $26,730,000 | 3,414 |
| U.S. Government securities | $9,920,000 | 3,851 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $9,920,000 | 3,704 |
| Securities issued by states & political subdivisions | $16,723,000 | 2,107 |
| Other domestic debt securities | $87,000 | 2,084 |
| 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 | $87,000 | 1,704 |
| 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 | $16,908,000 | 2,320 |
| Mortgage-backed securities | $385,000 | 4,451 |
| Certificates of participation in pools of residential mortgages | $385,000 | 4,242 |
| Issued or guaranteed by U.S. | $385,000 | 4,238 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| 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) | $47,000 | 2,111 |
| Available-for-sale securities (fair market value) | $26,683,000 | 3,147 |
| Total debt securities | $26,730,000 | 3,386 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $26,862,000 | 3,405 |
| U.S. Government securities | $10,334,000 | 3,797 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $10,334,000 | 3,655 |
| Securities issued by states & political subdivisions | $16,442,000 | 2,139 |
| Other domestic debt securities | $86,000 | 2,096 |
| 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 | $86,000 | 1,713 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,869,000 | 2,312 |
| Mortgage-backed securities | $407,000 | 4,474 |
| Certificates of participation in pools of residential mortgages | $407,000 | 4,265 |
| Issued or guaranteed by U.S. | $407,000 | 4,259 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| 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) | $48,000 | 2,136 |
| Available-for-sale securities (fair market value) | $26,814,000 | 3,120 |
| Total debt securities | $26,862,000 | 3,381 |
| 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 | $28,554,000 | 3,287 |
| U.S. Government securities | $10,832,000 | 3,750 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $10,832,000 | 3,623 |
| Securities issued by states & political subdivisions | $17,633,000 | 2,058 |
| Other domestic debt securities | $89,000 | 2,106 |
| 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 | $89,000 | 1,724 |
| 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 | $16,725,000 | 2,330 |
| Mortgage-backed securities | $444,000 | 4,501 |
| Certificates of participation in pools of residential mortgages | $444,000 | 4,282 |
| Issued or guaranteed by U.S. | $444,000 | 4,279 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| 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) | $50,000 | 2,159 |
| Available-for-sale securities (fair market value) | $28,504,000 | 3,019 |
| Total debt securities | $28,554,000 | 3,264 |
| 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 | $28,486,000 | 3,371 |
| U.S. Government securities | $11,405,000 | 3,783 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $11,405,000 | 3,657 |
| Securities issued by states & political subdivisions | $16,991,000 | 2,114 |
| Other domestic debt securities | $90,000 | 2,143 |
| 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 | $90,000 | 1,738 |
| 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 | $14,983,000 | 2,508 |
| Mortgage-backed securities | $473,000 | 4,541 |
| Certificates of participation in pools of residential mortgages | $473,000 | 4,326 |
| Issued or guaranteed by U.S. | $473,000 | 4,321 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| 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) | $52,000 | 2,203 |
| Available-for-sale securities (fair market value) | $28,434,000 | 3,097 |
| Total debt securities | $28,486,000 | 3,348 |
| 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 | $31,258,000 | 3,273 |
| U.S. Government securities | $14,387,000 | 3,543 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $14,387,000 | 3,419 |
| Securities issued by states & political subdivisions | $16,781,000 | 2,094 |
| Other domestic debt securities | $90,000 | 2,161 |
| 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 | $90,000 | 1,753 |
| 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 | $15,127,000 | 2,511 |
| Mortgage-backed securities | $513,000 | 4,568 |
| Certificates of participation in pools of residential mortgages | $513,000 | 4,338 |
| Issued or guaranteed by U.S. | $513,000 | 4,333 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| 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) | $57,000 | 2,243 |
| Available-for-sale securities (fair market value) | $31,201,000 | 2,996 |
| Total debt securities | $31,258,000 | 3,248 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $31,715,000 | 3,271 |
| U.S. Government securities | $14,880,000 | 3,541 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $14,880,000 | 3,417 |
| Securities issued by states & political subdivisions | $16,746,000 | 2,123 |
| Other domestic debt securities | $89,000 | 2,156 |
| 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 | $89,000 | 1,748 |
| 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 | $15,223,000 | 2,545 |
| Mortgage-backed securities | $550,000 | 4,584 |
| Certificates of participation in pools of residential mortgages | $550,000 | 4,350 |
| Issued or guaranteed by U.S. | $550,000 | 4,346 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| 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) | $61,000 | 2,281 |
| Available-for-sale securities (fair market value) | $31,654,000 | 2,987 |
| Total debt securities | $31,715,000 | 3,242 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $33,053,000 | 3,230 |
| U.S. Government securities | $15,510,000 | 3,561 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $15,510,000 | 3,447 |
| Securities issued by states & political subdivisions | $17,454,000 | 2,054 |
| Other domestic debt securities | $89,000 | 2,195 |
| 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 | $89,000 | 1,766 |
| 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 | $17,273,000 | 2,379 |
| Mortgage-backed securities | $600,000 | 4,635 |
| Certificates of participation in pools of residential mortgages | $600,000 | 4,389 |
| Issued or guaranteed by U.S. | $600,000 | 4,383 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| 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) | $75,000 | 2,276 |
| Available-for-sale securities (fair market value) | $32,978,000 | 2,957 |
| Total debt securities | $33,053,000 | 3,205 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $35,206,000 | 3,178 |
| U.S. Government securities | $17,239,000 | 3,468 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $17,239,000 | 3,361 |
| Securities issued by states & political subdivisions | $17,878,000 | 1,987 |
| Other domestic debt securities | $89,000 | 2,223 |
| 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 | $89,000 | 1,791 |
| 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 | $17,564,000 | 2,384 |
| Mortgage-backed securities | $662,000 | 4,689 |
| Certificates of participation in pools of residential mortgages | $662,000 | 4,437 |
| Issued or guaranteed by U.S. | $662,000 | 4,433 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| 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) | $81,000 | 2,316 |
| Available-for-sale securities (fair market value) | $35,125,000 | 2,903 |
| Total debt securities | $35,206,000 | 3,150 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $35,861,000 | 3,183 |
| U.S. Government securities | $17,877,000 | 3,478 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $17,877,000 | 3,370 |
| Securities issued by states & political subdivisions | $17,894,000 | 1,981 |
| Other domestic debt securities | $90,000 | 2,289 |
| 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 | $90,000 | 1,825 |
| 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 | $17,147,000 | 2,462 |
| Mortgage-backed securities | $714,000 | 4,727 |
| Certificates of participation in pools of residential mortgages | $714,000 | 4,465 |
| Issued or guaranteed by U.S. | $714,000 | 4,460 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| 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) | $135,000 | 2,275 |
| Available-for-sale securities (fair market value) | $35,726,000 | 2,924 |
| Total debt securities | $35,861,000 | 3,155 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $36,389,000 | 3,192 |
| U.S. Government securities | $18,414,000 | 3,483 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $18,414,000 | 3,375 |
| Securities issued by states & political subdivisions | $17,887,000 | 1,990 |
| Other domestic debt securities | $88,000 | 2,312 |
| 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 | $88,000 | 1,844 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,899,000 | 2,494 |
| Mortgage-backed securities | $770,000 | 4,784 |
| Certificates of participation in pools of residential mortgages | $770,000 | 4,519 |
| Issued or guaranteed by U.S. | $770,000 | 4,512 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $142,000 | 2,299 |
| Available-for-sale securities (fair market value) | $36,247,000 | 2,925 |
| Total debt securities | $36,389,000 | 3,166 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $37,935,000 | 3,179 |
| U.S. Government securities | $19,110,000 | 3,502 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $19,110,000 | 3,390 |
| Securities issued by states & political subdivisions | $18,736,000 | 1,940 |
| Other domestic debt securities | $89,000 | 2,375 |
| 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 | $89,000 | 1,871 |
| 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 | $16,898,000 | 2,481 |
| Mortgage-backed securities | $820,000 | 4,855 |
| Certificates of participation in pools of residential mortgages | $820,000 | 4,580 |
| Issued or guaranteed by U.S. | $820,000 | 4,577 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| 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) | $147,000 | 2,334 |
| Available-for-sale securities (fair market value) | $37,788,000 | 2,909 |
| Total debt securities | $37,935,000 | 3,156 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $31,201,000 | 3,612 |
| U.S. Government securities | $16,655,000 | 3,808 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $16,655,000 | 3,700 |
| Securities issued by states & political subdivisions | $14,321,000 | 2,369 |
| Other domestic debt securities | $225,000 | 2,328 |
| Privately issued residential mortgage-backed securities | $138,000 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $87,000 | 1,933 |
| 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 | $17,058,000 | 2,479 |
| Mortgage-backed securities | $1,219,000 | 4,779 |
| Certificates of participation in pools of residential mortgages | $1,081,000 | 4,520 |
| Issued or guaranteed by U.S. | $1,081,000 | 4,518 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $138,000 | 3,355 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $138,000 | 670 |
| 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) | $191,000 | 2,321 |
| Available-for-sale securities (fair market value) | $31,010,000 | 3,297 |
| Total debt securities | $31,202,000 | 3,582 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,180 |
| Fair value | $255,000 | 2,181 |
| 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 | $30,577,000 | 3,676 |
| U.S. Government securities | $17,032,000 | 3,793 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $17,032,000 | 3,697 |
| Securities issued by states & political subdivisions | $13,305,000 | 2,475 |
| Other domestic debt securities | $240,000 | 2,382 |
| Privately issued residential mortgage-backed securities | $160,000 | 713 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $80,000 | 1,983 |
| 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 | $16,388,000 | 2,547 |
| Mortgage-backed securities | $1,336,000 | 4,781 |
| Certificates of participation in pools of residential mortgages | $1,176,000 | 4,520 |
| Issued or guaranteed by U.S. | $1,176,000 | 4,516 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $160,000 | 3,364 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $160,000 | 683 |
| 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) | $200,000 | 2,331 |
| Available-for-sale securities (fair market value) | $30,377,000 | 3,375 |
| Total debt securities | $30,577,000 | 3,646 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,224 |
| Fair value | $256,000 | 2,225 |
| 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 | $37,435,000 | 3,267 |
| U.S. Government securities | $24,100,000 | 3,125 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $24,100,000 | 3,055 |
| Securities issued by states & political subdivisions | $13,022,000 | 2,507 |
| Other domestic debt securities | $271,000 | 2,385 |
| Privately issued residential mortgage-backed securities | $181,000 | 732 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $90,000 | 2,031 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $42,000 | 1,035 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,253,000 | 2,295 |
| Mortgage-backed securities | $5,008,000 | 3,947 |
| Certificates of participation in pools of residential mortgages | $4,827,000 | 3,508 |
| Issued or guaranteed by U.S. | $4,827,000 | 3,505 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $181,000 | 3,359 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $181,000 | 699 |
| 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) | $212,000 | 2,344 |
| Available-for-sale securities (fair market value) | $37,223,000 | 2,991 |
| Total debt securities | $37,393,000 | 3,240 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,222 |
| Fair value | $257,000 | 2,221 |
| 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 | $40,505,000 | 3,114 |
| U.S. Government securities | $26,499,000 | 2,994 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $26,499,000 | 2,920 |
| Securities issued by states & political subdivisions | $13,661,000 | 2,422 |
| Other domestic debt securities | $303,000 | 2,417 |
| Privately issued residential mortgage-backed securities | $213,000 | 740 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $90,000 | 2,075 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $42,000 | 1,040 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,014,000 | 2,294 |
| Mortgage-backed securities | $6,799,000 | 3,666 |
| Certificates of participation in pools of residential mortgages | $6,586,000 | 3,185 |
| Issued or guaranteed by U.S. | $6,586,000 | 3,181 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $213,000 | 3,371 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $213,000 | 710 |
| 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) | $224,000 | 2,335 |
| Available-for-sale securities (fair market value) | $40,281,000 | 2,862 |
| Total debt securities | $40,463,000 | 3,080 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,220 |
| Fair value | $257,000 | 2,214 |
| 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 | $41,135,000 | 3,064 |
| U.S. Government securities | $28,029,000 | 2,885 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $28,029,000 | 2,819 |
| Securities issued by states & political subdivisions | $12,730,000 | 2,509 |
| Other domestic debt securities | $334,000 | 2,466 |
| Privately issued residential mortgage-backed securities | $244,000 | 745 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $90,000 | 2,119 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $42,000 | 1,041 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,161,000 | 2,352 |
| Mortgage-backed securities | $7,179,000 | 3,616 |
| Certificates of participation in pools of residential mortgages | $6,935,000 | 3,103 |
| Issued or guaranteed by U.S. | $6,935,000 | 3,101 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $244,000 | 3,367 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $244,000 | 714 |
| 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) | $311,000 | 2,209 |
| Available-for-sale securities (fair market value) | $40,824,000 | 2,831 |
| Total debt securities | $41,093,000 | 3,034 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,211 |
| Fair value | $260,000 | 2,205 |
| 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 | $40,777,000 | 3,110 |
| U.S. Government securities | $29,506,000 | 2,851 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $29,506,000 | 2,779 |
| Securities issued by states & political subdivisions | $10,865,000 | 2,741 |
| Other domestic debt securities | $364,000 | 2,447 |
| Privately issued residential mortgage-backed securities | $274,000 | 761 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $90,000 | 2,087 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $42,000 | 1,060 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,700,000 | 2,696 |
| Mortgage-backed securities | $7,509,000 | 3,637 |
| Certificates of participation in pools of residential mortgages | $7,235,000 | 3,084 |
| Issued or guaranteed by U.S. | $7,235,000 | 3,083 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $274,000 | 3,391 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $274,000 | 731 |
| 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) | $324,000 | 2,190 |
| Available-for-sale securities (fair market value) | $40,453,000 | 2,885 |
| Total debt securities | $40,735,000 | 3,074 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,262 |
| Fair value | $260,000 | 2,257 |
| 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 | $34,494,000 | 3,395 |
| U.S. Government securities | $22,221,000 | 3,288 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $22,221,000 | 3,218 |
| Securities issued by states & political subdivisions | $11,826,000 | 2,591 |
| Other domestic debt securities | $405,000 | 2,408 |
| Privately issued residential mortgage-backed securities | $305,000 | 785 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $100,000 | 2,041 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $42,000 | 1,043 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,085,000 | 2,647 |
| Mortgage-backed securities | $2,913,000 | 4,534 |
| Certificates of participation in pools of residential mortgages | $2,608,000 | 4,136 |
| Issued or guaranteed by U.S. | $2,608,000 | 4,134 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $305,000 | 3,413 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $305,000 | 753 |
| 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) | $343,000 | 2,212 |
| Available-for-sale securities (fair market value) | $34,151,000 | 3,161 |
| Total debt securities | $34,452,000 | 3,367 |
| Structured notes | ||
| Amortized cost | $1,243,000 | 1,544 |
| Fair value | $1,264,000 | 1,531 |
| 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 | $35,728,000 | 3,356 |
| U.S. Government securities | $22,580,000 | 3,336 |
| U.S. Treasury securities | $94,000 | 1,069 |
| U.S. Government agency obligations | $22,486,000 | 3,279 |
| Securities issued by states & political subdivisions | $12,239,000 | 2,508 |
| Other domestic debt securities | $867,000 | 2,161 |
| Privately issued residential mortgage-backed securities | $767,000 | 660 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $100,000 | 2,111 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $42,000 | 1,043 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,351,000 | 2,755 |
| Mortgage-backed securities | $7,968,000 | 3,717 |
| Certificates of participation in pools of residential mortgages | $7,201,000 | 3,231 |
| Issued or guaranteed by U.S. | $7,201,000 | 3,229 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $767,000 | 3,241 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $767,000 | 636 |
| 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) | $455,000 | 2,194 |
| Available-for-sale securities (fair market value) | $35,273,000 | 3,136 |
| Total debt securities | $35,686,000 | 3,336 |
| Structured notes | ||
| Amortized cost | $1,243,000 | 1,677 |
| Fair value | $1,264,000 | 1,657 |
| 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 | $37,887,000 | 3,240 |
| U.S. Government securities | $24,710,000 | 3,214 |
| U.S. Treasury securities | $600,000 | 858 |
| U.S. Government agency obligations | $24,110,000 | 3,194 |
| Securities issued by states & political subdivisions | $12,109,000 | 2,470 |
| Other domestic debt securities | $1,026,000 | 2,014 |
| Privately issued residential mortgage-backed securities | $859,000 | 691 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $167,000 | 2,089 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $42,000 | 1,070 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,940,000 | 2,929 |
| Mortgage-backed securities | $8,580,000 | 3,671 |
| Certificates of participation in pools of residential mortgages | $7,721,000 | 3,167 |
| Issued or guaranteed by U.S. | $7,721,000 | 3,167 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $859,000 | 3,216 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $859,000 | 665 |
| 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) | $1,049,000 | 1,944 |
| Available-for-sale securities (fair market value) | $36,838,000 | 3,041 |
| Total debt securities | $37,845,000 | 3,226 |
| Structured notes | ||
| Amortized cost | $1,243,000 | 1,878 |
| Fair value | $1,265,000 | 1,863 |
| 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 | $31,774,000 | 3,629 |
| U.S. Government securities | $25,523,000 | 3,199 |
| U.S. Treasury securities | $902,000 | 900 |
| U.S. Government agency obligations | $24,621,000 | 3,198 |
| Securities issued by states & political subdivisions | $4,978,000 | 3,633 |
| Other domestic debt securities | $1,231,000 | 1,883 |
| Privately issued residential mortgage-backed securities | $1,001,000 | 697 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $230,000 | 2,058 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $42,000 | 1,037 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,735,000 | 2,838 |
| Mortgage-backed securities | $12,892,000 | 3,150 |
| Certificates of participation in pools of residential mortgages | $11,891,000 | 2,600 |
| Issued or guaranteed by U.S. | $11,891,000 | 2,597 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,001,000 | 3,164 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $1,001,000 | 675 |
| 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) | $1,658,000 | 1,802 |
| Available-for-sale securities (fair market value) | $30,116,000 | 3,463 |
| Total debt securities | $31,732,000 | 3,607 |
| Structured notes | ||
| Amortized cost | $2,931,000 | 1,464 |
| Fair value | $2,957,000 | 1,450 |
| 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 | $28,146,000 | 3,829 |
| U.S. Government securities | $22,481,000 | 3,390 |
| U.S. Treasury securities | $899,000 | 838 |
| U.S. Government agency obligations | $21,582,000 | 3,405 |
| Securities issued by states & political subdivisions | $4,302,000 | 3,767 |
| Other domestic debt securities | $1,321,000 | 1,823 |
| Privately issued residential mortgage-backed securities | $1,089,000 | 749 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $232,000 | 1,974 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $42,000 | 1,042 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,869,000 | 2,951 |
| Mortgage-backed securities | $15,287,000 | 2,845 |
| Certificates of participation in pools of residential mortgages | $14,198,000 | 2,251 |
| Issued or guaranteed by U.S. | $14,198,000 | 2,246 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,089,000 | 3,076 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $1,089,000 | 713 |
| 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) | $1,719,000 | 1,864 |
| Available-for-sale securities (fair market value) | $26,427,000 | 3,652 |
| Total debt securities | $28,104,000 | 3,807 |
| Structured notes | ||
| Amortized cost | $1,938,000 | 1,790 |
| Fair value | $1,954,000 | 1,783 |
| 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 | $25,335,000 | 3,990 |
| U.S. Government securities | $19,230,000 | 3,666 |
| U.S. Treasury securities | $897,000 | 881 |
| U.S. Government agency obligations | $18,333,000 | 3,677 |
| Securities issued by states & political subdivisions | $4,722,000 | 3,606 |
| Other domestic debt securities | $1,341,000 | 1,819 |
| Privately issued residential mortgage-backed securities | $1,195,000 | 759 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $146,000 | 1,990 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $42,000 | 1,088 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,796,000 | 2,929 |
| Mortgage-backed securities | $11,647,000 | 3,161 |
| Certificates of participation in pools of residential mortgages | $10,452,000 | 2,604 |
| Issued or guaranteed by U.S. | $10,452,000 | 2,599 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,195,000 | 3,033 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $1,195,000 | 716 |
| 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) | $2,015,000 | 1,798 |
| Available-for-sale securities (fair market value) | $23,320,000 | 3,824 |
| Total debt securities | $25,293,000 | 3,955 |
| Structured notes | ||
| Amortized cost | $2,523,000 | 1,556 |
| Fair value | $2,562,000 | 1,551 |
| 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 | $34,124,000 | 3,361 |
| U.S. Government securities | $28,080,000 | 2,932 |
| U.S. Treasury securities | $895,000 | 958 |
| U.S. Government agency obligations | $27,185,000 | 2,929 |
| Securities issued by states & political subdivisions | $4,550,000 | 3,611 |
| Other domestic debt securities | $1,452,000 | 1,723 |
| Privately issued residential mortgage-backed securities | $1,306,000 | 758 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $146,000 | 1,925 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $42,000 | 1,119 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,068,000 | 3,193 |
| Mortgage-backed securities | $9,934,000 | 3,336 |
| Certificates of participation in pools of residential mortgages | $8,628,000 | 2,827 |
| Issued or guaranteed by U.S. | $8,628,000 | 2,820 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,306,000 | 2,949 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $1,306,000 | 717 |
| 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) | $2,033,000 | 1,840 |
| Available-for-sale securities (fair market value) | $32,091,000 | 3,208 |
| Total debt securities | $34,082,000 | 3,338 |
| Structured notes | ||
| Amortized cost | $10,141,000 | 683 |
| Fair value | $10,201,000 | 684 |
| 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 | $29,219,000 | 3,688 |
| U.S. Government securities | $23,130,000 | 3,342 |
| U.S. Treasury securities | $893,000 | 994 |
| U.S. Government agency obligations | $22,237,000 | 3,327 |
| Securities issued by states & political subdivisions | $4,490,000 | 3,584 |
| Other domestic debt securities | $1,557,000 | 1,725 |
| Privately issued residential mortgage-backed securities | $1,385,000 | 779 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $172,000 | 1,949 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $42,000 | 1,132 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,982,000 | 3,587 |
| Mortgage-backed securities | $7,475,000 | 3,638 |
| Certificates of participation in pools of residential mortgages | $6,090,000 | 3,219 |
| Issued or guaranteed by U.S. | $6,090,000 | 3,212 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,385,000 | 2,874 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $1,385,000 | 741 |
| 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) | $2,165,000 | 1,834 |
| Available-for-sale securities (fair market value) | $27,054,000 | 3,545 |
| Total debt securities | $29,178,000 | 3,657 |
| Structured notes | ||
| Amortized cost | $9,649,000 | 749 |
| Fair value | $9,555,000 | 747 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $20,546,000 | 4,329 |
| U.S. Government securities | $14,199,000 | 4,175 |
| U.S. Treasury securities | $890,000 | 995 |
| U.S. Government agency obligations | $13,309,000 | 4,215 |
| Securities issued by states & political subdivisions | $4,602,000 | 3,552 |
| Other domestic debt securities | $1,703,000 | 1,784 |
| Privately issued residential mortgage-backed securities | $1,527,000 | 796 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $176,000 | 1,958 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $42,000 | 1,119 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,309,000 | 3,478 |
| Mortgage-backed securities | $5,907,000 | 3,823 |
| Certificates of participation in pools of residential mortgages | $4,380,000 | 3,510 |
| Issued or guaranteed by U.S. | $4,380,000 | 3,501 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,527,000 | 2,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $1,527,000 | 759 |
| 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) | $2,201,000 | 1,843 |
| Available-for-sale securities (fair market value) | $18,345,000 | 4,212 |
| Total debt securities | $20,504,000 | 4,300 |
| Structured notes | ||
| Amortized cost | $4,136,000 | 1,281 |
| Fair value | $4,013,000 | 1,302 |
| 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 | $8,625,000 | 5,901 |
| U.S. Government securities | $3,980,000 | 6,170 |
| U.S. Treasury securities | $888,000 | 910 |
| U.S. Government agency obligations | $3,092,000 | 6,285 |
| Securities issued by states & political subdivisions | $3,548,000 | 3,769 |
| Other domestic debt securities | $1,055,000 | 2,120 |
| Privately issued residential mortgage-backed securities | $629,000 | 1,101 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $426,000 | 1,799 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $42,000 | 1,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,093,000 | 4,527 |
| Mortgage-backed securities | $1,490,000 | 5,001 |
| Certificates of participation in pools of residential mortgages | $861,000 | 4,800 |
| Issued or guaranteed by U.S. | $861,000 | 4,792 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $629,000 | 3,206 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $629,000 | 1,049 |
| 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) | $2,472,000 | 1,824 |
| Available-for-sale securities (fair market value) | $6,153,000 | 5,849 |
| Total debt securities | $8,583,000 | 5,871 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $8,682,000 | 5,969 |
| U.S. Government securities | $4,289,000 | 6,210 |
| U.S. Treasury securities | $886,000 | 866 |
| U.S. Government agency obligations | $3,403,000 | 6,343 |
| Securities issued by states & political subdivisions | $3,218,000 | 3,812 |
| Other domestic debt securities | $1,133,000 | 2,066 |
| Privately issued residential mortgage-backed securities | $707,000 | 1,115 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $426,000 | 1,749 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $42,000 | 1,199 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,845,000 | 4,674 |
| Mortgage-backed securities | $1,630,000 | 4,945 |
| Certificates of participation in pools of residential mortgages | $923,000 | 4,801 |
| Issued or guaranteed by U.S. | $923,000 | 4,794 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $707,000 | 3,078 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $707,000 | 1,071 |
| 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) | $2,739,000 | 1,838 |
| Available-for-sale securities (fair market value) | $5,943,000 | 5,965 |
| Total debt securities | $8,648,000 | 5,938 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $10,097,000 | 5,774 |
| U.S. Government securities | $5,616,000 | 5,965 |
| U.S. Treasury securities | $884,000 | 879 |
| U.S. Government agency obligations | $4,732,000 | 6,082 |
| Securities issued by states & political subdivisions | $3,301,000 | 3,778 |
| Other domestic debt securities | $1,180,000 | 2,102 |
| Privately issued residential mortgage-backed securities | $754,000 | 1,139 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $426,000 | 1,762 |
| 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 | $4,575,000 | 4,509 |
| Mortgage-backed securities | $1,774,000 | 4,998 |
| Certificates of participation in pools of residential mortgages | $1,020,000 | 4,871 |
| Issued or guaranteed by U.S. | $1,020,000 | 4,862 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $754,000 | 3,028 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $754,000 | 1,092 |
| 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) | $3,045,000 | 1,793 |
| Available-for-sale securities (fair market value) | $7,052,000 | 5,831 |
| Total debt securities | $10,097,000 | 5,733 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $10,275,000 | 5,749 |
| U.S. Government securities | $5,747,000 | 5,917 |
| U.S. Treasury securities | $882,000 | 819 |
| U.S. Government agency obligations | $4,865,000 | 6,035 |
| Securities issued by states & political subdivisions | $3,222,000 | 3,830 |
| Other domestic debt securities | $1,306,000 | 2,097 |
| Privately issued residential mortgage-backed securities | $882,000 | 1,135 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $424,000 | 1,800 |
| 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 | $4,600,000 | 4,519 |
| Mortgage-backed securities | $2,012,000 | 4,995 |
| Certificates of participation in pools of residential mortgages | $1,130,000 | 4,886 |
| Issued or guaranteed by U.S. | $1,130,000 | 4,876 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $882,000 | 2,951 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $882,000 | 1,092 |
| 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) | $3,088,000 | 1,816 |
| Available-for-sale securities (fair market value) | $7,187,000 | 5,801 |
| Total debt securities | $10,276,000 | 5,712 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $10,369,000 | 5,765 |
| U.S. Government securities | $6,722,000 | 5,707 |
| U.S. Treasury securities | $879,000 | 773 |
| U.S. Government agency obligations | $5,843,000 | 5,844 |
| Securities issued by states & political subdivisions | $3,150,000 | 3,873 |
| Other domestic debt securities | $497,000 | 2,799 |
| 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 | $497,000 | 1,843 |
| 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 | $5,827,000 | 4,169 |
| Mortgage-backed securities | $1,194,000 | 5,374 |
| Certificates of participation in pools of residential mortgages | $1,194,000 | 4,956 |
| Issued or guaranteed by U.S. | $1,194,000 | 4,944 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $3,475,000 | 1,822 |
| Available-for-sale securities (fair market value) | $6,894,000 | 5,885 |
| Total debt securities | $10,369,000 | 5,725 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $10,144,000 | 5,792 |
| U.S. Government securities | $6,419,000 | 5,811 |
| U.S. Treasury securities | $877,000 | 757 |
| U.S. Government agency obligations | $5,542,000 | 5,931 |
| Securities issued by states & political subdivisions | $3,229,000 | 3,801 |
| Other domestic debt securities | $496,000 | 2,843 |
| 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 | $496,000 | 1,879 |
| 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 | $5,443,000 | 4,276 |
| Mortgage-backed securities | $912,000 | 5,587 |
| Certificates of participation in pools of residential mortgages | $912,000 | 5,157 |
| Issued or guaranteed by U.S. | $912,000 | 5,142 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $3,637,000 | 1,795 |
| Available-for-sale securities (fair market value) | $6,507,000 | 5,985 |
| Total debt securities | $10,144,000 | 5,749 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $9,811,000 | 5,922 |
| U.S. Government securities | $6,222,000 | 5,955 |
| U.S. Treasury securities | $875,000 | 699 |
| U.S. Government agency obligations | $5,347,000 | 6,108 |
| Securities issued by states & political subdivisions | $2,995,000 | 3,814 |
| Other domestic debt securities | $594,000 | 2,636 |
| 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 | $594,000 | 1,836 |
| 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 | $5,668,000 | 4,275 |
| Mortgage-backed securities | $965,000 | 5,628 |
| Certificates of participation in pools of residential mortgages | $965,000 | 5,214 |
| Issued or guaranteed by U.S. | $965,000 | 5,197 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| 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) | $4,520,000 | 1,695 |
| Available-for-sale securities (fair market value) | $5,291,000 | 6,247 |
| Total debt securities | $9,811,000 | 5,866 |
| 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 | $9,945,000 | 5,931 |
| U.S. Government securities | $6,236,000 | 6,062 |
| U.S. Treasury securities | $873,000 | 668 |
| U.S. Government agency obligations | $5,363,000 | 6,210 |
| Securities issued by states & political subdivisions | $2,990,000 | 3,772 |
| Other domestic debt securities | $719,000 | 2,510 |
| 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 | $719,000 | 1,725 |
| 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 | $5,895,000 | 4,277 |
| Mortgage-backed securities | $991,000 | 5,620 |
| Certificates of participation in pools of residential mortgages | $991,000 | 5,192 |
| Issued or guaranteed by U.S. | $991,000 | 5,178 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| 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) | $5,174,000 | 1,600 |
| Available-for-sale securities (fair market value) | $4,771,000 | 6,395 |
| Total debt securities | $9,945,000 | 5,885 |
| 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 | $5,514,000 | 6,808 |
| U.S. Government securities | $3,181,000 | 6,946 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $3,181,000 | 6,844 |
| Securities issued by states & political subdivisions | $2,205,000 | 4,094 |
| Other domestic debt securities | $128,000 | 3,038 |
| 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 | $128,000 | 2,264 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,881,000 | 5,288 |
| Mortgage-backed securities | $26,000 | 6,416 |
| Certificates of participation in pools of residential mortgages | $26,000 | 6,146 |
| Issued or guaranteed by U.S. | $26,000 | 6,126 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $221,000 | 3,089 |
| Available-for-sale securities (fair market value) | $5,293,000 | 6,269 |
| Total debt securities | $5,514,000 | 6,767 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $5,791,000 | 6,812 |
| U.S. Government securities | $3,461,000 | 6,915 |
| U.S. Treasury securities | $201,000 | 937 |
| U.S. Government agency obligations | $3,260,000 | 6,872 |
| Securities issued by states & political subdivisions | $2,200,000 | 4,133 |
| Other domestic debt securities | $130,000 | 3,014 |
| 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 | $130,000 | 2,272 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,561,000 | 5,387 |
| Mortgage-backed securities | $26,000 | 6,439 |
| Certificates of participation in pools of residential mortgages | $26,000 | 6,173 |
| Issued or guaranteed by U.S. | $26,000 | 6,148 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| 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) | $223,000 | 3,096 |
| Available-for-sale securities (fair market value) | $5,568,000 | 6,278 |
| Total debt securities | $5,791,000 | 6,751 |
| 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 | $6,346,000 | 6,698 |
| U.S. Government securities | $4,730,000 | 6,540 |
| U.S. Treasury securities | $302,000 | 898 |
| U.S. Government agency obligations | $4,428,000 | 6,541 |
| Securities issued by states & political subdivisions | $1,483,000 | 4,552 |
| Other domestic debt securities | $133,000 | 2,971 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $133,000 | 2,231 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,371,000 | 5,440 |
| Mortgage-backed securities | $26,000 | 6,437 |
| Certificates of participation in pools of residential mortgages | $26,000 | 6,167 |
| Issued or guaranteed by U.S. | $26,000 | 6,138 |
| Privately issued | $0 | 205 |
| 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) | $226,000 | 3,138 |
| Available-for-sale securities (fair market value) | $6,120,000 | 6,173 |
| Total debt securities | $6,346,000 | 6,625 |
| 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 | $5,485,000 | 6,972 |
| U.S. Government securities | $3,979,000 | 6,906 |
| U.S. Treasury securities | $400,000 | 966 |
| U.S. Government agency obligations | $3,579,000 | 6,922 |
| Securities issued by states & political subdivisions | $1,371,000 | 4,623 |
| Other domestic debt securities | $135,000 | 2,800 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $135,000 | 2,098 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,435,000 | 5,490 |
| Mortgage-backed securities | $29,000 | 6,370 |
| Certificates of participation in pools of residential mortgages | $29,000 | 6,091 |
| Issued or guaranteed by U.S. | $29,000 | 6,071 |
| Privately issued | $0 | 191 |
| 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) | $229,000 | 3,194 |
| Available-for-sale securities (fair market value) | $5,256,000 | 6,385 |
| Total debt securities | $5,485,000 | 6,918 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $5,469,000 | 7,043 |
| U.S. Government securities | $4,072,000 | 6,933 |
| U.S. Treasury securities | $798,000 | 876 |
| U.S. Government agency obligations | $3,274,000 | 7,051 |
| Securities issued by states & political subdivisions | $1,258,000 | 4,691 |
| Other domestic debt securities | $139,000 | 2,761 |
| 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 | $139,000 | 2,076 |
| 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 | $2,332,000 | 5,534 |
| Mortgage-backed securities | $29,000 | 6,337 |
| Certificates of participation in pools of residential mortgages | $29,000 | 6,046 |
| Issued or guaranteed by U.S. | $29,000 | 6,023 |
| 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) | $333,000 | 3,138 |
| Available-for-sale securities (fair market value) | $5,136,000 | 6,460 |
| Total debt securities | $5,469,000 | 6,993 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $5,342,000 | 7,095 |
| U.S. Government securities | $3,960,000 | 7,016 |
| U.S. Treasury securities | $892,000 | 963 |
| U.S. Government agency obligations | $3,068,000 | 7,161 |
| Securities issued by states & political subdivisions | $1,240,000 | 4,720 |
| Other domestic debt securities | $142,000 | 2,710 |
| 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 | $142,000 | 2,043 |
| 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 | $2,312,000 | 5,588 |
| Mortgage-backed securities | $29,000 | 6,366 |
| Certificates of participation in pools of residential mortgages | $29,000 | 6,067 |
| Issued or guaranteed by U.S. | $29,000 | 6,046 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| 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) | $336,000 | 3,165 |
| Available-for-sale securities (fair market value) | $5,006,000 | 6,511 |
| Total debt securities | $5,341,000 | 7,057 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $5,311,000 | 7,152 |
| U.S. Government securities | $4,024,000 | 7,029 |
| U.S. Treasury securities | $1,290,000 | 838 |
| U.S. Government agency obligations | $2,734,000 | 7,313 |
| Securities issued by states & political subdivisions | $1,143,000 | 4,833 |
| Other domestic debt securities | $144,000 | 2,731 |
| 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 | $144,000 | 2,086 |
| 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 | $2,371,000 | 5,576 |
| Mortgage-backed securities | $32,000 | 6,370 |
| Certificates of participation in pools of residential mortgages | $32,000 | 6,070 |
| Issued or guaranteed by U.S. | $32,000 | 6,048 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $338,000 | 3,224 |
| Available-for-sale securities (fair market value) | $4,973,000 | 6,555 |
| Total debt securities | $5,307,000 | 7,109 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $5,187,000 | 7,219 |
| U.S. Government securities | $4,020,000 | 7,080 |
| U.S. Treasury securities | $1,595,000 | 826 |
| U.S. Government agency obligations | $2,425,000 | 7,451 |
| Securities issued by states & political subdivisions | $1,021,000 | 4,965 |
| Other domestic debt securities | $146,000 | 2,763 |
| 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 | $146,000 | 2,143 |
| 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 | $2,361,000 | 5,597 |
| Mortgage-backed securities | $33,000 | 6,389 |
| Certificates of participation in pools of residential mortgages | $33,000 | 6,083 |
| Issued or guaranteed by U.S. | $33,000 | 6,060 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| 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) | $340,000 | 3,297 |
| Available-for-sale securities (fair market value) | $4,847,000 | 6,606 |
| Total debt securities | $5,188,000 | 7,174 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $5,507,000 | 7,223 |
| U.S. Government securities | $4,314,000 | 7,067 |
| U.S. Treasury securities | $2,089,000 | 744 |
| U.S. Government agency obligations | $2,225,000 | 7,571 |
| Securities issued by states & political subdivisions | $1,045,000 | 4,971 |
| Other domestic debt securities | $148,000 | 2,805 |
| 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 | $148,000 | 2,181 |
| 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 | $2,745,000 | 5,471 |
| Mortgage-backed securities | $34,000 | 6,435 |
| Certificates of participation in pools of residential mortgages | $34,000 | 6,125 |
| Issued or guaranteed by U.S. | $34,000 | 6,096 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| 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) | $597,000 | 3,154 |
| Available-for-sale securities (fair market value) | $4,910,000 | 6,636 |
| Total debt securities | $5,507,000 | 7,167 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $967,000 | 8,326 |
| U.S. Government securities | $502,000 | 8,250 |
| U.S. Treasury securities | $297,000 | 1,448 |
| U.S. Government agency obligations | $205,000 | 8,242 |
| Securities issued by states & political subdivisions | $317,000 | 5,772 |
| Other domestic debt securities | $148,000 | 2,871 |
| 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 | $148,000 | 2,259 |
| 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 | $512,000 | 6,629 |
| Mortgage-backed securities | $15,000 | 6,607 |
| Certificates of participation in pools of residential mortgages | $15,000 | 6,311 |
| Issued or guaranteed by U.S. | $15,000 | 6,288 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $148,000 | 3,705 |
| Available-for-sale securities (fair market value) | $819,000 | 7,635 |
| Total debt securities | $967,000 | 8,286 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $975,000 | 8,368 |
| U.S. Government securities | $505,000 | 8,296 |
| U.S. Treasury securities | $298,000 | 1,517 |
| U.S. Government agency obligations | $207,000 | 8,280 |
| Securities issued by states & political subdivisions | $320,000 | 5,791 |
| Other domestic debt securities | $150,000 | 2,937 |
| 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 | $150,000 | 2,355 |
| 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 | $514,000 | 6,670 |
| Mortgage-backed securities | $16,000 | 6,642 |
| Certificates of participation in pools of residential mortgages | $16,000 | 6,336 |
| Issued or guaranteed by U.S. | $16,000 | 6,315 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| 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) | $150,000 | 3,762 |
| Available-for-sale securities (fair market value) | $825,000 | 7,663 |
| Total debt securities | $975,000 | 8,329 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $980,000 | 8,416 |
| U.S. Government securities | $506,000 | 8,344 |
| U.S. Treasury securities | $298,000 | 1,531 |
| U.S. Government agency obligations | $208,000 | 8,322 |
| Securities issued by states & political subdivisions | $320,000 | 5,812 |
| Other domestic debt securities | $154,000 | 3,029 |
| 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 | $154,000 | 2,474 |
| 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 | $516,000 | 6,698 |
| Mortgage-backed securities | $16,000 | 6,711 |
| Certificates of participation in pools of residential mortgages | $16,000 | 6,395 |
| Issued or guaranteed by U.S. | $16,000 | 6,376 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| 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) | $154,000 | 3,832 |
| Available-for-sale securities (fair market value) | $826,000 | 7,704 |
| Total debt securities | $980,000 | 8,372 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $1,182,000 | 8,398 |
| U.S. Government securities | $612,000 | 8,350 |
| U.S. Treasury securities | $300,000 | 1,562 |
| U.S. Government agency obligations | $312,000 | 8,333 |
| Securities issued by states & political subdivisions | $416,000 | 5,714 |
| Other domestic debt securities | $154,000 | 3,089 |
| 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 | $154,000 | 2,541 |
| 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 | $619,000 | 6,672 |
| Mortgage-backed securities | $17,000 | 6,736 |
| Certificates of participation in pools of residential mortgages | $17,000 | 6,423 |
| Issued or guaranteed by U.S. | $17,000 | 6,406 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| 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) | $154,000 | 3,888 |
| Available-for-sale securities (fair market value) | $1,028,000 | 7,664 |
| Total debt securities | $1,182,000 | 8,355 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $1,290,000 | 8,396 |
| U.S. Government securities | $616,000 | 8,375 |
| U.S. Treasury securities | $301,000 | 1,619 |
| U.S. Government agency obligations | $315,000 | 8,350 |
| Securities issued by states & political subdivisions | $417,000 | 5,720 |
| Other domestic debt securities | $257,000 | 2,949 |
| 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 | $257,000 | 2,450 |
| 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 | $724,000 | 6,618 |
| Mortgage-backed securities | $18,000 | 6,769 |
| Certificates of participation in pools of residential mortgages | $18,000 | 6,465 |
| Issued or guaranteed by U.S. | $18,000 | 6,446 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| 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) | $156,000 | 3,932 |
| Available-for-sale securities (fair market value) | $1,134,000 | 7,669 |
| Total debt securities | $1,290,000 | 8,356 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $1,273,000 | 8,472 |
| U.S. Government securities | $614,000 | 8,444 |
| U.S. Treasury securities | $301,000 | 1,730 |
| U.S. Government agency obligations | $313,000 | 8,424 |
| Securities issued by states & political subdivisions | $400,000 | 5,763 |
| Other domestic debt securities | $259,000 | 2,996 |
| 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 | $259,000 | 2,530 |
| 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 | $722,000 | 6,668 |
| Mortgage-backed securities | $19,000 | 6,847 |
| Certificates of participation in pools of residential mortgages | $19,000 | 6,545 |
| Issued or guaranteed by U.S. | $19,000 | 6,527 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| 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) | $158,000 | 3,998 |
| Available-for-sale securities (fair market value) | $1,115,000 | 7,751 |
| Total debt securities | $1,273,000 | 8,430 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $1,047,000 | 8,541 |
| U.S. Government securities | $622,000 | 8,465 |
| U.S. Treasury securities | $305,000 | 1,734 |
| U.S. Government agency obligations | $317,000 | 8,451 |
| Securities issued by states & political subdivisions | $163,000 | 6,234 |
| Other domestic debt securities | $262,000 | 3,037 |
| 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 | $262,000 | 2,587 |
| 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 | $731,000 | 6,675 |
| Mortgage-backed securities | $20,000 | 6,898 |
| Certificates of participation in pools of residential mortgages | $20,000 | 6,589 |
| Issued or guaranteed by U.S. | $20,000 | 6,577 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| 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) | $160,000 | 4,043 |
| Available-for-sale securities (fair market value) | $887,000 | 7,846 |
| Total debt securities | $1,047,000 | 8,493 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $1,069,000 | 8,582 |
| U.S. Government securities | $639,000 | 8,519 |
| U.S. Treasury securities | $309,000 | 1,738 |
| U.S. Government agency obligations | $330,000 | 8,497 |
| Securities issued by states & political subdivisions | $164,000 | 6,277 |
| Other domestic debt securities | $266,000 | 3,083 |
| 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 | $266,000 | 2,645 |
| 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 | $736,000 | 6,701 |
| Mortgage-backed securities | $30,000 | 6,881 |
| Certificates of participation in pools of residential mortgages | $30,000 | 6,550 |
| Issued or guaranteed by U.S. | $30,000 | 6,537 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| 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) | $162,000 | 4,097 |
| Available-for-sale securities (fair market value) | $907,000 | 7,884 |
| Total debt securities | $1,069,000 | 8,540 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $1,262,000 | 8,620 |
| U.S. Government securities | $630,000 | 8,587 |
| U.S. Treasury securities | $305,000 | 1,849 |
| U.S. Government agency obligations | $325,000 | 8,552 |
| Securities issued by states & political subdivisions | $363,000 | 5,948 |
| Other domestic debt securities | $269,000 | 3,176 |
| 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 | $269,000 | 2,751 |
| 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 | $729,000 | 6,726 |
| Mortgage-backed securities | $32,000 | 6,952 |
| Certificates of participation in pools of residential mortgages | $32,000 | 6,614 |
| Issued or guaranteed by U.S. | $32,000 | 6,602 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| 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) | $164,000 | 4,154 |
| Available-for-sale securities (fair market value) | $1,098,000 | 7,886 |
| Total debt securities | $1,262,000 | 8,579 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $1,511,000 | 8,582 |
| U.S. Government securities | $871,000 | 8,531 |
| U.S. Treasury securities | $317,000 | 1,819 |
| U.S. Government agency obligations | $554,000 | 8,497 |
| Securities issued by states & political subdivisions | $366,000 | 5,951 |
| Other domestic debt securities | $274,000 | 3,278 |
| 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 | $274,000 | 2,833 |
| 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 | $958,000 | 6,591 |
| Mortgage-backed securities | $47,000 | 6,894 |
| Certificates of participation in pools of residential mortgages | $47,000 | 6,536 |
| Issued or guaranteed by U.S. | $47,000 | 6,520 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| 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) | $166,000 | 4,187 |
| Available-for-sale securities (fair market value) | $1,345,000 | 7,844 |
| Total debt securities | $1,511,000 | 8,523 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $1,744,000 | 8,607 |
| U.S. Government securities | $1,103,000 | 8,525 |
| U.S. Treasury securities | $101,000 | 2,149 |
| U.S. Government agency obligations | $1,002,000 | 8,437 |
| Securities issued by states & political subdivisions | $365,000 | 5,996 |
| Other domestic debt securities | $276,000 | 3,329 |
| 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 | $276,000 | 2,967 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,189,000 | 6,381 |
| Mortgage-backed securities | $48,000 | 6,937 |
| Certificates of participation in pools of residential mortgages | $48,000 | 6,594 |
| Issued or guaranteed by U.S. | $48,000 | 6,573 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| 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) | $168,000 | 4,243 |
| Available-for-sale securities (fair market value) | $1,576,000 | 7,848 |
| Total debt securities | $1,744,000 | 8,543 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $1,764,000 | 8,622 |
| U.S. Government securities | $1,119,000 | 8,515 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,119,000 | 8,364 |
| Securities issued by states & political subdivisions | $365,000 | 6,038 |
| Other domestic debt securities | $280,000 | 3,446 |
| 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 | $280,000 | 3,070 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,063,000 | 6,470 |
| Mortgage-backed securities | $56,000 | 6,960 |
| Certificates of participation in pools of residential mortgages | $56,000 | 6,610 |
| Issued or guaranteed by U.S. | $56,000 | 6,586 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| 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) | $170,000 | 4,262 |
| Available-for-sale securities (fair market value) | $1,594,000 | 7,857 |
| Total debt securities | $1,764,000 | 8,551 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $1,425,000 | 8,706 |
| U.S. Government securities | $972,000 | 8,607 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $972,000 | 8,461 |
| Securities issued by states & political subdivisions | $170,000 | 6,450 |
| Other domestic debt securities | $283,000 | 3,500 |
| 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 | $283,000 | 3,107 |
| 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 | $881,000 | 6,667 |
| Mortgage-backed securities | $92,000 | 6,902 |
| Certificates of participation in pools of residential mortgages | $92,000 | 6,511 |
| Issued or guaranteed by U.S. | $92,000 | 6,494 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| 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) | $172,000 | 4,311 |
| Available-for-sale securities (fair market value) | $1,253,000 | 7,956 |
| Total debt securities | $1,425,000 | 8,640 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $2,052,000 | 8,628 |
| U.S. Government securities | $1,598,000 | 8,436 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $1,598,000 | 8,263 |
| Securities issued by states & political subdivisions | $169,000 | 6,441 |
| Other domestic debt securities | $285,000 | 3,550 |
| 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 | $285,000 | 3,142 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,456,000 | 6,244 |
| Mortgage-backed securities | $112,000 | 6,883 |
| Certificates of participation in pools of residential mortgages | $112,000 | 6,469 |
| Issued or guaranteed by U.S. | $112,000 | 6,449 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| 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) | $174,000 | 4,375 |
| Available-for-sale securities (fair market value) | $1,878,000 | 7,836 |
| Total debt securities | $2,053,000 | 8,546 |
| Structured notes | ||
| Amortized cost | $599,000 | 1,267 |
| Fair value | $600,000 | 1,268 |
| 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 | $2,071,000 | 8,662 |
| U.S. Government securities | $1,515,000 | 8,518 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,515,000 | 8,353 |
| Securities issued by states & political subdivisions | $269,000 | 6,229 |
| Other domestic debt securities | $287,000 | 3,601 |
| 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 | $287,000 | 3,175 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,394,000 | 6,296 |
| Mortgage-backed securities | $121,000 | 6,871 |
| Certificates of participation in pools of residential mortgages | $121,000 | 6,421 |
| Issued or guaranteed by U.S. | $121,000 | 6,401 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| 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) | $275,000 | 4,298 |
| Available-for-sale securities (fair market value) | $1,796,000 | 7,880 |
| Total debt securities | $2,074,000 | 8,572 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,490 |
| Fair value | $201,000 | 1,504 |
| 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 | $2,305,000 | 8,776 |
| U.S. Government securities | $1,683,000 | 8,627 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $1,683,000 | 8,430 |
| Securities issued by states & political subdivisions | $333,000 | 6,213 |
| Other domestic debt securities | $289,000 | 3,648 |
| 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 | $289,000 | 3,162 |
| 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 | $1,182,000 | 6,571 |
| Mortgage-backed securities | $149,000 | 6,883 |
| Certificates of participation in pools of residential mortgages | $149,000 | 6,368 |
| Issued or guaranteed by U.S. | $149,000 | 6,343 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| 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) | $377,000 | 4,435 |
| Available-for-sale securities (fair market value) | $1,928,000 | 7,956 |
| Total debt securities | $2,305,000 | 8,691 |
| Structured notes | ||
| Amortized cost | $199,000 | 809 |
| Fair value | $199,000 | 802 |
| 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 | $2,480,000 | 9,156 |
| U.S. Government securities | $1,789,000 | 9,067 |
| U.S. Treasury securities | $1,153,000 | 2,477 |
| U.S. Government agency obligations | $636,000 | 9,199 |
| Securities issued by states & political subdivisions | $284,000 | 6,507 |
| Other domestic debt securities | $291,000 | 3,277 |
| 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 | $291,000 | 2,863 |
| Foreign debt securities | NA | NA |
| Equity securities | $116,000 | 6,641 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,405,000 | 6,716 |
| Mortgage-backed securities | $184,000 | 6,669 |
| Certificates of participation in pools of residential mortgages | $184,000 | 6,119 |
| Issued or guaranteed by U.S. | $184,000 | 6,098 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,137,000 | 4,359 |
| Available-for-sale securities (fair market value) | $1,343,000 | 8,395 |
| Total debt securities | $2,364,000 | 9,064 |
| 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 | $2,078,000 | 9,600 |
| U.S. Government securities | $1,574,000 | 9,503 |
| U.S. Treasury securities | $1,255,000 | 3,328 |
| U.S. Government agency obligations | $319,000 | 9,613 |
| Securities issued by states & political subdivisions | $195,000 | 7,059 |
| Other domestic debt securities | $195,000 | 3,371 |
| 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 | $195,000 | 2,876 |
| Foreign debt securities | NA | NA |
| Equity securities | $114,000 | 6,597 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,574,000 | 6,657 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,964,000 | 4,264 |
| Available-for-sale securities (fair market value) | $114,000 | 9,341 |
| Total debt securities | $1,964,000 | 9,550 |
| 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 | $2,968,000 | 9,512 |
| U.S. Government securities | $2,324,000 | 9,298 |
| U.S. Treasury securities | $1,257,000 | 4,651 |
| U.S. Government agency obligations | $1,067,000 | 9,275 |
| Securities issued by states & political subdivisions | $195,000 | 7,291 |
| Other domestic debt securities | $344,000 | 2,952 |
| 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 | $344,000 | 2,456 |
| Foreign debt securities | NA | NA |
| Equity securities | $105,000 | 6,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,120,000 | 6,022 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,863,000 | 4,266 |
| Available-for-sale securities (fair market value) | $105,000 | 9,495 |
| Total debt securities | $2,863,000 | 9,426 |
| 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 | $3,631,000 | 9,742 |
| U.S. Government securities | $3,120,000 | 9,499 |
| U.S. Treasury securities | $1,609,000 | 5,556 |
| U.S. Government agency obligations | $1,511,000 | 9,365 |
| Securities issued by states & political subdivisions | $145,000 | 7,691 |
| Other domestic debt securities | $351,000 | 2,592 |
| 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 | $351,000 | 2,075 |
| Foreign debt securities | NA | NA |
| Equity securities | $15,000 | 7,766 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,690,000 | 5,877 |
| Mortgage-backed securities | $17,000 | 8,337 |
| Certificates of participation in pools of residential mortgages | $17,000 | 7,821 |
| Issued or guaranteed by U.S. | $17,000 | 7,795 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,616,000 | 4,727 |
| Available-for-sale securities (fair market value) | $15,000 | 10,085 |
| Total debt securities | $3,616,000 | 9,642 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $4,506,000 | 9,987 |
| U.S. Government securities | $4,042,000 | 9,654 |
| U.S. Treasury securities | $2,510,000 | 5,456 |
| U.S. Government agency obligations | $1,532,000 | 9,788 |
| Securities issued by states & political subdivisions | $145,000 | 8,111 |
| Other domestic debt securities | $304,000 | 3,071 |
| 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 | $304,000 | 2,355 |
| Foreign debt securities | NA | NA |
| Equity securities | $15,000 | 7,870 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,800,000 | 6,912 |
| Mortgage-backed securities | $17,000 | 8,922 |
| Certificates of participation in pools of residential mortgages | $17,000 | 8,381 |
| Issued or guaranteed by U.S. | $17,000 | 8,353 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,491,000 | 4,930 |
| Available-for-sale securities (fair market value) | $15,000 | 10,456 |
| Total debt securities | $4,491,000 | 9,888 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $4,607,000 | 10,382 |
| U.S. Government securities | $4,197,000 | 9,965 |
| U.S. Treasury securities | $2,670,000 | 6,344 |
| U.S. Government agency obligations | $1,527,000 | 10,106 |
| Securities issued by states & political subdivisions | $245,000 | 8,069 |
| Other domestic debt securities | $150,000 | 4,192 |
| 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 | $150,000 | 3,294 |
| Foreign debt securities | NA | NA |
| Equity securities | $15,000 | 7,958 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,650,000 | 7,253 |
| Mortgage-backed securities | $17,000 | 9,421 |
| Certificates of participation in pools of residential mortgages | $17,000 | 8,775 |
| Issued or guaranteed by U.S. | $17,000 | 8,741 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| 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) | $4,592,000 | 5,192 |
| Available-for-sale securities (fair market value) | $15,000 | 10,955 |
| Total debt securities | $4,592,000 | 10,281 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $5,860,000 | 10,451 |
| U.S. Government securities | $5,451,000 | 9,933 |
| U.S. Treasury securities | $4,072,000 | 6,162 |
| U.S. Government agency obligations | $1,379,000 | 10,514 |
| Securities issued by states & political subdivisions | $245,000 | 8,500 |
| Other domestic debt securities | $149,000 | 4,825 |
| 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 | $149,000 | 3,851 |
| Foreign debt securities | NA | NA |
| Equity securities | $15,000 | 8,058 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,650,000 | 6,389 |
| Mortgage-backed securities | $17,000 | 9,976 |
| Certificates of participation in pools of residential mortgages | $17,000 | 9,275 |
| Issued or guaranteed by U.S. | $17,000 | 9,245 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,845,000 | 7,540 |
| Available-for-sale securities (fair market value) | $15,000 | 11,107 |
| Total debt securities | $5,845,000 | 10,355 |
| 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 | $7,277,000 | 10,185 |
| U.S. Government securities | $6,862,000 | 9,475 |
| U.S. Treasury securities | $5,396,000 | 5,439 |
| U.S. Government agency obligations | $1,466,000 | 10,739 |
| Securities issued by states & political subdivisions | $100,000 | 9,288 |
| Other domestic debt securities | $300,000 | 4,838 |
| 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 | $300,000 | 3,756 |
| Foreign debt securities | NA | NA |
| Equity securities | $15,000 | 7,990 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,250,000 | 5,764 |
| Mortgage-backed securities | $49,000 | 10,446 |
| Certificates of participation in pools of residential mortgages | $49,000 | 9,640 |
| Issued or guaranteed by U.S. | $49,000 | 9,588 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| 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 | $7,262,000 | 10,062 |
| 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 | $8,786,000 | 9,670 |
| U.S. Government securities | $8,221,000 | 8,892 |
| U.S. Treasury securities | $6,578,000 | 4,821 |
| U.S. Government agency obligations | $1,643,000 | 10,877 |
| Securities issued by states & political subdivisions | $100,000 | 9,256 |
| Other domestic debt securities | $450,000 | 5,266 |
| 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 | $450,000 | 4,005 |
| Foreign debt securities | NA | NA |
| Equity securities | $15,000 | 7,842 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,950,000 | 6,062 |
| Mortgage-backed securities | $115,000 | 10,721 |
| Certificates of participation in pools of residential mortgages | $115,000 | 9,738 |
| Issued or guaranteed by U.S. | $115,000 | 9,665 |
| 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 | $8,771,000 | 9,547 |
| 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 |