Home > Commerce Bank > Securities
Commerce Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $38,304,000 | 2,927 |
| U.S. Government securities | $33,838,000 | 2,333 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $33,838,000 | 2,042 |
| Securities issued by states & political subdivisions | $4,466,000 | 2,980 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $736,000 | 3,806 |
| Mortgage-backed securities | $32,004,000 | 1,646 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $26,050,000 | 1,290 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,045,000 | 1,534 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $1,909,000 | 958 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $38,304,000 | 2,694 |
| Total debt securities | $38,304,000 | 2,907 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 747 |
| Fair value | $840,000 | 873 |
| 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 | $38,591,000 | 2,910 |
| U.S. Government securities | $30,532,000 | 2,453 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $30,532,000 | 2,121 |
| Securities issued by states & political subdivisions | $8,059,000 | 2,625 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $515,000 | 3,850 |
| Mortgage-backed securities | $29,744,000 | 1,673 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $29,744,000 | 1,170 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $38,591,000 | 2,674 |
| Total debt securities | $38,592,000 | 2,891 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 768 |
| Fair value | $787,000 | 898 |
| 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 | $41,188,000 | 2,886 |
| U.S. Government securities | $32,648,000 | 2,411 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $32,648,000 | 2,090 |
| Securities issued by states & political subdivisions | $8,540,000 | 2,638 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $515,000 | 3,847 |
| Mortgage-backed securities | $31,819,000 | 1,658 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $31,819,000 | 1,158 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $41,188,000 | 2,648 |
| Total debt securities | $41,187,000 | 2,868 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 811 |
| Fair value | $827,000 | 939 |
| 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 | $43,512,000 | 2,900 |
| U.S. Government securities | $34,185,000 | 2,433 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $34,185,000 | 2,052 |
| Securities issued by states & political subdivisions | $9,327,000 | 2,615 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $524,000 | 3,854 |
| Mortgage-backed securities | $33,357,000 | 1,665 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $33,357,000 | 1,160 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $43,512,000 | 2,654 |
| Total debt securities | $43,512,000 | 2,881 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 845 |
| Fair value | $825,000 | 976 |
| 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 | $44,117,000 | 2,920 |
| U.S. Government securities | $34,455,000 | 2,436 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $34,455,000 | 2,050 |
| Securities issued by states & political subdivisions | $9,662,000 | 2,625 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $516,000 | 3,816 |
| Mortgage-backed securities | $33,635,000 | 1,675 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $33,635,000 | 1,175 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $44,117,000 | 2,666 |
| Total debt securities | $44,118,000 | 2,901 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 869 |
| Fair value | $816,000 | 1,002 |
| 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 | $45,785,000 | 2,876 |
| U.S. Government securities | $35,536,000 | 2,427 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $35,536,000 | 2,038 |
| Securities issued by states & political subdivisions | $10,249,000 | 2,583 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $492,000 | 3,851 |
| Mortgage-backed securities | $34,724,000 | 1,658 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $34,724,000 | 1,157 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $45,785,000 | 2,636 |
| Total debt securities | $45,785,000 | 2,855 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 861 |
| Fair value | $808,000 | 992 |
| 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 | $47,360,000 | 2,880 |
| U.S. Government securities | $36,494,000 | 2,423 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $36,494,000 | 2,037 |
| Securities issued by states & political subdivisions | $10,866,000 | 2,583 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $540,000 | 3,861 |
| Mortgage-backed securities | $35,619,000 | 1,687 |
| Certificates of participation in pools of residential mortgages | $35,619,000 | 1,195 |
| Issued or guaranteed by U.S. | $35,619,000 | 1,173 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $47,360,000 | 2,656 |
| Total debt securities | $47,362,000 | 2,864 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 840 |
| Fair value | $868,000 | 968 |
| 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 | $47,956,000 | 2,825 |
| U.S. Government securities | $37,065,000 | 2,349 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $37,065,000 | 2,034 |
| Securities issued by states & political subdivisions | $10,891,000 | 2,585 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $540,000 | 3,881 |
| Mortgage-backed securities | $36,127,000 | 1,703 |
| Certificates of participation in pools of residential mortgages | $36,127,000 | 1,212 |
| Issued or guaranteed by U.S. | $36,127,000 | 1,193 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| 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) | $47,956,000 | 2,631 |
| Total debt securities | $47,954,000 | 2,804 |
| Structured notes | ||
| Amortized cost | $999,000 | 850 |
| Fair value | $931,000 | 836 |
| 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 | $49,464,000 | 2,707 |
| U.S. Government securities | $38,233,000 | 2,171 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $38,233,000 | 1,959 |
| Securities issued by states & political subdivisions | $11,231,000 | 2,596 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $540,000 | 3,910 |
| Mortgage-backed securities | $37,226,000 | 1,635 |
| Certificates of participation in pools of residential mortgages | $37,226,000 | 1,172 |
| Issued or guaranteed by U.S. | $37,226,000 | 1,149 |
| Privately issued | $0 | 246 |
| 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) | $49,464,000 | 2,535 |
| Total debt securities | $49,464,000 | 2,686 |
| Structured notes | ||
| Amortized cost | $999,000 | 748 |
| Fair value | $996,000 | 672 |
| 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 | $41,245,000 | 2,885 |
| U.S. Government securities | $30,080,000 | 2,382 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $30,080,000 | 2,200 |
| Securities issued by states & political subdivisions | $11,165,000 | 2,583 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $540,000 | 3,940 |
| Mortgage-backed securities | $30,070,000 | 1,845 |
| Certificates of participation in pools of residential mortgages | $30,070,000 | 1,310 |
| Issued or guaranteed by U.S. | $30,070,000 | 1,280 |
| Privately issued | $0 | 234 |
| 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) | $41,245,000 | 2,717 |
| Total debt securities | $41,245,000 | 2,864 |
| 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 | $38,953,000 | 2,886 |
| U.S. Government securities | $27,748,000 | 2,423 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $27,748,000 | 2,245 |
| Securities issued by states & political subdivisions | $11,205,000 | 2,554 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $510,000 | 3,976 |
| Mortgage-backed securities | $27,733,000 | 1,872 |
| Certificates of participation in pools of residential mortgages | $27,733,000 | 1,343 |
| Issued or guaranteed by U.S. | $27,733,000 | 1,310 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $38,953,000 | 2,725 |
| Total debt securities | $38,954,000 | 2,869 |
| 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 | $33,138,000 | 2,985 |
| U.S. Government securities | $22,485,000 | 2,524 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $22,485,000 | 2,369 |
| Securities issued by states & political subdivisions | $10,653,000 | 2,589 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $510,000 | 3,998 |
| Mortgage-backed securities | $22,470,000 | 1,981 |
| Certificates of participation in pools of residential mortgages | $22,470,000 | 1,471 |
| Issued or guaranteed by U.S. | $22,470,000 | 1,432 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $33,138,000 | 2,804 |
| Total debt securities | $33,138,000 | 2,965 |
| 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 | $33,516,000 | 2,861 |
| U.S. Government securities | $22,726,000 | 2,394 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $22,726,000 | 2,266 |
| Securities issued by states & political subdivisions | $10,790,000 | 2,539 |
| 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 | $510,000 | 4,020 |
| Mortgage-backed securities | $22,707,000 | 1,900 |
| Certificates of participation in pools of residential mortgages | $22,707,000 | 1,344 |
| Issued or guaranteed by U.S. | $22,707,000 | 1,315 |
| 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) | $33,516,000 | 2,686 |
| Total debt securities | $33,517,000 | 2,842 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $30,520,000 | 2,888 |
| U.S. Government securities | $20,099,000 | 2,478 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $20,099,000 | 2,356 |
| Securities issued by states & political subdivisions | $10,421,000 | 2,441 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $510,000 | 4,037 |
| Mortgage-backed securities | $20,080,000 | 1,990 |
| Certificates of participation in pools of residential mortgages | $20,080,000 | 1,409 |
| Issued or guaranteed by U.S. | $20,080,000 | 1,373 |
| 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) | $30,520,000 | 2,701 |
| Total debt securities | $30,521,000 | 2,867 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $26,063,000 | 3,041 |
| U.S. Government securities | $16,797,000 | 2,685 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $16,797,000 | 2,554 |
| Securities issued by states & political subdivisions | $9,266,000 | 2,491 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $510,000 | 4,086 |
| Mortgage-backed securities | $16,773,000 | 2,157 |
| Certificates of participation in pools of residential mortgages | $16,773,000 | 1,569 |
| Issued or guaranteed by U.S. | $16,773,000 | 1,525 |
| 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) | $26,063,000 | 2,846 |
| Total debt securities | $26,063,000 | 3,022 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $23,859,000 | 3,104 |
| U.S. Government securities | $15,196,000 | 2,835 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $15,196,000 | 2,692 |
| Securities issued by states & political subdivisions | $8,663,000 | 2,464 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $260,000 | 4,195 |
| Mortgage-backed securities | $15,172,000 | 2,255 |
| Certificates of participation in pools of residential mortgages | $15,172,000 | 1,642 |
| Issued or guaranteed by U.S. | $15,172,000 | 1,597 |
| 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) | $23,859,000 | 2,905 |
| Total debt securities | $23,860,000 | 3,081 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $22,136,000 | 3,242 |
| U.S. Government securities | $13,307,000 | 3,071 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $13,307,000 | 2,913 |
| Securities issued by states & political subdivisions | $8,829,000 | 2,432 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $538,000 | 4,181 |
| Mortgage-backed securities | $11,285,000 | 2,499 |
| Certificates of participation in pools of residential mortgages | $11,285,000 | 1,882 |
| Issued or guaranteed by U.S. | $11,285,000 | 1,831 |
| 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) | $22,136,000 | 3,023 |
| Total debt securities | $22,132,000 | 3,220 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $20,511,000 | 3,361 |
| U.S. Government securities | $11,338,000 | 3,305 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $11,338,000 | 3,153 |
| Securities issued by states & political subdivisions | $9,173,000 | 2,396 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $510,000 | 4,251 |
| Mortgage-backed securities | $9,317,000 | 2,659 |
| Certificates of participation in pools of residential mortgages | $9,317,000 | 2,045 |
| Issued or guaranteed by U.S. | $9,317,000 | 1,986 |
| 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) | $20,511,000 | 3,123 |
| Total debt securities | $20,510,000 | 3,339 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $21,222,000 | 3,383 |
| U.S. Government securities | $11,775,000 | 3,311 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $11,775,000 | 3,150 |
| Securities issued by states & political subdivisions | $9,447,000 | 2,407 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $510,000 | 4,296 |
| Mortgage-backed securities | $9,750,000 | 2,646 |
| Certificates of participation in pools of residential mortgages | $9,750,000 | 1,992 |
| Issued or guaranteed by U.S. | $9,750,000 | 1,954 |
| 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) | $21,222,000 | 3,145 |
| Total debt securities | $21,219,000 | 3,363 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $21,775,000 | 3,392 |
| U.S. Government securities | $12,426,000 | 3,275 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $12,426,000 | 3,113 |
| Securities issued by states & political subdivisions | $9,349,000 | 2,505 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $539,000 | 4,334 |
| Mortgage-backed securities | $10,130,000 | 2,605 |
| Certificates of participation in pools of residential mortgages | $10,130,000 | 1,976 |
| Issued or guaranteed by U.S. | $10,130,000 | 1,933 |
| 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) | $21,775,000 | 3,145 |
| Total debt securities | $21,775,000 | 3,372 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $22,396,000 | 3,402 |
| U.S. Government securities | $12,645,000 | 3,300 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $12,645,000 | 3,132 |
| Securities issued by states & political subdivisions | $9,751,000 | 2,523 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $537,000 | 4,384 |
| Mortgage-backed securities | $10,380,000 | 2,576 |
| Certificates of participation in pools of residential mortgages | $10,380,000 | 1,958 |
| Issued or guaranteed by U.S. | $10,380,000 | 1,931 |
| 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) | $22,396,000 | 3,148 |
| Total debt securities | $22,397,000 | 3,379 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $22,615,000 | 3,418 |
| U.S. Government securities | $12,945,000 | 3,306 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $12,945,000 | 3,152 |
| Securities issued by states & political subdivisions | $9,670,000 | 2,554 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $525,000 | 4,452 |
| Mortgage-backed securities | $10,711,000 | 2,560 |
| Certificates of participation in pools of residential mortgages | $10,711,000 | 1,959 |
| Issued or guaranteed by U.S. | $10,711,000 | 1,945 |
| 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) | $22,615,000 | 3,156 |
| Total debt securities | $22,614,000 | 3,394 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $23,432,000 | 3,407 |
| U.S. Government securities | $13,576,000 | 3,237 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $13,576,000 | 3,090 |
| Securities issued by states & political subdivisions | $9,856,000 | 2,579 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $531,000 | 4,491 |
| Mortgage-backed securities | $11,372,000 | 2,548 |
| Certificates of participation in pools of residential mortgages | $11,326,000 | 1,950 |
| Issued or guaranteed by U.S. | $11,326,000 | 1,870 |
| 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 | $46,000 | 1,676 |
| Commercial mortgage pass-through securities | $46,000 | 1,304 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $23,432,000 | 3,144 |
| Total debt securities | $23,431,000 | 3,385 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $24,341,000 | 3,390 |
| U.S. Government securities | $14,475,000 | 3,234 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $14,475,000 | 3,069 |
| Securities issued by states & political subdivisions | $9,866,000 | 2,621 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $532,000 | 4,563 |
| Mortgage-backed securities | $11,521,000 | 2,535 |
| Certificates of participation in pools of residential mortgages | $11,521,000 | 1,966 |
| Issued or guaranteed by U.S. | $11,521,000 | 1,964 |
| 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) | $24,341,000 | 3,125 |
| Total debt securities | $24,341,000 | 3,367 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $24,372,000 | 3,436 |
| U.S. Government securities | $14,765,000 | 3,239 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $14,765,000 | 3,086 |
| Securities issued by states & political subdivisions | $9,607,000 | 2,729 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $542,000 | 4,642 |
| Mortgage-backed securities | $11,779,000 | 2,533 |
| Certificates of participation in pools of residential mortgages | $11,779,000 | 1,963 |
| Issued or guaranteed by U.S. | $11,779,000 | 1,962 |
| 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) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $24,372,000 | 3,171 |
| Total debt securities | $24,372,000 | 3,411 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $23,026,000 | 3,575 |
| U.S. Government securities | $14,414,000 | 3,282 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $14,414,000 | 3,157 |
| Securities issued by states & political subdivisions | $8,612,000 | 2,879 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $351,000 | 4,754 |
| Mortgage-backed securities | $11,407,000 | 2,593 |
| Certificates of participation in pools of residential mortgages | $11,407,000 | 2,033 |
| Issued or guaranteed by U.S. | $11,407,000 | 2,032 |
| 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) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $23,026,000 | 3,290 |
| Total debt securities | $23,024,000 | 3,548 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $22,103,000 | 3,692 |
| U.S. Government securities | $15,047,000 | 3,283 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $15,047,000 | 3,155 |
| Securities issued by states & political subdivisions | $7,056,000 | 3,129 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $551,000 | 4,721 |
| Mortgage-backed securities | $12,026,000 | 2,574 |
| Certificates of participation in pools of residential mortgages | $12,026,000 | 2,016 |
| Issued or guaranteed by U.S. | $12,026,000 | 2,015 |
| 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) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $22,103,000 | 3,388 |
| Total debt securities | $22,103,000 | 3,668 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $21,529,000 | 3,760 |
| U.S. Government securities | $15,012,000 | 3,324 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $15,012,000 | 3,199 |
| Securities issued by states & political subdivisions | $6,517,000 | 3,245 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $559,000 | 4,782 |
| Mortgage-backed securities | $12,010,000 | 2,606 |
| Certificates of participation in pools of residential mortgages | $12,010,000 | 2,060 |
| Issued or guaranteed by U.S. | $12,010,000 | 2,060 |
| 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) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $21,529,000 | 3,453 |
| Total debt securities | $21,529,000 | 3,738 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $21,227,000 | 3,785 |
| U.S. Government securities | $14,756,000 | 3,322 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $14,756,000 | 3,198 |
| Securities issued by states & political subdivisions | $6,471,000 | 3,278 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $499,000 | 4,862 |
| Mortgage-backed securities | $11,762,000 | 2,622 |
| Certificates of participation in pools of residential mortgages | $11,762,000 | 2,087 |
| Issued or guaranteed by U.S. | $11,762,000 | 2,086 |
| 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) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $21,227,000 | 3,472 |
| Total debt securities | $21,228,000 | 3,756 |
| 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 | $20,609,000 | 3,827 |
| U.S. Government securities | $14,398,000 | 3,359 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $14,398,000 | 3,244 |
| Securities issued by states & political subdivisions | $6,211,000 | 3,328 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $510,000 | 4,912 |
| Mortgage-backed securities | $11,318,000 | 2,663 |
| Certificates of participation in pools of residential mortgages | $11,318,000 | 2,140 |
| Issued or guaranteed by U.S. | $11,318,000 | 2,140 |
| 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) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $20,609,000 | 3,512 |
| Total debt securities | $20,609,000 | 3,802 |
| 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 | $19,147,000 | 3,996 |
| U.S. Government securities | $12,982,000 | 3,593 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $12,982,000 | 3,478 |
| Securities issued by states & political subdivisions | $6,165,000 | 3,348 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 4,999 |
| Mortgage-backed securities | $10,389,000 | 2,789 |
| Certificates of participation in pools of residential mortgages | $10,389,000 | 2,272 |
| Issued or guaranteed by U.S. | $10,389,000 | 2,268 |
| 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) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $19,147,000 | 3,676 |
| Total debt securities | $19,147,000 | 3,973 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $18,635,000 | 4,088 |
| U.S. Government securities | $12,744,000 | 3,715 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $12,744,000 | 3,590 |
| Securities issued by states & political subdivisions | $5,891,000 | 3,372 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $499,000 | 5,067 |
| Mortgage-backed securities | $10,454,000 | 2,813 |
| Certificates of participation in pools of residential mortgages | $10,452,000 | 2,298 |
| Issued or guaranteed by U.S. | $10,452,000 | 2,297 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,000 | 3,251 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,140 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $18,635,000 | 3,754 |
| Total debt securities | $18,634,000 | 4,067 |
| 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 | $18,340,000 | 4,159 |
| U.S. Government securities | $12,538,000 | 3,785 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $12,538,000 | 3,653 |
| Securities issued by states & political subdivisions | $5,802,000 | 3,413 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 5,101 |
| Mortgage-backed securities | $10,441,000 | 2,795 |
| Certificates of participation in pools of residential mortgages | $10,432,000 | 2,290 |
| Issued or guaranteed by U.S. | $10,432,000 | 2,288 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,000 | 3,251 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,143 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $18,340,000 | 3,815 |
| Total debt securities | $18,341,000 | 4,133 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $19,010,000 | 4,181 |
| U.S. Government securities | $13,214,000 | 3,792 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $13,214,000 | 3,672 |
| Securities issued by states & political subdivisions | $5,796,000 | 3,454 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $499,000 | 5,196 |
| Mortgage-backed securities | $11,113,000 | 2,772 |
| Certificates of participation in pools of residential mortgages | $11,097,000 | 2,246 |
| Issued or guaranteed by U.S. | $11,097,000 | 2,245 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $16,000 | 3,276 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 3,164 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $19,010,000 | 3,822 |
| Total debt securities | $19,009,000 | 4,150 |
| 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 | $19,659,000 | 4,202 |
| U.S. Government securities | $13,886,000 | 3,828 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $13,886,000 | 3,708 |
| Securities issued by states & political subdivisions | $5,773,000 | 3,466 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $498,000 | 5,242 |
| Mortgage-backed securities | $11,779,000 | 2,768 |
| Certificates of participation in pools of residential mortgages | $11,755,000 | 2,231 |
| Issued or guaranteed by U.S. | $11,755,000 | 2,230 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $24,000 | 3,308 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 3,194 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $19,659,000 | 3,849 |
| Total debt securities | $19,661,000 | 4,175 |
| 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 | $21,042,000 | 4,151 |
| U.S. Government securities | $14,796,000 | 3,794 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $14,796,000 | 3,680 |
| Securities issued by states & political subdivisions | $6,246,000 | 3,388 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $498,000 | 5,300 |
| Mortgage-backed securities | $12,685,000 | 2,728 |
| Certificates of participation in pools of residential mortgages | $12,653,000 | 2,175 |
| Issued or guaranteed by U.S. | $12,653,000 | 2,175 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $32,000 | 3,327 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 3,208 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $21,042,000 | 3,798 |
| Total debt securities | $21,044,000 | 4,122 |
| 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 | $22,643,000 | 4,088 |
| U.S. Government securities | $16,036,000 | 3,713 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $16,036,000 | 3,594 |
| Securities issued by states & political subdivisions | $6,607,000 | 3,348 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $494,000 | 5,385 |
| Mortgage-backed securities | $13,432,000 | 2,703 |
| Certificates of participation in pools of residential mortgages | $13,390,000 | 2,165 |
| Issued or guaranteed by U.S. | $13,390,000 | 2,163 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $42,000 | 3,356 |
| CMOs issued by government agencies or sponsored agencies | $42,000 | 3,236 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $22,643,000 | 3,726 |
| Total debt securities | $22,641,000 | 4,064 |
| 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 | $23,283,000 | 4,122 |
| U.S. Government securities | $16,659,000 | 3,748 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $16,659,000 | 3,632 |
| Securities issued by states & political subdivisions | $6,624,000 | 3,379 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $493,000 | 5,460 |
| Mortgage-backed securities | $14,060,000 | 2,716 |
| Certificates of participation in pools of residential mortgages | $14,006,000 | 2,176 |
| Issued or guaranteed by U.S. | $14,006,000 | 2,175 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $54,000 | 3,402 |
| CMOs issued by government agencies or sponsored agencies | $54,000 | 3,271 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $23,283,000 | 3,762 |
| Total debt securities | $23,282,000 | 4,097 |
| 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 | $24,311,000 | 4,088 |
| U.S. Government securities | $17,591,000 | 3,699 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $17,591,000 | 3,588 |
| Securities issued by states & political subdivisions | $6,720,000 | 3,415 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $498,000 | 5,506 |
| Mortgage-backed securities | $14,965,000 | 2,676 |
| Certificates of participation in pools of residential mortgages | $14,900,000 | 2,134 |
| Issued or guaranteed by U.S. | $14,900,000 | 2,133 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $65,000 | 3,432 |
| CMOs issued by government agencies or sponsored agencies | $65,000 | 3,303 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $24,311,000 | 3,732 |
| Total debt securities | $24,313,000 | 4,055 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $24,511,000 | 4,103 |
| U.S. Government securities | $17,605,000 | 3,724 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $17,605,000 | 3,623 |
| Securities issued by states & political subdivisions | $6,906,000 | 3,400 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $495,000 | 5,554 |
| Mortgage-backed securities | $14,991,000 | 2,689 |
| Certificates of participation in pools of residential mortgages | $14,910,000 | 2,156 |
| Issued or guaranteed by U.S. | $14,910,000 | 2,154 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $81,000 | 3,448 |
| CMOs issued by government agencies or sponsored agencies | $81,000 | 3,317 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $24,511,000 | 3,732 |
| Total debt securities | $24,511,000 | 4,072 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $23,605,000 | 4,178 |
| U.S. Government securities | $16,603,000 | 3,831 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $16,603,000 | 3,731 |
| Securities issued by states & political subdivisions | $7,002,000 | 3,388 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $493,000 | 5,633 |
| Mortgage-backed securities | $13,971,000 | 2,776 |
| Certificates of participation in pools of residential mortgages | $13,874,000 | 2,233 |
| Issued or guaranteed by U.S. | $13,874,000 | 2,233 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $97,000 | 3,436 |
| CMOs issued by government agencies or sponsored agencies | $97,000 | 3,299 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $23,605,000 | 3,818 |
| Total debt securities | $23,605,000 | 4,146 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $23,869,000 | 4,169 |
| U.S. Government securities | $16,994,000 | 3,824 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $16,994,000 | 3,722 |
| Securities issued by states & political subdivisions | $6,875,000 | 3,414 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $492,000 | 5,697 |
| Mortgage-backed securities | $14,356,000 | 2,772 |
| Certificates of participation in pools of residential mortgages | $14,238,000 | 2,221 |
| Issued or guaranteed by U.S. | $14,238,000 | 2,219 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $118,000 | 3,448 |
| CMOs issued by government agencies or sponsored agencies | $118,000 | 3,312 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $23,869,000 | 3,821 |
| Total debt securities | $23,869,000 | 4,141 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $24,383,000 | 4,130 |
| U.S. Government securities | $17,592,000 | 3,745 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $17,592,000 | 3,654 |
| Securities issued by states & political subdivisions | $6,791,000 | 3,428 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $489,000 | 5,724 |
| Mortgage-backed securities | $14,930,000 | 2,737 |
| Certificates of participation in pools of residential mortgages | $14,791,000 | 2,153 |
| Issued or guaranteed by U.S. | $14,791,000 | 2,150 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $139,000 | 3,453 |
| CMOs issued by government agencies or sponsored agencies | $139,000 | 3,313 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $24,383,000 | 3,788 |
| Total debt securities | $24,384,000 | 4,101 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $24,416,000 | 4,142 |
| U.S. Government securities | $17,664,000 | 3,770 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $17,664,000 | 3,675 |
| Securities issued by states & political subdivisions | $6,752,000 | 3,413 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $501,000 | 5,775 |
| Mortgage-backed securities | $15,951,000 | 2,678 |
| Certificates of participation in pools of residential mortgages | $15,791,000 | 2,099 |
| Issued or guaranteed by U.S. | $15,791,000 | 2,096 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $160,000 | 3,476 |
| CMOs issued by government agencies or sponsored agencies | $160,000 | 3,323 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $24,416,000 | 3,821 |
| Total debt securities | $24,418,000 | 4,113 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $25,063,000 | 4,033 |
| U.S. Government securities | $18,282,000 | 3,670 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $18,282,000 | 3,575 |
| Securities issued by states & political subdivisions | $6,781,000 | 3,385 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 5,822 |
| Mortgage-backed securities | $16,548,000 | 2,657 |
| Certificates of participation in pools of residential mortgages | $16,364,000 | 2,040 |
| Issued or guaranteed by U.S. | $16,364,000 | 2,037 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $184,000 | 3,504 |
| CMOs issued by government agencies or sponsored agencies | $184,000 | 3,358 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $25,063,000 | 3,716 |
| Total debt securities | $25,064,000 | 4,003 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $24,977,000 | 4,078 |
| U.S. Government securities | $18,440,000 | 3,738 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $18,440,000 | 3,657 |
| Securities issued by states & political subdivisions | $6,537,000 | 3,410 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 5,906 |
| Mortgage-backed securities | $16,706,000 | 2,759 |
| Certificates of participation in pools of residential mortgages | $16,488,000 | 2,121 |
| Issued or guaranteed by U.S. | $16,488,000 | 2,120 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $218,000 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $218,000 | 3,399 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $24,977,000 | 3,760 |
| Total debt securities | $24,977,000 | 4,051 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $22,576,000 | 4,342 |
| U.S. Government securities | $16,019,000 | 4,060 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $16,019,000 | 3,975 |
| Securities issued by states & political subdivisions | $6,557,000 | 3,352 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $501,000 | 5,967 |
| Mortgage-backed securities | $15,187,000 | 2,934 |
| Certificates of participation in pools of residential mortgages | $14,944,000 | 2,297 |
| Issued or guaranteed by U.S. | $14,944,000 | 2,296 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $243,000 | 3,543 |
| CMOs issued by government agencies or sponsored agencies | $243,000 | 3,382 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $22,576,000 | 3,997 |
| Total debt securities | $22,575,000 | 4,308 |
| Structured notes | ||
| Amortized cost | $72,000 | 2,880 |
| Fair value | $73,000 | 2,880 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $21,037,000 | 4,508 |
| U.S. Government securities | $15,160,000 | 4,259 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $15,160,000 | 4,162 |
| Securities issued by states & political subdivisions | $5,877,000 | 3,412 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $995,000 | 5,777 |
| Mortgage-backed securities | $13,743,000 | 3,059 |
| Certificates of participation in pools of residential mortgages | $13,469,000 | 2,417 |
| Issued or guaranteed by U.S. | $13,469,000 | 2,413 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $274,000 | 3,563 |
| CMOs issued by government agencies or sponsored agencies | $274,000 | 3,392 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $21,037,000 | 4,155 |
| Total debt securities | $21,037,000 | 4,483 |
| Structured notes | ||
| Amortized cost | $166,000 | 3,055 |
| Fair value | $168,000 | 3,053 |
| 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 | $21,231,000 | 4,435 |
| U.S. Government securities | $15,055,000 | 4,197 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $15,055,000 | 4,109 |
| Securities issued by states & political subdivisions | $6,176,000 | 3,298 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $799,000 | 5,573 |
| Mortgage-backed securities | $13,793,000 | 2,986 |
| Certificates of participation in pools of residential mortgages | $13,492,000 | 2,314 |
| Issued or guaranteed by U.S. | $13,492,000 | 2,310 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $301,000 | 3,510 |
| CMOs issued by government agencies or sponsored agencies | $301,000 | 3,249 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $21,231,000 | 4,072 |
| Total debt securities | $21,232,000 | 4,406 |
| Structured notes | ||
| Amortized cost | $181,000 | 2,932 |
| Fair value | $189,000 | 2,929 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $21,877,000 | 4,321 |
| U.S. Government securities | $15,763,000 | 4,061 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $15,763,000 | 3,963 |
| Securities issued by states & political subdivisions | $6,114,000 | 3,265 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $804,000 | 5,593 |
| Mortgage-backed securities | $13,977,000 | 2,905 |
| Certificates of participation in pools of residential mortgages | $13,648,000 | 2,241 |
| Issued or guaranteed by U.S. | $13,648,000 | 2,235 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $329,000 | 3,484 |
| CMOs issued by government agencies or sponsored agencies | $329,000 | 3,216 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $21,877,000 | 3,965 |
| Total debt securities | $21,876,000 | 4,283 |
| Structured notes | ||
| Amortized cost | $697,000 | 2,564 |
| Fair value | $706,000 | 2,559 |
| 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 | $20,293,000 | 4,540 |
| U.S. Government securities | $13,957,000 | 4,419 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $13,957,000 | 4,305 |
| Securities issued by states & political subdivisions | $6,336,000 | 3,174 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $810,000 | 5,630 |
| Mortgage-backed securities | $12,142,000 | 3,052 |
| Certificates of participation in pools of residential mortgages | $11,786,000 | 2,404 |
| Issued or guaranteed by U.S. | $11,786,000 | 2,398 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $356,000 | 3,443 |
| CMOs issued by government agencies or sponsored agencies | $356,000 | 3,161 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $20,293,000 | 4,161 |
| Total debt securities | $20,292,000 | 4,508 |
| Structured notes | ||
| Amortized cost | $709,000 | 2,729 |
| Fair value | $721,000 | 2,725 |
| 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 | $20,685,000 | 4,465 |
| U.S. Government securities | $14,088,000 | 4,370 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $14,088,000 | 4,247 |
| Securities issued by states & political subdivisions | $6,597,000 | 3,064 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $802,000 | 5,687 |
| Mortgage-backed securities | $12,274,000 | 2,961 |
| Certificates of participation in pools of residential mortgages | $11,885,000 | 2,320 |
| Issued or guaranteed by U.S. | $11,885,000 | 2,314 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $389,000 | 3,382 |
| CMOs issued by government agencies or sponsored agencies | $389,000 | 3,094 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $20,685,000 | 4,096 |
| Total debt securities | $20,684,000 | 4,431 |
| Structured notes | ||
| Amortized cost | $721,000 | 2,779 |
| Fair value | $733,000 | 2,765 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $20,586,000 | 4,327 |
| U.S. Government securities | $14,107,000 | 4,188 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $14,107,000 | 4,068 |
| Securities issued by states & political subdivisions | $6,479,000 | 3,081 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $301,000 | 5,978 |
| Mortgage-backed securities | $12,240,000 | 2,886 |
| Certificates of participation in pools of residential mortgages | $11,790,000 | 2,237 |
| Issued or guaranteed by U.S. | $11,790,000 | 2,231 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $450,000 | 3,327 |
| CMOs issued by government agencies or sponsored agencies | $450,000 | 3,039 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $20,586,000 | 3,979 |
| Total debt securities | $20,585,000 | 4,295 |
| Structured notes | ||
| Amortized cost | $742,000 | 2,644 |
| Fair value | $755,000 | 2,622 |
| 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 | $20,709,000 | 4,272 |
| U.S. Government securities | $14,176,000 | 4,153 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $14,176,000 | 4,040 |
| Securities issued by states & political subdivisions | $6,533,000 | 2,986 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $303,000 | 6,065 |
| Mortgage-backed securities | $12,255,000 | 2,876 |
| Certificates of participation in pools of residential mortgages | $11,740,000 | 2,218 |
| Issued or guaranteed by U.S. | $11,740,000 | 2,212 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $515,000 | 3,268 |
| CMOs issued by government agencies or sponsored agencies | $515,000 | 2,963 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $20,709,000 | 3,916 |
| Total debt securities | $20,707,000 | 4,237 |
| Structured notes | ||
| Amortized cost | $770,000 | 2,654 |
| Fair value | $786,000 | 2,651 |
| 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 | $22,105,000 | 4,163 |
| U.S. Government securities | $15,603,000 | 4,012 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $15,603,000 | 3,909 |
| Securities issued by states & political subdivisions | $6,502,000 | 2,890 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $607,000 | 5,947 |
| Mortgage-backed securities | $12,855,000 | 2,797 |
| Certificates of participation in pools of residential mortgages | $12,251,000 | 2,175 |
| Issued or guaranteed by U.S. | $12,251,000 | 2,168 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $604,000 | 3,127 |
| CMOs issued by government agencies or sponsored agencies | $604,000 | 2,814 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $22,105,000 | 3,796 |
| Total debt securities | $22,107,000 | 4,122 |
| Structured notes | ||
| Amortized cost | $1,290,000 | 2,367 |
| Fair value | $1,301,000 | 2,366 |
| 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 | $21,640,000 | 4,261 |
| U.S. Government securities | $15,282,000 | 4,103 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $15,282,000 | 4,004 |
| Securities issued by states & political subdivisions | $6,358,000 | 2,897 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $608,000 | 6,025 |
| Mortgage-backed securities | $12,699,000 | 2,883 |
| Certificates of participation in pools of residential mortgages | $12,567,000 | 2,223 |
| Issued or guaranteed by U.S. | $12,567,000 | 2,217 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $132,000 | 3,499 |
| CMOs issued by government agencies or sponsored agencies | $132,000 | 3,163 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $21,640,000 | 3,865 |
| Total debt securities | $21,638,000 | 4,225 |
| Structured notes | ||
| Amortized cost | $1,309,000 | 2,145 |
| Fair value | $1,324,000 | 2,148 |
| 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 | $21,517,000 | 4,244 |
| U.S. Government securities | $15,112,000 | 4,097 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $15,112,000 | 4,014 |
| Securities issued by states & political subdivisions | $6,405,000 | 2,896 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $612,000 | 6,072 |
| Mortgage-backed securities | $12,994,000 | 2,904 |
| Certificates of participation in pools of residential mortgages | $12,822,000 | 2,261 |
| Issued or guaranteed by U.S. | $12,822,000 | 2,253 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $172,000 | 3,473 |
| CMOs issued by government agencies or sponsored agencies | $172,000 | 3,126 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $21,517,000 | 3,856 |
| Total debt securities | $21,518,000 | 4,216 |
| Structured notes | ||
| Amortized cost | $824,000 | 2,261 |
| Fair value | $932,000 | 2,217 |
| 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 | $20,644,000 | 4,363 |
| U.S. Government securities | $14,450,000 | 4,214 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $14,450,000 | 4,134 |
| Securities issued by states & political subdivisions | $6,194,000 | 2,942 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $612,000 | 6,097 |
| Mortgage-backed securities | $12,811,000 | 2,956 |
| Certificates of participation in pools of residential mortgages | $12,601,000 | 2,333 |
| Issued or guaranteed by U.S. | $12,601,000 | 2,325 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $210,000 | 3,448 |
| CMOs issued by government agencies or sponsored agencies | $210,000 | 3,094 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $20,644,000 | 3,947 |
| Total debt securities | $20,644,000 | 4,327 |
| Structured notes | ||
| Amortized cost | $339,000 | 2,255 |
| Fair value | $348,000 | 2,246 |
| 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 | $22,151,000 | 4,179 |
| U.S. Government securities | $15,406,000 | 4,057 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $15,406,000 | 3,969 |
| Securities issued by states & political subdivisions | $6,745,000 | 2,789 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $618,000 | 6,125 |
| Mortgage-backed securities | $13,425,000 | 2,930 |
| Certificates of participation in pools of residential mortgages | $13,167,000 | 2,326 |
| Issued or guaranteed by U.S. | $13,167,000 | 2,317 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $258,000 | 3,406 |
| CMOs issued by government agencies or sponsored agencies | $258,000 | 3,047 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $22,151,000 | 3,760 |
| Total debt securities | $22,152,000 | 4,137 |
| Structured notes | ||
| Amortized cost | $361,000 | 1,764 |
| Fair value | $368,000 | 1,760 |
| 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 | $22,308,000 | 4,159 |
| U.S. Government securities | $15,099,000 | 4,168 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $15,099,000 | 4,086 |
| Securities issued by states & political subdivisions | $7,209,000 | 2,622 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $821,000 | 6,094 |
| Mortgage-backed securities | $12,737,000 | 3,058 |
| Certificates of participation in pools of residential mortgages | $12,463,000 | 2,445 |
| Issued or guaranteed by U.S. | $12,463,000 | 2,433 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $274,000 | 3,414 |
| CMOs issued by government agencies or sponsored agencies | $274,000 | 3,044 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $22,308,000 | 3,733 |
| Total debt securities | $22,306,000 | 4,127 |
| Structured notes | ||
| Amortized cost | $389,000 | 1,476 |
| Fair value | $397,000 | 1,461 |
| 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 | $21,138,000 | 4,317 |
| U.S. Government securities | $13,609,000 | 4,463 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $13,609,000 | 4,378 |
| Securities issued by states & political subdivisions | $7,529,000 | 2,502 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $830,000 | 6,137 |
| Mortgage-backed securities | $11,213,000 | 3,196 |
| Certificates of participation in pools of residential mortgages | $10,937,000 | 2,617 |
| Issued or guaranteed by U.S. | $10,937,000 | 2,602 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $276,000 | 3,371 |
| CMOs issued by government agencies or sponsored agencies | $276,000 | 3,034 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $21,138,000 | 3,864 |
| Total debt securities | $21,137,000 | 4,283 |
| Structured notes | ||
| Amortized cost | $407,000 | 1,484 |
| Fair value | $410,000 | 1,481 |
| 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 | $21,377,000 | 4,214 |
| U.S. Government securities | $14,141,000 | 4,335 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $14,141,000 | 4,258 |
| Securities issued by states & political subdivisions | $7,236,000 | 2,557 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,117,000 | 6,000 |
| Mortgage-backed securities | $11,461,000 | 3,065 |
| Certificates of participation in pools of residential mortgages | $11,183,000 | 2,500 |
| Issued or guaranteed by U.S. | $11,183,000 | 2,484 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $278,000 | 3,294 |
| CMOs issued by government agencies or sponsored agencies | $278,000 | 2,949 |
| 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) | $100,000 | 3,251 |
| Available-for-sale securities (fair market value) | $21,277,000 | 3,756 |
| Total debt securities | $21,377,000 | 4,179 |
| Structured notes | ||
| Amortized cost | $415,000 | 1,483 |
| Fair value | $418,000 | 1,480 |
| 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 | $22,071,000 | 4,192 |
| U.S. Government securities | $14,712,000 | 4,269 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $14,712,000 | 4,200 |
| Securities issued by states & political subdivisions | $7,359,000 | 2,566 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,118,000 | 6,011 |
| Mortgage-backed securities | $11,724,000 | 3,005 |
| Certificates of participation in pools of residential mortgages | $11,443,000 | 2,441 |
| Issued or guaranteed by U.S. | $11,443,000 | 2,426 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $281,000 | 3,291 |
| CMOs issued by government agencies or sponsored agencies | $281,000 | 2,954 |
| 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) | $101,000 | 3,267 |
| Available-for-sale securities (fair market value) | $21,970,000 | 3,743 |
| Total debt securities | $22,070,000 | 4,149 |
| Structured notes | ||
| Amortized cost | $425,000 | 1,526 |
| Fair value | $424,000 | 1,525 |
| 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 | $21,702,000 | 4,209 |
| U.S. Government securities | $14,735,000 | 4,272 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $14,735,000 | 4,196 |
| Securities issued by states & political subdivisions | $6,967,000 | 2,646 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,142,000 | 6,020 |
| Mortgage-backed securities | $11,679,000 | 2,953 |
| Certificates of participation in pools of residential mortgages | $11,387,000 | 2,361 |
| Issued or guaranteed by U.S. | $11,387,000 | 2,350 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $292,000 | 3,260 |
| CMOs issued by government agencies or sponsored agencies | $292,000 | 2,920 |
| 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) | $101,000 | 3,315 |
| Available-for-sale securities (fair market value) | $21,601,000 | 3,786 |
| Total debt securities | $21,703,000 | 4,158 |
| Structured notes | ||
| Amortized cost | $437,000 | 1,665 |
| Fair value | $440,000 | 1,666 |
| 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 | $22,335,000 | 4,170 |
| U.S. Government securities | $15,109,000 | 4,266 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $15,109,000 | 4,174 |
| Securities issued by states & political subdivisions | $7,226,000 | 2,565 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $799,000 | 6,273 |
| Mortgage-backed securities | $10,393,000 | 2,848 |
| Certificates of participation in pools of residential mortgages | $10,105,000 | 2,266 |
| Issued or guaranteed by U.S. | $10,105,000 | 2,252 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $288,000 | 3,184 |
| CMOs issued by government agencies or sponsored agencies | $288,000 | 2,856 |
| 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) | $101,000 | 3,370 |
| Available-for-sale securities (fair market value) | $22,234,000 | 3,710 |
| Total debt securities | $22,338,000 | 4,112 |
| Structured notes | ||
| Amortized cost | $447,000 | 2,155 |
| Fair value | $452,000 | 2,148 |
| 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 | $21,351,000 | 4,321 |
| U.S. Government securities | $14,332,000 | 4,500 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $14,332,000 | 4,403 |
| Securities issued by states & political subdivisions | $7,019,000 | 2,569 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $790,000 | 6,297 |
| Mortgage-backed securities | $8,460,000 | 2,992 |
| Certificates of participation in pools of residential mortgages | $8,170,000 | 2,396 |
| Issued or guaranteed by U.S. | $8,170,000 | 2,383 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $290,000 | 3,145 |
| CMOs issued by government agencies or sponsored agencies | $290,000 | 2,818 |
| 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) | $102,000 | 3,432 |
| Available-for-sale securities (fair market value) | $21,249,000 | 3,818 |
| Total debt securities | $21,353,000 | 4,273 |
| Structured notes | ||
| Amortized cost | $459,000 | 2,379 |
| Fair value | $455,000 | 2,380 |
| 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 | $21,487,000 | 4,286 |
| U.S. Government securities | $14,555,000 | 4,481 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $14,555,000 | 4,370 |
| Securities issued by states & political subdivisions | $6,932,000 | 2,603 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $777,000 | 6,352 |
| Mortgage-backed securities | $8,761,000 | 2,878 |
| Certificates of participation in pools of residential mortgages | $8,471,000 | 2,288 |
| Issued or guaranteed by U.S. | $8,471,000 | 2,275 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $290,000 | 3,110 |
| CMOs issued by government agencies or sponsored agencies | $290,000 | 2,793 |
| 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) | $102,000 | 3,481 |
| Available-for-sale securities (fair market value) | $21,385,000 | 3,787 |
| Total debt securities | $21,490,000 | 4,239 |
| Structured notes | ||
| Amortized cost | $473,000 | 2,470 |
| Fair value | $450,000 | 2,475 |
| 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 | $20,738,000 | 4,408 |
| U.S. Government securities | $13,976,000 | 4,606 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $13,976,000 | 4,484 |
| Securities issued by states & political subdivisions | $6,762,000 | 2,647 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $783,000 | 6,374 |
| Mortgage-backed securities | $8,111,000 | 2,932 |
| Certificates of participation in pools of residential mortgages | $7,813,000 | 2,385 |
| Issued or guaranteed by U.S. | $7,813,000 | 2,376 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $298,000 | 3,077 |
| CMOs issued by government agencies or sponsored agencies | $298,000 | 2,780 |
| 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) | $102,000 | 3,553 |
| Available-for-sale securities (fair market value) | $20,636,000 | 3,880 |
| Total debt securities | $20,738,000 | 4,360 |
| Structured notes | ||
| Amortized cost | $486,000 | 2,525 |
| Fair value | $480,000 | 2,531 |
| 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 | $19,800,000 | 4,576 |
| U.S. Government securities | $12,881,000 | 4,888 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $12,881,000 | 4,759 |
| Securities issued by states & political subdivisions | $6,919,000 | 2,604 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $780,000 | 6,404 |
| Mortgage-backed securities | $6,821,000 | 3,186 |
| Certificates of participation in pools of residential mortgages | $6,519,000 | 2,637 |
| Issued or guaranteed by U.S. | $6,519,000 | 2,625 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $302,000 | 3,070 |
| CMOs issued by government agencies or sponsored agencies | $302,000 | 2,779 |
| 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) | $102,000 | 3,639 |
| Available-for-sale securities (fair market value) | $19,698,000 | 4,029 |
| Total debt securities | $19,800,000 | 4,524 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,419 |
| Fair value | $492,000 | 2,584 |
| 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 | $19,011,000 | 4,725 |
| U.S. Government securities | $12,423,000 | 5,015 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $12,423,000 | 4,893 |
| Securities issued by states & political subdivisions | $6,588,000 | 2,664 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $776,000 | 6,479 |
| Mortgage-backed securities | $6,875,000 | 3,171 |
| Certificates of participation in pools of residential mortgages | $6,570,000 | 2,644 |
| Issued or guaranteed by U.S. | $6,570,000 | 2,630 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $305,000 | 3,036 |
| CMOs issued by government agencies or sponsored agencies | $305,000 | 2,752 |
| 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) | $203,000 | 3,546 |
| Available-for-sale securities (fair market value) | $18,808,000 | 4,162 |
| Total debt securities | $19,010,000 | 4,676 |
| Structured notes | ||
| Amortized cost | $514,000 | 2,536 |
| Fair value | $504,000 | 2,534 |
| 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 | $18,259,000 | 4,817 |
| U.S. Government securities | $11,481,000 | 5,245 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $11,481,000 | 5,107 |
| Securities issued by states & political subdivisions | $6,778,000 | 2,602 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $762,000 | 6,523 |
| Mortgage-backed securities | $6,290,000 | 3,284 |
| Certificates of participation in pools of residential mortgages | $5,985,000 | 2,784 |
| Issued or guaranteed by U.S. | $5,985,000 | 2,772 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $305,000 | 3,036 |
| CMOs issued by government agencies or sponsored agencies | $305,000 | 2,735 |
| 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) | $203,000 | 3,603 |
| Available-for-sale securities (fair market value) | $18,056,000 | 4,212 |
| Total debt securities | $18,260,000 | 4,769 |
| Structured notes | ||
| Amortized cost | $533,000 | 2,590 |
| Fair value | $517,000 | 2,589 |
| 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 | $18,305,000 | 4,849 |
| U.S. Government securities | $11,372,000 | 5,275 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $11,372,000 | 5,137 |
| Securities issued by states & political subdivisions | $6,933,000 | 2,551 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $771,000 | 6,545 |
| Mortgage-backed securities | $6,120,000 | 3,376 |
| Certificates of participation in pools of residential mortgages | $5,806,000 | 2,869 |
| Issued or guaranteed by U.S. | $5,806,000 | 2,855 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $314,000 | 3,030 |
| CMOs issued by government agencies or sponsored agencies | $314,000 | 2,726 |
| 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) | $304,000 | 3,538 |
| Available-for-sale securities (fair market value) | $18,001,000 | 4,267 |
| Total debt securities | $18,305,000 | 4,797 |
| Structured notes | ||
| Amortized cost | $550,000 | 2,570 |
| Fair value | $539,000 | 2,574 |
| 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 | $16,679,000 | 5,111 |
| U.S. Government securities | $9,737,000 | 5,631 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $9,737,000 | 5,488 |
| Securities issued by states & political subdivisions | $6,942,000 | 2,542 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $776,000 | 6,568 |
| Mortgage-backed securities | $5,963,000 | 3,464 |
| Certificates of participation in pools of residential mortgages | $5,642,000 | 2,937 |
| Issued or guaranteed by U.S. | $5,642,000 | 2,926 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $321,000 | 3,030 |
| CMOs issued by government agencies or sponsored agencies | $321,000 | 2,740 |
| 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) | $304,000 | 3,609 |
| Available-for-sale securities (fair market value) | $16,375,000 | 4,484 |
| Total debt securities | $16,679,000 | 5,062 |
| Structured notes | ||
| Amortized cost | $562,000 | 2,560 |
| Fair value | $554,000 | 2,561 |
| 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 | $15,449,000 | 5,309 |
| U.S. Government securities | $8,427,000 | 5,954 |
| U.S. Treasury securities | $498,000 | 1,409 |
| U.S. Government agency obligations | $7,929,000 | 5,945 |
| Securities issued by states & political subdivisions | $7,022,000 | 2,517 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $699,000 | 6,636 |
| Mortgage-backed securities | $4,476,000 | 3,862 |
| Certificates of participation in pools of residential mortgages | $4,134,000 | 3,374 |
| Issued or guaranteed by U.S. | $4,134,000 | 3,360 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $342,000 | 3,031 |
| CMOs issued by government agencies or sponsored agencies | $342,000 | 2,736 |
| 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) | $305,000 | 3,662 |
| Available-for-sale securities (fair market value) | $15,144,000 | 4,678 |
| Total debt securities | $15,442,000 | 5,256 |
| 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 | $16,060,000 | 5,230 |
| U.S. Government securities | $8,223,000 | 6,056 |
| U.S. Treasury securities | $494,000 | 1,530 |
| U.S. Government agency obligations | $7,729,000 | 6,066 |
| Securities issued by states & political subdivisions | $7,636,000 | 2,345 |
| Other domestic debt securities | $201,000 | 3,061 |
| 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 | $201,000 | 2,555 |
| 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 | $701,000 | 6,628 |
| Mortgage-backed securities | $4,264,000 | 4,009 |
| Certificates of participation in pools of residential mortgages | $3,896,000 | 3,548 |
| Issued or guaranteed by U.S. | $3,896,000 | 3,531 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $368,000 | 3,048 |
| CMOs issued by government agencies or sponsored agencies | $368,000 | 2,766 |
| 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) | $305,000 | 3,712 |
| Available-for-sale securities (fair market value) | $15,755,000 | 4,617 |
| Total debt securities | $16,061,000 | 5,176 |
| 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 | $15,318,000 | 5,406 |
| U.S. Government securities | $7,391,000 | 6,355 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,391,000 | 6,211 |
| Securities issued by states & political subdivisions | $7,725,000 | 2,330 |
| Other domestic debt securities | $202,000 | 3,111 |
| 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 | $202,000 | 2,638 |
| 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 | $700,000 | 6,674 |
| Mortgage-backed securities | $4,254,000 | 4,121 |
| Certificates of participation in pools of residential mortgages | $3,865,000 | 3,653 |
| Issued or guaranteed by U.S. | $3,865,000 | 3,644 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $389,000 | 3,080 |
| CMOs issued by government agencies or sponsored agencies | $389,000 | 2,804 |
| 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) | $401,000 | 3,665 |
| Available-for-sale securities (fair market value) | $14,917,000 | 4,812 |
| Total debt securities | $15,317,000 | 5,349 |
| 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 | $15,088,000 | 5,491 |
| U.S. Government securities | $7,097,000 | 6,433 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,097,000 | 6,293 |
| Securities issued by states & political subdivisions | $7,786,000 | 2,358 |
| Other domestic debt securities | $205,000 | 3,156 |
| 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 | $205,000 | 2,697 |
| 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 | $707,000 | 6,684 |
| Mortgage-backed securities | $3,709,000 | 4,352 |
| Certificates of participation in pools of residential mortgages | $3,284,000 | 3,897 |
| Issued or guaranteed by U.S. | $3,284,000 | 3,888 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $425,000 | 3,086 |
| CMOs issued by government agencies or sponsored agencies | $425,000 | 2,812 |
| 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) | $402,000 | 3,723 |
| Available-for-sale securities (fair market value) | $14,686,000 | 4,873 |
| Total debt securities | $15,089,000 | 5,418 |
| 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 | $15,592,000 | 5,415 |
| U.S. Government securities | $7,536,000 | 6,341 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $7,536,000 | 6,184 |
| Securities issued by states & political subdivisions | $7,848,000 | 2,357 |
| Other domestic debt securities | $208,000 | 3,211 |
| 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 | $208,000 | 2,761 |
| 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 | $714,000 | 6,706 |
| Mortgage-backed securities | $4,126,000 | 4,230 |
| Certificates of participation in pools of residential mortgages | $3,673,000 | 3,791 |
| Issued or guaranteed by U.S. | $3,673,000 | 3,784 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $453,000 | 3,070 |
| CMOs issued by government agencies or sponsored agencies | $453,000 | 2,809 |
| 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) | $403,000 | 3,792 |
| Available-for-sale securities (fair market value) | $15,189,000 | 4,796 |
| Total debt securities | $15,594,000 | 5,346 |
| 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 | $16,409,000 | 5,332 |
| U.S. Government securities | $8,520,000 | 6,150 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $8,520,000 | 5,993 |
| Securities issued by states & political subdivisions | $7,680,000 | 2,364 |
| Other domestic debt securities | $209,000 | 3,309 |
| 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 | $209,000 | 2,867 |
| 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 | $709,000 | 6,732 |
| Mortgage-backed securities | $4,565,000 | 4,163 |
| Certificates of participation in pools of residential mortgages | $4,274,000 | 3,633 |
| Issued or guaranteed by U.S. | $4,274,000 | 3,624 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $291,000 | 3,284 |
| CMOs issued by government agencies or sponsored agencies | $291,000 | 3,014 |
| 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) | $404,000 | 3,828 |
| Available-for-sale securities (fair market value) | $16,005,000 | 4,728 |
| Total debt securities | $16,409,000 | 5,259 |
| 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 | $16,661,000 | 5,252 |
| U.S. Government securities | $8,233,000 | 6,181 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $8,233,000 | 6,020 |
| Securities issued by states & political subdivisions | $8,215,000 | 2,279 |
| Other domestic debt securities | $213,000 | 3,396 |
| 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 | $213,000 | 2,939 |
| 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 | $522,000 | 6,836 |
| Mortgage-backed securities | $4,482,000 | 4,222 |
| Certificates of participation in pools of residential mortgages | $4,318,000 | 3,662 |
| Issued or guaranteed by U.S. | $4,318,000 | 3,654 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $164,000 | 3,530 |
| CMOs issued by government agencies or sponsored agencies | $164,000 | 3,219 |
| 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) | $605,000 | 3,650 |
| Available-for-sale securities (fair market value) | $16,056,000 | 4,707 |
| Total debt securities | $16,660,000 | 5,170 |
| 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 | $17,308,000 | 5,209 |
| U.S. Government securities | $8,578,000 | 6,164 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $8,578,000 | 5,990 |
| Securities issued by states & political subdivisions | $8,216,000 | 2,285 |
| Other domestic debt securities | $514,000 | 3,024 |
| 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 | $514,000 | 2,685 |
| 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 | $521,000 | 6,838 |
| Mortgage-backed securities | $3,498,000 | 4,549 |
| Certificates of participation in pools of residential mortgages | $3,287,000 | 3,987 |
| Issued or guaranteed by U.S. | $3,287,000 | 3,976 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $211,000 | 3,519 |
| CMOs issued by government agencies or sponsored agencies | $211,000 | 3,349 |
| 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) | $708,000 | 3,611 |
| Available-for-sale securities (fair market value) | $16,600,000 | 4,653 |
| Total debt securities | $17,308,000 | 5,129 |
| 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 | $16,617,000 | 5,254 |
| U.S. Government securities | $8,059,000 | 6,153 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $8,059,000 | 5,965 |
| Securities issued by states & political subdivisions | $7,839,000 | 2,350 |
| Other domestic debt securities | $719,000 | 2,936 |
| 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 | $719,000 | 2,618 |
| 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 | $525,000 | 6,870 |
| Mortgage-backed securities | $3,113,000 | 4,681 |
| Certificates of participation in pools of residential mortgages | $2,719,000 | 4,225 |
| Issued or guaranteed by U.S. | $2,719,000 | 4,207 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $394,000 | 3,365 |
| CMOs issued by government agencies or sponsored agencies | $394,000 | 3,199 |
| 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) | $710,000 | 3,655 |
| Available-for-sale securities (fair market value) | $15,907,000 | 4,703 |
| Total debt securities | $16,618,000 | 5,169 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,128 |
| Fair value | $201,000 | 2,137 |
| 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 | $15,535,000 | 5,385 |
| U.S. Government securities | $6,920,000 | 6,434 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $6,920,000 | 6,257 |
| Securities issued by states & political subdivisions | $7,891,000 | 2,300 |
| Other domestic debt securities | $724,000 | 3,022 |
| 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 | $724,000 | 2,683 |
| 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 | $213,000 | 7,195 |
| Mortgage-backed securities | $3,636,000 | 4,562 |
| Certificates of participation in pools of residential mortgages | $2,863,000 | 4,213 |
| Issued or guaranteed by U.S. | $2,863,000 | 4,198 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $773,000 | 3,210 |
| CMOs issued by government agencies or sponsored agencies | $773,000 | 3,056 |
| 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) | $713,000 | 3,680 |
| Available-for-sale securities (fair market value) | $14,822,000 | 4,812 |
| Total debt securities | $15,535,000 | 5,284 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,923 |
| Fair value | $201,000 | 1,934 |
| 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 | $14,295,000 | 5,611 |
| U.S. Government securities | $6,584,000 | 6,592 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $6,584,000 | 6,394 |
| Securities issued by states & political subdivisions | $6,998,000 | 2,416 |
| Other domestic debt securities | $713,000 | 3,057 |
| 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 | $713,000 | 2,713 |
| 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 | $413,000 | 7,067 |
| Mortgage-backed securities | $3,310,000 | 4,738 |
| Certificates of participation in pools of residential mortgages | $2,684,000 | 4,324 |
| Issued or guaranteed by U.S. | $2,684,000 | 4,308 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $626,000 | 3,407 |
| CMOs issued by government agencies or sponsored agencies | $626,000 | 3,251 |
| 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) | $715,000 | 3,729 |
| Available-for-sale securities (fair market value) | $13,580,000 | 5,033 |
| Total debt securities | $14,295,000 | 5,515 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,534 |
| Fair value | $402,000 | 1,545 |
| 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 | $14,367,000 | 5,572 |
| U.S. Government securities | $6,825,000 | 6,530 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $6,825,000 | 6,340 |
| Securities issued by states & political subdivisions | $6,833,000 | 2,431 |
| Other domestic debt securities | $709,000 | 3,069 |
| 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 | $709,000 | 2,724 |
| 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 | $404,000 | 7,109 |
| Mortgage-backed securities | $3,180,000 | 4,782 |
| Certificates of participation in pools of residential mortgages | $2,772,000 | 4,270 |
| Issued or guaranteed by U.S. | $2,772,000 | 4,255 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $408,000 | 3,706 |
| CMOs issued by government agencies or sponsored agencies | $408,000 | 3,548 |
| 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) | $718,000 | 3,818 |
| Available-for-sale securities (fair market value) | $13,649,000 | 4,958 |
| Total debt securities | $14,366,000 | 5,473 |
| Structured notes | ||
| Amortized cost | $400,000 | 1,348 |
| Fair value | $400,000 | 1,367 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $12,010,000 | 6,023 |
| U.S. Government securities | $7,427,000 | 6,296 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $7,427,000 | 6,072 |
| Securities issued by states & political subdivisions | $3,857,000 | 3,314 |
| Other domestic debt securities | $726,000 | 3,149 |
| 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 | $726,000 | 2,717 |
| 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 | $418,000 | 7,291 |
| Mortgage-backed securities | $1,970,000 | 5,289 |
| Certificates of participation in pools of residential mortgages | $1,766,000 | 4,660 |
| Issued or guaranteed by U.S. | $1,766,000 | 4,638 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $204,000 | 4,114 |
| CMOs issued by government agencies or sponsored agencies | $204,000 | 3,929 |
| 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) | $777,000 | 4,009 |
| Available-for-sale securities (fair market value) | $11,233,000 | 5,317 |
| Total debt securities | $12,010,000 | 5,918 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $6,366,000 | 7,888 |
| U.S. Government securities | $5,866,000 | 7,368 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $5,866,000 | 7,020 |
| Securities issued by states & political subdivisions | $322,000 | 6,408 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $178,000 | 6,014 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| 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) | $322,000 | 5,124 |
| Available-for-sale securities (fair market value) | $6,044,000 | 6,894 |
| Total debt securities | $6,188,000 | 7,829 |
| 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 | $3,094,000 | 9,303 |
| U.S. Government securities | $2,920,000 | 8,963 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $2,920,000 | 8,511 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $174,000 | 5,953 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $3,094,000 | 8,051 |
| Total debt securities | $2,920,000 | 9,260 |
| 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 |