Home > The Gifford State Bank > Securities
The Gifford State Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $46,972,000 | 2,677 |
| U.S. Government securities | $45,701,000 | 1,980 |
| U.S. Treasury securities | $25,953,000 | 770 |
| U.S. Government agency obligations | $19,748,000 | 2,599 |
| Securities issued by states & political subdivisions | $1,271,000 | 3,471 |
| 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 | $0 | 3,946 |
| Mortgage-backed securities | $19,748,000 | 2,038 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $19,586,000 | 1,506 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $162,000 | 2,520 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $45,670,000 | 569 |
| Available-for-sale securities (fair market value) | $1,302,000 | 4,127 |
| Total debt securities | $46,972,000 | 2,660 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $47,680,000 | 2,646 |
| U.S. Government securities | $46,369,000 | 1,962 |
| U.S. Treasury securities | $25,935,000 | 806 |
| U.S. Government agency obligations | $20,434,000 | 2,548 |
| Securities issued by states & political subdivisions | $1,311,000 | 3,497 |
| 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 | $12,779,000 | 2,721 |
| Mortgage-backed securities | $20,434,000 | 1,982 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $20,263,000 | 1,460 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $171,000 | 2,510 |
| 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) | $46,348,000 | 576 |
| Available-for-sale securities (fair market value) | $1,332,000 | 4,140 |
| Total debt securities | $47,680,000 | 2,631 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $48,633,000 | 2,683 |
| U.S. Government securities | $47,322,000 | 1,975 |
| U.S. Treasury securities | $25,917,000 | 808 |
| U.S. Government agency obligations | $21,405,000 | 2,555 |
| Securities issued by states & political subdivisions | $1,311,000 | 3,533 |
| 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 | $12,973,000 | 2,684 |
| Mortgage-backed securities | $21,405,000 | 1,976 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $21,215,000 | 1,459 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $190,000 | 2,496 |
| 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) | $47,209,000 | 574 |
| Available-for-sale securities (fair market value) | $1,424,000 | 4,168 |
| Total debt securities | $48,633,000 | 2,669 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $49,493,000 | 2,742 |
| U.S. Government securities | $48,182,000 | 2,044 |
| U.S. Treasury securities | $25,899,000 | 853 |
| U.S. Government agency obligations | $22,283,000 | 2,518 |
| Securities issued by states & political subdivisions | $1,311,000 | 3,590 |
| 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 | $12,536,000 | 2,634 |
| Mortgage-backed securities | $22,283,000 | 1,997 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,071,000 | 1,476 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $212,000 | 2,520 |
| 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) | $47,976,000 | 593 |
| Available-for-sale securities (fair market value) | $1,517,000 | 4,231 |
| Total debt securities | $49,493,000 | 2,723 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $50,238,000 | 2,751 |
| U.S. Government securities | $48,927,000 | 2,040 |
| U.S. Treasury securities | $25,881,000 | 905 |
| U.S. Government agency obligations | $23,046,000 | 2,480 |
| Securities issued by states & political subdivisions | $1,311,000 | 3,625 |
| 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 | $12,953,000 | 2,506 |
| Mortgage-backed securities | $23,046,000 | 1,985 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,813,000 | 1,473 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $233,000 | 2,527 |
| 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) | $48,638,000 | 595 |
| Available-for-sale securities (fair market value) | $1,600,000 | 4,251 |
| Total debt securities | $50,238,000 | 2,732 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $51,202,000 | 2,733 |
| U.S. Government securities | $49,851,000 | 2,037 |
| U.S. Treasury securities | $25,863,000 | 925 |
| U.S. Government agency obligations | $23,988,000 | 2,465 |
| Securities issued by states & political subdivisions | $1,351,000 | 3,651 |
| 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 | $13,000,000 | 2,466 |
| Mortgage-backed securities | $23,988,000 | 1,966 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $23,736,000 | 1,451 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $252,000 | 2,538 |
| 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) | $48,186,000 | 590 |
| Available-for-sale securities (fair market value) | $3,016,000 | 4,235 |
| Total debt securities | $51,202,000 | 2,711 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $52,073,000 | 2,731 |
| U.S. Government securities | $50,722,000 | 2,025 |
| U.S. Treasury securities | $25,845,000 | 904 |
| U.S. Government agency obligations | $24,877,000 | 2,464 |
| Securities issued by states & political subdivisions | $1,351,000 | 3,688 |
| 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 | $0 | 4,021 |
| Mortgage-backed securities | $24,877,000 | 1,994 |
| Certificates of participation in pools of residential mortgages | $24,603,000 | 1,496 |
| Issued or guaranteed by U.S. | $24,603,000 | 1,465 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $274,000 | 2,623 |
| CMOs issued by government agencies or sponsored agencies | $274,000 | 2,552 |
| 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) | $48,925,000 | 527 |
| Available-for-sale securities (fair market value) | $3,148,000 | 4,265 |
| Total debt securities | $52,073,000 | 2,717 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $53,139,000 | 2,684 |
| U.S. Government securities | $51,788,000 | 1,961 |
| U.S. Treasury securities | $25,827,000 | 808 |
| U.S. Government agency obligations | $25,961,000 | 2,417 |
| Securities issued by states & political subdivisions | $1,351,000 | 3,707 |
| 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 | $0 | 4,045 |
| Mortgage-backed securities | $25,961,000 | 1,980 |
| Certificates of participation in pools of residential mortgages | $25,640,000 | 1,480 |
| Issued or guaranteed by U.S. | $25,640,000 | 1,457 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $321,000 | 2,596 |
| CMOs issued by government agencies or sponsored agencies | $321,000 | 2,526 |
| 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) | $49,677,000 | 458 |
| Available-for-sale securities (fair market value) | $3,462,000 | 4,236 |
| Total debt securities | $53,139,000 | 2,668 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $2,812,000 | 4,513 |
| U.S. Government securities | $1,436,000 | 4,345 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $1,436,000 | 4,167 |
| Securities issued by states & political subdivisions | $1,376,000 | 3,728 |
| 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 | $0 | 4,071 |
| Mortgage-backed securities | $1,436,000 | 3,627 |
| Certificates of participation in pools of residential mortgages | $1,087,000 | 3,467 |
| Issued or guaranteed by U.S. | $1,087,000 | 3,364 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $349,000 | 2,569 |
| CMOs issued by government agencies or sponsored agencies | $349,000 | 2,510 |
| 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) | $2,812,000 | 4,283 |
| Total debt securities | $2,812,000 | 4,493 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $2,401,000 | 4,582 |
| U.S. Government securities | $1,585,000 | 4,349 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $1,585,000 | 4,188 |
| Securities issued by states & political subdivisions | $816,000 | 3,905 |
| 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 | $0 | 4,110 |
| Mortgage-backed securities | $1,585,000 | 3,647 |
| Certificates of participation in pools of residential mortgages | $1,195,000 | 3,470 |
| Issued or guaranteed by U.S. | $1,195,000 | 3,375 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $390,000 | 2,588 |
| CMOs issued by government agencies or sponsored agencies | $390,000 | 2,525 |
| 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) | $2,401,000 | 4,348 |
| Total debt securities | $2,401,000 | 4,560 |
| 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 | $2,559,000 | 4,594 |
| U.S. Government securities | $1,743,000 | 4,360 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $1,743,000 | 4,205 |
| Securities issued by states & political subdivisions | $816,000 | 3,920 |
| 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 | $0 | 4,151 |
| Mortgage-backed securities | $1,743,000 | 3,642 |
| Certificates of participation in pools of residential mortgages | $1,309,000 | 3,461 |
| Issued or guaranteed by U.S. | $1,309,000 | 3,361 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $434,000 | 2,548 |
| CMOs issued by government agencies or sponsored agencies | $434,000 | 2,495 |
| 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) | $2,559,000 | 4,353 |
| Total debt securities | $2,559,000 | 4,573 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $2,751,000 | 4,563 |
| U.S. Government securities | $1,935,000 | 4,293 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,935,000 | 4,150 |
| Securities issued by states & political subdivisions | $816,000 | 3,925 |
| 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 | $0 | 4,172 |
| Mortgage-backed securities | $1,935,000 | 3,596 |
| Certificates of participation in pools of residential mortgages | $1,452,000 | 3,403 |
| Issued or guaranteed by U.S. | $1,452,000 | 3,305 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $483,000 | 2,495 |
| CMOs issued by government agencies or sponsored agencies | $483,000 | 2,444 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $2,751,000 | 4,322 |
| Total debt securities | $2,751,000 | 4,543 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $2,941,000 | 4,538 |
| U.S. Government securities | $1,033,000 | 4,370 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,033,000 | 4,249 |
| Securities issued by states & political subdivisions | $817,000 | 3,942 |
| Other domestic debt securities | $1,091,000 | 1,651 |
| Privately issued residential mortgage-backed securities | $1,091,000 | 393 |
| 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 | $0 | 4,195 |
| Mortgage-backed securities | $2,124,000 | 3,563 |
| Certificates of participation in pools of residential mortgages | $1,604,000 | 3,333 |
| Issued or guaranteed by U.S. | $513,000 | 3,605 |
| Privately issued | $1,091,000 | 152 |
| Collaterized mortgage obligations | $520,000 | 2,496 |
| CMOs issued by government agencies or sponsored agencies | $520,000 | 2,442 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $2,941,000 | 4,302 |
| Total debt securities | $2,941,000 | 4,517 |
| 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 | $3,164,000 | 4,527 |
| U.S. Government securities | $2,310,000 | 4,199 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,310,000 | 4,056 |
| Securities issued by states & political subdivisions | $854,000 | 3,906 |
| 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 | $0 | 4,211 |
| Mortgage-backed securities | $2,310,000 | 3,535 |
| Certificates of participation in pools of residential mortgages | $1,745,000 | 3,282 |
| Issued or guaranteed by U.S. | $1,745,000 | 3,193 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $565,000 | 2,500 |
| CMOs issued by government agencies or sponsored agencies | $565,000 | 2,449 |
| 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) | $3,164,000 | 4,293 |
| Total debt securities | $3,164,000 | 4,507 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $3,357,000 | 4,532 |
| U.S. Government securities | $2,503,000 | 4,196 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $2,503,000 | 4,043 |
| Securities issued by states & political subdivisions | $854,000 | 3,909 |
| 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 | $0 | 4,254 |
| Mortgage-backed securities | $2,503,000 | 3,522 |
| Certificates of participation in pools of residential mortgages | $1,890,000 | 3,257 |
| Issued or guaranteed by U.S. | $1,890,000 | 3,163 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $613,000 | 2,494 |
| CMOs issued by government agencies or sponsored agencies | $613,000 | 2,454 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $3,357,000 | 4,298 |
| Total debt securities | $3,357,000 | 4,511 |
| 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 | $2,860,000 | 4,620 |
| U.S. Government securities | $2,595,000 | 4,236 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $2,595,000 | 4,086 |
| Securities issued by states & political subdivisions | $265,000 | 4,117 |
| 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 | $0 | 4,281 |
| Mortgage-backed securities | $2,595,000 | 3,506 |
| Certificates of participation in pools of residential mortgages | $1,951,000 | 3,256 |
| Issued or guaranteed by U.S. | $1,951,000 | 3,158 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $644,000 | 2,498 |
| CMOs issued by government agencies or sponsored agencies | $644,000 | 2,450 |
| 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) | $2,860,000 | 4,381 |
| Total debt securities | $2,860,000 | 4,600 |
| 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 | $3,018,000 | 4,673 |
| U.S. Government securities | $2,753,000 | 4,309 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,753,000 | 4,141 |
| Securities issued by states & political subdivisions | $265,000 | 4,135 |
| 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 | $0 | 4,345 |
| Mortgage-backed securities | $2,753,000 | 3,470 |
| Certificates of participation in pools of residential mortgages | $2,072,000 | 3,192 |
| Issued or guaranteed by U.S. | $2,072,000 | 3,098 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $681,000 | 2,487 |
| CMOs issued by government agencies or sponsored agencies | $681,000 | 2,443 |
| 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) | $3,018,000 | 4,435 |
| Total debt securities | $3,018,000 | 4,654 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $3,195,000 | 4,738 |
| U.S. Government securities | $2,893,000 | 4,363 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,893,000 | 4,200 |
| Securities issued by states & political subdivisions | $302,000 | 4,178 |
| 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 | $0 | 4,426 |
| Mortgage-backed securities | $2,893,000 | 3,460 |
| Certificates of participation in pools of residential mortgages | $2,169,000 | 3,178 |
| Issued or guaranteed by U.S. | $2,169,000 | 3,078 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $724,000 | 2,490 |
| CMOs issued by government agencies or sponsored agencies | $724,000 | 2,446 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $3,195,000 | 4,500 |
| Total debt securities | $3,195,000 | 4,717 |
| 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 | $3,085,000 | 4,805 |
| U.S. Government securities | $2,783,000 | 4,446 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,783,000 | 4,289 |
| Securities issued by states & political subdivisions | $302,000 | 4,236 |
| 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 | $0 | 4,470 |
| Mortgage-backed securities | $2,783,000 | 3,500 |
| Certificates of participation in pools of residential mortgages | $2,005,000 | 3,236 |
| Issued or guaranteed by U.S. | $2,005,000 | 3,148 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $778,000 | 2,461 |
| CMOs issued by government agencies or sponsored agencies | $778,000 | 2,416 |
| 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) | $3,085,000 | 4,542 |
| Total debt securities | $3,085,000 | 4,785 |
| 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 | $3,093,000 | 4,870 |
| U.S. Government securities | $2,791,000 | 4,506 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,791,000 | 4,337 |
| Securities issued by states & political subdivisions | $302,000 | 4,295 |
| 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 | $0 | 4,517 |
| Mortgage-backed securities | $2,791,000 | 3,511 |
| Certificates of participation in pools of residential mortgages | $1,935,000 | 3,281 |
| Issued or guaranteed by U.S. | $1,935,000 | 3,190 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $856,000 | 2,432 |
| CMOs issued by government agencies or sponsored agencies | $856,000 | 2,389 |
| 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) | $3,093,000 | 4,598 |
| Total debt securities | $3,093,000 | 4,850 |
| 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 | $3,224,000 | 4,898 |
| U.S. Government securities | $2,922,000 | 4,520 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,922,000 | 4,350 |
| Securities issued by states & political subdivisions | $302,000 | 4,343 |
| 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 | $0 | 4,567 |
| Mortgage-backed securities | $2,922,000 | 3,501 |
| Certificates of participation in pools of residential mortgages | $2,034,000 | 3,282 |
| Issued or guaranteed by U.S. | $2,034,000 | 3,209 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $888,000 | 2,427 |
| CMOs issued by government agencies or sponsored agencies | $888,000 | 2,380 |
| 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) | $3,224,000 | 4,628 |
| Total debt securities | $3,224,000 | 4,878 |
| 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 | $3,410,000 | 4,944 |
| U.S. Government securities | $3,070,000 | 4,559 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $3,070,000 | 4,393 |
| Securities issued by states & political subdivisions | $340,000 | 4,374 |
| 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 | $0 | 4,627 |
| Mortgage-backed securities | $3,070,000 | 3,516 |
| Certificates of participation in pools of residential mortgages | $2,127,000 | 3,309 |
| Issued or guaranteed by U.S. | $2,127,000 | 3,280 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $943,000 | 2,398 |
| CMOs issued by government agencies or sponsored agencies | $943,000 | 2,351 |
| 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) | $3,410,000 | 4,680 |
| Total debt securities | $3,410,000 | 4,924 |
| 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 | $3,276,000 | 5,014 |
| U.S. Government securities | $3,276,000 | 4,555 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $3,276,000 | 4,391 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| 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 | $0 | 4,680 |
| Mortgage-backed securities | $3,276,000 | 3,514 |
| Certificates of participation in pools of residential mortgages | $2,265,000 | 3,316 |
| Issued or guaranteed by U.S. | $2,265,000 | 3,155 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,011,000 | 2,388 |
| CMOs issued by government agencies or sponsored agencies | $1,011,000 | 2,336 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $3,276,000 | 4,747 |
| Total debt securities | $3,276,000 | 4,991 |
| 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 | $3,012,000 | 5,097 |
| U.S. Government securities | $3,012,000 | 4,664 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $3,012,000 | 4,514 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| 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 | $0 | 4,746 |
| Mortgage-backed securities | $3,012,000 | 3,573 |
| Certificates of participation in pools of residential mortgages | $2,445,000 | 3,311 |
| Issued or guaranteed by U.S. | $2,445,000 | 3,305 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $567,000 | 2,611 |
| CMOs issued by government agencies or sponsored agencies | $567,000 | 2,554 |
| 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) | $3,012,000 | 4,814 |
| Total debt securities | $3,012,000 | 5,075 |
| 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 | $3,246,000 | 5,137 |
| U.S. Government securities | $3,246,000 | 4,653 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $3,246,000 | 4,522 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| 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 | $0 | 4,818 |
| Mortgage-backed securities | $3,246,000 | 3,568 |
| Certificates of participation in pools of residential mortgages | $2,627,000 | 3,299 |
| Issued or guaranteed by U.S. | $2,627,000 | 3,294 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $619,000 | 2,580 |
| CMOs issued by government agencies or sponsored agencies | $619,000 | 2,518 |
| 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) | $3,246,000 | 4,859 |
| Total debt securities | $3,246,000 | 5,114 |
| 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 | $3,527,000 | 5,171 |
| U.S. Government securities | $3,502,000 | 4,674 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $3,502,000 | 4,547 |
| Securities issued by states & political subdivisions | $25,000 | 4,730 |
| 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 | $0 | 4,886 |
| Mortgage-backed securities | $3,502,000 | 3,574 |
| Certificates of participation in pools of residential mortgages | $2,825,000 | 3,308 |
| Issued or guaranteed by U.S. | $2,825,000 | 3,304 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $677,000 | 2,555 |
| CMOs issued by government agencies or sponsored agencies | $677,000 | 2,498 |
| 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) | $3,527,000 | 4,879 |
| Total debt securities | $3,527,000 | 5,148 |
| 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 | $3,765,000 | 5,193 |
| U.S. Government securities | $3,740,000 | 4,692 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $3,740,000 | 4,567 |
| Securities issued by states & political subdivisions | $25,000 | 4,782 |
| 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 | $0 | 4,931 |
| Mortgage-backed securities | $3,740,000 | 3,566 |
| Certificates of participation in pools of residential mortgages | $3,004,000 | 3,304 |
| Issued or guaranteed by U.S. | $3,004,000 | 3,301 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $736,000 | 2,559 |
| CMOs issued by government agencies or sponsored agencies | $736,000 | 2,496 |
| 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) | $3,765,000 | 4,897 |
| Total debt securities | $3,765,000 | 5,171 |
| 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 | $4,027,000 | 5,229 |
| U.S. Government securities | $4,002,000 | 4,712 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $4,002,000 | 4,582 |
| Securities issued by states & political subdivisions | $25,000 | 4,839 |
| 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 | $0 | 4,985 |
| Mortgage-backed securities | $4,002,000 | 3,578 |
| Certificates of participation in pools of residential mortgages | $3,210,000 | 3,310 |
| Issued or guaranteed by U.S. | $3,210,000 | 3,307 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $792,000 | 2,579 |
| CMOs issued by government agencies or sponsored agencies | $792,000 | 2,515 |
| 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) | $4,027,000 | 4,926 |
| Total debt securities | $4,027,000 | 5,209 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $4,244,000 | 5,245 |
| U.S. Government securities | $4,219,000 | 4,690 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,219,000 | 4,566 |
| Securities issued by states & political subdivisions | $25,000 | 4,888 |
| 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 | $0 | 5,033 |
| Mortgage-backed securities | $4,219,000 | 3,552 |
| Certificates of participation in pools of residential mortgages | $3,366,000 | 3,299 |
| Issued or guaranteed by U.S. | $3,366,000 | 3,295 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $853,000 | 2,559 |
| CMOs issued by government agencies or sponsored agencies | $853,000 | 2,484 |
| 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) | $4,244,000 | 4,923 |
| Total debt securities | $4,244,000 | 5,223 |
| 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 | $4,692,000 | 5,256 |
| U.S. Government securities | $4,646,000 | 4,651 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $4,646,000 | 4,533 |
| Securities issued by states & political subdivisions | $46,000 | 4,914 |
| 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 | $0 | 5,116 |
| Mortgage-backed securities | $4,646,000 | 3,504 |
| Certificates of participation in pools of residential mortgages | $3,703,000 | 3,254 |
| Issued or guaranteed by U.S. | $3,703,000 | 3,253 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $943,000 | 2,538 |
| CMOs issued by government agencies or sponsored agencies | $943,000 | 2,470 |
| 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) | $4,692,000 | 4,933 |
| Total debt securities | $4,692,000 | 5,230 |
| 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 | $5,044,000 | 5,288 |
| U.S. Government securities | $4,998,000 | 4,691 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $4,998,000 | 4,570 |
| Securities issued by states & political subdivisions | $46,000 | 4,957 |
| 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 | $2,689,000 | 4,356 |
| Mortgage-backed securities | $4,998,000 | 3,482 |
| Certificates of participation in pools of residential mortgages | $3,969,000 | 3,232 |
| Issued or guaranteed by U.S. | $3,969,000 | 3,228 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,029,000 | 2,524 |
| CMOs issued by government agencies or sponsored agencies | $1,029,000 | 2,452 |
| 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) | $5,044,000 | 4,961 |
| Total debt securities | $5,044,000 | 5,265 |
| 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 | $5,411,000 | 5,310 |
| U.S. Government securities | $5,315,000 | 4,736 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $5,315,000 | 4,623 |
| Securities issued by states & political subdivisions | $96,000 | 4,985 |
| 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 | $2,841,000 | 4,359 |
| Mortgage-backed securities | $5,315,000 | 3,441 |
| Certificates of participation in pools of residential mortgages | $4,211,000 | 3,202 |
| Issued or guaranteed by U.S. | $4,211,000 | 3,201 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,104,000 | 2,514 |
| CMOs issued by government agencies or sponsored agencies | $1,104,000 | 2,442 |
| 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) | $5,411,000 | 4,968 |
| Total debt securities | $5,411,000 | 5,291 |
| 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 | $6,380,000 | 5,254 |
| U.S. Government securities | $6,284,000 | 4,633 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,284,000 | 4,512 |
| Securities issued by states & political subdivisions | $96,000 | 5,026 |
| 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 | $3,275,000 | 4,287 |
| Mortgage-backed securities | $6,284,000 | 3,298 |
| Certificates of participation in pools of residential mortgages | $4,785,000 | 3,071 |
| Issued or guaranteed by U.S. | $4,785,000 | 3,069 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,499,000 | 2,404 |
| CMOs issued by government agencies or sponsored agencies | $1,499,000 | 2,335 |
| 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) | $6,380,000 | 4,905 |
| Total debt securities | $6,380,000 | 5,235 |
| 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 | $6,855,000 | 5,300 |
| U.S. Government securities | $6,738,000 | 4,670 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $6,738,000 | 4,553 |
| Securities issued by states & political subdivisions | $117,000 | 5,079 |
| 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 | $3,492,000 | 4,308 |
| Mortgage-backed securities | $6,738,000 | 3,282 |
| Certificates of participation in pools of residential mortgages | $5,079,000 | 3,059 |
| Issued or guaranteed by U.S. | $5,079,000 | 3,056 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,659,000 | 2,370 |
| CMOs issued by government agencies or sponsored agencies | $1,659,000 | 2,297 |
| 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) | $6,855,000 | 4,943 |
| Total debt securities | $6,855,000 | 5,281 |
| 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 | $7,387,000 | 5,342 |
| U.S. Government securities | $7,270,000 | 4,712 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $7,270,000 | 4,597 |
| Securities issued by states & political subdivisions | $117,000 | 5,122 |
| 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 | $3,729,000 | 4,297 |
| Mortgage-backed securities | $7,270,000 | 3,285 |
| Certificates of participation in pools of residential mortgages | $5,429,000 | 3,075 |
| Issued or guaranteed by U.S. | $5,429,000 | 3,073 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,841,000 | 2,372 |
| CMOs issued by government agencies or sponsored agencies | $1,841,000 | 2,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $7,387,000 | 4,978 |
| Total debt securities | $7,387,000 | 5,320 |
| 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 | $8,470,000 | 5,297 |
| U.S. Government securities | $8,353,000 | 4,623 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $8,353,000 | 4,507 |
| Securities issued by states & political subdivisions | $117,000 | 5,136 |
| 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 | $4,021,000 | 4,276 |
| Mortgage-backed securities | $7,853,000 | 3,262 |
| Certificates of participation in pools of residential mortgages | $5,815,000 | 3,072 |
| Issued or guaranteed by U.S. | $5,815,000 | 3,069 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,038,000 | 2,342 |
| CMOs issued by government agencies or sponsored agencies | $2,038,000 | 2,264 |
| 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) | $8,470,000 | 4,928 |
| Total debt securities | $8,470,000 | 5,277 |
| 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 | $8,970,000 | 5,316 |
| U.S. Government securities | $8,817,000 | 4,594 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $8,817,000 | 4,478 |
| Securities issued by states & political subdivisions | $153,000 | 5,188 |
| 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 | $4,230,000 | 4,297 |
| Mortgage-backed securities | $8,321,000 | 3,245 |
| Certificates of participation in pools of residential mortgages | $6,136,000 | 3,078 |
| Issued or guaranteed by U.S. | $6,136,000 | 3,075 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,185,000 | 2,338 |
| CMOs issued by government agencies or sponsored agencies | $2,185,000 | 2,260 |
| 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) | $8,970,000 | 4,927 |
| Total debt securities | $8,970,000 | 5,295 |
| 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 | $8,900,000 | 5,425 |
| U.S. Government securities | $8,726,000 | 4,713 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $8,726,000 | 4,598 |
| Securities issued by states & political subdivisions | $174,000 | 5,239 |
| 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 | $4,483,000 | 4,281 |
| Mortgage-backed securities | $8,236,000 | 3,360 |
| Certificates of participation in pools of residential mortgages | $5,891,000 | 3,194 |
| Issued or guaranteed by U.S. | $5,891,000 | 3,191 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,345,000 | 2,346 |
| CMOs issued by government agencies or sponsored agencies | $2,345,000 | 2,258 |
| 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) | $8,900,000 | 5,044 |
| Total debt securities | $8,900,000 | 5,401 |
| 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 | $8,546,000 | 5,527 |
| U.S. Government securities | $8,371,000 | 4,830 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $8,371,000 | 4,721 |
| Securities issued by states & political subdivisions | $175,000 | 5,296 |
| 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 | $3,962,000 | 4,463 |
| Mortgage-backed securities | $7,878,000 | 3,462 |
| Certificates of participation in pools of residential mortgages | $6,294,000 | 3,185 |
| Issued or guaranteed by U.S. | $6,294,000 | 3,183 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,584,000 | 2,625 |
| CMOs issued by government agencies or sponsored agencies | $1,584,000 | 2,540 |
| 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) | $8,546,000 | 5,124 |
| Total debt securities | $8,546,000 | 5,505 |
| 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 | $8,977,000 | 5,526 |
| U.S. Government securities | $8,802,000 | 4,821 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $8,802,000 | 4,721 |
| Securities issued by states & political subdivisions | $175,000 | 5,339 |
| 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 | $4,238,000 | 4,408 |
| Mortgage-backed securities | $8,315,000 | 3,426 |
| Certificates of participation in pools of residential mortgages | $6,599,000 | 3,146 |
| Issued or guaranteed by U.S. | $6,599,000 | 3,146 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,716,000 | 2,597 |
| CMOs issued by government agencies or sponsored agencies | $1,716,000 | 2,509 |
| 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) | $8,977,000 | 5,126 |
| Total debt securities | $8,977,000 | 5,501 |
| 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 | $8,906,000 | 5,552 |
| U.S. Government securities | $8,730,000 | 4,807 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,730,000 | 4,714 |
| Securities issued by states & political subdivisions | $176,000 | 5,396 |
| 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 | $4,362,000 | 4,383 |
| Mortgage-backed securities | $8,245,000 | 3,433 |
| Certificates of participation in pools of residential mortgages | $6,399,000 | 3,198 |
| Issued or guaranteed by U.S. | $6,399,000 | 3,195 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,846,000 | 2,534 |
| CMOs issued by government agencies or sponsored agencies | $1,846,000 | 2,441 |
| 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) | $8,906,000 | 5,166 |
| Total debt securities | $8,906,000 | 5,530 |
| 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 | $9,433,000 | 5,553 |
| U.S. Government securities | $9,242,000 | 4,777 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,242,000 | 4,681 |
| Securities issued by states & political subdivisions | $191,000 | 5,427 |
| 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 | $3,913,000 | 4,533 |
| Mortgage-backed securities | $8,758,000 | 3,374 |
| Certificates of participation in pools of residential mortgages | $6,772,000 | 3,137 |
| Issued or guaranteed by U.S. | $6,772,000 | 3,134 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,986,000 | 2,500 |
| CMOs issued by government agencies or sponsored agencies | $1,986,000 | 2,402 |
| 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) | $9,433,000 | 5,172 |
| Total debt securities | $9,433,000 | 5,524 |
| 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 | $10,231,000 | 5,468 |
| U.S. Government securities | $10,040,000 | 4,657 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $10,040,000 | 4,563 |
| Securities issued by states & political subdivisions | $191,000 | 5,433 |
| 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 | $4,256,000 | 4,445 |
| Mortgage-backed securities | $9,547,000 | 3,278 |
| Certificates of participation in pools of residential mortgages | $7,377,000 | 3,015 |
| Issued or guaranteed by U.S. | $7,377,000 | 3,013 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,170,000 | 2,493 |
| CMOs issued by government agencies or sponsored agencies | $2,170,000 | 2,396 |
| 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) | $10,231,000 | 5,097 |
| Total debt securities | $10,231,000 | 5,437 |
| 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 | $11,287,000 | 5,414 |
| U.S. Government securities | $11,095,000 | 4,561 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $11,095,000 | 4,465 |
| Securities issued by states & political subdivisions | $192,000 | 5,462 |
| 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 | $4,690,000 | 4,371 |
| Mortgage-backed securities | $10,087,000 | 3,270 |
| Certificates of participation in pools of residential mortgages | $7,602,000 | 3,020 |
| Issued or guaranteed by U.S. | $7,602,000 | 3,019 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,485,000 | 2,468 |
| CMOs issued by government agencies or sponsored agencies | $2,485,000 | 2,370 |
| 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) | $11,287,000 | 5,044 |
| Total debt securities | $11,287,000 | 5,381 |
| 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 | $11,676,000 | 5,342 |
| U.S. Government securities | $11,483,000 | 4,474 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $11,483,000 | 4,377 |
| Securities issued by states & political subdivisions | $193,000 | 5,509 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,090,000 | 4,264 |
| Mortgage-backed securities | $10,979,000 | 3,183 |
| Certificates of participation in pools of residential mortgages | $8,229,000 | 2,919 |
| Issued or guaranteed by U.S. | $8,229,000 | 2,917 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,750,000 | 2,465 |
| CMOs issued by government agencies or sponsored agencies | $2,750,000 | 2,366 |
| 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) | $11,676,000 | 4,968 |
| Total debt securities | $11,676,000 | 5,315 |
| 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 | $11,967,000 | 5,404 |
| U.S. Government securities | $11,772,000 | 4,545 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $11,772,000 | 4,447 |
| Securities issued by states & political subdivisions | $195,000 | 5,545 |
| 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 | $2,129,000 | 5,207 |
| Mortgage-backed securities | $10,765,000 | 3,353 |
| Certificates of participation in pools of residential mortgages | $7,788,000 | 3,136 |
| Issued or guaranteed by U.S. | $7,788,000 | 3,135 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,977,000 | 2,502 |
| CMOs issued by government agencies or sponsored agencies | $2,977,000 | 2,397 |
| 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) | $11,967,000 | 5,010 |
| Total debt securities | $11,967,000 | 5,375 |
| 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 | $12,541,000 | 5,377 |
| U.S. Government securities | $12,452,000 | 4,507 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $12,452,000 | 4,417 |
| Securities issued by states & political subdivisions | $89,000 | 5,653 |
| 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 | $2,482,000 | 5,149 |
| Mortgage-backed securities | $10,941,000 | 3,350 |
| Certificates of participation in pools of residential mortgages | $7,805,000 | 3,151 |
| Issued or guaranteed by U.S. | $7,805,000 | 3,151 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,136,000 | 2,481 |
| CMOs issued by government agencies or sponsored agencies | $3,136,000 | 2,368 |
| 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) | $12,541,000 | 4,986 |
| Total debt securities | $12,541,000 | 5,349 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $13,171,000 | 5,341 |
| U.S. Government securities | $13,083,000 | 4,512 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $13,083,000 | 4,415 |
| Securities issued by states & political subdivisions | $88,000 | 5,647 |
| 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 | $3,089,000 | 4,960 |
| Mortgage-backed securities | $11,073,000 | 3,372 |
| Certificates of participation in pools of residential mortgages | $7,811,000 | 3,148 |
| Issued or guaranteed by U.S. | $7,811,000 | 3,146 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,262,000 | 2,469 |
| CMOs issued by government agencies or sponsored agencies | $3,262,000 | 2,355 |
| 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) | $13,171,000 | 4,931 |
| Total debt securities | $13,171,000 | 5,310 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $12,371,000 | 5,435 |
| U.S. Government securities | $12,287,000 | 4,584 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $12,287,000 | 4,496 |
| Securities issued by states & political subdivisions | $84,000 | 5,645 |
| 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 | $2,949,000 | 4,798 |
| Mortgage-backed securities | $10,016,000 | 3,417 |
| Certificates of participation in pools of residential mortgages | $6,659,000 | 3,269 |
| Issued or guaranteed by U.S. | $6,659,000 | 3,268 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,357,000 | 2,418 |
| CMOs issued by government agencies or sponsored agencies | $3,357,000 | 2,234 |
| 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) | $12,371,000 | 5,015 |
| Total debt securities | $12,371,000 | 5,407 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $12,363,000 | 5,397 |
| U.S. Government securities | $12,277,000 | 4,540 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $12,277,000 | 4,448 |
| Securities issued by states & political subdivisions | $86,000 | 5,669 |
| 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 | $6,774,000 | 3,755 |
| Mortgage-backed securities | $9,494,000 | 3,437 |
| Certificates of participation in pools of residential mortgages | $6,037,000 | 3,325 |
| Issued or guaranteed by U.S. | $6,037,000 | 3,322 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,457,000 | 2,362 |
| CMOs issued by government agencies or sponsored agencies | $3,457,000 | 2,178 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $12,363,000 | 4,968 |
| Total debt securities | $12,363,000 | 5,362 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $8,170,000 | 6,080 |
| U.S. Government securities | $8,086,000 | 5,380 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $8,086,000 | 5,264 |
| Securities issued by states & political subdivisions | $84,000 | 5,673 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,457,000 | 4,372 |
| Mortgage-backed securities | $4,555,000 | 4,254 |
| Certificates of participation in pools of residential mortgages | $2,943,000 | 4,068 |
| Issued or guaranteed by U.S. | $2,943,000 | 4,055 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,612,000 | 2,847 |
| CMOs issued by government agencies or sponsored agencies | $1,612,000 | 2,609 |
| 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) | $8,170,000 | 5,623 |
| Total debt securities | $8,170,000 | 6,048 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $7,534,000 | 6,161 |
| U.S. Government securities | $7,451,000 | 5,502 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $7,451,000 | 5,392 |
| Securities issued by states & political subdivisions | $83,000 | 5,704 |
| 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 | $4,457,000 | 4,378 |
| Mortgage-backed securities | $3,676,000 | 4,374 |
| Certificates of participation in pools of residential mortgages | $2,554,000 | 4,139 |
| Issued or guaranteed by U.S. | $2,554,000 | 4,128 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,122,000 | 2,960 |
| CMOs issued by government agencies or sponsored agencies | $1,122,000 | 2,702 |
| 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) | $7,534,000 | 5,694 |
| Total debt securities | $7,534,000 | 6,131 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $7,994,000 | 6,018 |
| U.S. Government securities | $7,994,000 | 5,261 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $7,994,000 | 5,149 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| 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 | $4,325,000 | 4,405 |
| Mortgage-backed securities | $3,348,000 | 4,391 |
| Certificates of participation in pools of residential mortgages | $2,185,000 | 4,169 |
| Issued or guaranteed by U.S. | $2,185,000 | 4,163 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,163,000 | 2,921 |
| CMOs issued by government agencies or sponsored agencies | $1,163,000 | 2,645 |
| 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) | $7,994,000 | 5,566 |
| Total debt securities | $7,994,000 | 5,984 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $6,973,000 | 6,188 |
| U.S. Government securities | $6,973,000 | 5,427 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $6,973,000 | 5,304 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,875,000 | 4,600 |
| Mortgage-backed securities | $851,000 | 5,277 |
| Certificates of participation in pools of residential mortgages | $741,000 | 4,865 |
| Issued or guaranteed by U.S. | $741,000 | 4,857 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $110,000 | 3,609 |
| CMOs issued by government agencies or sponsored agencies | $110,000 | 3,289 |
| 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) | $6,973,000 | 5,697 |
| Total debt securities | $6,973,000 | 6,146 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $7,455,000 | 6,196 |
| U.S. Government securities | $7,431,000 | 5,478 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $7,431,000 | 5,359 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $24,000 | 3,057 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $24,000 | 371 |
| 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 | $3,975,000 | 4,629 |
| Mortgage-backed securities | $1,345,000 | 5,070 |
| Certificates of participation in pools of residential mortgages | $1,197,000 | 4,636 |
| Issued or guaranteed by U.S. | $1,197,000 | 4,629 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $124,000 | 3,509 |
| CMOs issued by government agencies or sponsored agencies | $124,000 | 3,191 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $24,000 | 371 |
| Commercial mortgage pass-through securities | $24,000 | 289 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $7,455,000 | 5,701 |
| Total debt securities | $7,455,000 | 6,152 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $7,035,000 | 6,344 |
| U.S. Government securities | $7,010,000 | 5,626 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $7,010,000 | 5,518 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $25,000 | 3,112 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $25,000 | 383 |
| 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 | $3,775,000 | 4,754 |
| Mortgage-backed securities | $1,442,000 | 5,135 |
| Certificates of participation in pools of residential mortgages | $1,278,000 | 4,743 |
| Issued or guaranteed by U.S. | $1,278,000 | 4,733 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $139,000 | 3,491 |
| CMOs issued by government agencies or sponsored agencies | $139,000 | 3,156 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $25,000 | 383 |
| Commercial mortgage pass-through securities | $25,000 | 295 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $7,035,000 | 5,833 |
| Total debt securities | $7,035,000 | 6,304 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $6,207,000 | 6,492 |
| U.S. Government securities | $6,181,000 | 5,810 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $6,181,000 | 5,706 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $26,000 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $26,000 | 369 |
| 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 | $3,775,000 | 4,787 |
| Mortgage-backed securities | $1,584,000 | 5,153 |
| Certificates of participation in pools of residential mortgages | $1,398,000 | 4,772 |
| Issued or guaranteed by U.S. | $1,398,000 | 4,762 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $160,000 | 3,487 |
| CMOs issued by government agencies or sponsored agencies | $160,000 | 3,140 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $26,000 | 369 |
| Commercial mortgage pass-through securities | $26,000 | 285 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $6,207,000 | 5,968 |
| Total debt securities | $6,207,000 | 6,459 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $7,832,000 | 6,214 |
| U.S. Government securities | $7,806,000 | 5,453 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $7,806,000 | 5,356 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $26,000 | 3,275 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $26,000 | 382 |
| 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 | $3,775,000 | 4,801 |
| Mortgage-backed securities | $1,685,000 | 5,208 |
| Certificates of participation in pools of residential mortgages | $1,487,000 | 4,827 |
| Issued or guaranteed by U.S. | $1,487,000 | 4,816 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $172,000 | 3,481 |
| CMOs issued by government agencies or sponsored agencies | $172,000 | 3,127 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $26,000 | 382 |
| Commercial mortgage pass-through securities | $26,000 | 283 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $7,832,000 | 5,712 |
| Total debt securities | $7,832,000 | 6,174 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $7,160,000 | 6,360 |
| U.S. Government securities | $7,132,000 | 5,599 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $7,132,000 | 5,516 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $28,000 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $28,000 | 311 |
| 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 | $2,975,000 | 5,137 |
| Mortgage-backed securities | $1,806,000 | 5,210 |
| Certificates of participation in pools of residential mortgages | $1,586,000 | 4,852 |
| Issued or guaranteed by U.S. | $1,586,000 | 4,837 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $192,000 | 3,462 |
| CMOs issued by government agencies or sponsored agencies | $192,000 | 3,098 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $28,000 | 311 |
| Commercial mortgage pass-through securities | $28,000 | 211 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $7,160,000 | 5,852 |
| Total debt securities | $7,160,000 | 6,314 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $7,051,000 | 6,450 |
| U.S. Government securities | $7,051,000 | 5,762 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $7,051,000 | 5,676 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,975,000 | 5,176 |
| Mortgage-backed securities | $1,415,000 | 5,416 |
| Certificates of participation in pools of residential mortgages | $1,200,000 | 5,083 |
| Issued or guaranteed by U.S. | $1,200,000 | 5,066 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $215,000 | 3,465 |
| CMOs issued by government agencies or sponsored agencies | $215,000 | 3,092 |
| 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) | $7,051,000 | 5,912 |
| Total debt securities | $7,051,000 | 6,407 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $6,688,000 | 6,566 |
| U.S. Government securities | $6,688,000 | 5,928 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $6,688,000 | 5,847 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,503,000 | 4,691 |
| Mortgage-backed securities | $1,493,000 | 5,385 |
| Certificates of participation in pools of residential mortgages | $1,268,000 | 5,041 |
| Issued or guaranteed by U.S. | $1,268,000 | 5,027 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $225,000 | 3,422 |
| CMOs issued by government agencies or sponsored agencies | $225,000 | 3,075 |
| 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) | $6,688,000 | 6,016 |
| Total debt securities | $6,688,000 | 6,524 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $7,592,000 | 6,361 |
| U.S. Government securities | $7,493,000 | 5,701 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $7,493,000 | 5,617 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $99,000 | 3,082 |
| 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 | $99,000 | 2,312 |
| 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 | $6,794,000 | 4,071 |
| Mortgage-backed securities | $1,546,000 | 5,326 |
| Certificates of participation in pools of residential mortgages | $1,322,000 | 4,993 |
| Issued or guaranteed by U.S. | $1,322,000 | 4,977 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $224,000 | 3,351 |
| CMOs issued by government agencies or sponsored agencies | $224,000 | 2,994 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $7,592,000 | 5,799 |
| Total debt securities | $7,592,000 | 6,314 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $8,426,000 | 6,238 |
| U.S. Government securities | $8,103,000 | 5,574 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,103,000 | 5,492 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $323,000 | 2,798 |
| Privately issued residential mortgage-backed securities | $225,000 | 1,384 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $98,000 | 2,323 |
| 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 | $3,225,000 | 5,128 |
| Mortgage-backed securities | $1,614,000 | 5,315 |
| Certificates of participation in pools of residential mortgages | $1,389,000 | 4,968 |
| Issued or guaranteed by U.S. | $1,389,000 | 4,949 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $225,000 | 3,343 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $225,000 | 1,315 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $8,426,000 | 5,702 |
| Total debt securities | $8,426,000 | 6,179 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $6,177,000 | 6,728 |
| U.S. Government securities | $6,082,000 | 6,126 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $6,082,000 | 6,032 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $95,000 | 3,034 |
| 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 | $95,000 | 2,296 |
| 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 | $3,225,000 | 5,089 |
| Mortgage-backed securities | $1,764,000 | 5,197 |
| Certificates of participation in pools of residential mortgages | $1,513,000 | 4,841 |
| Issued or guaranteed by U.S. | $1,513,000 | 4,819 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $251,000 | 3,311 |
| CMOs issued by government agencies or sponsored agencies | $251,000 | 2,967 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $6,177,000 | 6,163 |
| Total debt securities | $6,177,000 | 6,654 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $7,203,000 | 6,599 |
| U.S. Government securities | $7,108,000 | 5,978 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $7,108,000 | 5,867 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $95,000 | 2,866 |
| 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 | $95,000 | 2,169 |
| 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 | $6,230,000 | 4,189 |
| Mortgage-backed securities | $1,811,000 | 4,942 |
| Certificates of participation in pools of residential mortgages | $1,561,000 | 4,599 |
| Issued or guaranteed by U.S. | $1,561,000 | 4,580 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $250,000 | 3,226 |
| CMOs issued by government agencies or sponsored agencies | $250,000 | 2,898 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $7,203,000 | 5,990 |
| Total debt securities | $7,203,000 | 6,541 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $8,224,000 | 6,434 |
| U.S. Government securities | $8,128,000 | 5,807 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $8,128,000 | 5,700 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $96,000 | 2,827 |
| 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 | $96,000 | 2,143 |
| 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 | $6,290,000 | 4,176 |
| Mortgage-backed securities | $1,879,000 | 4,792 |
| Certificates of participation in pools of residential mortgages | $1,623,000 | 4,426 |
| Issued or guaranteed by U.S. | $1,623,000 | 4,413 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $256,000 | 3,179 |
| CMOs issued by government agencies or sponsored agencies | $256,000 | 2,854 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $8,224,000 | 5,830 |
| Total debt securities | $8,224,000 | 6,376 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $8,236,000 | 6,452 |
| U.S. Government securities | $8,139,000 | 5,817 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $8,139,000 | 5,703 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $97,000 | 2,774 |
| 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 | $97,000 | 2,106 |
| 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 | $6,367,000 | 4,171 |
| Mortgage-backed securities | $1,967,000 | 4,730 |
| Certificates of participation in pools of residential mortgages | $1,701,000 | 4,363 |
| Issued or guaranteed by U.S. | $1,701,000 | 4,350 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $266,000 | 3,143 |
| CMOs issued by government agencies or sponsored agencies | $266,000 | 2,829 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $8,236,000 | 5,822 |
| Total debt securities | $8,236,000 | 6,401 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $8,404,000 | 6,447 |
| U.S. Government securities | $8,307,000 | 5,803 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $8,307,000 | 5,688 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $97,000 | 2,806 |
| 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 | $97,000 | 2,153 |
| 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 | $3,403,000 | 5,133 |
| Mortgage-backed securities | $2,107,000 | 4,661 |
| Certificates of participation in pools of residential mortgages | $1,824,000 | 4,285 |
| Issued or guaranteed by U.S. | $1,824,000 | 4,268 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $283,000 | 3,100 |
| CMOs issued by government agencies or sponsored agencies | $283,000 | 2,804 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $8,404,000 | 5,798 |
| Total debt securities | $8,404,000 | 6,388 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $8,470,000 | 6,487 |
| U.S. Government securities | $8,373,000 | 5,836 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $8,373,000 | 5,712 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $97,000 | 2,843 |
| 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 | $97,000 | 2,214 |
| 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 | $6,502,000 | 4,156 |
| Mortgage-backed securities | $2,194,000 | 4,623 |
| Certificates of participation in pools of residential mortgages | $1,902,000 | 4,238 |
| Issued or guaranteed by U.S. | $1,902,000 | 4,225 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $292,000 | 3,087 |
| CMOs issued by government agencies or sponsored agencies | $292,000 | 2,797 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $8,470,000 | 5,828 |
| Total debt securities | $8,470,000 | 6,425 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $8,532,000 | 6,524 |
| U.S. Government securities | $8,436,000 | 5,897 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $8,436,000 | 5,784 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $96,000 | 2,896 |
| 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 | $96,000 | 2,262 |
| 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 | $6,565,000 | 4,159 |
| Mortgage-backed securities | $2,293,000 | 4,573 |
| Certificates of participation in pools of residential mortgages | $1,989,000 | 4,185 |
| Issued or guaranteed by U.S. | $1,989,000 | 4,165 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $304,000 | 3,038 |
| CMOs issued by government agencies or sponsored agencies | $304,000 | 2,754 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $8,532,000 | 5,838 |
| Total debt securities | $8,532,000 | 6,466 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $8,535,000 | 6,559 |
| U.S. Government securities | $8,445,000 | 5,926 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $8,445,000 | 5,784 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $90,000 | 2,973 |
| 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 | $90,000 | 2,346 |
| 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 | $3,100,000 | 5,321 |
| Mortgage-backed securities | $2,381,000 | 4,531 |
| Certificates of participation in pools of residential mortgages | $2,071,000 | 4,149 |
| Issued or guaranteed by U.S. | $2,071,000 | 4,135 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $310,000 | 3,031 |
| CMOs issued by government agencies or sponsored agencies | $310,000 | 2,729 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $8,535,000 | 5,845 |
| Total debt securities | $8,535,000 | 6,499 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $8,766,000 | 6,565 |
| U.S. Government securities | $8,679,000 | 5,916 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $8,679,000 | 5,772 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $87,000 | 3,053 |
| 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 | $87,000 | 2,456 |
| 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 | $3,100,000 | 5,306 |
| Mortgage-backed securities | $2,550,000 | 4,489 |
| Certificates of participation in pools of residential mortgages | $2,212,000 | 4,096 |
| Issued or guaranteed by U.S. | $2,212,000 | 4,082 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $338,000 | 3,008 |
| CMOs issued by government agencies or sponsored agencies | $338,000 | 2,707 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $8,766,000 | 5,854 |
| Total debt securities | $8,766,000 | 6,508 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $8,925,000 | 6,560 |
| U.S. Government securities | $8,840,000 | 5,872 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $8,840,000 | 5,722 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $85,000 | 3,150 |
| 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 | $85,000 | 2,578 |
| 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 | $3,100,000 | 5,318 |
| Mortgage-backed securities | $2,698,000 | 4,462 |
| Certificates of participation in pools of residential mortgages | $2,337,000 | 4,054 |
| Issued or guaranteed by U.S. | $2,337,000 | 4,039 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $361,000 | 2,994 |
| CMOs issued by government agencies or sponsored agencies | $361,000 | 2,707 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $8,925,000 | 5,836 |
| Total debt securities | $8,925,000 | 6,504 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $9,255,000 | 6,509 |
| U.S. Government securities | $9,097,000 | 5,778 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $9,097,000 | 5,634 |
| Securities issued by states & political subdivisions | $65,000 | 6,350 |
| Other domestic debt securities | $93,000 | 3,195 |
| 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 | $93,000 | 2,637 |
| 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 | $3,100,000 | 5,322 |
| Mortgage-backed securities | $2,890,000 | 4,436 |
| Certificates of participation in pools of residential mortgages | $2,491,000 | 4,009 |
| Issued or guaranteed by U.S. | $2,491,000 | 3,996 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $399,000 | 2,980 |
| CMOs issued by government agencies or sponsored agencies | $399,000 | 2,684 |
| 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) | $65,000 | 4,065 |
| Available-for-sale securities (fair market value) | $9,190,000 | 5,778 |
| Total debt securities | $9,255,000 | 6,446 |
| 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 | $11,625,000 | 6,040 |
| U.S. Government securities | $10,924,000 | 5,396 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $10,924,000 | 5,251 |
| Securities issued by states & political subdivisions | $166,000 | 6,160 |
| Other domestic debt securities | $535,000 | 2,560 |
| 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 | $535,000 | 2,087 |
| 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 | $3,100,000 | 5,291 |
| Mortgage-backed securities | $4,188,000 | 4,042 |
| Certificates of participation in pools of residential mortgages | $3,530,000 | 3,689 |
| Issued or guaranteed by U.S. | $3,530,000 | 3,675 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $658,000 | 2,803 |
| CMOs issued by government agencies or sponsored agencies | $658,000 | 2,534 |
| 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) | $65,000 | 4,113 |
| Available-for-sale securities (fair market value) | $11,560,000 | 5,322 |
| Total debt securities | $11,624,000 | 5,973 |
| 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 | $12,827,000 | 5,867 |
| U.S. Government securities | $12,123,000 | 5,187 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,123,000 | 5,037 |
| Securities issued by states & political subdivisions | $167,000 | 6,198 |
| Other domestic debt securities | $537,000 | 2,629 |
| 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 | $537,000 | 2,174 |
| 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 | $1,050,000 | 6,438 |
| Mortgage-backed securities | $4,419,000 | 4,056 |
| Certificates of participation in pools of residential mortgages | $3,722,000 | 3,703 |
| Issued or guaranteed by U.S. | $3,722,000 | 3,694 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $697,000 | 2,819 |
| CMOs issued by government agencies or sponsored agencies | $697,000 | 2,558 |
| 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) | $66,000 | 4,186 |
| Available-for-sale securities (fair market value) | $12,761,000 | 5,168 |
| Total debt securities | $12,827,000 | 5,807 |
| 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 | $15,624,000 | 5,389 |
| U.S. Government securities | $14,906,000 | 4,653 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $14,906,000 | 4,509 |
| Securities issued by states & political subdivisions | $167,000 | 6,228 |
| Other domestic debt securities | $551,000 | 2,657 |
| 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 | $551,000 | 2,227 |
| 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 | $3,285,000 | 5,268 |
| Mortgage-backed securities | $5,830,000 | 3,711 |
| Certificates of participation in pools of residential mortgages | $5,082,000 | 3,273 |
| Issued or guaranteed by U.S. | $5,082,000 | 3,262 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $748,000 | 2,830 |
| CMOs issued by government agencies or sponsored agencies | $748,000 | 2,573 |
| 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) | $254,000 | 3,896 |
| Available-for-sale securities (fair market value) | $15,370,000 | 4,756 |
| Total debt securities | $15,624,000 | 5,320 |
| 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 | $16,431,000 | 5,271 |
| U.S. Government securities | $15,644,000 | 4,485 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $15,644,000 | 4,342 |
| Securities issued by states & political subdivisions | $227,000 | 6,155 |
| Other domestic debt securities | $560,000 | 2,686 |
| 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 | $560,000 | 2,282 |
| 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 | $3,485,000 | 5,195 |
| Mortgage-backed securities | $6,259,000 | 3,637 |
| Certificates of participation in pools of residential mortgages | $5,459,000 | 3,201 |
| Issued or guaranteed by U.S. | $5,459,000 | 3,195 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $800,000 | 2,821 |
| CMOs issued by government agencies or sponsored agencies | $800,000 | 2,569 |
| 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) | $325,000 | 3,863 |
| Available-for-sale securities (fair market value) | $16,106,000 | 4,649 |
| Total debt securities | $16,431,000 | 5,198 |
| 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 | $17,557,000 | 5,159 |
| U.S. Government securities | $16,772,000 | 4,370 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $16,772,000 | 4,220 |
| Securities issued by states & political subdivisions | $227,000 | 6,189 |
| Other domestic debt securities | $558,000 | 2,790 |
| 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 | $558,000 | 2,389 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,435,000 | 5,188 |
| Mortgage-backed securities | $6,179,000 | 3,719 |
| Certificates of participation in pools of residential mortgages | $5,348,000 | 3,303 |
| Issued or guaranteed by U.S. | $5,348,000 | 3,295 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $831,000 | 2,846 |
| CMOs issued by government agencies or sponsored agencies | $831,000 | 2,601 |
| 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) | $350,000 | 3,882 |
| Available-for-sale securities (fair market value) | $17,207,000 | 4,558 |
| Total debt securities | $17,557,000 | 5,084 |
| 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 | $17,567,000 | 5,117 |
| U.S. Government securities | $16,764,000 | 4,335 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $16,764,000 | 4,189 |
| Securities issued by states & political subdivisions | $228,000 | 6,189 |
| Other domestic debt securities | $575,000 | 2,867 |
| 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 | $575,000 | 2,457 |
| 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 | $1,150,000 | 6,418 |
| Mortgage-backed securities | $6,535,000 | 3,675 |
| Certificates of participation in pools of residential mortgages | $5,629,000 | 3,255 |
| Issued or guaranteed by U.S. | $5,629,000 | 3,245 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $906,000 | 2,870 |
| CMOs issued by government agencies or sponsored agencies | $906,000 | 2,615 |
| 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) | $367,000 | 3,910 |
| Available-for-sale securities (fair market value) | $17,200,000 | 4,548 |
| Total debt securities | $17,567,000 | 5,041 |
| 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 | $13,802,000 | 5,833 |
| U.S. Government securities | $13,001,000 | 5,071 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $13,001,000 | 4,920 |
| Securities issued by states & political subdivisions | $229,000 | 6,252 |
| Other domestic debt securities | $572,000 | 2,925 |
| 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 | $572,000 | 2,595 |
| 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 | $3,385,000 | 5,128 |
| Mortgage-backed securities | $6,632,000 | 3,627 |
| Certificates of participation in pools of residential mortgages | $6,194,000 | 3,111 |
| Issued or guaranteed by U.S. | $6,194,000 | 3,098 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $438,000 | 3,258 |
| CMOs issued by government agencies or sponsored agencies | $438,000 | 3,108 |
| 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) | $387,000 | 3,955 |
| Available-for-sale securities (fair market value) | $13,415,000 | 5,152 |
| Total debt securities | $13,802,000 | 5,742 |
| 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 | $13,467,000 | 5,821 |
| U.S. Government securities | $12,612,000 | 5,018 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $12,612,000 | 4,870 |
| Securities issued by states & political subdivisions | $285,000 | 6,197 |
| Other domestic debt securities | $570,000 | 3,051 |
| 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 | $570,000 | 2,716 |
| 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 | $3,385,000 | 5,103 |
| Mortgage-backed securities | $6,979,000 | 3,547 |
| Certificates of participation in pools of residential mortgages | $6,479,000 | 3,042 |
| Issued or guaranteed by U.S. | $6,479,000 | 3,028 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $500,000 | 3,240 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 3,076 |
| 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) | $458,000 | 3,918 |
| Available-for-sale securities (fair market value) | $13,009,000 | 5,188 |
| Total debt securities | $13,467,000 | 5,731 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $16,182,000 | 5,275 |
| U.S. Government securities | $15,167,000 | 4,457 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $15,167,000 | 4,302 |
| Securities issued by states & political subdivisions | $336,000 | 6,083 |
| Other domestic debt securities | $679,000 | 3,052 |
| 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 | $679,000 | 2,707 |
| 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 | $2,933,000 | 5,321 |
| Mortgage-backed securities | $8,864,000 | 3,242 |
| Certificates of participation in pools of residential mortgages | $8,027,000 | 2,705 |
| Issued or guaranteed by U.S. | $8,027,000 | 2,693 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $837,000 | 3,165 |
| CMOs issued by government agencies or sponsored agencies | $837,000 | 3,012 |
| 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) | $489,000 | 3,912 |
| Available-for-sale securities (fair market value) | $15,693,000 | 4,678 |
| Total debt securities | $16,182,000 | 5,181 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $17,669,000 | 5,032 |
| U.S. Government securities | $16,673,000 | 4,224 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $16,673,000 | 4,038 |
| Securities issued by states & political subdivisions | $338,000 | 6,076 |
| Other domestic debt securities | $658,000 | 3,098 |
| 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 | $658,000 | 2,747 |
| 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 | $3,345,000 | 5,117 |
| Mortgage-backed securities | $10,531,000 | 2,982 |
| Certificates of participation in pools of residential mortgages | $9,354,000 | 2,465 |
| Issued or guaranteed by U.S. | $9,354,000 | 2,452 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,177,000 | 2,994 |
| CMOs issued by government agencies or sponsored agencies | $1,177,000 | 2,851 |
| 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) | $532,000 | 3,895 |
| Available-for-sale securities (fair market value) | $17,137,000 | 4,441 |
| Total debt securities | $17,669,000 | 4,933 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| 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 | $17,307,000 | 5,062 |
| U.S. Government securities | $16,312,000 | 4,231 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $16,312,000 | 4,058 |
| Securities issued by states & political subdivisions | $337,000 | 6,079 |
| Other domestic debt securities | $658,000 | 3,107 |
| 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 | $658,000 | 2,752 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,130,000 | 5,248 |
| Mortgage-backed securities | $8,820,000 | 3,213 |
| Certificates of participation in pools of residential mortgages | $7,234,000 | 2,798 |
| Issued or guaranteed by U.S. | $7,234,000 | 2,787 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,586,000 | 2,822 |
| CMOs issued by government agencies or sponsored agencies | $1,586,000 | 2,685 |
| 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) | $562,000 | 3,960 |
| Available-for-sale securities (fair market value) | $16,745,000 | 4,462 |
| Total debt securities | $17,307,000 | 4,977 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| 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 | $12,786,000 | 5,836 |
| U.S. Government securities | $10,056,000 | 5,500 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $10,056,000 | 5,258 |
| Securities issued by states & political subdivisions | $1,690,000 | 4,560 |
| Other domestic debt securities | $1,040,000 | 2,842 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,040,000 | 2,442 |
| 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 | $3,415,000 | 5,120 |
| Mortgage-backed securities | $4,105,000 | 4,267 |
| Certificates of participation in pools of residential mortgages | $3,021,000 | 3,871 |
| Issued or guaranteed by U.S. | $3,021,000 | 3,855 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,084,000 | 3,212 |
| CMOs issued by government agencies or sponsored agencies | $1,084,000 | 3,047 |
| 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) | $1,950,000 | 3,234 |
| Available-for-sale securities (fair market value) | $10,836,000 | 5,426 |
| Total debt securities | $12,786,000 | 5,740 |
| 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 | $13,204,000 | 5,946 |
| U.S. Government securities | $9,745,000 | 5,938 |
| U.S. Treasury securities | $100,000 | 4,079 |
| U.S. Government agency obligations | $9,645,000 | 5,638 |
| Securities issued by states & political subdivisions | $2,071,000 | 4,353 |
| Other domestic debt securities | $1,231,000 | 2,310 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,231,000 | 1,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $157,000 | 6,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,807,000 | 5,800 |
| Mortgage-backed securities | $933,000 | 5,603 |
| Certificates of participation in pools of residential mortgages | $895,000 | 4,906 |
| Issued or guaranteed by U.S. | $895,000 | 4,892 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $38,000 | 4,079 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 3,878 |
| 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) | $2,467,000 | 3,642 |
| Available-for-sale securities (fair market value) | $10,737,000 | 5,526 |
| Total debt securities | $13,047,000 | 5,860 |
| 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 | $11,535,000 | 6,636 |
| U.S. Government securities | $7,839,000 | 6,848 |
| U.S. Treasury securities | $301,000 | 4,850 |
| U.S. Government agency obligations | $7,538,000 | 6,444 |
| Securities issued by states & political subdivisions | $2,499,000 | 4,235 |
| Other domestic debt securities | $1,039,000 | 2,302 |
| 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 | $1,039,000 | 1,938 |
| Foreign debt securities | NA | NA |
| Equity securities | $158,000 | 6,104 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,348,000 | 6,118 |
| Mortgage-backed securities | $1,326,000 | 5,562 |
| Certificates of participation in pools of residential mortgages | $1,050,000 | 4,973 |
| Issued or guaranteed by U.S. | $1,050,000 | 4,960 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $276,000 | 3,858 |
| CMOs issued by government agencies or sponsored agencies | $276,000 | 3,686 |
| 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) | $2,531,000 | 3,973 |
| Available-for-sale securities (fair market value) | $9,004,000 | 6,151 |
| Total debt securities | $11,377,000 | 6,568 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $10,881,000 | 6,840 |
| U.S. Government securities | $7,003,000 | 7,144 |
| U.S. Treasury securities | $615,000 | 5,635 |
| U.S. Government agency obligations | $6,388,000 | 6,563 |
| Securities issued by states & political subdivisions | $2,958,000 | 4,018 |
| Other domestic debt securities | $918,000 | 2,323 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $918,000 | 1,923 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,271,000 | 5,921 |
| Mortgage-backed securities | $1,398,000 | 5,752 |
| Certificates of participation in pools of residential mortgages | $1,398,000 | 4,863 |
| Issued or guaranteed by U.S. | $1,398,000 | 4,845 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,266,000 | 4,060 |
| Available-for-sale securities (fair market value) | $7,615,000 | 6,474 |
| Total debt securities | $10,879,000 | 6,701 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $11,047,000 | 7,102 |
| U.S. Government securities | $7,127,000 | 7,603 |
| U.S. Treasury securities | $908,000 | 6,643 |
| U.S. Government agency obligations | $6,219,000 | 6,711 |
| Securities issued by states & political subdivisions | $3,418,000 | 3,547 |
| Other domestic debt securities | $500,000 | 2,342 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,863 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,338,000 | 5,421 |
| Mortgage-backed securities | $1,816,000 | 5,548 |
| Certificates of participation in pools of residential mortgages | $1,816,000 | 4,523 |
| Issued or guaranteed by U.S. | $1,816,000 | 4,507 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,582,000 | 4,323 |
| Available-for-sale securities (fair market value) | $6,465,000 | 6,890 |
| Total debt securities | $11,045,000 | 6,973 |
| Structured notes | ||
| Amortized cost | $675,000 | 1,687 |
| Fair value | $669,000 | 1,684 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $12,097,000 | 7,251 |
| U.S. Government securities | $8,241,000 | 7,713 |
| U.S. Treasury securities | $1,105,000 | 6,977 |
| U.S. Government agency obligations | $7,136,000 | 6,647 |
| Securities issued by states & political subdivisions | $3,854,000 | 3,362 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,505,000 | 5,488 |
| Mortgage-backed securities | $2,173,000 | 5,752 |
| Certificates of participation in pools of residential mortgages | $2,173,000 | 4,620 |
| Issued or guaranteed by U.S. | $2,173,000 | 4,597 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,185,000 | 4,607 |
| Available-for-sale securities (fair market value) | $6,912,000 | 7,015 |
| Total debt securities | $12,095,000 | 7,115 |
| Structured notes | ||
| Amortized cost | $675,000 | 2,296 |
| Fair value | $657,000 | 2,300 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $12,459,000 | 7,447 |
| U.S. Government securities | $8,666,000 | 7,880 |
| U.S. Treasury securities | $1,014,000 | 8,394 |
| U.S. Government agency obligations | $7,652,000 | 6,397 |
| Securities issued by states & political subdivisions | $3,472,000 | 3,650 |
| Other domestic debt securities | $319,000 | 3,601 |
| Privately issued residential mortgage-backed securities | $27,000 | 2,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $292,000 | 2,911 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $942,000 | 8,259 |
| Mortgage-backed securities | $2,748,000 | 5,700 |
| Certificates of participation in pools of residential mortgages | $2,693,000 | 4,362 |
| Issued or guaranteed by U.S. | $2,693,000 | 4,336 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $55,000 | 5,876 |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 5,622 |
| Privately issued | $27,000 | 1,975 |
| 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) | $6,539,000 | 4,375 |
| Available-for-sale securities (fair market value) | $5,920,000 | 7,615 |
| Total debt securities | $12,457,000 | 7,312 |
| Structured notes | ||
| Amortized cost | $1,072,000 | 2,460 |
| Fair value | $1,021,000 | 2,484 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $10,541,000 | 8,562 |
| U.S. Government securities | $7,716,000 | 8,789 |
| U.S. Treasury securities | $970,000 | 9,797 |
| U.S. Government agency obligations | $6,746,000 | 6,778 |
| Securities issued by states & political subdivisions | $2,394,000 | 4,735 |
| Other domestic debt securities | $429,000 | 3,816 |
| Privately issued residential mortgage-backed securities | $34,000 | 2,553 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $395,000 | 3,137 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,694 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,201,000 | 8,110 |
| Mortgage-backed securities | $3,144,000 | 5,751 |
| Certificates of participation in pools of residential mortgages | $3,034,000 | 4,360 |
| Issued or guaranteed by U.S. | $3,034,000 | 4,333 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $110,000 | 6,143 |
| CMOs issued by government agencies or sponsored agencies | $76,000 | 5,934 |
| Privately issued | $34,000 | 2,221 |
| 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) | $6,753,000 | 7,028 |
| Available-for-sale securities (fair market value) | $3,788,000 | 7,600 |
| Total debt securities | $10,539,000 | 8,446 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $10,506,000 | 8,892 |
| U.S. Government securities | $7,980,000 | 8,897 |
| U.S. Treasury securities | $1,014,000 | 9,859 |
| U.S. Government agency obligations | $6,966,000 | 6,831 |
| Securities issued by states & political subdivisions | $2,073,000 | 5,210 |
| Other domestic debt securities | $451,000 | 4,424 |
| Privately issued residential mortgage-backed securities | $53,000 | 3,002 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $398,000 | 3,543 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,629,000 | 7,514 |
| Mortgage-backed securities | $3,812,000 | 5,929 |
| Certificates of participation in pools of residential mortgages | $3,636,000 | 4,458 |
| Issued or guaranteed by U.S. | $3,636,000 | 4,419 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $176,000 | 6,433 |
| CMOs issued by government agencies or sponsored agencies | $123,000 | 6,222 |
| Privately issued | $53,000 | 2,563 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $10,504,000 | 8,760 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $10,282,000 | 9,044 |
| U.S. Government securities | $8,218,000 | 8,893 |
| U.S. Treasury securities | $924,000 | 10,610 |
| U.S. Government agency obligations | $7,294,000 | 6,684 |
| Securities issued by states & political subdivisions | $1,360,000 | 5,909 |
| Other domestic debt securities | $702,000 | 4,620 |
| Privately issued residential mortgage-backed securities | $202,000 | 3,072 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 3,807 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,673,000 | 7,558 |
| Mortgage-backed securities | $4,630,000 | 5,677 |
| Certificates of participation in pools of residential mortgages | $4,156,000 | 4,363 |
| Issued or guaranteed by U.S. | $4,156,000 | 4,309 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $474,000 | 5,967 |
| CMOs issued by government agencies or sponsored agencies | $272,000 | 5,962 |
| Privately issued | $202,000 | 2,618 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $10,257,000 | 8,916 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |