Home > The Portage County Bank > Securities
The Portage County Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $60,382,000 | 2,356 |
| U.S. Government securities | $30,985,000 | 2,442 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $30,985,000 | 2,124 |
| Securities issued by states & political subdivisions | $28,397,000 | 1,433 |
| Other domestic debt securities | $1,000,000 | 1,960 |
| 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 | $1,000,000 | 1,539 |
| 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 | $7,855,000 | 3,106 |
| Mortgage-backed securities | $7,171,000 | 2,810 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,211,000 | 2,425 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $747,000 | 2,243 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $213,000 | 1,308 |
| Held to maturity securities (book value) | $60,382,000 | 499 |
| Available-for-sale securities (fair market value) | $0 | 4,214 |
| Total debt securities | $60,382,000 | 2,336 |
| Structured notes | ||
| Amortized cost | $4,498,000 | 354 |
| Fair value | $3,996,000 | 359 |
| 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 | $60,523,000 | 2,337 |
| U.S. Government securities | $31,256,000 | 2,419 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $31,256,000 | 2,098 |
| Securities issued by states & political subdivisions | $28,267,000 | 1,396 |
| Other domestic debt securities | $1,000,000 | 1,962 |
| 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 | $1,000,000 | 1,542 |
| 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 | $7,861,000 | 3,079 |
| Mortgage-backed securities | $7,359,000 | 2,786 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,371,000 | 2,395 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $772,000 | 2,210 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $216,000 | 1,300 |
| Held to maturity securities (book value) | $60,523,000 | 506 |
| Available-for-sale securities (fair market value) | $0 | 4,231 |
| Total debt securities | $60,524,000 | 2,322 |
| Structured notes | ||
| Amortized cost | $5,748,000 | 283 |
| Fair value | $4,914,000 | 285 |
| 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 | $61,081,000 | 2,394 |
| U.S. Government securities | $31,505,000 | 2,460 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $31,505,000 | 2,125 |
| Securities issued by states & political subdivisions | $28,576,000 | 1,449 |
| Other domestic debt securities | $1,000,000 | 1,971 |
| 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 | $1,000,000 | 1,547 |
| 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 | $6,161,000 | 3,182 |
| Mortgage-backed securities | $7,583,000 | 2,803 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,559,000 | 2,421 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $805,000 | 2,203 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $219,000 | 1,297 |
| Held to maturity securities (book value) | $61,081,000 | 501 |
| Available-for-sale securities (fair market value) | $0 | 4,256 |
| Total debt securities | $61,080,000 | 2,377 |
| Structured notes | ||
| Amortized cost | $5,748,000 | 312 |
| Fair value | $4,997,000 | 304 |
| 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 | $62,436,000 | 2,445 |
| U.S. Government securities | $31,817,000 | 2,527 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $31,817,000 | 2,118 |
| Securities issued by states & political subdivisions | $29,619,000 | 1,458 |
| Other domestic debt securities | $1,000,000 | 2,027 |
| 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 | $1,000,000 | 1,591 |
| 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 | $6,165,000 | 3,126 |
| Mortgage-backed securities | $7,797,000 | 2,835 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,734,000 | 2,456 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $842,000 | 2,233 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $221,000 | 1,302 |
| Held to maturity securities (book value) | $62,436,000 | 521 |
| Available-for-sale securities (fair market value) | $0 | 4,317 |
| Total debt securities | $62,436,000 | 2,424 |
| Structured notes | ||
| Amortized cost | $6,248,000 | 306 |
| Fair value | $5,452,000 | 315 |
| 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 | $63,632,000 | 2,459 |
| U.S. Government securities | $32,032,000 | 2,524 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $32,032,000 | 2,115 |
| Securities issued by states & political subdivisions | $30,600,000 | 1,463 |
| Other domestic debt securities | $1,000,000 | 2,051 |
| 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 | $1,000,000 | 1,606 |
| 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 | $6,154,000 | 3,056 |
| Mortgage-backed securities | $8,001,000 | 2,853 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,898,000 | 2,460 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $879,000 | 2,237 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $224,000 | 1,304 |
| Held to maturity securities (book value) | $63,632,000 | 520 |
| Available-for-sale securities (fair market value) | $0 | 4,347 |
| Total debt securities | $63,633,000 | 2,441 |
| Structured notes | ||
| Amortized cost | $6,248,000 | 318 |
| Fair value | $5,385,000 | 333 |
| 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 | $66,499,000 | 2,389 |
| U.S. Government securities | $32,434,000 | 2,542 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $32,434,000 | 2,131 |
| Securities issued by states & political subdivisions | $33,065,000 | 1,380 |
| Other domestic debt securities | $1,000,000 | 2,014 |
| 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 | $1,000,000 | 1,606 |
| 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 | $6,156,000 | 3,014 |
| Mortgage-backed securities | $8,228,000 | 2,852 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,083,000 | 2,462 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $916,000 | 2,237 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $229,000 | 1,339 |
| Held to maturity securities (book value) | $66,499,000 | 505 |
| Available-for-sale securities (fair market value) | $0 | 4,389 |
| Total debt securities | $66,498,000 | 2,371 |
| Structured notes | ||
| Amortized cost | $7,248,000 | 291 |
| Fair value | $6,237,000 | 295 |
| 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 | $67,432,000 | 2,393 |
| U.S. Government securities | $32,876,000 | 2,555 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $32,876,000 | 2,149 |
| Securities issued by states & political subdivisions | $33,556,000 | 1,422 |
| Other domestic debt securities | $1,000,000 | 1,903 |
| 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 | $1,000,000 | 1,611 |
| 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 | $6,160,000 | 3,023 |
| Mortgage-backed securities | $8,664,000 | 2,850 |
| Certificates of participation in pools of residential mortgages | $7,325,000 | 2,539 |
| Issued or guaranteed by U.S. | $7,325,000 | 2,469 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $968,000 | 2,314 |
| CMOs issued by government agencies or sponsored agencies | $968,000 | 2,243 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $371,000 | 1,942 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $371,000 | 1,384 |
| Held to maturity securities (book value) | $67,432,000 | 450 |
| Available-for-sale securities (fair market value) | $0 | 4,420 |
| Total debt securities | $67,432,000 | 2,383 |
| Structured notes | ||
| Amortized cost | $7,248,000 | 274 |
| Fair value | $6,555,000 | 277 |
| 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 | $66,769,000 | 2,372 |
| U.S. Government securities | $33,501,000 | 2,486 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $33,501,000 | 2,136 |
| Securities issued by states & political subdivisions | $33,268,000 | 1,450 |
| 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 | $2,620,000 | 3,482 |
| Mortgage-backed securities | $9,105,000 | 2,832 |
| Certificates of participation in pools of residential mortgages | $7,596,000 | 2,519 |
| Issued or guaranteed by U.S. | $7,596,000 | 2,456 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,024,000 | 2,290 |
| CMOs issued by government agencies or sponsored agencies | $1,024,000 | 2,225 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $485,000 | 1,872 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $485,000 | 1,330 |
| Held to maturity securities (book value) | $66,769,000 | 401 |
| Available-for-sale securities (fair market value) | $0 | 4,435 |
| Total debt securities | $66,769,000 | 2,364 |
| Structured notes | ||
| Amortized cost | $7,748,000 | 227 |
| Fair value | $7,268,000 | 228 |
| 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 | $66,449,000 | 2,314 |
| U.S. Government securities | $33,893,000 | 2,335 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $33,893,000 | 2,106 |
| Securities issued by states & political subdivisions | $32,556,000 | 1,539 |
| 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 | $1,768,000 | 3,633 |
| Mortgage-backed securities | $9,479,000 | 2,813 |
| Certificates of participation in pools of residential mortgages | $7,855,000 | 2,478 |
| Issued or guaranteed by U.S. | $7,855,000 | 2,405 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,106,000 | 2,266 |
| CMOs issued by government agencies or sponsored agencies | $1,106,000 | 2,211 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $518,000 | 1,829 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $518,000 | 1,302 |
| Held to maturity securities (book value) | $66,449,000 | 323 |
| Available-for-sale securities (fair market value) | $0 | 4,480 |
| Total debt securities | $66,449,000 | 2,299 |
| Structured notes | ||
| Amortized cost | $7,748,000 | 177 |
| Fair value | $7,651,000 | 177 |
| 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 | $42,406,000 | 2,844 |
| U.S. Government securities | $18,788,000 | 2,953 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $18,788,000 | 2,727 |
| Securities issued by states & political subdivisions | $23,618,000 | 1,835 |
| 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 | $1,769,000 | 3,663 |
| Mortgage-backed securities | $6,086,000 | 3,111 |
| Certificates of participation in pools of residential mortgages | $4,762,000 | 2,850 |
| Issued or guaranteed by U.S. | $4,762,000 | 2,773 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,166,000 | 2,269 |
| CMOs issued by government agencies or sponsored agencies | $1,166,000 | 2,217 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $158,000 | 1,955 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $158,000 | 1,390 |
| Held to maturity securities (book value) | $42,406,000 | 374 |
| Available-for-sale securities (fair market value) | $0 | 4,538 |
| Total debt securities | $42,406,000 | 2,827 |
| Structured notes | ||
| Amortized cost | $4,499,000 | 253 |
| Fair value | $4,454,000 | 258 |
| 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 | $39,666,000 | 2,861 |
| U.S. Government securities | $17,018,000 | 3,001 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $17,018,000 | 2,794 |
| Securities issued by states & political subdivisions | $22,648,000 | 1,861 |
| 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 | $1,772,000 | 3,679 |
| Mortgage-backed securities | $3,845,000 | 3,342 |
| Certificates of participation in pools of residential mortgages | $2,914,000 | 3,111 |
| Issued or guaranteed by U.S. | $2,914,000 | 3,016 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $705,000 | 2,421 |
| CMOs issued by government agencies or sponsored agencies | $705,000 | 2,368 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $226,000 | 1,937 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $226,000 | 1,362 |
| Held to maturity securities (book value) | $39,666,000 | 371 |
| Available-for-sale securities (fair market value) | $0 | 4,566 |
| Total debt securities | $39,666,000 | 2,844 |
| Structured notes | ||
| Amortized cost | $3,999,000 | 246 |
| Fair value | $3,962,000 | 251 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $33,201,000 | 2,983 |
| U.S. Government securities | $9,734,000 | 3,440 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $9,734,000 | 3,251 |
| Securities issued by states & political subdivisions | $23,467,000 | 1,765 |
| 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 | $1,771,000 | 3,679 |
| Mortgage-backed securities | $3,548,000 | 3,350 |
| Certificates of participation in pools of residential mortgages | $2,515,000 | 3,142 |
| Issued or guaranteed by U.S. | $2,515,000 | 3,051 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $745,000 | 2,374 |
| CMOs issued by government agencies or sponsored agencies | $745,000 | 2,324 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $288,000 | 1,911 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $288,000 | 1,330 |
| Held to maturity securities (book value) | $33,201,000 | 393 |
| Available-for-sale securities (fair market value) | $0 | 4,583 |
| Total debt securities | $33,201,000 | 2,963 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 325 |
| Fair value | $1,460,000 | 323 |
| 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 | $26,013,000 | 3,140 |
| U.S. Government securities | $2,850,000 | 4,091 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $2,850,000 | 3,948 |
| Securities issued by states & political subdivisions | $23,163,000 | 1,735 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,773,000 | 3,690 |
| Mortgage-backed securities | $1,634,000 | 3,647 |
| Certificates of participation in pools of residential mortgages | $530,000 | 3,675 |
| Issued or guaranteed by U.S. | $530,000 | 3,597 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $788,000 | 2,376 |
| CMOs issued by government agencies or sponsored agencies | $788,000 | 2,325 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $316,000 | 1,865 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $316,000 | 1,291 |
| Held to maturity securities (book value) | $26,013,000 | 419 |
| Available-for-sale securities (fair market value) | $0 | 4,596 |
| Total debt securities | $26,010,000 | 3,119 |
| 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 | $20,459,000 | 3,325 |
| U.S. Government securities | $2,048,000 | 4,236 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,048,000 | 4,096 |
| Securities issued by states & political subdivisions | $18,411,000 | 1,873 |
| 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 | $1,781,000 | 3,730 |
| Mortgage-backed securities | $1,826,000 | 3,622 |
| Certificates of participation in pools of residential mortgages | $599,000 | 3,654 |
| Issued or guaranteed by U.S. | $599,000 | 3,570 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $831,000 | 2,380 |
| CMOs issued by government agencies or sponsored agencies | $831,000 | 2,331 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $396,000 | 1,833 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $396,000 | 1,242 |
| Held to maturity securities (book value) | $20,459,000 | 463 |
| Available-for-sale securities (fair market value) | $0 | 4,624 |
| Total debt securities | $20,458,000 | 3,303 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $18,402,000 | 3,409 |
| U.S. Government securities | $1,157,000 | 4,407 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,157,000 | 4,286 |
| Securities issued by states & political subdivisions | $17,245,000 | 1,868 |
| 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 | $1,040,000 | 3,935 |
| Mortgage-backed securities | $932,000 | 3,809 |
| Certificates of participation in pools of residential mortgages | $103,000 | 3,869 |
| Issued or guaranteed by U.S. | $103,000 | 3,801 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $382,000 | 2,606 |
| CMOs issued by government agencies or sponsored agencies | $382,000 | 2,563 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $447,000 | 1,814 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $447,000 | 1,215 |
| Held to maturity securities (book value) | $18,402,000 | 485 |
| Available-for-sale securities (fair market value) | $0 | 4,657 |
| Total debt securities | $18,403,000 | 3,385 |
| 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 | $20,488,000 | 3,266 |
| U.S. Government securities | $1,261,000 | 4,462 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,261,000 | 4,343 |
| Securities issued by states & political subdivisions | $19,227,000 | 1,599 |
| 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 | $1,042,000 | 3,957 |
| Mortgage-backed securities | $1,032,000 | 3,808 |
| Certificates of participation in pools of residential mortgages | $117,000 | 3,896 |
| Issued or guaranteed by U.S. | $117,000 | 3,818 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $425,000 | 2,601 |
| CMOs issued by government agencies or sponsored agencies | $425,000 | 2,552 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $490,000 | 1,773 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $490,000 | 1,179 |
| Held to maturity securities (book value) | $20,488,000 | 464 |
| Available-for-sale securities (fair market value) | $0 | 4,717 |
| Total debt securities | $20,489,000 | 3,244 |
| 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 | $18,519,000 | 3,446 |
| U.S. Government securities | $1,677,000 | 4,475 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,677,000 | 4,336 |
| Securities issued by states & political subdivisions | $16,842,000 | 1,725 |
| 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 | $963,000 | 4,067 |
| Mortgage-backed securities | $1,117,000 | 3,793 |
| Certificates of participation in pools of residential mortgages | $133,000 | 3,903 |
| Issued or guaranteed by U.S. | $133,000 | 3,835 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $467,000 | 2,593 |
| CMOs issued by government agencies or sponsored agencies | $467,000 | 2,548 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $517,000 | 1,723 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $517,000 | 1,124 |
| Held to maturity securities (book value) | $18,519,000 | 530 |
| Available-for-sale securities (fair market value) | $0 | 4,777 |
| Total debt securities | $18,519,000 | 3,422 |
| Structured notes | ||
| Amortized cost | $246,000 | 657 |
| Fair value | $250,000 | 640 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $21,318,000 | 3,302 |
| U.S. Government securities | $1,694,000 | 4,568 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,694,000 | 4,425 |
| Securities issued by states & political subdivisions | $19,624,000 | 1,542 |
| 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 | $965,000 | 4,145 |
| Mortgage-backed securities | $965,000 | 3,853 |
| Certificates of participation in pools of residential mortgages | $152,000 | 3,927 |
| Issued or guaranteed by U.S. | $152,000 | 3,856 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $268,000 | 2,701 |
| CMOs issued by government agencies or sponsored agencies | $268,000 | 2,653 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $545,000 | 1,689 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $545,000 | 1,084 |
| Held to maturity securities (book value) | $21,318,000 | 513 |
| Available-for-sale securities (fair market value) | $0 | 4,859 |
| Total debt securities | $21,319,000 | 3,277 |
| Structured notes | ||
| Amortized cost | $409,000 | 761 |
| Fair value | $415,000 | 761 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $22,081,000 | 3,328 |
| U.S. Government securities | $2,355,000 | 4,508 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,355,000 | 4,345 |
| Securities issued by states & political subdivisions | $19,726,000 | 1,562 |
| 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 | $966,000 | 4,192 |
| Mortgage-backed securities | $778,000 | 3,912 |
| Certificates of participation in pools of residential mortgages | $173,000 | 3,940 |
| Issued or guaranteed by U.S. | $173,000 | 3,874 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $306,000 | 2,685 |
| CMOs issued by government agencies or sponsored agencies | $306,000 | 2,632 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $299,000 | 1,753 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $299,000 | 1,125 |
| Held to maturity securities (book value) | $22,081,000 | 533 |
| Available-for-sale securities (fair market value) | $0 | 4,907 |
| Total debt securities | $22,081,000 | 3,304 |
| Structured notes | ||
| Amortized cost | $659,000 | 712 |
| Fair value | $665,000 | 712 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $25,915,000 | 3,178 |
| U.S. Government securities | $2,221,000 | 4,591 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,221,000 | 4,430 |
| Securities issued by states & political subdivisions | $23,694,000 | 1,418 |
| 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 | $974,000 | 4,230 |
| Mortgage-backed securities | $635,000 | 3,992 |
| Certificates of participation in pools of residential mortgages | $196,000 | 3,959 |
| Issued or guaranteed by U.S. | $196,000 | 3,887 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $342,000 | 2,684 |
| CMOs issued by government agencies or sponsored agencies | $342,000 | 2,629 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $97,000 | 1,742 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $97,000 | 1,065 |
| Held to maturity securities (book value) | $25,915,000 | 509 |
| Available-for-sale securities (fair market value) | $0 | 4,952 |
| Total debt securities | $25,915,000 | 3,160 |
| Structured notes | ||
| Amortized cost | $658,000 | 724 |
| Fair value | $663,000 | 723 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $30,425,000 | 2,966 |
| U.S. Government securities | $2,656,000 | 4,550 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,656,000 | 4,378 |
| Securities issued by states & political subdivisions | $27,769,000 | 1,265 |
| 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 | $905,000 | 4,298 |
| Mortgage-backed securities | $803,000 | 3,963 |
| Certificates of participation in pools of residential mortgages | $224,000 | 3,978 |
| Issued or guaranteed by U.S. | $224,000 | 3,923 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $381,000 | 2,669 |
| CMOs issued by government agencies or sponsored agencies | $381,000 | 2,619 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $198,000 | 1,682 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $198,000 | 1,017 |
| Held to maturity securities (book value) | $30,425,000 | 482 |
| Available-for-sale securities (fair market value) | $0 | 4,997 |
| Total debt securities | $30,425,000 | 2,952 |
| Structured notes | ||
| Amortized cost | $658,000 | 744 |
| Fair value | $659,000 | 744 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $29,450,000 | 3,034 |
| U.S. Government securities | $3,052,000 | 4,562 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $3,052,000 | 4,397 |
| Securities issued by states & political subdivisions | $26,398,000 | 1,314 |
| 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 | $908,000 | 4,358 |
| Mortgage-backed securities | $673,000 | 4,059 |
| Certificates of participation in pools of residential mortgages | $252,000 | 4,016 |
| Issued or guaranteed by U.S. | $252,000 | 3,996 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $421,000 | 2,653 |
| CMOs issued by government agencies or sponsored agencies | $421,000 | 2,602 |
| 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) | $29,450,000 | 505 |
| Available-for-sale securities (fair market value) | $0 | 5,066 |
| Total debt securities | $29,451,000 | 3,014 |
| Structured notes | ||
| Amortized cost | $657,000 | 730 |
| Fair value | $654,000 | 729 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $27,337,000 | 3,176 |
| U.S. Government securities | $2,750,000 | 4,643 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,750,000 | 4,473 |
| Securities issued by states & political subdivisions | $24,587,000 | 1,450 |
| 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 | $901,000 | 4,403 |
| Mortgage-backed securities | $833,000 | 4,055 |
| Certificates of participation in pools of residential mortgages | $284,000 | 4,052 |
| Issued or guaranteed by U.S. | $284,000 | 3,916 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $473,000 | 2,652 |
| CMOs issued by government agencies or sponsored agencies | $473,000 | 2,596 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $76,000 | 1,670 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $76,000 | 1,010 |
| Held to maturity securities (book value) | $27,337,000 | 535 |
| Available-for-sale securities (fair market value) | $0 | 5,125 |
| Total debt securities | $27,336,000 | 3,156 |
| Structured notes | ||
| Amortized cost | $163,000 | 923 |
| Fair value | $162,000 | 922 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $32,913,000 | 2,948 |
| U.S. Government securities | $2,925,000 | 4,688 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,925,000 | 4,535 |
| Securities issued by states & political subdivisions | $29,988,000 | 1,252 |
| 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 | $905,000 | 4,466 |
| Mortgage-backed securities | $1,001,000 | 4,039 |
| Certificates of participation in pools of residential mortgages | $321,000 | 4,070 |
| Issued or guaranteed by U.S. | $321,000 | 4,063 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $532,000 | 2,620 |
| CMOs issued by government agencies or sponsored agencies | $532,000 | 2,563 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $148,000 | 1,460 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $148,000 | 986 |
| Held to maturity securities (book value) | $32,913,000 | 483 |
| Available-for-sale securities (fair market value) | $0 | 5,183 |
| Total debt securities | $32,914,000 | 2,928 |
| Structured notes | ||
| Amortized cost | $163,000 | 893 |
| Fair value | $163,000 | 888 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $33,805,000 | 2,923 |
| U.S. Government securities | $3,122,000 | 4,681 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $3,122,000 | 4,550 |
| Securities issued by states & political subdivisions | $30,683,000 | 1,262 |
| 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 | $639,000 | 4,612 |
| Mortgage-backed securities | $1,156,000 | 4,023 |
| Certificates of participation in pools of residential mortgages | $356,000 | 4,103 |
| Issued or guaranteed by U.S. | $356,000 | 4,098 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $601,000 | 2,586 |
| CMOs issued by government agencies or sponsored agencies | $601,000 | 2,525 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $199,000 | 1,442 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $199,000 | 954 |
| Held to maturity securities (book value) | $33,805,000 | 476 |
| Available-for-sale securities (fair market value) | $0 | 5,251 |
| Total debt securities | $33,804,000 | 2,903 |
| Structured notes | ||
| Amortized cost | $163,000 | 905 |
| Fair value | $164,000 | 906 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $28,927,000 | 3,203 |
| U.S. Government securities | $3,374,000 | 4,700 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $3,374,000 | 4,571 |
| Securities issued by states & political subdivisions | $25,553,000 | 1,512 |
| 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 | $643,000 | 4,669 |
| Mortgage-backed securities | $1,276,000 | 4,035 |
| Certificates of participation in pools of residential mortgages | $402,000 | 4,133 |
| Issued or guaranteed by U.S. | $402,000 | 4,129 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $674,000 | 2,563 |
| CMOs issued by government agencies or sponsored agencies | $674,000 | 2,505 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $200,000 | 1,430 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $200,000 | 934 |
| Held to maturity securities (book value) | $28,927,000 | 561 |
| Available-for-sale securities (fair market value) | $0 | 5,300 |
| Total debt securities | $28,926,000 | 3,182 |
| Structured notes | ||
| Amortized cost | $163,000 | 937 |
| Fair value | $164,000 | 938 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $25,328,000 | 3,472 |
| U.S. Government securities | $3,510,000 | 4,725 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $3,510,000 | 4,596 |
| Securities issued by states & political subdivisions | $21,818,000 | 1,733 |
| 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 | $646,000 | 4,700 |
| Mortgage-backed securities | $1,400,000 | 4,053 |
| Certificates of participation in pools of residential mortgages | $446,000 | 4,144 |
| Issued or guaranteed by U.S. | $446,000 | 4,139 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $753,000 | 2,549 |
| CMOs issued by government agencies or sponsored agencies | $753,000 | 2,486 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $201,000 | 1,387 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $201,000 | 897 |
| Held to maturity securities (book value) | $25,328,000 | 614 |
| Available-for-sale securities (fair market value) | $0 | 5,348 |
| Total debt securities | $25,326,000 | 3,447 |
| Structured notes | ||
| Amortized cost | $163,000 | 1,005 |
| Fair value | $164,000 | 1,007 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $25,599,000 | 3,494 |
| U.S. Government securities | $2,860,000 | 4,897 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $2,860,000 | 4,779 |
| Securities issued by states & political subdivisions | $22,739,000 | 1,702 |
| 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 | $650,000 | 4,754 |
| Mortgage-backed securities | $736,000 | 4,314 |
| Certificates of participation in pools of residential mortgages | $138,000 | 4,390 |
| Issued or guaranteed by U.S. | $138,000 | 4,385 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $598,000 | 2,660 |
| CMOs issued by government agencies or sponsored agencies | $598,000 | 2,589 |
| 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) | $25,599,000 | 631 |
| Available-for-sale securities (fair market value) | $0 | 5,415 |
| Total debt securities | $25,600,000 | 3,467 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $26,899,000 | 3,403 |
| U.S. Government securities | $2,310,000 | 5,006 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,310,000 | 4,888 |
| Securities issued by states & political subdivisions | $24,589,000 | 1,591 |
| 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 | $2,141,000 | 4,358 |
| Mortgage-backed securities | $565,000 | 4,411 |
| Certificates of participation in pools of residential mortgages | $162,000 | 4,410 |
| Issued or guaranteed by U.S. | $162,000 | 4,404 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $403,000 | 2,776 |
| CMOs issued by government agencies or sponsored agencies | $403,000 | 2,683 |
| 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) | $26,899,000 | 612 |
| Available-for-sale securities (fair market value) | $0 | 5,466 |
| Total debt securities | $26,896,000 | 3,378 |
| 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 | $17,602,000 | 4,048 |
| U.S. Government securities | $649,000 | 5,441 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $649,000 | 5,342 |
| Securities issued by states & political subdivisions | $16,953,000 | 2,113 |
| 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 | $657,000 | 4,877 |
| Mortgage-backed securities | $649,000 | 4,425 |
| Certificates of participation in pools of residential mortgages | $185,000 | 4,432 |
| Issued or guaranteed by U.S. | $185,000 | 4,428 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $464,000 | 2,776 |
| CMOs issued by government agencies or sponsored agencies | $464,000 | 2,686 |
| 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) | $17,602,000 | 765 |
| Available-for-sale securities (fair market value) | $0 | 5,526 |
| Total debt securities | $17,602,000 | 4,023 |
| 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 | $17,901,000 | 4,083 |
| U.S. Government securities | $845,000 | 5,495 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $845,000 | 5,398 |
| Securities issued by states & political subdivisions | $17,056,000 | 2,106 |
| 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 | $621,000 | 4,961 |
| Mortgage-backed securities | $740,000 | 4,445 |
| Certificates of participation in pools of residential mortgages | $212,000 | 4,473 |
| Issued or guaranteed by U.S. | $212,000 | 4,467 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $528,000 | 2,775 |
| CMOs issued by government agencies or sponsored agencies | $528,000 | 2,678 |
| 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) | $17,901,000 | 787 |
| Available-for-sale securities (fair market value) | $0 | 5,605 |
| Total debt securities | $17,901,000 | 4,062 |
| Structured notes | ||
| Amortized cost | $105,000 | 1,242 |
| Fair value | $104,000 | 1,245 |
| 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 | $17,372,000 | 4,187 |
| U.S. Government securities | $1,220,000 | 5,493 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,220,000 | 5,390 |
| Securities issued by states & political subdivisions | $16,152,000 | 2,158 |
| 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 | $290,000 | 5,146 |
| Mortgage-backed securities | $844,000 | 4,441 |
| Certificates of participation in pools of residential mortgages | $244,000 | 4,498 |
| Issued or guaranteed by U.S. | $244,000 | 4,493 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $600,000 | 2,757 |
| CMOs issued by government agencies or sponsored agencies | $600,000 | 2,669 |
| 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) | $17,372,000 | 816 |
| Available-for-sale securities (fair market value) | $0 | 5,655 |
| Total debt securities | $17,372,000 | 4,165 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $18,440,000 | 4,149 |
| U.S. Government securities | $1,623,000 | 5,479 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,623,000 | 5,377 |
| Securities issued by states & political subdivisions | $16,817,000 | 2,115 |
| 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 | $945,000 | 4,979 |
| Mortgage-backed securities | $946,000 | 4,434 |
| Certificates of participation in pools of residential mortgages | $272,000 | 4,506 |
| Issued or guaranteed by U.S. | $272,000 | 4,502 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $674,000 | 2,749 |
| CMOs issued by government agencies or sponsored agencies | $674,000 | 2,664 |
| 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) | $18,440,000 | 804 |
| Available-for-sale securities (fair market value) | $0 | 5,708 |
| Total debt securities | $18,439,000 | 4,123 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,439 |
| Fair value | $300,000 | 1,441 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $17,158,000 | 4,333 |
| U.S. Government securities | $1,360,000 | 5,609 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,360,000 | 5,514 |
| Securities issued by states & political subdivisions | $15,798,000 | 2,204 |
| 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 | $945,000 | 5,043 |
| Mortgage-backed securities | $1,060,000 | 4,455 |
| Certificates of participation in pools of residential mortgages | $305,000 | 4,546 |
| Issued or guaranteed by U.S. | $305,000 | 4,542 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $755,000 | 2,747 |
| CMOs issued by government agencies or sponsored agencies | $755,000 | 2,664 |
| 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) | $17,158,000 | 832 |
| Available-for-sale securities (fair market value) | $0 | 5,787 |
| Total debt securities | $17,158,000 | 4,306 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,618 |
| Fair value | $300,000 | 1,623 |
| 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 | $18,318,000 | 4,313 |
| U.S. Government securities | $1,503,000 | 5,671 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $1,503,000 | 5,573 |
| Securities issued by states & political subdivisions | $16,815,000 | 2,085 |
| 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 | $945,000 | 5,087 |
| Mortgage-backed securities | $1,203,000 | 4,494 |
| Certificates of participation in pools of residential mortgages | $349,000 | 4,594 |
| Issued or guaranteed by U.S. | $349,000 | 4,591 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $854,000 | 2,750 |
| CMOs issued by government agencies or sponsored agencies | $854,000 | 2,667 |
| 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) | $18,318,000 | 819 |
| Available-for-sale securities (fair market value) | $0 | 5,863 |
| Total debt securities | $18,318,000 | 4,287 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,768 |
| Fair value | $300,000 | 1,771 |
| 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 | $15,857,000 | 4,580 |
| U.S. Government securities | $2,182,000 | 5,619 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $2,182,000 | 5,527 |
| Securities issued by states & political subdivisions | $13,675,000 | 2,395 |
| 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 | $291,000 | 5,374 |
| Mortgage-backed securities | $1,340,000 | 4,513 |
| Certificates of participation in pools of residential mortgages | $386,000 | 4,624 |
| Issued or guaranteed by U.S. | $386,000 | 4,619 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $954,000 | 2,735 |
| CMOs issued by government agencies or sponsored agencies | $954,000 | 2,649 |
| 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) | $15,857,000 | 867 |
| Available-for-sale securities (fair market value) | $0 | 5,927 |
| Total debt securities | $15,857,000 | 4,561 |
| Structured notes | ||
| Amortized cost | $842,000 | 1,547 |
| Fair value | $849,000 | 1,540 |
| 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 | $12,316,000 | 4,968 |
| U.S. Government securities | $975,000 | 5,963 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $975,000 | 5,867 |
| Securities issued by states & political subdivisions | $11,341,000 | 2,663 |
| 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 | $922,000 | 5,242 |
| Mortgage-backed securities | $434,000 | 4,909 |
| Certificates of participation in pools of residential mortgages | $140,000 | 4,869 |
| Issued or guaranteed by U.S. | $140,000 | 4,863 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $294,000 | 3,148 |
| CMOs issued by government agencies or sponsored agencies | $294,000 | 3,048 |
| 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) | $12,316,000 | 996 |
| Available-for-sale securities (fair market value) | $0 | 6,022 |
| Total debt securities | $12,317,000 | 4,950 |
| Structured notes | ||
| Amortized cost | $541,000 | 1,738 |
| Fair value | $544,000 | 1,738 |
| 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 | $13,861,000 | 4,925 |
| U.S. Government securities | $1,603,000 | 5,913 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $1,603,000 | 5,817 |
| Securities issued by states & political subdivisions | $12,258,000 | 2,579 |
| 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 | $923,000 | 5,303 |
| Mortgage-backed securities | $468,000 | 4,981 |
| Certificates of participation in pools of residential mortgages | $154,000 | 4,933 |
| Issued or guaranteed by U.S. | $154,000 | 4,930 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $314,000 | 3,201 |
| CMOs issued by government agencies or sponsored agencies | $314,000 | 3,088 |
| 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) | $13,861,000 | 965 |
| Available-for-sale securities (fair market value) | $0 | 6,094 |
| Total debt securities | $13,861,000 | 4,899 |
| Structured notes | ||
| Amortized cost | $1,135,000 | 1,499 |
| Fair value | $1,140,000 | 1,496 |
| 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 | $14,082,000 | 4,972 |
| U.S. Government securities | $1,643,000 | 5,987 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,643,000 | 5,891 |
| Securities issued by states & political subdivisions | $12,439,000 | 2,559 |
| 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 | $924,000 | 5,355 |
| Mortgage-backed securities | $508,000 | 5,012 |
| Certificates of participation in pools of residential mortgages | $169,000 | 4,969 |
| Issued or guaranteed by U.S. | $169,000 | 4,966 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $339,000 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $339,000 | 3,109 |
| 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) | $14,082,000 | 963 |
| Available-for-sale securities (fair market value) | $0 | 6,156 |
| Total debt securities | $14,081,000 | 4,949 |
| Structured notes | ||
| Amortized cost | $1,134,000 | 1,539 |
| Fair value | $1,139,000 | 1,538 |
| 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 | $11,473,000 | 5,277 |
| U.S. Government securities | $1,285,000 | 6,099 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,285,000 | 6,008 |
| Securities issued by states & political subdivisions | $10,188,000 | 2,871 |
| 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 | $925,000 | 5,401 |
| Mortgage-backed securities | $545,000 | 5,040 |
| Certificates of participation in pools of residential mortgages | $185,000 | 5,014 |
| Issued or guaranteed by U.S. | $185,000 | 5,010 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $360,000 | 3,230 |
| CMOs issued by government agencies or sponsored agencies | $360,000 | 3,121 |
| 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) | $11,473,000 | 1,036 |
| Available-for-sale securities (fair market value) | $0 | 6,227 |
| Total debt securities | $11,473,000 | 5,250 |
| Structured notes | ||
| Amortized cost | $739,000 | 1,865 |
| Fair value | $732,000 | 1,855 |
| 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 | $10,358,000 | 5,390 |
| U.S. Government securities | $790,000 | 6,267 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $790,000 | 6,166 |
| Securities issued by states & political subdivisions | $9,568,000 | 2,953 |
| 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 | $927,000 | 5,464 |
| Mortgage-backed securities | $590,000 | 5,066 |
| Certificates of participation in pools of residential mortgages | $201,000 | 5,040 |
| Issued or guaranteed by U.S. | $201,000 | 5,035 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $389,000 | 3,213 |
| CMOs issued by government agencies or sponsored agencies | $389,000 | 3,097 |
| 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) | $10,358,000 | 1,071 |
| Available-for-sale securities (fair market value) | $0 | 6,303 |
| Total debt securities | $10,358,000 | 5,365 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,295 |
| Fair value | $196,000 | 2,300 |
| 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 | $9,323,000 | 5,563 |
| U.S. Government securities | $851,000 | 6,326 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $851,000 | 6,230 |
| Securities issued by states & political subdivisions | $8,472,000 | 3,147 |
| 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 | $929,000 | 5,523 |
| Mortgage-backed securities | $651,000 | 5,086 |
| Certificates of participation in pools of residential mortgages | $219,000 | 5,068 |
| Issued or guaranteed by U.S. | $219,000 | 5,062 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $432,000 | 3,223 |
| CMOs issued by government agencies or sponsored agencies | $432,000 | 3,105 |
| 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) | $9,323,000 | 1,090 |
| Available-for-sale securities (fair market value) | $0 | 6,372 |
| Total debt securities | $9,323,000 | 5,536 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,290 |
| Fair value | $196,000 | 2,300 |
| 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 | $9,928,000 | 5,504 |
| U.S. Government securities | $958,000 | 6,324 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $958,000 | 6,224 |
| Securities issued by states & political subdivisions | $8,970,000 | 3,059 |
| 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 | $929,000 | 5,541 |
| Mortgage-backed securities | $758,000 | 5,054 |
| Certificates of participation in pools of residential mortgages | $250,000 | 5,040 |
| Issued or guaranteed by U.S. | $250,000 | 5,033 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $508,000 | 3,191 |
| CMOs issued by government agencies or sponsored agencies | $508,000 | 3,066 |
| 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) | $9,928,000 | 1,001 |
| Available-for-sale securities (fair market value) | $0 | 6,421 |
| Total debt securities | $9,928,000 | 5,473 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,288 |
| Fair value | $198,000 | 2,295 |
| 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 | $8,006,000 | 5,778 |
| U.S. Government securities | $1,093,000 | 6,316 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,093,000 | 6,212 |
| Securities issued by states & political subdivisions | $6,913,000 | 3,390 |
| 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 | $931,000 | 5,592 |
| Mortgage-backed securities | $893,000 | 5,060 |
| Certificates of participation in pools of residential mortgages | $286,000 | 5,056 |
| Issued or guaranteed by U.S. | $286,000 | 5,052 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $607,000 | 3,184 |
| CMOs issued by government agencies or sponsored agencies | $607,000 | 3,044 |
| 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) | $8,006,000 | 1,063 |
| Available-for-sale securities (fair market value) | $0 | 6,494 |
| Total debt securities | $8,006,000 | 5,743 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,332 |
| Fair value | $199,000 | 2,342 |
| 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 | $8,511,000 | 5,728 |
| U.S. Government securities | $1,734,000 | 6,242 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,734,000 | 6,137 |
| Securities issued by states & political subdivisions | $6,777,000 | 3,386 |
| 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 | $932,000 | 5,616 |
| Mortgage-backed securities | $735,000 | 5,149 |
| Certificates of participation in pools of residential mortgages | $331,000 | 5,055 |
| Issued or guaranteed by U.S. | $331,000 | 5,051 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $404,000 | 3,351 |
| CMOs issued by government agencies or sponsored agencies | $404,000 | 3,209 |
| 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) | $8,511,000 | 1,043 |
| Available-for-sale securities (fair market value) | $0 | 6,540 |
| Total debt securities | $8,512,000 | 5,696 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,777 |
| Fair value | $1,001,000 | 1,697 |
| 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 | $7,172,000 | 5,982 |
| U.S. Government securities | $1,877,000 | 6,327 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,877,000 | 6,230 |
| Securities issued by states & political subdivisions | $5,295,000 | 3,670 |
| 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 | $933,000 | 5,698 |
| Mortgage-backed securities | $878,000 | 5,204 |
| Certificates of participation in pools of residential mortgages | $377,000 | 5,136 |
| Issued or guaranteed by U.S. | $377,000 | 5,129 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $501,000 | 3,374 |
| CMOs issued by government agencies or sponsored agencies | $501,000 | 3,215 |
| 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) | $7,172,000 | 1,147 |
| Available-for-sale securities (fair market value) | $0 | 6,625 |
| Total debt securities | $7,172,000 | 5,952 |
| Structured notes | ||
| Amortized cost | $998,000 | 1,921 |
| Fair value | $1,003,000 | 1,811 |
| 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 | $7,236,000 | 6,035 |
| U.S. Government securities | $2,277,000 | 6,318 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $2,277,000 | 6,224 |
| Securities issued by states & political subdivisions | $4,959,000 | 3,703 |
| 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 | $934,000 | 5,766 |
| Mortgage-backed securities | $1,028,000 | 5,187 |
| Certificates of participation in pools of residential mortgages | $429,000 | 5,133 |
| Issued or guaranteed by U.S. | $429,000 | 5,125 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $599,000 | 3,334 |
| CMOs issued by government agencies or sponsored agencies | $599,000 | 3,175 |
| 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) | $7,236,000 | 1,133 |
| Available-for-sale securities (fair market value) | $0 | 6,685 |
| Total debt securities | $7,236,000 | 6,008 |
| Structured notes | ||
| Amortized cost | $1,248,000 | 1,876 |
| Fair value | $1,252,000 | 1,871 |
| 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 | $7,915,000 | 6,005 |
| U.S. Government securities | $2,665,000 | 6,318 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $2,665,000 | 6,214 |
| Securities issued by states & political subdivisions | $5,250,000 | 3,571 |
| 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 | $936,000 | 5,798 |
| Mortgage-backed securities | $1,217,000 | 5,150 |
| Certificates of participation in pools of residential mortgages | $486,000 | 5,111 |
| Issued or guaranteed by U.S. | $486,000 | 5,105 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $731,000 | 3,306 |
| CMOs issued by government agencies or sponsored agencies | $731,000 | 3,148 |
| 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) | $7,915,000 | 1,108 |
| Available-for-sale securities (fair market value) | $0 | 6,742 |
| Total debt securities | $7,915,000 | 5,981 |
| Structured notes | ||
| Amortized cost | $1,448,000 | 2,014 |
| Fair value | $1,442,000 | 2,015 |
| 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 | $5,225,000 | 6,369 |
| U.S. Government securities | $1,332,000 | 6,618 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,332,000 | 6,529 |
| Securities issued by states & political subdivisions | $3,893,000 | 3,868 |
| 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 | $937,000 | 5,519 |
| Mortgage-backed securities | $1,332,000 | 5,098 |
| Certificates of participation in pools of residential mortgages | $553,000 | 5,041 |
| Issued or guaranteed by U.S. | $553,000 | 5,030 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $779,000 | 3,222 |
| CMOs issued by government agencies or sponsored agencies | $779,000 | 2,974 |
| 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) | $5,225,000 | 1,345 |
| Available-for-sale securities (fair market value) | $0 | 6,765 |
| Total debt securities | $5,225,000 | 6,339 |
| 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 | $5,575,000 | 6,358 |
| U.S. Government securities | $1,673,000 | 6,613 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,673,000 | 6,510 |
| Securities issued by states & political subdivisions | $3,902,000 | 3,817 |
| 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 | $939,000 | 5,546 |
| Mortgage-backed securities | $1,673,000 | 4,974 |
| Certificates of participation in pools of residential mortgages | $640,000 | 5,001 |
| Issued or guaranteed by U.S. | $640,000 | 4,989 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,033,000 | 3,090 |
| CMOs issued by government agencies or sponsored agencies | $1,033,000 | 2,848 |
| 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) | $5,575,000 | 1,325 |
| Available-for-sale securities (fair market value) | $0 | 6,827 |
| Total debt securities | $5,575,000 | 6,322 |
| 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 | $6,219,000 | 6,343 |
| U.S. Government securities | $2,307,000 | 6,594 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $2,307,000 | 6,479 |
| Securities issued by states & political subdivisions | $3,912,000 | 3,766 |
| 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 | $940,000 | 5,585 |
| Mortgage-backed securities | $1,997,000 | 4,871 |
| Certificates of participation in pools of residential mortgages | $721,000 | 4,961 |
| Issued or guaranteed by U.S. | $721,000 | 4,951 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,276,000 | 2,958 |
| CMOs issued by government agencies or sponsored agencies | $1,276,000 | 2,712 |
| 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) | $6,219,000 | 1,286 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $6,219,000 | 6,313 |
| Structured notes | ||
| Amortized cost | $310,000 | 3,025 |
| Fair value | $310,000 | 3,027 |
| 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 | $6,530,000 | 6,330 |
| U.S. Government securities | $2,609,000 | 6,542 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $2,609,000 | 6,426 |
| Securities issued by states & political subdivisions | $3,921,000 | 3,723 |
| 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 | $941,000 | 5,632 |
| Mortgage-backed securities | $2,299,000 | 4,742 |
| Certificates of participation in pools of residential mortgages | $774,000 | 4,900 |
| Issued or guaranteed by U.S. | $774,000 | 4,893 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,525,000 | 2,831 |
| CMOs issued by government agencies or sponsored agencies | $1,525,000 | 2,579 |
| 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) | $6,530,000 | 1,262 |
| Available-for-sale securities (fair market value) | $0 | 6,957 |
| Total debt securities | $6,530,000 | 6,296 |
| Structured notes | ||
| Amortized cost | $311,000 | 3,073 |
| Fair value | $311,000 | 3,069 |
| 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 | $5,438,000 | 6,453 |
| U.S. Government securities | $1,950,000 | 6,691 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $1,950,000 | 6,577 |
| Securities issued by states & political subdivisions | $3,488,000 | 3,867 |
| 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 | $942,000 | 5,671 |
| Mortgage-backed securities | $1,950,000 | 4,784 |
| Certificates of participation in pools of residential mortgages | $525,000 | 4,997 |
| Issued or guaranteed by U.S. | $525,000 | 4,984 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,425,000 | 2,827 |
| CMOs issued by government agencies or sponsored agencies | $1,425,000 | 2,560 |
| 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) | $5,438,000 | 1,379 |
| Available-for-sale securities (fair market value) | $0 | 7,005 |
| Total debt securities | $5,438,000 | 6,422 |
| 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 | $4,987,000 | 6,554 |
| U.S. Government securities | $1,857,000 | 6,767 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,857,000 | 6,648 |
| Securities issued by states & political subdivisions | $3,130,000 | 3,925 |
| 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 | $944,000 | 5,769 |
| Mortgage-backed securities | $1,857,000 | 4,848 |
| Certificates of participation in pools of residential mortgages | $80,000 | 5,519 |
| Issued or guaranteed by U.S. | $80,000 | 5,506 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,777,000 | 2,677 |
| CMOs issued by government agencies or sponsored agencies | $1,777,000 | 2,415 |
| 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) | $4,987,000 | 1,464 |
| Available-for-sale securities (fair market value) | $0 | 7,084 |
| Total debt securities | $4,987,000 | 6,516 |
| 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 | $6,027,000 | 6,452 |
| U.S. Government securities | $2,894,000 | 6,592 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,894,000 | 6,471 |
| Securities issued by states & political subdivisions | $3,133,000 | 3,842 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $293,000 | 6,128 |
| Mortgage-backed securities | $2,295,000 | 4,726 |
| Certificates of participation in pools of residential mortgages | $190,000 | 5,400 |
| Issued or guaranteed by U.S. | $190,000 | 5,387 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,105,000 | 2,490 |
| CMOs issued by government agencies or sponsored agencies | $2,105,000 | 2,225 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $6,027,000 | 1,391 |
| Available-for-sale securities (fair market value) | $0 | 7,144 |
| Total debt securities | $6,027,000 | 6,414 |
| Structured notes | ||
| Amortized cost | $599,000 | 2,836 |
| Fair value | $602,000 | 2,830 |
| 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 | $8,037,000 | 6,156 |
| U.S. Government securities | $3,780,000 | 6,461 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $3,780,000 | 6,349 |
| Securities issued by states & political subdivisions | $4,257,000 | 3,486 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $839,000 | 5,930 |
| Mortgage-backed securities | $2,617,000 | 4,706 |
| Certificates of participation in pools of residential mortgages | $222,000 | 5,477 |
| Issued or guaranteed by U.S. | $222,000 | 5,465 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,395,000 | 2,365 |
| CMOs issued by government agencies or sponsored agencies | $2,395,000 | 2,084 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $8,037,000 | 1,217 |
| Available-for-sale securities (fair market value) | $0 | 7,234 |
| Total debt securities | $8,037,000 | 6,111 |
| Structured notes | ||
| Amortized cost | $1,164,000 | 2,201 |
| Fair value | $1,168,000 | 2,202 |
| 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 | $7,224,000 | 6,294 |
| U.S. Government securities | $3,272,000 | 6,598 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,272,000 | 6,501 |
| Securities issued by states & political subdivisions | $3,952,000 | 3,586 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $839,000 | 5,990 |
| Mortgage-backed securities | $1,861,000 | 5,060 |
| Certificates of participation in pools of residential mortgages | $262,000 | 5,499 |
| Issued or guaranteed by U.S. | $262,000 | 5,486 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,599,000 | 2,618 |
| CMOs issued by government agencies or sponsored agencies | $1,599,000 | 2,294 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $7,224,000 | 1,289 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $7,224,000 | 6,254 |
| Structured notes | ||
| Amortized cost | $1,411,000 | 1,838 |
| Fair value | $1,401,000 | 1,840 |
| 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 | $6,617,000 | 6,461 |
| U.S. Government securities | $2,561,000 | 6,851 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,561,000 | 6,755 |
| Securities issued by states & political subdivisions | $4,056,000 | 3,549 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $839,000 | 6,002 |
| Mortgage-backed securities | $1,650,000 | 5,222 |
| Certificates of participation in pools of residential mortgages | $296,000 | 5,540 |
| Issued or guaranteed by U.S. | $296,000 | 5,524 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,354,000 | 2,718 |
| CMOs issued by government agencies or sponsored agencies | $1,354,000 | 2,365 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $6,617,000 | 1,404 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $6,617,000 | 6,420 |
| Structured notes | ||
| Amortized cost | $911,000 | 1,788 |
| Fair value | $908,000 | 1,789 |
| 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 | $4,310,000 | 6,934 |
| U.S. Government securities | $905,000 | 7,389 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $905,000 | 7,305 |
| Securities issued by states & political subdivisions | $3,405,000 | 3,737 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $839,000 | 6,048 |
| Mortgage-backed securities | $841,000 | 5,621 |
| Certificates of participation in pools of residential mortgages | $336,000 | 5,566 |
| Issued or guaranteed by U.S. | $336,000 | 5,549 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $505,000 | 3,187 |
| CMOs issued by government agencies or sponsored agencies | $505,000 | 2,831 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $4,310,000 | 1,704 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $4,310,000 | 6,894 |
| Structured notes | ||
| Amortized cost | $64,000 | 1,960 |
| Fair value | $63,000 | 1,959 |
| 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 | $5,394,000 | 6,788 |
| U.S. Government securities | $1,852,000 | 7,219 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $1,852,000 | 7,131 |
| Securities issued by states & political subdivisions | $3,542,000 | 3,609 |
| 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 | $839,000 | 6,092 |
| Mortgage-backed securities | $988,000 | 5,613 |
| Certificates of participation in pools of residential mortgages | $387,000 | 5,587 |
| Issued or guaranteed by U.S. | $387,000 | 5,572 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $601,000 | 3,158 |
| CMOs issued by government agencies or sponsored agencies | $601,000 | 2,792 |
| 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) | $5,394,000 | 1,576 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $5,394,000 | 6,749 |
| Structured notes | ||
| Amortized cost | $864,000 | 1,096 |
| Fair value | $865,000 | 1,091 |
| 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 | $6,288,000 | 6,650 |
| U.S. Government securities | $2,082,000 | 7,234 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $2,082,000 | 7,149 |
| Securities issued by states & political subdivisions | $4,206,000 | 3,345 |
| 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 | $839,000 | 6,134 |
| Mortgage-backed securities | $1,233,000 | 5,498 |
| Certificates of participation in pools of residential mortgages | $503,000 | 5,496 |
| Issued or guaranteed by U.S. | $503,000 | 5,480 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $730,000 | 3,029 |
| CMOs issued by government agencies or sponsored agencies | $730,000 | 2,697 |
| 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) | $6,288,000 | 1,476 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $6,288,000 | 6,611 |
| Structured notes | ||
| Amortized cost | $849,000 | 1,157 |
| Fair value | $866,000 | 1,148 |
| 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 | $6,506,000 | 6,592 |
| U.S. Government securities | $2,484,000 | 7,170 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $2,484,000 | 7,070 |
| Securities issued by states & political subdivisions | $4,022,000 | 3,390 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $840,000 | 6,162 |
| Mortgage-backed securities | $1,166,000 | 5,487 |
| Certificates of participation in pools of residential mortgages | $601,000 | 5,415 |
| Issued or guaranteed by U.S. | $601,000 | 5,399 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $565,000 | 3,039 |
| CMOs issued by government agencies or sponsored agencies | $565,000 | 2,707 |
| 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) | $6,506,000 | 1,446 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $6,506,000 | 6,549 |
| Structured notes | ||
| Amortized cost | $1,318,000 | 832 |
| Fair value | $1,346,000 | 827 |
| 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 | $6,707,000 | 6,603 |
| U.S. Government securities | $2,682,000 | 7,160 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $2,682,000 | 7,066 |
| Securities issued by states & political subdivisions | $4,025,000 | 3,399 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $840,000 | 6,187 |
| Mortgage-backed securities | $1,365,000 | 5,408 |
| Certificates of participation in pools of residential mortgages | $651,000 | 5,402 |
| Issued or guaranteed by U.S. | $651,000 | 5,381 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $714,000 | 2,967 |
| CMOs issued by government agencies or sponsored agencies | $714,000 | 2,638 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,707,000 | 1,427 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $6,707,000 | 6,538 |
| Structured notes | ||
| Amortized cost | $1,316,000 | 877 |
| Fair value | $1,343,000 | 865 |
| 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 | $8,440,000 | 6,250 |
| U.S. Government securities | $3,211,000 | 6,996 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $3,211,000 | 6,891 |
| Securities issued by states & political subdivisions | $5,229,000 | 3,065 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $840,000 | 6,198 |
| Mortgage-backed securities | $1,603,000 | 5,261 |
| Certificates of participation in pools of residential mortgages | $708,000 | 5,315 |
| Issued or guaranteed by U.S. | $708,000 | 5,289 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $895,000 | 2,847 |
| CMOs issued by government agencies or sponsored agencies | $895,000 | 2,511 |
| 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) | $8,440,000 | 1,263 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $8,440,000 | 6,179 |
| Structured notes | ||
| Amortized cost | $1,608,000 | 848 |
| Fair value | $1,645,000 | 840 |
| 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 | $11,014,000 | 5,846 |
| U.S. Government securities | $5,530,000 | 6,423 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $5,530,000 | 6,325 |
| Securities issued by states & political subdivisions | $5,484,000 | 2,980 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $842,000 | 6,261 |
| Mortgage-backed securities | $1,807,000 | 4,947 |
| Certificates of participation in pools of residential mortgages | $743,000 | 5,115 |
| Issued or guaranteed by U.S. | $743,000 | 5,094 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,064,000 | 2,603 |
| CMOs issued by government agencies or sponsored agencies | $1,064,000 | 2,299 |
| 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) | $11,014,000 | 1,136 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $11,014,000 | 5,779 |
| Structured notes | ||
| Amortized cost | $3,223,000 | 733 |
| Fair value | $3,291,000 | 727 |
| 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 | $11,636,000 | 5,786 |
| U.S. Government securities | $6,339,000 | 6,292 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $6,339,000 | 6,182 |
| Securities issued by states & political subdivisions | $5,297,000 | 2,987 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $842,000 | 6,282 |
| Mortgage-backed securities | $2,018,000 | 4,717 |
| Certificates of participation in pools of residential mortgages | $771,000 | 4,983 |
| Issued or guaranteed by U.S. | $771,000 | 4,968 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,247,000 | 2,452 |
| CMOs issued by government agencies or sponsored agencies | $1,247,000 | 2,154 |
| 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) | $11,636,000 | 1,148 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $11,636,000 | 5,721 |
| Structured notes | ||
| Amortized cost | $3,821,000 | 788 |
| Fair value | $3,869,000 | 780 |
| 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 | $11,037,000 | 5,906 |
| U.S. Government securities | $5,691,000 | 6,516 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,691,000 | 6,392 |
| Securities issued by states & political subdivisions | $5,346,000 | 2,974 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $842,000 | 6,327 |
| Mortgage-backed securities | $2,155,000 | 4,648 |
| Certificates of participation in pools of residential mortgages | $808,000 | 4,961 |
| Issued or guaranteed by U.S. | $808,000 | 4,946 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,347,000 | 2,375 |
| CMOs issued by government agencies or sponsored agencies | $1,347,000 | 2,093 |
| 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) | $11,037,000 | 1,182 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $11,037,000 | 5,849 |
| Structured notes | ||
| Amortized cost | $3,036,000 | 978 |
| Fair value | $3,018,000 | 973 |
| 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 | $11,413,000 | 5,848 |
| U.S. Government securities | $5,963,000 | 6,486 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $5,963,000 | 6,365 |
| Securities issued by states & political subdivisions | $5,450,000 | 2,956 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $842,000 | 6,350 |
| Mortgage-backed securities | $2,432,000 | 4,523 |
| Certificates of participation in pools of residential mortgages | $854,000 | 4,946 |
| Issued or guaranteed by U.S. | $854,000 | 4,928 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,578,000 | 2,254 |
| CMOs issued by government agencies or sponsored agencies | $1,578,000 | 1,979 |
| 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) | $11,413,000 | 1,187 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $11,412,000 | 5,791 |
| Structured notes | ||
| Amortized cost | $3,030,000 | 1,025 |
| Fair value | $3,050,000 | 1,022 |
| 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 | $14,294,000 | 5,385 |
| U.S. Government securities | $6,212,000 | 6,463 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $6,212,000 | 6,332 |
| Securities issued by states & political subdivisions | $6,332,000 | 2,745 |
| Other domestic debt securities | $1,750,000 | 1,609 |
| 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 | $1,750,000 | 1,121 |
| 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 | $0 | 6,854 |
| Mortgage-backed securities | $2,687,000 | 4,411 |
| Certificates of participation in pools of residential mortgages | $888,000 | 4,913 |
| Issued or guaranteed by U.S. | $888,000 | 4,894 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,799,000 | 2,182 |
| CMOs issued by government agencies or sponsored agencies | $1,799,000 | 1,914 |
| 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) | $14,294,000 | 1,062 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $14,293,000 | 5,340 |
| Structured notes | ||
| Amortized cost | $3,025,000 | 1,095 |
| Fair value | $3,035,000 | 1,092 |
| 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 | $12,409,000 | 5,757 |
| U.S. Government securities | $5,959,000 | 6,598 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $5,959,000 | 6,467 |
| Securities issued by states & political subdivisions | $6,450,000 | 2,691 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $2,970,000 | 4,287 |
| Certificates of participation in pools of residential mortgages | $929,000 | 4,879 |
| Issued or guaranteed by U.S. | $929,000 | 4,854 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,041,000 | 2,065 |
| CMOs issued by government agencies or sponsored agencies | $2,041,000 | 1,807 |
| 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) | $12,409,000 | 1,197 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $12,409,000 | 5,704 |
| Structured notes | ||
| Amortized cost | $2,489,000 | 1,375 |
| Fair value | $2,495,000 | 1,343 |
| 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 | $11,263,000 | 5,983 |
| U.S. Government securities | $4,380,000 | 7,084 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $4,380,000 | 6,943 |
| Securities issued by states & political subdivisions | $6,883,000 | 2,583 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $3,283,000 | 4,173 |
| Certificates of participation in pools of residential mortgages | $979,000 | 4,869 |
| Issued or guaranteed by U.S. | $979,000 | 4,846 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,304,000 | 1,989 |
| CMOs issued by government agencies or sponsored agencies | $2,304,000 | 1,735 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,263,000 | 1,275 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $11,263,000 | 5,925 |
| Structured notes | ||
| Amortized cost | $596,000 | 2,574 |
| Fair value | $589,000 | 2,565 |
| 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 | $13,440,000 | 5,653 |
| U.S. Government securities | $4,702,000 | 7,030 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $4,702,000 | 6,891 |
| Securities issued by states & political subdivisions | $7,738,000 | 2,395 |
| Other domestic debt securities | $1,000,000 | 2,001 |
| 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 | $1,000,000 | 1,488 |
| 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 | $0 | 6,996 |
| Mortgage-backed securities | $3,607,000 | 4,070 |
| Certificates of participation in pools of residential mortgages | $1,035,000 | 4,858 |
| Issued or guaranteed by U.S. | $1,035,000 | 4,838 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,572,000 | 1,925 |
| CMOs issued by government agencies or sponsored agencies | $2,572,000 | 1,680 |
| 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) | $13,440,000 | 1,181 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $13,440,000 | 5,599 |
| Structured notes | ||
| Amortized cost | $595,000 | 2,565 |
| Fair value | $592,000 | 2,555 |
| 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 | $13,116,000 | 5,718 |
| U.S. Government securities | $3,769,000 | 7,333 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $3,769,000 | 7,187 |
| Securities issued by states & political subdivisions | $7,847,000 | 2,362 |
| Other domestic debt securities | $1,500,000 | 1,824 |
| 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 | $1,500,000 | 1,352 |
| 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 | $0 | 7,036 |
| Mortgage-backed securities | $3,269,000 | 4,228 |
| Certificates of participation in pools of residential mortgages | $818,000 | 5,080 |
| Issued or guaranteed by U.S. | $818,000 | 5,061 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,451,000 | 1,951 |
| CMOs issued by government agencies or sponsored agencies | $2,451,000 | 1,706 |
| 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) | $13,116,000 | 1,227 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $13,115,000 | 5,661 |
| 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 | $14,060,000 | 5,527 |
| U.S. Government securities | $4,118,000 | 7,242 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,118,000 | 7,097 |
| Securities issued by states & political subdivisions | $8,342,000 | 2,232 |
| Other domestic debt securities | $1,600,000 | 1,810 |
| 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 | $1,600,000 | 1,366 |
| 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 | $0 | 7,079 |
| Mortgage-backed securities | $3,618,000 | 4,152 |
| Certificates of participation in pools of residential mortgages | $881,000 | 5,076 |
| Issued or guaranteed by U.S. | $881,000 | 5,057 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,737,000 | 1,892 |
| CMOs issued by government agencies or sponsored agencies | $2,737,000 | 1,655 |
| 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) | $14,060,000 | 1,180 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $14,059,000 | 5,472 |
| 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 | $17,187,000 | 5,078 |
| U.S. Government securities | $4,280,000 | 7,235 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,280,000 | 7,078 |
| Securities issued by states & political subdivisions | $8,557,000 | 2,157 |
| Other domestic debt securities | $4,350,000 | 1,175 |
| 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 | $4,350,000 | 826 |
| 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 | $0 | 7,094 |
| Mortgage-backed securities | $3,780,000 | 4,184 |
| Certificates of participation in pools of residential mortgages | $961,000 | 5,061 |
| Issued or guaranteed by U.S. | $961,000 | 5,042 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,819,000 | 1,904 |
| CMOs issued by government agencies or sponsored agencies | $2,819,000 | 1,677 |
| 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) | $17,187,000 | 1,043 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $17,186,000 | 5,027 |
| 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 | $14,061,000 | 5,640 |
| U.S. Government securities | $3,238,000 | 7,651 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,238,000 | 7,487 |
| Securities issued by states & political subdivisions | $7,753,000 | 2,325 |
| Other domestic debt securities | $3,070,000 | 1,433 |
| 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 | $3,070,000 | 1,065 |
| 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 | $0 | 7,151 |
| Mortgage-backed securities | $2,738,000 | 4,665 |
| Certificates of participation in pools of residential mortgages | $1,033,000 | 5,057 |
| Issued or guaranteed by U.S. | $1,033,000 | 5,043 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,705,000 | 2,254 |
| CMOs issued by government agencies or sponsored agencies | $1,705,000 | 2,018 |
| 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) | $14,061,000 | 1,210 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $14,061,000 | 5,567 |
| 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 | $15,181,000 | 5,466 |
| U.S. Government securities | $2,857,000 | 7,793 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,857,000 | 7,638 |
| Securities issued by states & political subdivisions | $5,754,000 | 2,831 |
| Other domestic debt securities | $6,570,000 | 1,008 |
| 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 | $6,570,000 | 707 |
| 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 | $0 | 7,176 |
| Mortgage-backed securities | $2,357,000 | 4,875 |
| Certificates of participation in pools of residential mortgages | $489,000 | 5,603 |
| Issued or guaranteed by U.S. | $489,000 | 5,586 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,868,000 | 2,240 |
| CMOs issued by government agencies or sponsored agencies | $1,868,000 | 2,001 |
| 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) | $15,181,000 | 1,138 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $15,181,000 | 5,400 |
| 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 | $9,538,000 | 6,605 |
| U.S. Government securities | $1,667,000 | 8,214 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $1,667,000 | 8,080 |
| Securities issued by states & political subdivisions | $4,751,000 | 3,140 |
| Other domestic debt securities | $3,120,000 | 1,463 |
| 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 | $3,120,000 | 1,135 |
| 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 | $0 | 7,214 |
| Mortgage-backed securities | $1,167,000 | 5,523 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,167,000 | 2,571 |
| CMOs issued by government agencies or sponsored agencies | $1,167,000 | 2,326 |
| 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) | $9,538,000 | 1,517 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $9,538,000 | 6,537 |
| 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 | $8,207,000 | 6,952 |
| U.S. Government securities | $3,028,000 | 7,844 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $3,028,000 | 7,677 |
| Securities issued by states & political subdivisions | $3,059,000 | 3,795 |
| Other domestic debt securities | $2,120,000 | 1,824 |
| 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 | $2,120,000 | 1,480 |
| 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 | $0 | 7,245 |
| Mortgage-backed securities | $1,525,000 | 5,396 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,525,000 | 2,455 |
| CMOs issued by government agencies or sponsored agencies | $1,525,000 | 2,222 |
| 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) | $8,207,000 | 1,651 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $8,207,000 | 6,887 |
| 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 | $7,086,000 | 7,237 |
| U.S. Government securities | $2,724,000 | 7,915 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $2,724,000 | 7,748 |
| Securities issued by states & political subdivisions | $3,312,000 | 3,694 |
| Other domestic debt securities | $1,050,000 | 2,465 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,050,000 | 2,085 |
| 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 | $0 | 7,252 |
| Mortgage-backed securities | $1,723,000 | 5,310 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,723,000 | 2,426 |
| CMOs issued by government agencies or sponsored agencies | $1,723,000 | 2,199 |
| 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) | $7,086,000 | 1,771 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $7,086,000 | 7,145 |
| 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 | $8,778,000 | 6,871 |
| U.S. Government securities | $3,250,000 | 7,808 |
| U.S. Treasury securities | $500,000 | 1,836 |
| U.S. Government agency obligations | $2,750,000 | 7,813 |
| Securities issued by states & political subdivisions | $3,278,000 | 3,746 |
| Other domestic debt securities | $2,250,000 | 1,912 |
| 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 | $2,250,000 | 1,626 |
| 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 | $0 | 7,280 |
| Mortgage-backed securities | $1,745,000 | 5,324 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,745,000 | 2,417 |
| CMOs issued by government agencies or sponsored agencies | $1,745,000 | 2,288 |
| 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) | $8,778,000 | 1,584 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $8,778,000 | 6,795 |
| 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 | $8,451,000 | 6,897 |
| U.S. Government securities | $3,720,000 | 7,560 |
| U.S. Treasury securities | $500,000 | 1,898 |
| U.S. Government agency obligations | $3,220,000 | 7,552 |
| Securities issued by states & political subdivisions | $2,451,000 | 4,152 |
| Other domestic debt securities | $2,280,000 | 1,993 |
| 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 | $2,280,000 | 1,715 |
| 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 | $0 | 7,307 |
| Mortgage-backed securities | $2,211,000 | 5,080 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,211,000 | 2,238 |
| CMOs issued by government agencies or sponsored agencies | $2,211,000 | 2,108 |
| 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) | $8,451,000 | 1,603 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $8,450,000 | 6,810 |
| 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 | $10,884,000 | 6,274 |
| U.S. Government securities | $5,151,000 | 7,026 |
| U.S. Treasury securities | $500,000 | 1,919 |
| U.S. Government agency obligations | $4,651,000 | 7,032 |
| Securities issued by states & political subdivisions | $2,453,000 | 4,109 |
| Other domestic debt securities | $3,280,000 | 1,776 |
| 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 | $3,280,000 | 1,494 |
| 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 | $0 | 7,339 |
| Mortgage-backed securities | $3,639,000 | 4,561 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $3,639,000 | 2,001 |
| CMOs issued by government agencies or sponsored agencies | $3,639,000 | 1,886 |
| 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) | $10,884,000 | 1,374 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $10,884,000 | 6,190 |
| Structured notes | ||
| Amortized cost | $25,000 | 1,990 |
| Fair value | $25,000 | 1,992 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $8,567,000 | 6,818 |
| U.S. Government securities | $4,548,000 | 7,312 |
| U.S. Treasury securities | $500,000 | 1,958 |
| U.S. Government agency obligations | $4,048,000 | 7,307 |
| Securities issued by states & political subdivisions | $1,989,000 | 4,304 |
| Other domestic debt securities | $2,030,000 | 2,198 |
| 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 | $2,030,000 | 1,897 |
| 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 | $0 | 7,369 |
| Mortgage-backed securities | $3,441,000 | 4,695 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,441,000 | 2,109 |
| CMOs issued by government agencies or sponsored agencies | $3,441,000 | 2,000 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,567,000 | 1,599 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $8,567,000 | 6,719 |
| Structured notes | ||
| Amortized cost | $99,000 | 1,753 |
| Fair value | $99,000 | 1,755 |
| 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 | $7,774,000 | 7,083 |
| U.S. Government securities | $4,654,000 | 7,300 |
| U.S. Treasury securities | $500,000 | 2,092 |
| U.S. Government agency obligations | $4,154,000 | 7,270 |
| Securities issued by states & political subdivisions | $2,090,000 | 4,244 |
| Other domestic debt securities | $1,030,000 | 2,774 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,030,000 | 2,443 |
| 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 | $0 | 7,400 |
| Mortgage-backed securities | $3,646,000 | 4,610 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,646,000 | 2,098 |
| CMOs issued by government agencies or sponsored agencies | $3,646,000 | 1,992 |
| 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) | $7,774,000 | 1,757 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $7,774,000 | 6,989 |
| 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 | $6,891,000 | 7,353 |
| U.S. Government securities | $4,815,000 | 7,308 |
| U.S. Treasury securities | $500,000 | 2,593 |
| U.S. Government agency obligations | $4,315,000 | 7,255 |
| Securities issued by states & political subdivisions | $2,076,000 | 4,276 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $3,564,000 | 4,466 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,564,000 | 2,221 |
| CMOs issued by government agencies or sponsored agencies | $3,564,000 | 2,080 |
| 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) | $6,891,000 | 1,926 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $6,890,000 | 7,253 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $7,774,000 | 7,419 |
| U.S. Government securities | $5,475,000 | 7,546 |
| U.S. Treasury securities | $1,001,000 | 2,753 |
| U.S. Government agency obligations | $4,474,000 | 7,647 |
| Securities issued by states & political subdivisions | $2,166,000 | 4,276 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $133,000 | 6,448 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $1,722,000 | 4,956 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,722,000 | 2,418 |
| CMOs issued by government agencies or sponsored agencies | $1,722,000 | 2,277 |
| 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) | $7,641,000 | 2,206 |
| Available-for-sale securities (fair market value) | $133,000 | 9,059 |
| Total debt securities | $7,641,000 | 7,355 |
| 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 | $8,703,000 | 7,453 |
| U.S. Government securities | $6,459,000 | 7,401 |
| U.S. Treasury securities | $802,000 | 3,997 |
| U.S. Government agency obligations | $5,657,000 | 7,229 |
| Securities issued by states & political subdivisions | $2,117,000 | 4,533 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $127,000 | 6,436 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $2,903,000 | 4,533 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,903,000 | 2,114 |
| CMOs issued by government agencies or sponsored agencies | $2,903,000 | 1,960 |
| 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) | $8,576,000 | 2,311 |
| Available-for-sale securities (fair market value) | $127,000 | 9,321 |
| Total debt securities | $8,576,000 | 7,373 |
| 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 | $8,699,000 | 7,490 |
| U.S. Government securities | $6,720,000 | 7,255 |
| U.S. Treasury securities | $1,357,000 | 4,567 |
| U.S. Government agency obligations | $5,363,000 | 7,022 |
| Securities issued by states & political subdivisions | $1,861,000 | 4,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $118,000 | 6,293 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $3,364,000 | 4,549 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $3,364,000 | 2,099 |
| CMOs issued by government agencies or sponsored agencies | $3,364,000 | 1,990 |
| 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) | $8,581,000 | 2,555 |
| Available-for-sale securities (fair market value) | $118,000 | 9,477 |
| Total debt securities | $8,581,000 | 7,381 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $7,379,000 | 8,308 |
| U.S. Government securities | $6,182,000 | 8,009 |
| U.S. Treasury securities | $1,861,000 | 5,361 |
| U.S. Government agency obligations | $4,321,000 | 7,664 |
| Securities issued by states & political subdivisions | $1,004,000 | 5,806 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $193,000 | 5,460 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $3,276,000 | 4,626 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,276,000 | 2,143 |
| CMOs issued by government agencies or sponsored agencies | $3,276,000 | 2,051 |
| 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) | $7,186,000 | 3,441 |
| Available-for-sale securities (fair market value) | $193,000 | 9,732 |
| Total debt securities | $7,186,000 | 8,246 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $7,391,000 | 8,828 |
| U.S. Government securities | $6,315,000 | 8,522 |
| U.S. Treasury securities | $1,758,000 | 6,285 |
| U.S. Government agency obligations | $4,557,000 | 7,911 |
| Securities issued by states & political subdivisions | $904,000 | 6,252 |
| 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 | $172,000 | 5,532 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $2,719,000 | 5,387 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,719,000 | 2,691 |
| CMOs issued by government agencies or sponsored agencies | $2,719,000 | 2,577 |
| 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) | $6,721,000 | 4,050 |
| Available-for-sale securities (fair market value) | $670,000 | 9,713 |
| Total debt securities | $7,219,000 | 8,795 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $7,637,000 | 9,142 |
| U.S. Government securities | $6,455,000 | 8,861 |
| U.S. Treasury securities | $2,192,000 | 6,817 |
| U.S. Government agency obligations | $4,263,000 | 8,159 |
| Securities issued by states & political subdivisions | $662,000 | 6,970 |
| Other domestic debt securities | $306,000 | 3,636 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $306,000 | 2,836 |
| Foreign debt securities | NA | NA |
| Equity securities | $214,000 | 4,927 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $2,381,000 | 5,946 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,381,000 | 3,190 |
| CMOs issued by government agencies or sponsored agencies | $2,381,000 | 3,044 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,430,000 | 4,424 |
| Available-for-sale securities (fair market value) | $1,207,000 | 9,842 |
| Total debt securities | $7,423,000 | 9,100 |
| Structured notes | ||
| Amortized cost | $643,000 | 3,277 |
| Fair value | $648,000 | 3,255 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $7,418,000 | 9,762 |
| U.S. Government securities | $6,138,000 | 9,568 |
| U.S. Treasury securities | $2,801,000 | 7,377 |
| U.S. Government agency obligations | $3,337,000 | 8,837 |
| Securities issued by states & political subdivisions | $567,000 | 7,513 |
| Other domestic debt securities | $312,000 | 4,104 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $312,000 | 3,266 |
| Foreign debt securities | NA | NA |
| Equity securities | $403,000 | 3,472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $2,334,000 | 6,367 |
| Certificates of participation in pools of residential mortgages | $77,000 | 8,934 |
| Issued or guaranteed by U.S. | $77,000 | 8,906 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,257,000 | 3,453 |
| CMOs issued by government agencies or sponsored agencies | $2,257,000 | 3,299 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,519,000 | 7,148 |
| Available-for-sale securities (fair market value) | $899,000 | 9,768 |
| Total debt securities | $7,015,000 | 9,818 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $8,248,000 | 9,770 |
| U.S. Government securities | $6,902,000 | 9,454 |
| U.S. Treasury securities | $3,806,000 | 6,640 |
| U.S. Government agency obligations | $3,096,000 | 9,304 |
| Securities issued by states & political subdivisions | $846,000 | 7,122 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $500,000 | 3,063 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $2,332,000 | 6,958 |
| Certificates of participation in pools of residential mortgages | $78,000 | 9,493 |
| Issued or guaranteed by U.S. | $78,000 | 9,444 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,254,000 | 3,853 |
| CMOs issued by government agencies or sponsored agencies | $2,254,000 | 3,665 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,748,000 | 9,840 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $5,995,000 | 11,063 |
| U.S. Government securities | $5,468,000 | 10,496 |
| U.S. Treasury securities | $2,799,000 | 7,788 |
| U.S. Government agency obligations | $2,669,000 | 9,857 |
| Securities issued by states & political subdivisions | $327,000 | 8,230 |
| Other domestic debt securities | $200,000 | 6,170 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 4,735 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $2,669,000 | 7,027 |
| Certificates of participation in pools of residential mortgages | $278,000 | 9,218 |
| Issued or guaranteed by U.S. | $278,000 | 9,146 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,391,000 | 3,815 |
| CMOs issued by government agencies or sponsored agencies | $2,391,000 | 3,488 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,995,000 | 10,922 |
| 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 |