Home > Community Bank of the Midwest > Securities
Community Bank of the Midwest, Securities
| 2020-12-31 | Rank | |
| Total securities | $63,588,000 | 1,992 |
| U.S. Government securities | $4,223,000 | 3,886 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $4,223,000 | 3,742 |
| Securities issued by states & political subdivisions | $15,321,000 | 2,179 |
| Other domestic debt securities | $44,044,000 | 337 |
| Privately issued residential mortgage-backed securities | $44,044,000 | 82 |
| 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 | $27,074,000 | 1,605 |
| Mortgage-backed securities | $46,497,000 | 1,245 |
| Certificates of participation in pools of residential mortgages | $45,803,000 | 827 |
| Issued or guaranteed by U.S. | $1,759,000 | 3,210 |
| Privately issued | $44,044,000 | 19 |
| Collaterized mortgage obligations | $694,000 | 2,411 |
| CMOs issued by government agencies or sponsored agencies | $694,000 | 2,361 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $63,588,000 | 1,859 |
| Total debt securities | $63,589,000 | 1,972 |
| 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 | $66,622,000 | 1,821 |
| U.S. Government securities | $53,553,000 | 1,376 |
| U.S. Treasury securities | $2,200,000 | 782 |
| U.S. Government agency obligations | $51,353,000 | 1,346 |
| Securities issued by states & political subdivisions | $13,069,000 | 2,238 |
| 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 | $28,513,000 | 1,514 |
| Mortgage-backed securities | $49,523,000 | 1,170 |
| Certificates of participation in pools of residential mortgages | $48,652,000 | 747 |
| Issued or guaranteed by U.S. | $48,652,000 | 731 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $871,000 | 2,360 |
| CMOs issued by government agencies or sponsored agencies | $871,000 | 2,310 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $66,622,000 | 1,705 |
| Total debt securities | $66,622,000 | 1,805 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $26,712,000 | 3,009 |
| U.S. Government securities | $26,712,000 | 2,138 |
| U.S. Treasury securities | $4,748,000 | 622 |
| U.S. Government agency obligations | $21,964,000 | 2,254 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| 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 | $19,838,000 | 1,912 |
| Mortgage-backed securities | $19,509,000 | 2,015 |
| Certificates of participation in pools of residential mortgages | $18,483,000 | 1,471 |
| Issued or guaranteed by U.S. | $18,483,000 | 1,431 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,026,000 | 2,326 |
| CMOs issued by government agencies or sponsored agencies | $1,026,000 | 2,285 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $26,712,000 | 2,812 |
| Total debt securities | $26,713,000 | 2,987 |
| 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 | $15,195,000 | 3,621 |
| U.S. Government securities | $15,195,000 | 2,836 |
| U.S. Treasury securities | $4,850,000 | 628 |
| U.S. Government agency obligations | $10,345,000 | 3,126 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| 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 | $14,995,000 | 2,152 |
| Mortgage-backed securities | $7,812,000 | 2,849 |
| Certificates of participation in pools of residential mortgages | $6,675,000 | 2,422 |
| Issued or guaranteed by U.S. | $6,675,000 | 2,341 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,137,000 | 2,295 |
| CMOs issued by government agencies or sponsored agencies | $1,137,000 | 2,249 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $15,195,000 | 3,391 |
| Total debt securities | $15,195,000 | 3,600 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $13,955,000 | 3,758 |
| U.S. Government securities | $13,955,000 | 3,013 |
| U.S. Treasury securities | $2,592,000 | 858 |
| U.S. Government agency obligations | $11,363,000 | 3,093 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| 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 | $13,565,000 | 2,256 |
| Mortgage-backed securities | $8,442,000 | 2,762 |
| Certificates of participation in pools of residential mortgages | $7,208,000 | 2,290 |
| Issued or guaranteed by U.S. | $7,208,000 | 2,230 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,234,000 | 2,276 |
| CMOs issued by government agencies or sponsored agencies | $1,234,000 | 2,233 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $13,955,000 | 3,519 |
| Total debt securities | $13,955,000 | 3,737 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $14,320,000 | 3,794 |
| U.S. Government securities | $14,270,000 | 3,027 |
| U.S. Treasury securities | $1,992,000 | 985 |
| U.S. Government agency obligations | $12,278,000 | 3,056 |
| Securities issued by states & political subdivisions | $50,000 | 4,299 |
| 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 | $13,706,000 | 2,289 |
| Mortgage-backed securities | $9,219,000 | 2,668 |
| Certificates of participation in pools of residential mortgages | $7,829,000 | 2,192 |
| Issued or guaranteed by U.S. | $7,829,000 | 2,126 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,390,000 | 2,265 |
| CMOs issued by government agencies or sponsored agencies | $1,390,000 | 2,220 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $14,320,000 | 3,540 |
| Total debt securities | $14,320,000 | 3,770 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $15,606,000 | 3,750 |
| U.S. Government securities | $7,640,000 | 3,781 |
| U.S. Treasury securities | $1,990,000 | 1,016 |
| U.S. Government agency obligations | $5,650,000 | 3,867 |
| Securities issued by states & political subdivisions | $150,000 | 4,322 |
| Other domestic debt securities | $7,816,000 | 715 |
| Privately issued residential mortgage-backed securities | $7,816,000 | 164 |
| 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 | $14,117,000 | 2,303 |
| Mortgage-backed securities | $10,009,000 | 2,624 |
| Certificates of participation in pools of residential mortgages | $8,480,000 | 2,118 |
| Issued or guaranteed by U.S. | $664,000 | 3,617 |
| Privately issued | $7,816,000 | 50 |
| Collaterized mortgage obligations | $1,529,000 | 2,209 |
| CMOs issued by government agencies or sponsored agencies | $1,529,000 | 2,161 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $15,606,000 | 3,490 |
| Total debt securities | $15,606,000 | 3,731 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $14,611,000 | 3,883 |
| U.S. Government securities | $5,945,000 | 4,041 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $5,945,000 | 3,882 |
| Securities issued by states & political subdivisions | $151,000 | 4,384 |
| Other domestic debt securities | $8,515,000 | 682 |
| Privately issued residential mortgage-backed securities | $8,515,000 | 157 |
| 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 | $13,742,000 | 2,381 |
| Mortgage-backed securities | $10,874,000 | 2,531 |
| Certificates of participation in pools of residential mortgages | $9,206,000 | 2,065 |
| Issued or guaranteed by U.S. | $691,000 | 3,638 |
| Privately issued | $8,515,000 | 50 |
| Collaterized mortgage obligations | $1,668,000 | 2,179 |
| CMOs issued by government agencies or sponsored agencies | $1,668,000 | 2,127 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $14,611,000 | 3,613 |
| Total debt securities | $14,611,000 | 3,862 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $14,498,000 | 3,929 |
| U.S. Government securities | $14,347,000 | 3,135 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $14,347,000 | 2,963 |
| Securities issued by states & political subdivisions | $151,000 | 4,434 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,798,000 | 2,482 |
| Mortgage-backed securities | $10,599,000 | 2,557 |
| Certificates of participation in pools of residential mortgages | $8,834,000 | 2,112 |
| Issued or guaranteed by U.S. | $8,834,000 | 2,078 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,765,000 | 2,153 |
| CMOs issued by government agencies or sponsored agencies | $1,765,000 | 2,096 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $14,498,000 | 3,659 |
| Total debt securities | $14,498,000 | 3,904 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $14,595,000 | 3,957 |
| U.S. Government securities | $14,394,000 | 3,174 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $14,394,000 | 3,013 |
| Securities issued by states & political subdivisions | $201,000 | 4,460 |
| 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 | $13,151,000 | 2,442 |
| Mortgage-backed securities | $10,188,000 | 2,606 |
| Certificates of participation in pools of residential mortgages | $8,898,000 | 2,119 |
| Issued or guaranteed by U.S. | $8,898,000 | 2,108 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,290,000 | 2,289 |
| CMOs issued by government agencies or sponsored agencies | $1,290,000 | 2,238 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $14,595,000 | 3,680 |
| Total debt securities | $14,595,000 | 3,935 |
| Structured notes | ||
| Amortized cost | $171,000 | 916 |
| Fair value | $171,000 | 915 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $14,434,000 | 4,029 |
| U.S. Government securities | $14,132,000 | 3,196 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $14,132,000 | 3,034 |
| Securities issued by states & political subdivisions | $302,000 | 4,448 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,317,000 | 2,463 |
| Mortgage-backed securities | $10,683,000 | 2,597 |
| Certificates of participation in pools of residential mortgages | $9,266,000 | 2,137 |
| Issued or guaranteed by U.S. | $9,266,000 | 2,039 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,417,000 | 2,258 |
| CMOs issued by government agencies or sponsored agencies | $1,417,000 | 2,207 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $14,434,000 | 3,742 |
| Total debt securities | $14,433,000 | 4,004 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $15,517,000 | 3,985 |
| U.S. Government securities | $15,215,000 | 3,165 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $15,215,000 | 3,009 |
| Securities issued by states & political subdivisions | $302,000 | 4,491 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,520,000 | 2,493 |
| Mortgage-backed securities | $11,578,000 | 2,527 |
| Certificates of participation in pools of residential mortgages | $10,030,000 | 2,100 |
| Issued or guaranteed by U.S. | $10,030,000 | 2,098 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,548,000 | 2,219 |
| CMOs issued by government agencies or sponsored agencies | $1,548,000 | 2,163 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $15,517,000 | 3,706 |
| Total debt securities | $15,517,000 | 3,963 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $14,366,000 | 4,149 |
| U.S. Government securities | $14,063,000 | 3,307 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $14,063,000 | 3,161 |
| Securities issued by states & political subdivisions | $303,000 | 4,559 |
| 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 | $12,559,000 | 2,603 |
| Mortgage-backed securities | $11,048,000 | 2,601 |
| Certificates of participation in pools of residential mortgages | $9,363,000 | 2,185 |
| Issued or guaranteed by U.S. | $9,363,000 | 2,182 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,685,000 | 2,174 |
| CMOs issued by government agencies or sponsored agencies | $1,685,000 | 2,115 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $14,366,000 | 3,866 |
| Total debt securities | $14,366,000 | 4,125 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $14,487,000 | 4,189 |
| U.S. Government securities | $14,131,000 | 3,314 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $14,131,000 | 3,187 |
| Securities issued by states & political subdivisions | $356,000 | 4,583 |
| 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 | $13,660,000 | 2,536 |
| Mortgage-backed securities | $10,908,000 | 2,640 |
| Certificates of participation in pools of residential mortgages | $10,164,000 | 2,145 |
| Issued or guaranteed by U.S. | $10,164,000 | 2,143 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $744,000 | 2,532 |
| CMOs issued by government agencies or sponsored agencies | $744,000 | 2,475 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $14,487,000 | 3,897 |
| Total debt securities | $14,487,000 | 4,164 |
| Structured notes | ||
| Amortized cost | $151,000 | 940 |
| Fair value | $151,000 | 941 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $14,774,000 | 4,196 |
| U.S. Government securities | $14,232,000 | 3,357 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $14,232,000 | 3,235 |
| Securities issued by states & political subdivisions | $542,000 | 4,540 |
| 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 | $12,966,000 | 2,615 |
| Mortgage-backed securities | $10,773,000 | 2,674 |
| Certificates of participation in pools of residential mortgages | $9,949,000 | 2,214 |
| Issued or guaranteed by U.S. | $9,949,000 | 2,212 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $824,000 | 2,519 |
| CMOs issued by government agencies or sponsored agencies | $824,000 | 2,456 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $14,774,000 | 3,903 |
| Total debt securities | $14,774,000 | 4,176 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $15,479,000 | 4,195 |
| U.S. Government securities | $14,935,000 | 3,330 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $14,935,000 | 3,207 |
| Securities issued by states & political subdivisions | $544,000 | 4,598 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,571,000 | 2,593 |
| Mortgage-backed securities | $11,219,000 | 2,678 |
| Certificates of participation in pools of residential mortgages | $10,325,000 | 2,207 |
| Issued or guaranteed by U.S. | $10,325,000 | 2,207 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $894,000 | 2,526 |
| CMOs issued by government agencies or sponsored agencies | $894,000 | 2,460 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $15,479,000 | 3,891 |
| Total debt securities | $15,479,000 | 4,171 |
| Structured notes | ||
| Amortized cost | $101,000 | 1,119 |
| Fair value | $101,000 | 1,120 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $16,471,000 | 4,120 |
| U.S. Government securities | $15,928,000 | 3,221 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $15,928,000 | 3,099 |
| Securities issued by states & political subdivisions | $543,000 | 4,639 |
| 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 | $13,674,000 | 2,581 |
| Mortgage-backed securities | $12,001,000 | 2,598 |
| Certificates of participation in pools of residential mortgages | $11,040,000 | 2,156 |
| Issued or guaranteed by U.S. | $11,040,000 | 2,155 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $961,000 | 2,514 |
| CMOs issued by government agencies or sponsored agencies | $961,000 | 2,440 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $16,471,000 | 3,803 |
| Total debt securities | $16,471,000 | 4,094 |
| Structured notes | ||
| Amortized cost | $107,000 | 1,110 |
| Fair value | $107,000 | 1,113 |
| 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 | $17,859,000 | 4,022 |
| U.S. Government securities | $17,260,000 | 3,103 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $17,260,000 | 2,997 |
| Securities issued by states & political subdivisions | $599,000 | 4,647 |
| 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 | $11,895,000 | 2,753 |
| Mortgage-backed securities | $13,074,000 | 2,509 |
| Certificates of participation in pools of residential mortgages | $11,999,000 | 2,079 |
| Issued or guaranteed by U.S. | $11,999,000 | 2,079 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,075,000 | 2,478 |
| CMOs issued by government agencies or sponsored agencies | $1,075,000 | 2,411 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $17,859,000 | 3,699 |
| Total debt securities | $17,859,000 | 3,996 |
| Structured notes | ||
| Amortized cost | $116,000 | 1,099 |
| Fair value | $117,000 | 1,102 |
| 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 | $18,351,000 | 4,052 |
| U.S. Government securities | $17,647,000 | 3,155 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $17,647,000 | 3,047 |
| Securities issued by states & political subdivisions | $704,000 | 4,646 |
| 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 | $17,261,000 | 2,336 |
| Mortgage-backed securities | $14,171,000 | 2,442 |
| Certificates of participation in pools of residential mortgages | $12,982,000 | 2,021 |
| Issued or guaranteed by U.S. | $12,982,000 | 2,017 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,189,000 | 2,462 |
| CMOs issued by government agencies or sponsored agencies | $1,189,000 | 2,391 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $18,351,000 | 3,729 |
| Total debt securities | $18,351,000 | 4,029 |
| Structured notes | ||
| Amortized cost | $124,000 | 1,237 |
| Fair value | $125,000 | 1,239 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $19,533,000 | 4,023 |
| U.S. Government securities | $18,829,000 | 3,127 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $18,829,000 | 3,017 |
| Securities issued by states & political subdivisions | $704,000 | 4,688 |
| 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 | $17,268,000 | 2,360 |
| Mortgage-backed securities | $15,093,000 | 2,379 |
| Certificates of participation in pools of residential mortgages | $13,791,000 | 1,966 |
| Issued or guaranteed by U.S. | $13,791,000 | 1,965 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,302,000 | 2,437 |
| CMOs issued by government agencies or sponsored agencies | $1,302,000 | 2,367 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $19,533,000 | 3,686 |
| Total debt securities | $19,534,000 | 3,999 |
| Structured notes | ||
| Amortized cost | $131,000 | 1,423 |
| Fair value | $134,000 | 1,422 |
| 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 | $19,387,000 | 4,083 |
| U.S. Government securities | $18,683,000 | 3,179 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $18,683,000 | 3,067 |
| Securities issued by states & political subdivisions | $704,000 | 4,721 |
| 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 | $18,149,000 | 2,299 |
| Mortgage-backed securities | $14,291,000 | 2,446 |
| Certificates of participation in pools of residential mortgages | $12,923,000 | 2,037 |
| Issued or guaranteed by U.S. | $12,923,000 | 2,035 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,368,000 | 2,442 |
| CMOs issued by government agencies or sponsored agencies | $1,368,000 | 2,373 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $19,387,000 | 3,738 |
| Total debt securities | $19,387,000 | 4,057 |
| Structured notes | ||
| Amortized cost | $140,000 | 1,574 |
| Fair value | $142,000 | 1,575 |
| 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 | $17,938,000 | 4,270 |
| U.S. Government securities | $17,478,000 | 3,358 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $17,478,000 | 3,259 |
| Securities issued by states & political subdivisions | $460,000 | 4,882 |
| 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 | $16,645,000 | 2,429 |
| Mortgage-backed securities | $12,955,000 | 2,593 |
| Certificates of participation in pools of residential mortgages | $11,480,000 | 2,199 |
| Issued or guaranteed by U.S. | $11,480,000 | 2,198 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,475,000 | 2,431 |
| CMOs issued by government agencies or sponsored agencies | $1,475,000 | 2,364 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $17,938,000 | 3,912 |
| Total debt securities | $17,938,000 | 4,244 |
| Structured notes | ||
| Amortized cost | $148,000 | 1,755 |
| Fair value | $152,000 | 1,749 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $19,004,000 | 4,255 |
| U.S. Government securities | $18,495,000 | 3,351 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $18,495,000 | 3,251 |
| Securities issued by states & political subdivisions | $509,000 | 4,889 |
| 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 | $17,047,000 | 2,421 |
| Mortgage-backed securities | $13,811,000 | 2,567 |
| Certificates of participation in pools of residential mortgages | $12,228,000 | 2,191 |
| Issued or guaranteed by U.S. | $12,228,000 | 2,190 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,583,000 | 2,457 |
| CMOs issued by government agencies or sponsored agencies | $1,583,000 | 2,387 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $19,004,000 | 3,895 |
| Total debt securities | $19,004,000 | 4,227 |
| Structured notes | ||
| Amortized cost | $160,000 | 1,885 |
| Fair value | $163,000 | 1,884 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $18,394,000 | 4,359 |
| U.S. Government securities | $17,882,000 | 3,477 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $17,882,000 | 3,369 |
| Securities issued by states & political subdivisions | $512,000 | 4,891 |
| 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 | $17,515,000 | 2,428 |
| Mortgage-backed securities | $12,855,000 | 2,710 |
| Certificates of participation in pools of residential mortgages | $11,448,000 | 2,288 |
| Issued or guaranteed by U.S. | $11,448,000 | 2,288 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,407,000 | 2,567 |
| CMOs issued by government agencies or sponsored agencies | $1,407,000 | 2,496 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $18,394,000 | 3,995 |
| Total debt securities | $18,394,000 | 4,338 |
| Structured notes | ||
| Amortized cost | $343,000 | 1,862 |
| Fair value | $347,000 | 1,862 |
| 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 | $17,913,000 | 4,455 |
| U.S. Government securities | $17,402,000 | 3,579 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $17,402,000 | 3,470 |
| Securities issued by states & political subdivisions | $511,000 | 4,971 |
| 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 | $16,859,000 | 2,496 |
| Mortgage-backed securities | $12,194,000 | 2,807 |
| Certificates of participation in pools of residential mortgages | $11,422,000 | 2,340 |
| Issued or guaranteed by U.S. | $11,422,000 | 2,338 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $772,000 | 2,878 |
| CMOs issued by government agencies or sponsored agencies | $772,000 | 2,786 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $17,913,000 | 4,084 |
| Total debt securities | $17,913,000 | 4,436 |
| Structured notes | ||
| Amortized cost | $363,000 | 1,953 |
| Fair value | $369,000 | 1,953 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $18,264,000 | 4,514 |
| U.S. Government securities | $17,749,000 | 3,630 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $17,749,000 | 3,513 |
| Securities issued by states & political subdivisions | $515,000 | 5,019 |
| 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 | $15,379,000 | 2,619 |
| Mortgage-backed securities | $11,913,000 | 2,898 |
| Certificates of participation in pools of residential mortgages | $11,913,000 | 2,362 |
| Issued or guaranteed by U.S. | $11,913,000 | 2,359 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $18,264,000 | 4,145 |
| Total debt securities | $18,264,000 | 4,491 |
| Structured notes | ||
| Amortized cost | $385,000 | 2,046 |
| Fair value | $392,000 | 2,047 |
| 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 | $18,391,000 | 4,566 |
| U.S. Government securities | $18,083,000 | 3,650 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $18,083,000 | 3,541 |
| Securities issued by states & political subdivisions | $308,000 | 5,195 |
| 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 | $16,759,000 | 2,503 |
| Mortgage-backed securities | $10,087,000 | 3,173 |
| Certificates of participation in pools of residential mortgages | $10,087,000 | 2,619 |
| Issued or guaranteed by U.S. | $10,087,000 | 2,619 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| 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) | $1,000 | 2,597 |
| Available-for-sale securities (fair market value) | $18,390,000 | 4,179 |
| Total debt securities | $18,391,000 | 4,543 |
| Structured notes | ||
| Amortized cost | $410,000 | 2,072 |
| Fair value | $419,000 | 2,071 |
| 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 | $18,799,000 | 4,571 |
| U.S. Government securities | $18,492,000 | 3,644 |
| U.S. Treasury securities | $1,000,000 | 873 |
| U.S. Government agency obligations | $17,492,000 | 3,645 |
| Securities issued by states & political subdivisions | $307,000 | 5,233 |
| 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 | $18,055,000 | 2,409 |
| Mortgage-backed securities | $10,497,000 | 3,150 |
| Certificates of participation in pools of residential mortgages | $10,497,000 | 2,588 |
| Issued or guaranteed by U.S. | $10,497,000 | 2,588 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| 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) | $7,000 | 2,574 |
| Available-for-sale securities (fair market value) | $18,792,000 | 4,193 |
| Total debt securities | $18,799,000 | 4,550 |
| Structured notes | ||
| Amortized cost | $436,000 | 2,115 |
| Fair value | $444,000 | 2,104 |
| 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 | $19,612,000 | 4,493 |
| U.S. Government securities | $19,305,000 | 3,553 |
| U.S. Treasury securities | $2,000,000 | 679 |
| U.S. Government agency obligations | $17,305,000 | 3,646 |
| Securities issued by states & political subdivisions | $307,000 | 5,289 |
| 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 | $18,850,000 | 2,328 |
| Mortgage-backed securities | $10,922,000 | 3,097 |
| Certificates of participation in pools of residential mortgages | $10,922,000 | 2,544 |
| Issued or guaranteed by U.S. | $10,922,000 | 2,544 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| 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) | $16,000 | 2,570 |
| Available-for-sale securities (fair market value) | $19,596,000 | 4,126 |
| Total debt securities | $19,612,000 | 4,473 |
| Structured notes | ||
| Amortized cost | $464,000 | 2,098 |
| Fair value | $475,000 | 2,041 |
| 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 | $17,383,000 | 4,746 |
| U.S. Government securities | $17,056,000 | 3,818 |
| U.S. Treasury securities | $3,000,000 | 557 |
| U.S. Government agency obligations | $14,056,000 | 4,052 |
| Securities issued by states & political subdivisions | $327,000 | 5,322 |
| 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 | $17,031,000 | 2,450 |
| Mortgage-backed securities | $9,022,000 | 3,341 |
| Certificates of participation in pools of residential mortgages | $8,993,000 | 2,794 |
| Issued or guaranteed by U.S. | $8,993,000 | 2,791 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $29,000 | 3,570 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 3,423 |
| 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) | $25,000 | 2,550 |
| Available-for-sale securities (fair market value) | $17,358,000 | 4,364 |
| Total debt securities | $17,383,000 | 4,716 |
| Structured notes | ||
| Amortized cost | $503,000 | 1,940 |
| Fair value | $516,000 | 1,931 |
| 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 | $17,985,000 | 4,684 |
| U.S. Government securities | $17,965,000 | 3,714 |
| U.S. Treasury securities | $4,497,000 | 472 |
| U.S. Government agency obligations | $13,468,000 | 4,113 |
| Securities issued by states & political subdivisions | $20,000 | 5,534 |
| 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 | $16,040,000 | 2,528 |
| Mortgage-backed securities | $8,256,000 | 3,458 |
| Certificates of participation in pools of residential mortgages | $8,176,000 | 2,892 |
| Issued or guaranteed by U.S. | $8,176,000 | 2,890 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $80,000 | 3,516 |
| CMOs issued by government agencies or sponsored agencies | $80,000 | 3,365 |
| 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) | $37,000 | 2,482 |
| Available-for-sale securities (fair market value) | $17,948,000 | 4,314 |
| Total debt securities | $17,985,000 | 4,648 |
| Structured notes | ||
| Amortized cost | $573,000 | 1,890 |
| Fair value | $586,000 | 1,884 |
| 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 | $21,516,000 | 4,374 |
| U.S. Government securities | $21,496,000 | 3,403 |
| U.S. Treasury securities | $12,498,000 | 252 |
| U.S. Government agency obligations | $8,998,000 | 4,769 |
| Securities issued by states & political subdivisions | $20,000 | 5,573 |
| 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 | $21,496,000 | 2,142 |
| Mortgage-backed securities | $7,300,000 | 3,667 |
| Certificates of participation in pools of residential mortgages | $7,144,000 | 3,106 |
| Issued or guaranteed by U.S. | $7,144,000 | 3,105 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $156,000 | 3,480 |
| CMOs issued by government agencies or sponsored agencies | $156,000 | 3,327 |
| 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) | $12,049,000 | 890 |
| Available-for-sale securities (fair market value) | $9,467,000 | 5,232 |
| Total debt securities | $21,516,000 | 4,348 |
| Structured notes | ||
| Amortized cost | $662,000 | 1,879 |
| Fair value | $679,000 | 1,874 |
| 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 | $21,072,000 | 4,387 |
| U.S. Government securities | $21,052,000 | 3,393 |
| U.S. Treasury securities | $11,995,000 | 261 |
| U.S. Government agency obligations | $9,057,000 | 4,741 |
| Securities issued by states & political subdivisions | $20,000 | 5,619 |
| 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 | $21,052,000 | 2,144 |
| Mortgage-backed securities | $7,208,000 | 3,691 |
| Certificates of participation in pools of residential mortgages | $6,960,000 | 3,126 |
| Issued or guaranteed by U.S. | $6,960,000 | 3,125 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $248,000 | 3,455 |
| CMOs issued by government agencies or sponsored agencies | $248,000 | 3,306 |
| 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) | $12,064,000 | 884 |
| Available-for-sale securities (fair market value) | $9,008,000 | 5,292 |
| Total debt securities | $21,072,000 | 4,359 |
| Structured notes | ||
| Amortized cost | $762,000 | 1,872 |
| Fair value | $779,000 | 1,866 |
| 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 | $9,025,000 | 5,744 |
| U.S. Government securities | $8,520,000 | 5,015 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $8,520,000 | 4,924 |
| Securities issued by states & political subdivisions | $505,000 | 5,302 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,675,000 | 3,957 |
| Mortgage-backed securities | $6,467,000 | 3,956 |
| Certificates of participation in pools of residential mortgages | $5,981,000 | 3,471 |
| Issued or guaranteed by U.S. | $5,981,000 | 3,471 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $486,000 | 3,388 |
| CMOs issued by government agencies or sponsored agencies | $486,000 | 3,228 |
| 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) | $86,000 | 2,499 |
| Available-for-sale securities (fair market value) | $8,939,000 | 5,377 |
| Total debt securities | $9,025,000 | 5,717 |
| Structured notes | ||
| Amortized cost | $866,000 | 1,977 |
| Fair value | $886,000 | 1,970 |
| 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 | $9,896,000 | 5,703 |
| U.S. Government securities | $9,390,000 | 4,980 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $9,390,000 | 4,887 |
| Securities issued by states & political subdivisions | $506,000 | 5,302 |
| 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 | $5,809,000 | 4,189 |
| Mortgage-backed securities | $7,087,000 | 3,896 |
| Certificates of participation in pools of residential mortgages | $6,381,000 | 3,418 |
| Issued or guaranteed by U.S. | $6,381,000 | 3,417 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $706,000 | 3,287 |
| CMOs issued by government agencies or sponsored agencies | $706,000 | 3,128 |
| 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) | $107,000 | 2,497 |
| Available-for-sale securities (fair market value) | $9,789,000 | 5,329 |
| Total debt securities | $9,896,000 | 5,675 |
| Structured notes | ||
| Amortized cost | $972,000 | 2,173 |
| Fair value | $992,000 | 2,152 |
| 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 | $10,074,000 | 5,725 |
| U.S. Government securities | $9,568,000 | 5,062 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $9,568,000 | 4,962 |
| Securities issued by states & political subdivisions | $506,000 | 5,299 |
| 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 | $5,875,000 | 4,164 |
| Mortgage-backed securities | $6,995,000 | 3,947 |
| Certificates of participation in pools of residential mortgages | $6,102,000 | 3,466 |
| Issued or guaranteed by U.S. | $6,102,000 | 3,464 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $893,000 | 3,232 |
| CMOs issued by government agencies or sponsored agencies | $893,000 | 3,071 |
| 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) | $128,000 | 2,524 |
| Available-for-sale securities (fair market value) | $9,946,000 | 5,358 |
| Total debt securities | $10,074,000 | 5,696 |
| Structured notes | ||
| Amortized cost | $1,077,000 | 2,141 |
| Fair value | $1,103,000 | 2,127 |
| 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 | $11,149,000 | 5,586 |
| U.S. Government securities | $10,643,000 | 4,835 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $10,643,000 | 4,735 |
| Securities issued by states & political subdivisions | $506,000 | 5,294 |
| 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 | $7,021,000 | 3,726 |
| Mortgage-backed securities | $7,574,000 | 3,768 |
| Certificates of participation in pools of residential mortgages | $6,471,000 | 3,305 |
| Issued or guaranteed by U.S. | $6,471,000 | 3,304 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,103,000 | 3,069 |
| CMOs issued by government agencies or sponsored agencies | $1,103,000 | 2,823 |
| 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) | $151,000 | 2,601 |
| Available-for-sale securities (fair market value) | $10,998,000 | 5,186 |
| Total debt securities | $11,147,000 | 5,558 |
| Structured notes | ||
| Amortized cost | $1,419,000 | 1,977 |
| Fair value | $1,447,000 | 1,968 |
| 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 | $11,117,000 | 5,572 |
| U.S. Government securities | $10,592,000 | 4,806 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $10,592,000 | 4,702 |
| Securities issued by states & political subdivisions | $525,000 | 5,265 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,834,000 | 3,390 |
| Mortgage-backed securities | $7,347,000 | 3,749 |
| Certificates of participation in pools of residential mortgages | $6,027,000 | 3,327 |
| Issued or guaranteed by U.S. | $6,027,000 | 3,324 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,320,000 | 2,997 |
| CMOs issued by government agencies or sponsored agencies | $1,320,000 | 2,757 |
| 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) | $175,000 | 2,605 |
| Available-for-sale securities (fair market value) | $10,942,000 | 5,174 |
| Total debt securities | $11,117,000 | 5,536 |
| Structured notes | ||
| Amortized cost | $1,539,000 | 1,976 |
| Fair value | $1,575,000 | 1,969 |
| 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 | $12,772,000 | 5,409 |
| U.S. Government securities | $11,523,000 | 4,800 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $11,523,000 | 4,684 |
| Securities issued by states & political subdivisions | $1,249,000 | 4,774 |
| 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 | $10,980,000 | 3,059 |
| Mortgage-backed securities | $8,358,000 | 3,565 |
| Certificates of participation in pools of residential mortgages | $6,851,000 | 3,132 |
| Issued or guaranteed by U.S. | $6,851,000 | 3,127 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,507,000 | 2,897 |
| CMOs issued by government agencies or sponsored agencies | $1,507,000 | 2,658 |
| 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) | $198,000 | 2,631 |
| Available-for-sale securities (fair market value) | $12,574,000 | 5,002 |
| Total debt securities | $12,770,000 | 5,377 |
| Structured notes | ||
| Amortized cost | $1,635,000 | 2,151 |
| Fair value | $1,669,000 | 2,146 |
| 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 | $12,765,000 | 5,413 |
| U.S. Government securities | $11,508,000 | 4,773 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $11,508,000 | 4,649 |
| Securities issued by states & political subdivisions | $1,257,000 | 4,757 |
| 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 | $10,875,000 | 3,068 |
| Mortgage-backed securities | $8,224,000 | 3,509 |
| Certificates of participation in pools of residential mortgages | $7,322,000 | 2,975 |
| Issued or guaranteed by U.S. | $7,322,000 | 2,968 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $902,000 | 3,073 |
| CMOs issued by government agencies or sponsored agencies | $902,000 | 2,813 |
| 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) | $223,000 | 2,597 |
| Available-for-sale securities (fair market value) | $12,542,000 | 5,001 |
| Total debt securities | $12,767,000 | 5,384 |
| Structured notes | ||
| Amortized cost | $1,727,000 | 2,175 |
| Fair value | $1,742,000 | 2,168 |
| 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 | $13,846,000 | 5,183 |
| U.S. Government securities | $12,582,000 | 4,453 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $12,582,000 | 4,331 |
| Securities issued by states & political subdivisions | $1,264,000 | 4,765 |
| 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 | $11,729,000 | 2,922 |
| Mortgage-backed securities | $8,632,000 | 3,357 |
| Certificates of participation in pools of residential mortgages | $8,615,000 | 2,649 |
| Issued or guaranteed by U.S. | $8,615,000 | 2,642 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $17,000 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 3,442 |
| 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) | $250,000 | 2,602 |
| Available-for-sale securities (fair market value) | $13,596,000 | 4,781 |
| Total debt securities | $13,846,000 | 5,147 |
| Structured notes | ||
| Amortized cost | $1,886,000 | 1,999 |
| Fair value | $1,907,000 | 1,990 |
| 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 | $15,486,000 | 4,916 |
| U.S. Government securities | $14,071,000 | 4,166 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $14,071,000 | 4,054 |
| Securities issued by states & political subdivisions | $1,415,000 | 4,613 |
| 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 | $12,034,000 | 2,897 |
| Mortgage-backed securities | $9,853,000 | 3,171 |
| Certificates of participation in pools of residential mortgages | $9,827,000 | 2,438 |
| Issued or guaranteed by U.S. | $9,827,000 | 2,434 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $26,000 | 3,735 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 3,410 |
| 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) | $279,000 | 2,642 |
| Available-for-sale securities (fair market value) | $15,207,000 | 4,509 |
| Total debt securities | $15,486,000 | 4,879 |
| Structured notes | ||
| Amortized cost | $2,094,000 | 1,828 |
| Fair value | $2,147,000 | 1,818 |
| 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 | $18,375,000 | 4,595 |
| U.S. Government securities | $17,010,000 | 3,819 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $17,010,000 | 3,726 |
| Securities issued by states & political subdivisions | $1,365,000 | 4,610 |
| 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 | $8,594,000 | 3,506 |
| Mortgage-backed securities | $13,213,000 | 2,760 |
| Certificates of participation in pools of residential mortgages | $13,178,000 | 2,078 |
| Issued or guaranteed by U.S. | $13,178,000 | 2,072 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $35,000 | 3,639 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 3,320 |
| 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) | $311,000 | 2,668 |
| Available-for-sale securities (fair market value) | $18,064,000 | 4,208 |
| Total debt securities | $18,375,000 | 4,555 |
| Structured notes | ||
| Amortized cost | $2,241,000 | 1,900 |
| Fair value | $2,278,000 | 1,881 |
| 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 | $26,487,000 | 3,782 |
| U.S. Government securities | $25,115,000 | 3,069 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $25,115,000 | 2,992 |
| Securities issued by states & political subdivisions | $1,372,000 | 4,613 |
| 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 | $6,774,000 | 3,920 |
| Mortgage-backed securities | $14,731,000 | 2,691 |
| Certificates of participation in pools of residential mortgages | $14,687,000 | 2,026 |
| Issued or guaranteed by U.S. | $14,687,000 | 2,020 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $44,000 | 3,622 |
| CMOs issued by government agencies or sponsored agencies | $44,000 | 3,285 |
| 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) | $10,339,000 | 1,073 |
| Available-for-sale securities (fair market value) | $16,148,000 | 4,459 |
| Total debt securities | $26,485,000 | 3,751 |
| Structured notes | ||
| Amortized cost | $377,000 | 2,864 |
| Fair value | $393,000 | 2,858 |
| 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 | $28,812,000 | 3,563 |
| U.S. Government securities | $27,430,000 | 2,850 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $27,430,000 | 2,782 |
| Securities issued by states & political subdivisions | $1,382,000 | 4,637 |
| 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 | $9,540,000 | 3,420 |
| Mortgage-backed securities | $16,642,000 | 2,562 |
| Certificates of participation in pools of residential mortgages | $16,588,000 | 1,922 |
| Issued or guaranteed by U.S. | $16,588,000 | 1,915 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $54,000 | 3,617 |
| CMOs issued by government agencies or sponsored agencies | $54,000 | 3,268 |
| 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) | $10,372,000 | 1,070 |
| Available-for-sale securities (fair market value) | $18,440,000 | 4,175 |
| Total debt securities | $28,812,000 | 3,534 |
| Structured notes | ||
| Amortized cost | $779,000 | 2,282 |
| Fair value | $797,000 | 2,269 |
| 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 | $19,689,000 | 4,475 |
| U.S. Government securities | $18,303,000 | 3,692 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $18,303,000 | 3,621 |
| Securities issued by states & political subdivisions | $1,386,000 | 4,687 |
| 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 | $11,175,000 | 3,153 |
| Mortgage-backed securities | $17,482,000 | 2,533 |
| Certificates of participation in pools of residential mortgages | $17,414,000 | 1,914 |
| Issued or guaranteed by U.S. | $17,414,000 | 1,906 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $68,000 | 3,591 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 3,234 |
| 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) | $421,000 | 2,782 |
| Available-for-sale securities (fair market value) | $19,268,000 | 4,103 |
| Total debt securities | $19,689,000 | 4,436 |
| Structured notes | ||
| Amortized cost | $798,000 | 1,847 |
| Fair value | $821,000 | 1,823 |
| 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 | $21,506,000 | 4,255 |
| U.S. Government securities | $20,126,000 | 3,458 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $20,126,000 | 3,381 |
| Securities issued by states & political subdivisions | $1,380,000 | 4,682 |
| 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 | $9,845,000 | 3,385 |
| Mortgage-backed securities | $19,199,000 | 2,418 |
| Certificates of participation in pools of residential mortgages | $19,065,000 | 1,828 |
| Issued or guaranteed by U.S. | $19,065,000 | 1,818 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $134,000 | 3,516 |
| CMOs issued by government agencies or sponsored agencies | $134,000 | 3,147 |
| 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) | $462,000 | 2,789 |
| Available-for-sale securities (fair market value) | $21,044,000 | 3,884 |
| Total debt securities | $21,506,000 | 4,212 |
| Structured notes | ||
| Amortized cost | $911,000 | 1,333 |
| Fair value | $927,000 | 1,320 |
| 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 | $24,091,000 | 3,980 |
| U.S. Government securities | $22,704,000 | 3,228 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $22,704,000 | 3,169 |
| Securities issued by states & political subdivisions | $1,387,000 | 4,601 |
| 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 | $9,167,000 | 3,560 |
| Mortgage-backed securities | $21,561,000 | 2,282 |
| Certificates of participation in pools of residential mortgages | $21,350,000 | 1,732 |
| Issued or guaranteed by U.S. | $21,350,000 | 1,722 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $211,000 | 3,472 |
| CMOs issued by government agencies or sponsored agencies | $211,000 | 3,100 |
| 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) | $501,000 | 2,796 |
| Available-for-sale securities (fair market value) | $23,590,000 | 3,621 |
| Total debt securities | $24,091,000 | 3,947 |
| Structured notes | ||
| Amortized cost | $1,120,000 | 851 |
| Fair value | $1,143,000 | 846 |
| 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 | $26,995,000 | 3,697 |
| U.S. Government securities | $25,367,000 | 2,997 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $25,367,000 | 2,941 |
| Securities issued by states & political subdivisions | $1,628,000 | 4,409 |
| 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 | $8,126,000 | 3,769 |
| Mortgage-backed securities | $24,118,000 | 2,078 |
| Certificates of participation in pools of residential mortgages | $23,843,000 | 1,552 |
| Issued or guaranteed by U.S. | $23,843,000 | 1,543 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $275,000 | 3,372 |
| CMOs issued by government agencies or sponsored agencies | $275,000 | 3,036 |
| 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) | $541,000 | 2,793 |
| Available-for-sale securities (fair market value) | $26,454,000 | 3,358 |
| Total debt securities | $26,995,000 | 3,656 |
| Structured notes | ||
| Amortized cost | $1,225,000 | 868 |
| Fair value | $1,249,000 | 864 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $21,505,000 | 4,200 |
| U.S. Government securities | $19,894,000 | 3,515 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $19,894,000 | 3,447 |
| Securities issued by states & political subdivisions | $1,611,000 | 4,408 |
| 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 | $7,273,000 | 3,955 |
| Mortgage-backed securities | $18,560,000 | 2,348 |
| Certificates of participation in pools of residential mortgages | $18,248,000 | 1,798 |
| Issued or guaranteed by U.S. | $18,248,000 | 1,785 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $312,000 | 3,261 |
| CMOs issued by government agencies or sponsored agencies | $312,000 | 2,925 |
| 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) | $582,000 | 2,785 |
| Available-for-sale securities (fair market value) | $20,923,000 | 3,808 |
| Total debt securities | $21,505,000 | 4,165 |
| Structured notes | ||
| Amortized cost | $1,313,000 | 834 |
| Fair value | $1,334,000 | 828 |
| 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 | $20,440,000 | 4,384 |
| U.S. Government securities | $18,835,000 | 3,690 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $18,835,000 | 3,615 |
| Securities issued by states & political subdivisions | $1,605,000 | 4,458 |
| 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 | $6,684,000 | 4,069 |
| Mortgage-backed securities | $18,028,000 | 2,403 |
| Certificates of participation in pools of residential mortgages | $17,645,000 | 1,835 |
| Issued or guaranteed by U.S. | $17,645,000 | 1,825 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $383,000 | 3,217 |
| CMOs issued by government agencies or sponsored agencies | $383,000 | 2,879 |
| 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) | $627,000 | 2,765 |
| Available-for-sale securities (fair market value) | $19,813,000 | 4,015 |
| Total debt securities | $20,440,000 | 4,336 |
| Structured notes | ||
| Amortized cost | $779,000 | 1,206 |
| Fair value | $807,000 | 1,186 |
| 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 | $20,796,000 | 4,333 |
| U.S. Government securities | $19,164,000 | 3,631 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $19,164,000 | 3,562 |
| Securities issued by states & political subdivisions | $1,632,000 | 4,454 |
| 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 | $6,795,000 | 3,999 |
| Mortgage-backed securities | $18,057,000 | 2,316 |
| Certificates of participation in pools of residential mortgages | $17,544,000 | 1,782 |
| Issued or guaranteed by U.S. | $17,544,000 | 1,773 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $513,000 | 3,070 |
| CMOs issued by government agencies or sponsored agencies | $513,000 | 2,740 |
| 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) | $677,000 | 2,778 |
| Available-for-sale securities (fair market value) | $20,119,000 | 3,959 |
| Total debt securities | $20,796,000 | 4,275 |
| Structured notes | ||
| Amortized cost | $970,000 | 1,253 |
| Fair value | $1,007,000 | 1,111 |
| 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 | $17,190,000 | 4,835 |
| U.S. Government securities | $16,052,000 | 4,130 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $16,052,000 | 4,044 |
| Securities issued by states & political subdivisions | $1,138,000 | 4,779 |
| 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 | $5,074,000 | 4,492 |
| Mortgage-backed securities | $14,143,000 | 2,416 |
| Certificates of participation in pools of residential mortgages | $13,515,000 | 1,904 |
| Issued or guaranteed by U.S. | $13,515,000 | 1,893 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $628,000 | 2,874 |
| CMOs issued by government agencies or sponsored agencies | $628,000 | 2,563 |
| 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) | $716,000 | 2,825 |
| Available-for-sale securities (fair market value) | $16,474,000 | 4,397 |
| Total debt securities | $17,190,000 | 4,781 |
| Structured notes | ||
| Amortized cost | $1,686,000 | 1,212 |
| Fair value | $1,710,000 | 1,203 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $14,440,000 | 5,283 |
| U.S. Government securities | $14,440,000 | 4,485 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $14,440,000 | 4,386 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,795,000 | 4,310 |
| Mortgage-backed securities | $12,099,000 | 2,461 |
| Certificates of participation in pools of residential mortgages | $11,327,000 | 1,969 |
| Issued or guaranteed by U.S. | $11,327,000 | 1,960 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $772,000 | 2,739 |
| CMOs issued by government agencies or sponsored agencies | $772,000 | 2,434 |
| 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) | $763,000 | 2,858 |
| Available-for-sale securities (fair market value) | $13,677,000 | 4,854 |
| Total debt securities | $14,439,000 | 5,234 |
| Structured notes | ||
| Amortized cost | $1,232,000 | 1,617 |
| Fair value | $1,243,000 | 1,610 |
| 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 | $12,778,000 | 5,594 |
| U.S. Government securities | $12,778,000 | 4,829 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $12,778,000 | 4,714 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,584,000 | 4,377 |
| Mortgage-backed securities | $10,258,000 | 2,647 |
| Certificates of participation in pools of residential mortgages | $9,773,000 | 2,096 |
| Issued or guaranteed by U.S. | $9,773,000 | 2,089 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $485,000 | 2,934 |
| CMOs issued by government agencies or sponsored agencies | $485,000 | 2,626 |
| 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) | $812,000 | 2,868 |
| Available-for-sale securities (fair market value) | $11,966,000 | 5,136 |
| Total debt securities | $12,779,000 | 5,549 |
| Structured notes | ||
| Amortized cost | $1,628,000 | 1,485 |
| Fair value | $1,627,000 | 1,482 |
| 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 | $10,645,000 | 5,995 |
| U.S. Government securities | $10,645,000 | 5,281 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $10,645,000 | 5,161 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,264,000 | 4,492 |
| Mortgage-backed securities | $7,764,000 | 3,008 |
| Certificates of participation in pools of residential mortgages | $7,764,000 | 2,392 |
| Issued or guaranteed by U.S. | $7,764,000 | 2,383 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $869,000 | 2,873 |
| Available-for-sale securities (fair market value) | $9,776,000 | 5,538 |
| Total debt securities | $10,645,000 | 5,942 |
| Structured notes | ||
| Amortized cost | $2,079,000 | 1,316 |
| Fair value | $2,090,000 | 1,310 |
| 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 | $7,661,000 | 6,667 |
| U.S. Government securities | $7,661,000 | 6,024 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $7,661,000 | 5,900 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,622,000 | 5,055 |
| Mortgage-backed securities | $4,787,000 | 3,689 |
| Certificates of participation in pools of residential mortgages | $4,787,000 | 3,067 |
| Issued or guaranteed by U.S. | $4,787,000 | 3,054 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $930,000 | 2,910 |
| Available-for-sale securities (fair market value) | $6,731,000 | 6,186 |
| Total debt securities | $7,661,000 | 6,609 |
| Structured notes | ||
| Amortized cost | $1,081,000 | 1,925 |
| Fair value | $1,089,000 | 1,914 |
| 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 | $4,956,000 | 7,358 |
| U.S. Government securities | $4,956,000 | 6,896 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $4,956,000 | 6,768 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,709,000 | 5,482 |
| Mortgage-backed securities | $1,987,000 | 4,719 |
| Certificates of participation in pools of residential mortgages | $1,987,000 | 4,186 |
| Issued or guaranteed by U.S. | $1,987,000 | 4,166 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $979,000 | 2,943 |
| Available-for-sale securities (fair market value) | $3,977,000 | 6,845 |
| Total debt securities | $4,956,000 | 7,306 |
| Structured notes | ||
| Amortized cost | $1,180,000 | 1,999 |
| Fair value | $1,186,000 | 1,986 |
| 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 | $5,532,000 | 7,241 |
| U.S. Government securities | $5,532,000 | 6,730 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $5,532,000 | 6,593 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| 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 | $3,805,000 | 5,035 |
| Mortgage-backed securities | $1,492,000 | 5,001 |
| Certificates of participation in pools of residential mortgages | $1,492,000 | 4,494 |
| Issued or guaranteed by U.S. | $1,492,000 | 4,475 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,043,000 | 2,920 |
| Available-for-sale securities (fair market value) | $4,489,000 | 6,747 |
| Total debt securities | $5,532,000 | 7,187 |
| Structured notes | ||
| Amortized cost | $1,178,000 | 2,054 |
| Fair value | $1,174,000 | 2,043 |
| 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 | $5,057,000 | 7,412 |
| U.S. Government securities | $5,057,000 | 6,905 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $5,057,000 | 6,761 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,854,000 | 5,024 |
| Mortgage-backed securities | $1,590,000 | 4,985 |
| Certificates of participation in pools of residential mortgages | $1,590,000 | 4,456 |
| Issued or guaranteed by U.S. | $1,590,000 | 4,440 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,103,000 | 2,948 |
| Available-for-sale securities (fair market value) | $3,954,000 | 6,906 |
| Total debt securities | $5,057,000 | 7,355 |
| Structured notes | ||
| Amortized cost | $595,000 | 2,565 |
| Fair value | $593,000 | 2,554 |
| 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 | $4,570,000 | 7,547 |
| U.S. Government securities | $4,570,000 | 7,088 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $4,570,000 | 6,941 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,000,000 | 4,947 |
| Mortgage-backed securities | $1,690,000 | 4,976 |
| Certificates of participation in pools of residential mortgages | $1,690,000 | 4,434 |
| Issued or guaranteed by U.S. | $1,690,000 | 4,416 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,165,000 | 2,976 |
| Available-for-sale securities (fair market value) | $3,405,000 | 7,074 |
| Total debt securities | $4,570,000 | 7,493 |
| Structured notes | ||
| Amortized cost | $693,000 | 2,523 |
| Fair value | $693,000 | 2,507 |
| 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 | $4,477,000 | 7,610 |
| U.S. Government securities | $4,477,000 | 7,123 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,477,000 | 6,981 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,353,000 | 5,221 |
| Mortgage-backed securities | $1,809,000 | 4,956 |
| Certificates of participation in pools of residential mortgages | $1,809,000 | 4,405 |
| Issued or guaranteed by U.S. | $1,809,000 | 4,390 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,241,000 | 2,984 |
| Available-for-sale securities (fair market value) | $3,236,000 | 7,136 |
| Total debt securities | $4,477,000 | 7,557 |
| 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 | $4,607,000 | 7,612 |
| U.S. Government securities | $4,607,000 | 7,127 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,607,000 | 6,978 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,483,000 | 5,156 |
| Mortgage-backed securities | $1,933,000 | 4,972 |
| Certificates of participation in pools of residential mortgages | $1,933,000 | 4,403 |
| Issued or guaranteed by U.S. | $1,933,000 | 4,385 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,315,000 | 3,004 |
| Available-for-sale securities (fair market value) | $3,292,000 | 7,158 |
| Total debt securities | $4,607,000 | 7,555 |
| 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 | $4,714,000 | 7,658 |
| U.S. Government securities | $4,714,000 | 7,153 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,714,000 | 6,988 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,212,000 | 5,780 |
| Mortgage-backed securities | $2,055,000 | 4,979 |
| Certificates of participation in pools of residential mortgages | $2,055,000 | 4,407 |
| Issued or guaranteed by U.S. | $2,055,000 | 4,393 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,392,000 | 3,006 |
| Available-for-sale securities (fair market value) | $3,322,000 | 7,211 |
| Total debt securities | $4,714,000 | 7,603 |
| 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 | $7,498,000 | 7,004 |
| U.S. Government securities | $7,498,000 | 6,323 |
| U.S. Treasury securities | $3,989,000 | 729 |
| U.S. Government agency obligations | $3,509,000 | 7,407 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,366,000 | 4,483 |
| Mortgage-backed securities | $2,179,000 | 4,959 |
| Certificates of participation in pools of residential mortgages | $2,179,000 | 4,381 |
| Issued or guaranteed by U.S. | $2,179,000 | 4,366 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,453,000 | 3,007 |
| Available-for-sale securities (fair market value) | $6,045,000 | 6,577 |
| Total debt securities | $7,498,000 | 6,947 |
| 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 | $3,111,000 | 8,140 |
| U.S. Government securities | $3,111,000 | 7,723 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $3,111,000 | 7,573 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,110,000 | 5,362 |
| Mortgage-backed securities | $792,000 | 5,811 |
| Certificates of participation in pools of residential mortgages | $792,000 | 5,325 |
| Issued or guaranteed by U.S. | $792,000 | 5,312 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $3,111,000 | 7,332 |
| Total debt securities | $3,111,000 | 8,076 |
| Structured notes | ||
| Amortized cost | $900,000 | 2,273 |
| Fair value | $900,000 | 2,276 |
| 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 | $5,803,000 | 7,545 |
| U.S. Government securities | $5,803,000 | 6,955 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,803,000 | 6,791 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,704,000 | 4,343 |
| Mortgage-backed securities | $854,000 | 5,831 |
| Certificates of participation in pools of residential mortgages | $854,000 | 5,340 |
| Issued or guaranteed by U.S. | $854,000 | 5,325 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $5,803,000 | 6,733 |
| Total debt securities | $5,803,000 | 7,478 |
| Structured notes | ||
| Amortized cost | $901,000 | 2,240 |
| Fair value | $901,000 | 2,238 |
| 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 | $6,088,000 | 7,488 |
| U.S. Government securities | $6,088,000 | 6,810 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,088,000 | 6,650 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,417,000 | 5,143 |
| Mortgage-backed securities | $984,000 | 5,785 |
| Certificates of participation in pools of residential mortgages | $984,000 | 5,273 |
| Issued or guaranteed by U.S. | $984,000 | 5,256 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $6,088,000 | 6,674 |
| Total debt securities | $6,088,000 | 7,412 |
| Structured notes | ||
| Amortized cost | $902,000 | 2,006 |
| Fair value | $906,000 | 2,012 |
| 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 | $6,070,000 | 7,544 |
| U.S. Government securities | $6,070,000 | 6,894 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $6,070,000 | 6,721 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,497,000 | 5,583 |
| Mortgage-backed securities | $1,067,000 | 5,722 |
| Certificates of participation in pools of residential mortgages | $1,067,000 | 5,230 |
| Issued or guaranteed by U.S. | $1,067,000 | 5,209 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $6,070,000 | 6,719 |
| Total debt securities | $6,070,000 | 7,466 |
| Structured notes | ||
| Amortized cost | $902,000 | 1,860 |
| Fair value | $909,000 | 1,861 |
| 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 | $4,736,000 | 7,845 |
| U.S. Government securities | $4,736,000 | 7,232 |
| U.S. Treasury securities | $3,000,000 | 919 |
| U.S. Government agency obligations | $1,736,000 | 8,145 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,676,000 | 6,048 |
| Mortgage-backed securities | $1,207,000 | 5,634 |
| Certificates of participation in pools of residential mortgages | $1,207,000 | 5,116 |
| Issued or guaranteed by U.S. | $1,207,000 | 5,094 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $4,736,000 | 7,022 |
| Total debt securities | $4,736,000 | 7,764 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $1,896,000 | 8,614 |
| U.S. Government securities | $1,896,000 | 8,263 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,896,000 | 8,091 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,895,000 | 5,915 |
| Mortgage-backed securities | $1,360,000 | 5,669 |
| Certificates of participation in pools of residential mortgages | $1,349,000 | 5,072 |
| Issued or guaranteed by U.S. | $1,349,000 | 5,054 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $11,000 | 4,216 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 4,001 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $1,896,000 | 7,791 |
| Total debt securities | $1,896,000 | 8,537 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $3,113,000 | 8,332 |
| U.S. Government securities | $3,113,000 | 7,841 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $3,113,000 | 7,649 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,113,000 | 5,247 |
| Mortgage-backed securities | $2,576,000 | 5,055 |
| Certificates of participation in pools of residential mortgages | $1,650,000 | 4,886 |
| Issued or guaranteed by U.S. | $1,650,000 | 4,870 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $926,000 | 3,202 |
| CMOs issued by government agencies or sponsored agencies | $926,000 | 3,052 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $3,113,000 | 7,463 |
| Total debt securities | $3,113,000 | 8,255 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $4,387,000 | 8,002 |
| U.S. Government securities | $4,387,000 | 7,392 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,387,000 | 7,193 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,267,000 | 4,714 |
| Mortgage-backed securities | $3,593,000 | 4,626 |
| Certificates of participation in pools of residential mortgages | $1,944,000 | 4,691 |
| Issued or guaranteed by U.S. | $1,944,000 | 4,676 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,649,000 | 2,799 |
| CMOs issued by government agencies or sponsored agencies | $1,649,000 | 2,663 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $4,387,000 | 7,122 |
| Total debt securities | $4,387,000 | 7,926 |
| 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 | $3,667,000 | 8,364 |
| U.S. Government securities | $3,667,000 | 7,789 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $3,667,000 | 7,539 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| 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 | $3,035,000 | 5,334 |
| Mortgage-backed securities | $1,771,000 | 5,408 |
| Certificates of participation in pools of residential mortgages | $1,771,000 | 4,656 |
| Issued or guaranteed by U.S. | $1,771,000 | 4,634 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $3,667,000 | 7,398 |
| Total debt securities | $3,667,000 | 8,270 |
| 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 | $3,967,000 | 8,715 |
| U.S. Government securities | $3,880,000 | 8,247 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $3,880,000 | 7,896 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | $87,000 | 6,957 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,415,000 | 5,449 |
| Mortgage-backed securities | $376,000 | 6,313 |
| Certificates of participation in pools of residential mortgages | $376,000 | 5,671 |
| Issued or guaranteed by U.S. | $376,000 | 5,651 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $3,967,000 | 7,566 |
| Total debt securities | $3,880,000 | 8,634 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $2,999,000 | 9,331 |
| U.S. Government securities | $2,615,000 | 9,083 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $2,615,000 | 8,625 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $299,000 | 3,131 |
| 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 | $299,000 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $85,000 | 6,926 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,615,000 | 5,933 |
| Mortgage-backed securities | $605,000 | 6,303 |
| Certificates of participation in pools of residential mortgages | $605,000 | 5,567 |
| Issued or guaranteed by U.S. | $605,000 | 5,555 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $2,999,000 | 8,084 |
| Total debt securities | $2,914,000 | 9,263 |
| 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 | $3,518,000 | 9,297 |
| U.S. Government securities | $3,298,000 | 8,848 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $3,298,000 | 8,049 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $198,000 | 3,251 |
| 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 | $198,000 | 2,730 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,000 | 7,609 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,701,000 | 6,387 |
| Mortgage-backed securities | $1,520,000 | 5,656 |
| Certificates of participation in pools of residential mortgages | $1,444,000 | 4,824 |
| Issued or guaranteed by U.S. | $1,444,000 | 4,805 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $76,000 | 4,541 |
| CMOs issued by government agencies or sponsored agencies | $76,000 | 4,345 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $3,518,000 | 7,910 |
| Total debt securities | $3,496,000 | 9,187 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $3,212,000 | 9,900 |
| U.S. Government securities | $3,190,000 | 9,460 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $3,190,000 | 8,290 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| 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 | $22,000 | 7,616 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,190,000 | 5,518 |
| Mortgage-backed securities | $2,147,000 | 5,304 |
| Certificates of participation in pools of residential mortgages | $2,147,000 | 4,268 |
| Issued or guaranteed by U.S. | $2,147,000 | 4,255 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $3,212,000 | 8,217 |
| Total debt securities | $3,190,000 | 9,806 |
| 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 | $3,906,000 | 10,209 |
| U.S. Government securities | $3,884,000 | 9,736 |
| U.S. Treasury securities | $100,000 | 8,688 |
| U.S. Government agency obligations | $3,784,000 | 8,342 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| 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 | $22,000 | 7,704 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,302,000 | 6,444 |
| Mortgage-backed securities | $2,755,000 | 5,357 |
| Certificates of participation in pools of residential mortgages | $2,755,000 | 4,246 |
| Issued or guaranteed by U.S. | $2,755,000 | 4,225 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $3,906,000 | 8,227 |
| Total debt securities | $3,884,000 | 10,129 |
| 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 | $5,275,000 | 10,087 |
| U.S. Government securities | $5,253,000 | 9,422 |
| U.S. Treasury securities | $100,000 | 10,090 |
| U.S. Government agency obligations | $5,153,000 | 7,617 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,000 | 7,766 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,999,000 | 5,970 |
| Mortgage-backed securities | $8,000 | 9,484 |
| Certificates of participation in pools of residential mortgages | $8,000 | 8,851 |
| Issued or guaranteed by U.S. | $8,000 | 8,816 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,253,000 | 4,896 |
| Available-for-sale securities (fair market value) | $22,000 | 10,918 |
| Total debt securities | $5,253,000 | 9,985 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $1,261,000 | 12,263 |
| U.S. Government securities | $1,246,000 | 12,082 |
| U.S. Treasury securities | $1,237,000 | 9,270 |
| U.S. Government agency obligations | $9,000 | 11,774 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $15,000 | 8,058 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $188,000 | 9,933 |
| Mortgage-backed securities | $9,000 | 10,028 |
| Certificates of participation in pools of residential mortgages | $9,000 | 9,335 |
| Issued or guaranteed by U.S. | $9,000 | 9,304 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $297,000 | 11,252 |
| Available-for-sale securities (fair market value) | $964,000 | 9,723 |
| Total debt securities | $1,246,000 | 12,178 |
| 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 | $46,000 | 13,170 |
| U.S. Government securities | $0 | 13,030 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $46,000 | 9,594 |
| 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 | $0 | 9,155 |
| 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 | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $46,000 | 13,060 |
| 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 | $3,609,000 | 12,307 |
| U.S. Government securities | $3,558,000 | 11,726 |
| U.S. Treasury securities | $2,104,000 | 8,552 |
| U.S. Government agency obligations | $1,454,000 | 11,074 |
| Securities issued by states & political subdivisions | $51,000 | 9,590 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $781,000 | 9,160 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,609,000 | 12,179 |
| 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 |