Home > Exchange Bank of Missouri > Securities
Exchange Bank of Missouri, Securities
| 2023-12-31 | Rank | |
| Total securities | $35,115,000 | 3,025 |
| U.S. Government securities | $15,840,000 | 3,207 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $15,840,000 | 2,837 |
| Securities issued by states & political subdivisions | $19,167,000 | 1,820 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,420,000 | 2,183 |
| Mortgage-backed securities | $15,840,000 | 2,226 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,377,000 | 2,016 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,463,000 | 1,388 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $35,007,000 | 2,794 |
| Total debt securities | $35,007,000 | 3,007 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $33,785,000 | 3,066 |
| U.S. Government securities | $15,696,000 | 3,236 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $15,696,000 | 2,839 |
| Securities issued by states & political subdivisions | $18,009,000 | 1,872 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,107,000 | 2,230 |
| Mortgage-backed securities | $15,696,000 | 2,203 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,087,000 | 2,025 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,609,000 | 1,351 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $33,705,000 | 2,822 |
| Total debt securities | $33,705,000 | 3,046 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $36,011,000 | 3,045 |
| U.S. Government securities | $16,978,000 | 3,212 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $16,978,000 | 2,824 |
| Securities issued by states & political subdivisions | $18,953,000 | 1,884 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,082,000 | 2,231 |
| Mortgage-backed securities | $16,978,000 | 2,182 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,895,000 | 2,006 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,083,000 | 1,322 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $35,931,000 | 2,806 |
| Total debt securities | $35,931,000 | 3,025 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $36,972,000 | 3,103 |
| U.S. Government securities | $17,682,000 | 3,239 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $17,682,000 | 2,783 |
| Securities issued by states & political subdivisions | $19,216,000 | 1,929 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,467,000 | 1,827 |
| Mortgage-backed securities | $17,682,000 | 2,203 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,227,000 | 2,028 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,455,000 | 1,332 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $36,898,000 | 2,851 |
| Total debt securities | $36,898,000 | 3,079 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $36,892,000 | 3,143 |
| U.S. Government securities | $18,039,000 | 3,222 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $18,039,000 | 2,751 |
| Securities issued by states & political subdivisions | $18,791,000 | 1,999 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,363,000 | 1,811 |
| Mortgage-backed securities | $18,039,000 | 2,190 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,405,000 | 2,034 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,634,000 | 1,329 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $36,830,000 | 2,891 |
| Total debt securities | $36,830,000 | 3,119 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $36,252,000 | 3,170 |
| U.S. Government securities | $18,170,000 | 3,232 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $18,170,000 | 2,767 |
| Securities issued by states & political subdivisions | $18,029,000 | 2,035 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,763,000 | 1,834 |
| Mortgage-backed securities | $18,170,000 | 2,200 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,266,000 | 2,050 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,904,000 | 1,311 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $36,199,000 | 2,916 |
| Total debt securities | $36,199,000 | 3,150 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $38,862,000 | 3,126 |
| U.S. Government securities | $19,894,000 | 3,161 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $19,894,000 | 2,710 |
| Securities issued by states & political subdivisions | $18,915,000 | 2,030 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,268,000 | 1,852 |
| Mortgage-backed securities | $19,894,000 | 2,178 |
| Certificates of participation in pools of residential mortgages | $12,428,000 | 2,068 |
| Issued or guaranteed by U.S. | $12,428,000 | 2,019 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $7,466,000 | 1,358 |
| CMOs issued by government agencies or sponsored agencies | $7,466,000 | 1,289 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $38,809,000 | 2,897 |
| Total debt securities | $38,809,000 | 3,112 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $40,101,000 | 3,059 |
| U.S. Government securities | $21,501,000 | 3,003 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $21,501,000 | 2,619 |
| Securities issued by states & political subdivisions | $18,538,000 | 2,070 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,123,000 | 1,890 |
| Mortgage-backed securities | $21,501,000 | 2,130 |
| Certificates of participation in pools of residential mortgages | $13,461,000 | 2,030 |
| Issued or guaranteed by U.S. | $13,461,000 | 1,985 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $8,040,000 | 1,330 |
| CMOs issued by government agencies or sponsored agencies | $8,040,000 | 1,266 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $40,039,000 | 2,860 |
| Total debt securities | $40,039,000 | 3,044 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $38,781,000 | 3,002 |
| U.S. Government securities | $18,664,000 | 3,011 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $18,664,000 | 2,729 |
| Securities issued by states & political subdivisions | $20,051,000 | 2,046 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,608,000 | 1,982 |
| Mortgage-backed securities | $18,664,000 | 2,267 |
| Certificates of participation in pools of residential mortgages | $11,306,000 | 2,171 |
| Issued or guaranteed by U.S. | $11,306,000 | 2,107 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $7,358,000 | 1,367 |
| CMOs issued by government agencies or sponsored agencies | $7,358,000 | 1,311 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $38,715,000 | 2,843 |
| Total debt securities | $38,715,000 | 2,988 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $33,716,000 | 3,118 |
| U.S. Government securities | $16,304,000 | 3,097 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $16,304,000 | 2,871 |
| Securities issued by states & political subdivisions | $17,356,000 | 2,163 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,995,000 | 2,036 |
| Mortgage-backed securities | $16,304,000 | 2,388 |
| Certificates of participation in pools of residential mortgages | $9,927,000 | 2,296 |
| Issued or guaranteed by U.S. | $9,927,000 | 2,240 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $6,377,000 | 1,443 |
| CMOs issued by government agencies or sponsored agencies | $6,377,000 | 1,397 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $33,660,000 | 2,942 |
| Total debt securities | $33,661,000 | 3,095 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $33,010,000 | 3,100 |
| U.S. Government securities | $16,536,000 | 3,021 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $16,536,000 | 2,820 |
| Securities issued by states & political subdivisions | $16,421,000 | 2,196 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,709,000 | 2,275 |
| Mortgage-backed securities | $16,536,000 | 2,341 |
| Certificates of participation in pools of residential mortgages | $10,387,000 | 2,222 |
| Issued or guaranteed by U.S. | $10,387,000 | 2,165 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $6,149,000 | 1,405 |
| CMOs issued by government agencies or sponsored agencies | $6,149,000 | 1,360 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $32,957,000 | 2,924 |
| Total debt securities | $32,957,000 | 3,084 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $29,618,000 | 3,113 |
| U.S. Government securities | $14,989,000 | 2,996 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $14,989,000 | 2,822 |
| Securities issued by states & political subdivisions | $14,590,000 | 2,252 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,571,000 | 2,334 |
| Mortgage-backed securities | $14,989,000 | 2,361 |
| Certificates of participation in pools of residential mortgages | $7,930,000 | 2,411 |
| Issued or guaranteed by U.S. | $7,930,000 | 2,337 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $7,059,000 | 1,281 |
| CMOs issued by government agencies or sponsored agencies | $7,059,000 | 1,235 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $29,579,000 | 2,927 |
| Total debt securities | $29,578,000 | 3,093 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $23,886,000 | 3,232 |
| U.S. Government securities | $12,241,000 | 3,100 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $12,241,000 | 2,954 |
| Securities issued by states & political subdivisions | $11,606,000 | 2,458 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,659,000 | 2,315 |
| Mortgage-backed securities | $12,241,000 | 2,469 |
| Certificates of participation in pools of residential mortgages | $5,445,000 | 2,635 |
| Issued or guaranteed by U.S. | $5,445,000 | 2,564 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $6,796,000 | 1,321 |
| CMOs issued by government agencies or sponsored agencies | $6,796,000 | 1,278 |
| 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) | $23,847,000 | 3,045 |
| Total debt securities | $23,846,000 | 3,214 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $18,467,000 | 3,445 |
| U.S. Government securities | $11,011,000 | 3,158 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $11,011,000 | 3,017 |
| Securities issued by states & political subdivisions | $7,456,000 | 2,784 |
| 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 | $9,998,000 | 2,604 |
| Mortgage-backed securities | $11,011,000 | 2,555 |
| Certificates of participation in pools of residential mortgages | $4,882,000 | 2,701 |
| Issued or guaranteed by U.S. | $4,882,000 | 2,619 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,129,000 | 1,421 |
| CMOs issued by government agencies or sponsored agencies | $6,129,000 | 1,380 |
| 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) | $18,467,000 | 3,231 |
| Total debt securities | $18,467,000 | 3,422 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $17,689,000 | 3,454 |
| U.S. Government securities | $11,792,000 | 3,100 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $11,792,000 | 2,959 |
| Securities issued by states & political subdivisions | $5,897,000 | 2,935 |
| 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 | $9,460,000 | 2,651 |
| Mortgage-backed securities | $11,792,000 | 2,500 |
| Certificates of participation in pools of residential mortgages | $5,048,000 | 2,652 |
| Issued or guaranteed by U.S. | $5,048,000 | 2,577 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,744,000 | 1,400 |
| CMOs issued by government agencies or sponsored agencies | $6,744,000 | 1,361 |
| 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) | $17,689,000 | 3,239 |
| Total debt securities | $17,689,000 | 3,429 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $16,898,000 | 3,504 |
| U.S. Government securities | $12,128,000 | 3,106 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $12,128,000 | 2,964 |
| Securities issued by states & political subdivisions | $4,770,000 | 3,036 |
| 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 | $8,461,000 | 2,735 |
| Mortgage-backed securities | $11,927,000 | 2,499 |
| Certificates of participation in pools of residential mortgages | $4,885,000 | 2,692 |
| Issued or guaranteed by U.S. | $4,885,000 | 2,605 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $7,042,000 | 1,389 |
| CMOs issued by government agencies or sponsored agencies | $7,042,000 | 1,353 |
| 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) | $16,898,000 | 3,274 |
| Total debt securities | $16,896,000 | 3,478 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $16,544,000 | 3,582 |
| U.S. Government securities | $12,136,000 | 3,184 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $12,136,000 | 3,025 |
| Securities issued by states & political subdivisions | $4,408,000 | 3,101 |
| 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 | $6,779,000 | 2,958 |
| Mortgage-backed securities | $11,636,000 | 2,485 |
| Certificates of participation in pools of residential mortgages | $4,083,000 | 2,766 |
| Issued or guaranteed by U.S. | $4,083,000 | 2,682 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $7,553,000 | 1,337 |
| CMOs issued by government agencies or sponsored agencies | $7,553,000 | 1,302 |
| 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) | $16,544,000 | 3,337 |
| Total debt securities | $16,544,000 | 3,560 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $16,862,000 | 3,598 |
| U.S. Government securities | $10,575,000 | 3,371 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $10,575,000 | 3,215 |
| Securities issued by states & political subdivisions | $6,287,000 | 2,805 |
| 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 | $13,982,000 | 2,260 |
| Mortgage-backed securities | $10,076,000 | 2,590 |
| Certificates of participation in pools of residential mortgages | $1,975,000 | 3,247 |
| Issued or guaranteed by U.S. | $1,975,000 | 3,144 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $8,101,000 | 1,307 |
| CMOs issued by government agencies or sponsored agencies | $8,101,000 | 1,270 |
| 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) | $16,862,000 | 3,350 |
| Total debt securities | $16,862,000 | 3,577 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $16,278,000 | 3,701 |
| U.S. Government securities | $10,004,000 | 3,494 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $10,004,000 | 3,337 |
| Securities issued by states & political subdivisions | $6,274,000 | 2,871 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,409,000 | 2,275 |
| Mortgage-backed securities | $9,506,000 | 2,662 |
| Certificates of participation in pools of residential mortgages | $1,176,000 | 3,494 |
| Issued or guaranteed by U.S. | $1,176,000 | 3,411 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $8,330,000 | 1,283 |
| CMOs issued by government agencies or sponsored agencies | $8,330,000 | 1,245 |
| 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) | $16,278,000 | 3,441 |
| Total debt securities | $16,278,000 | 3,680 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $16,180,000 | 3,767 |
| U.S. Government securities | $9,955,000 | 3,545 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $9,955,000 | 3,379 |
| Securities issued by states & political subdivisions | $6,225,000 | 2,923 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,702,000 | 2,386 |
| Mortgage-backed securities | $9,460,000 | 2,655 |
| Certificates of participation in pools of residential mortgages | $1,207,000 | 3,505 |
| Issued or guaranteed by U.S. | $1,207,000 | 3,418 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $8,253,000 | 1,296 |
| CMOs issued by government agencies or sponsored agencies | $8,253,000 | 1,255 |
| 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) | $16,180,000 | 3,500 |
| Total debt securities | $16,180,000 | 3,747 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $15,577,000 | 3,848 |
| U.S. Government securities | $9,869,000 | 3,593 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $9,869,000 | 3,440 |
| Securities issued by states & political subdivisions | $5,708,000 | 3,068 |
| 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 | $13,497,000 | 2,419 |
| Mortgage-backed securities | $9,382,000 | 2,669 |
| Certificates of participation in pools of residential mortgages | $871,000 | 3,663 |
| Issued or guaranteed by U.S. | $871,000 | 3,593 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $8,511,000 | 1,263 |
| CMOs issued by government agencies or sponsored agencies | $8,511,000 | 1,223 |
| 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) | $15,577,000 | 3,580 |
| Total debt securities | $15,579,000 | 3,826 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $15,354,000 | 3,906 |
| U.S. Government securities | $9,724,000 | 3,650 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $9,724,000 | 3,507 |
| Securities issued by states & political subdivisions | $5,630,000 | 3,116 |
| 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 | $14,083,000 | 2,372 |
| Mortgage-backed securities | $8,795,000 | 2,735 |
| Certificates of participation in pools of residential mortgages | $0 | 4,362 |
| Issued or guaranteed by U.S. | $0 | 4,341 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $8,795,000 | 1,226 |
| CMOs issued by government agencies or sponsored agencies | $8,795,000 | 1,185 |
| 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) | $15,354,000 | 3,629 |
| Total debt securities | $15,354,000 | 3,885 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $15,425,000 | 3,955 |
| U.S. Government securities | $10,062,000 | 3,624 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $10,062,000 | 3,473 |
| Securities issued by states & political subdivisions | $5,363,000 | 3,217 |
| 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 | $13,719,000 | 2,436 |
| Mortgage-backed securities | $9,132,000 | 2,740 |
| Certificates of participation in pools of residential mortgages | $0 | 4,414 |
| Issued or guaranteed by U.S. | $0 | 4,304 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $9,132,000 | 1,209 |
| CMOs issued by government agencies or sponsored agencies | $9,132,000 | 1,166 |
| 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) | $15,425,000 | 3,672 |
| Total debt securities | $15,424,000 | 3,932 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $14,977,000 | 4,033 |
| U.S. Government securities | $10,551,000 | 3,643 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $10,551,000 | 3,500 |
| Securities issued by states & political subdivisions | $4,426,000 | 3,420 |
| 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 | $13,347,000 | 2,506 |
| Mortgage-backed securities | $9,620,000 | 2,695 |
| Certificates of participation in pools of residential mortgages | $0 | 4,464 |
| Issued or guaranteed by U.S. | $0 | 4,457 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,620,000 | 1,161 |
| CMOs issued by government agencies or sponsored agencies | $9,620,000 | 1,119 |
| 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) | $14,977,000 | 3,754 |
| Total debt securities | $14,977,000 | 4,010 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $16,058,000 | 4,022 |
| U.S. Government securities | $11,099,000 | 3,606 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $11,099,000 | 3,460 |
| Securities issued by states & political subdivisions | $4,959,000 | 3,397 |
| 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 | $13,224,000 | 2,550 |
| Mortgage-backed securities | $10,162,000 | 2,680 |
| Certificates of participation in pools of residential mortgages | $0 | 4,517 |
| Issued or guaranteed by U.S. | $0 | 4,511 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $10,162,000 | 1,122 |
| CMOs issued by government agencies or sponsored agencies | $10,162,000 | 1,085 |
| 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) | $16,058,000 | 3,742 |
| Total debt securities | $16,059,000 | 3,999 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $17,103,000 | 3,974 |
| U.S. Government securities | $11,965,000 | 3,539 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $11,965,000 | 3,395 |
| Securities issued by states & political subdivisions | $5,138,000 | 3,397 |
| 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 | $12,760,000 | 2,619 |
| Mortgage-backed securities | $11,022,000 | 2,632 |
| Certificates of participation in pools of residential mortgages | $0 | 4,578 |
| Issued or guaranteed by U.S. | $0 | 4,573 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $11,022,000 | 1,082 |
| CMOs issued by government agencies or sponsored agencies | $11,022,000 | 1,041 |
| 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) | $17,103,000 | 3,682 |
| Total debt securities | $17,103,000 | 3,949 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $17,565,000 | 3,997 |
| U.S. Government securities | $12,579,000 | 3,510 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $12,579,000 | 3,380 |
| Securities issued by states & political subdivisions | $4,986,000 | 3,464 |
| 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 | $14,235,000 | 2,503 |
| Mortgage-backed securities | $11,634,000 | 2,609 |
| Certificates of participation in pools of residential mortgages | $0 | 4,616 |
| Issued or guaranteed by U.S. | $0 | 4,610 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,634,000 | 1,053 |
| CMOs issued by government agencies or sponsored agencies | $11,634,000 | 1,005 |
| 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) | $17,565,000 | 3,695 |
| Total debt securities | $17,565,000 | 3,971 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $17,664,000 | 4,028 |
| U.S. Government securities | $13,108,000 | 3,508 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $13,108,000 | 3,380 |
| Securities issued by states & political subdivisions | $4,556,000 | 3,575 |
| 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 | $15,500,000 | 2,427 |
| Mortgage-backed securities | $12,168,000 | 2,593 |
| Certificates of participation in pools of residential mortgages | $0 | 4,686 |
| Issued or guaranteed by U.S. | $0 | 4,681 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $12,168,000 | 1,022 |
| CMOs issued by government agencies or sponsored agencies | $12,168,000 | 975 |
| 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) | $17,664,000 | 3,718 |
| Total debt securities | $17,664,000 | 4,004 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $16,149,000 | 4,144 |
| U.S. Government securities | $11,522,000 | 3,665 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $11,522,000 | 3,526 |
| Securities issued by states & political subdivisions | $4,627,000 | 3,582 |
| 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 | $11,117,000 | 2,835 |
| Mortgage-backed securities | $10,585,000 | 2,724 |
| Certificates of participation in pools of residential mortgages | $0 | 4,738 |
| Issued or guaranteed by U.S. | $0 | 4,732 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $10,585,000 | 1,097 |
| CMOs issued by government agencies or sponsored agencies | $10,585,000 | 1,045 |
| 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) | $16,149,000 | 3,831 |
| Total debt securities | $16,149,000 | 4,119 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $15,993,000 | 4,163 |
| U.S. Government securities | $11,200,000 | 3,693 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $11,200,000 | 3,570 |
| Securities issued by states & political subdivisions | $4,793,000 | 3,570 |
| 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 | $11,042,000 | 2,871 |
| Mortgage-backed securities | $10,249,000 | 2,765 |
| Certificates of participation in pools of residential mortgages | $0 | 4,779 |
| Issued or guaranteed by U.S. | $0 | 4,775 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $10,249,000 | 1,138 |
| CMOs issued by government agencies or sponsored agencies | $10,249,000 | 1,088 |
| 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) | $15,993,000 | 3,849 |
| Total debt securities | $15,993,000 | 4,136 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $15,364,000 | 4,287 |
| U.S. Government securities | $11,002,000 | 3,837 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $11,002,000 | 3,714 |
| Securities issued by states & political subdivisions | $4,362,000 | 3,681 |
| 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 | $15,364,000 | 2,472 |
| Mortgage-backed securities | $10,052,000 | 2,832 |
| Certificates of participation in pools of residential mortgages | $0 | 4,845 |
| Issued or guaranteed by U.S. | $0 | 4,839 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $10,052,000 | 1,158 |
| CMOs issued by government agencies or sponsored agencies | $10,052,000 | 1,104 |
| 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) | $15,364,000 | 3,956 |
| Total debt securities | $15,364,000 | 4,263 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $15,686,000 | 4,320 |
| U.S. Government securities | $11,260,000 | 3,901 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $11,260,000 | 3,766 |
| Securities issued by states & political subdivisions | $4,426,000 | 3,664 |
| 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 | $15,686,000 | 2,465 |
| Mortgage-backed securities | $10,012,000 | 2,848 |
| Certificates of participation in pools of residential mortgages | $427,000 | 4,378 |
| Issued or guaranteed by U.S. | $427,000 | 4,374 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,585,000 | 1,196 |
| CMOs issued by government agencies or sponsored agencies | $9,585,000 | 1,135 |
| 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) | $15,686,000 | 3,977 |
| Total debt securities | $15,686,000 | 4,299 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $14,607,000 | 4,467 |
| U.S. Government securities | $9,386,000 | 4,193 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,386,000 | 4,064 |
| Securities issued by states & political subdivisions | $5,221,000 | 3,514 |
| 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 | $14,116,000 | 2,648 |
| Mortgage-backed securities | $8,886,000 | 2,963 |
| Certificates of participation in pools of residential mortgages | $460,000 | 4,386 |
| Issued or guaranteed by U.S. | $460,000 | 4,383 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,426,000 | 1,304 |
| CMOs issued by government agencies or sponsored agencies | $8,426,000 | 1,242 |
| 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) | $14,607,000 | 4,116 |
| Total debt securities | $14,607,000 | 4,447 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $14,505,000 | 4,562 |
| U.S. Government securities | $9,131,000 | 4,308 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $9,131,000 | 4,196 |
| Securities issued by states & political subdivisions | $5,374,000 | 3,528 |
| 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 | $13,565,000 | 2,710 |
| Mortgage-backed securities | $8,628,000 | 3,043 |
| Certificates of participation in pools of residential mortgages | $1,130,000 | 4,144 |
| Issued or guaranteed by U.S. | $1,130,000 | 4,139 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $7,498,000 | 1,395 |
| CMOs issued by government agencies or sponsored agencies | $7,498,000 | 1,332 |
| 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) | $14,505,000 | 4,207 |
| Total debt securities | $14,505,000 | 4,540 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $18,414,000 | 4,300 |
| U.S. Government securities | $13,463,000 | 3,872 |
| U.S. Treasury securities | $5,000,000 | 558 |
| U.S. Government agency obligations | $8,463,000 | 4,405 |
| Securities issued by states & political subdivisions | $4,951,000 | 3,627 |
| 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 | $18,129,000 | 2,335 |
| Mortgage-backed securities | $7,961,000 | 3,187 |
| Certificates of participation in pools of residential mortgages | $1,230,000 | 4,193 |
| Issued or guaranteed by U.S. | $1,230,000 | 4,190 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,731,000 | 1,512 |
| CMOs issued by government agencies or sponsored agencies | $6,731,000 | 1,450 |
| 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) | $18,414,000 | 3,938 |
| Total debt securities | $18,414,000 | 4,275 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $18,595,000 | 4,341 |
| U.S. Government securities | $13,370,000 | 3,966 |
| U.S. Treasury securities | $5,000,000 | 546 |
| U.S. Government agency obligations | $8,370,000 | 4,504 |
| Securities issued by states & political subdivisions | $5,225,000 | 3,577 |
| 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 | $18,482,000 | 2,336 |
| Mortgage-backed securities | $8,064,000 | 3,243 |
| Certificates of participation in pools of residential mortgages | $1,321,000 | 4,229 |
| Issued or guaranteed by U.S. | $1,321,000 | 4,222 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $6,743,000 | 1,545 |
| CMOs issued by government agencies or sponsored agencies | $6,743,000 | 1,481 |
| 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) | $18,595,000 | 3,972 |
| Total debt securities | $18,595,000 | 4,315 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $13,394,000 | 4,873 |
| U.S. Government securities | $8,091,000 | 4,705 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $8,091,000 | 4,587 |
| Securities issued by states & political subdivisions | $5,303,000 | 3,597 |
| 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 | $12,866,000 | 2,862 |
| Mortgage-backed securities | $7,784,000 | 3,317 |
| Certificates of participation in pools of residential mortgages | $1,960,000 | 4,084 |
| Issued or guaranteed by U.S. | $1,960,000 | 4,078 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,824,000 | 1,687 |
| CMOs issued by government agencies or sponsored agencies | $5,824,000 | 1,620 |
| 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) | $13,394,000 | 4,487 |
| Total debt securities | $13,394,000 | 4,848 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $13,232,000 | 4,982 |
| U.S. Government securities | $7,742,000 | 4,879 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $7,742,000 | 4,765 |
| Securities issued by states & political subdivisions | $5,490,000 | 3,599 |
| 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 | $10,909,000 | 3,119 |
| Mortgage-backed securities | $6,933,000 | 3,537 |
| Certificates of participation in pools of residential mortgages | $2,155,000 | 4,099 |
| Issued or guaranteed by U.S. | $2,155,000 | 4,096 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,778,000 | 1,861 |
| CMOs issued by government agencies or sponsored agencies | $4,778,000 | 1,787 |
| 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) | $13,232,000 | 4,591 |
| Total debt securities | $13,232,000 | 4,958 |
| Structured notes | ||
| Amortized cost | $340,000 | 2,065 |
| Fair value | $396,000 | 2,046 |
| 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 | $16,429,000 | 4,743 |
| U.S. Government securities | $11,240,000 | 4,454 |
| U.S. Treasury securities | $4,000,000 | 570 |
| U.S. Government agency obligations | $7,240,000 | 4,923 |
| Securities issued by states & political subdivisions | $4,183,000 | 3,903 |
| Other domestic debt securities | $1,006,000 | 1,781 |
| 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 | $1,006,000 | 1,399 |
| 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 | $13,426,000 | 2,825 |
| Mortgage-backed securities | $5,999,000 | 3,737 |
| Certificates of participation in pools of residential mortgages | $2,721,000 | 3,994 |
| Issued or guaranteed by U.S. | $2,721,000 | 3,992 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,278,000 | 2,160 |
| CMOs issued by government agencies or sponsored agencies | $3,278,000 | 2,089 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $16,429,000 | 4,343 |
| Total debt securities | $16,429,000 | 4,725 |
| Structured notes | ||
| Amortized cost | $725,000 | 1,825 |
| Fair value | $726,000 | 1,823 |
| 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 | $16,220,000 | 4,810 |
| U.S. Government securities | $10,448,000 | 4,589 |
| U.S. Treasury securities | $3,960,000 | 528 |
| U.S. Government agency obligations | $6,488,000 | 5,058 |
| Securities issued by states & political subdivisions | $4,281,000 | 3,911 |
| Other domestic debt securities | $1,491,000 | 1,635 |
| 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 | $1,491,000 | 1,277 |
| 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 | $14,200,000 | 2,764 |
| Mortgage-backed securities | $5,551,000 | 3,840 |
| Certificates of participation in pools of residential mortgages | $2,881,000 | 3,983 |
| Issued or guaranteed by U.S. | $2,881,000 | 3,981 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,670,000 | 2,293 |
| CMOs issued by government agencies or sponsored agencies | $2,670,000 | 2,207 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $16,220,000 | 4,416 |
| Total debt securities | $16,220,000 | 4,786 |
| Structured notes | ||
| Amortized cost | $426,000 | 2,122 |
| Fair value | $423,000 | 2,124 |
| 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 | $12,636,000 | 5,173 |
| U.S. Government securities | $6,890,000 | 5,105 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,890,000 | 5,002 |
| Securities issued by states & political subdivisions | $4,260,000 | 3,933 |
| Other domestic debt securities | $1,486,000 | 1,676 |
| 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 | $1,486,000 | 1,301 |
| 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 | $9,587,000 | 3,339 |
| Mortgage-backed securities | $4,799,000 | 3,989 |
| Certificates of participation in pools of residential mortgages | $2,434,000 | 4,138 |
| Issued or guaranteed by U.S. | $2,434,000 | 4,133 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,365,000 | 2,361 |
| CMOs issued by government agencies or sponsored agencies | $2,365,000 | 2,279 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $12,636,000 | 4,775 |
| Total debt securities | $12,636,000 | 5,142 |
| Structured notes | ||
| Amortized cost | $180,000 | 2,313 |
| Fair value | $175,000 | 2,318 |
| 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 | $13,331,000 | 5,150 |
| U.S. Government securities | $7,510,000 | 5,041 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,510,000 | 4,943 |
| Securities issued by states & political subdivisions | $4,358,000 | 3,922 |
| Other domestic debt securities | $1,463,000 | 1,742 |
| 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 | $1,463,000 | 1,345 |
| 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 | $9,641,000 | 3,321 |
| Mortgage-backed securities | $5,213,000 | 3,959 |
| Certificates of participation in pools of residential mortgages | $2,666,000 | 4,086 |
| Issued or guaranteed by U.S. | $2,666,000 | 4,079 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,547,000 | 2,341 |
| CMOs issued by government agencies or sponsored agencies | $2,547,000 | 2,255 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $13,331,000 | 4,754 |
| Total debt securities | $13,331,000 | 5,117 |
| Structured notes | ||
| Amortized cost | $180,000 | 2,323 |
| Fair value | $175,000 | 2,323 |
| 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 | $14,221,000 | 5,061 |
| U.S. Government securities | $8,182,000 | 4,937 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $8,182,000 | 4,832 |
| Securities issued by states & political subdivisions | $4,609,000 | 3,853 |
| Other domestic debt securities | $1,430,000 | 1,791 |
| 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 | $1,430,000 | 1,382 |
| 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 | $6,936,000 | 3,839 |
| Mortgage-backed securities | $5,749,000 | 3,875 |
| Certificates of participation in pools of residential mortgages | $2,997,000 | 3,988 |
| Issued or guaranteed by U.S. | $2,997,000 | 3,982 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,752,000 | 2,346 |
| CMOs issued by government agencies or sponsored agencies | $2,752,000 | 2,256 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $14,221,000 | 4,684 |
| Total debt securities | $14,221,000 | 5,027 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $15,376,000 | 4,962 |
| U.S. Government securities | $9,323,000 | 4,821 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $9,323,000 | 4,719 |
| Securities issued by states & political subdivisions | $4,651,000 | 3,854 |
| Other domestic debt securities | $1,402,000 | 1,804 |
| 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 | $1,402,000 | 1,372 |
| 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 | $7,459,000 | 3,779 |
| Mortgage-backed securities | $6,456,000 | 3,809 |
| Certificates of participation in pools of residential mortgages | $3,404,000 | 3,925 |
| Issued or guaranteed by U.S. | $3,404,000 | 3,921 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,052,000 | 2,306 |
| CMOs issued by government agencies or sponsored agencies | $3,052,000 | 2,212 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $15,376,000 | 4,595 |
| Total debt securities | $15,376,000 | 4,929 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $15,696,000 | 4,894 |
| U.S. Government securities | $9,643,000 | 4,746 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $9,643,000 | 4,651 |
| Securities issued by states & political subdivisions | $4,681,000 | 3,837 |
| Other domestic debt securities | $1,372,000 | 1,792 |
| 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 | $1,372,000 | 1,345 |
| 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 | $4,950,000 | 4,299 |
| Mortgage-backed securities | $6,373,000 | 3,845 |
| Certificates of participation in pools of residential mortgages | $3,531,000 | 3,872 |
| Issued or guaranteed by U.S. | $3,531,000 | 3,869 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,842,000 | 2,435 |
| CMOs issued by government agencies or sponsored agencies | $2,842,000 | 2,333 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $15,696,000 | 4,517 |
| Total debt securities | $15,696,000 | 4,860 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $9,870,000 | 5,648 |
| U.S. Government securities | $6,609,000 | 5,387 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $6,609,000 | 5,278 |
| Securities issued by states & political subdivisions | $1,960,000 | 4,590 |
| Other domestic debt securities | $1,301,000 | 1,866 |
| 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 | $1,301,000 | 1,407 |
| 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 | $3,695,000 | 4,703 |
| Mortgage-backed securities | $6,101,000 | 4,010 |
| Certificates of participation in pools of residential mortgages | $4,000,000 | 3,899 |
| Issued or guaranteed by U.S. | $4,000,000 | 3,897 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,101,000 | 2,722 |
| CMOs issued by government agencies or sponsored agencies | $2,101,000 | 2,606 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $9,870,000 | 5,268 |
| Total debt securities | $9,870,000 | 5,620 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $11,111,000 | 5,558 |
| U.S. Government securities | $7,790,000 | 5,247 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $7,790,000 | 5,146 |
| Securities issued by states & political subdivisions | $1,952,000 | 4,576 |
| Other domestic debt securities | $1,369,000 | 1,859 |
| 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 | $1,369,000 | 1,405 |
| 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 | $983,000 | 5,756 |
| Mortgage-backed securities | $6,750,000 | 3,944 |
| Certificates of participation in pools of residential mortgages | $4,414,000 | 3,834 |
| Issued or guaranteed by U.S. | $4,414,000 | 3,832 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,336,000 | 2,680 |
| CMOs issued by government agencies or sponsored agencies | $2,336,000 | 2,554 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $11,111,000 | 5,166 |
| Total debt securities | $11,111,000 | 5,529 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $11,986,000 | 5,493 |
| U.S. Government securities | $7,931,000 | 5,340 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $7,931,000 | 5,237 |
| Securities issued by states & political subdivisions | $2,747,000 | 4,225 |
| Other domestic debt securities | $1,308,000 | 1,854 |
| 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 | $1,308,000 | 1,397 |
| 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 | $1,879,000 | 5,418 |
| Mortgage-backed securities | $6,892,000 | 3,960 |
| Certificates of participation in pools of residential mortgages | $4,336,000 | 3,861 |
| Issued or guaranteed by U.S. | $4,336,000 | 3,857 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,556,000 | 2,642 |
| CMOs issued by government agencies or sponsored agencies | $2,556,000 | 2,522 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $11,986,000 | 5,090 |
| Total debt securities | $11,986,000 | 5,465 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $12,073,000 | 5,475 |
| U.S. Government securities | $5,704,000 | 5,720 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $5,704,000 | 5,611 |
| Securities issued by states & political subdivisions | $2,609,000 | 4,257 |
| Other domestic debt securities | $3,760,000 | 1,204 |
| Privately issued residential mortgage-backed securities | $2,406,000 | 565 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $1,354,000 | 1,302 |
| 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 | $6,611,000 | 3,812 |
| Mortgage-backed securities | $6,563,000 | 3,934 |
| Certificates of participation in pools of residential mortgages | $3,617,000 | 3,951 |
| Issued or guaranteed by U.S. | $3,617,000 | 3,945 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,946,000 | 2,506 |
| CMOs issued by government agencies or sponsored agencies | $540,000 | 3,094 |
| Privately issued | $2,406,000 | 538 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $12,073,000 | 5,053 |
| Total debt securities | $12,073,000 | 5,447 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $11,456,000 | 5,519 |
| U.S. Government securities | $6,385,000 | 5,593 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $6,385,000 | 5,475 |
| Securities issued by states & political subdivisions | $2,596,000 | 4,233 |
| Other domestic debt securities | $2,475,000 | 1,467 |
| Privately issued residential mortgage-backed securities | $1,060,000 | 794 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,415,000 | 1,264 |
| 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 | $3,723,000 | 4,562 |
| Mortgage-backed securities | $4,890,000 | 4,216 |
| Certificates of participation in pools of residential mortgages | $3,288,000 | 3,994 |
| Issued or guaranteed by U.S. | $3,288,000 | 3,980 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,602,000 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $542,000 | 3,066 |
| Privately issued | $1,060,000 | 752 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $11,456,000 | 5,093 |
| Total debt securities | $11,456,000 | 5,483 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $10,942,000 | 5,691 |
| U.S. Government securities | $6,912,000 | 5,623 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $6,912,000 | 5,510 |
| Securities issued by states & political subdivisions | $2,535,000 | 4,231 |
| Other domestic debt securities | $1,495,000 | 1,706 |
| 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 | $1,495,000 | 1,154 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,241,000 | 4,429 |
| Mortgage-backed securities | $4,659,000 | 4,225 |
| Certificates of participation in pools of residential mortgages | $4,659,000 | 3,604 |
| Issued or guaranteed by U.S. | $4,659,000 | 3,592 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $10,942,000 | 5,252 |
| Total debt securities | $10,942,000 | 5,654 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $11,993,000 | 5,525 |
| U.S. Government securities | $8,097,000 | 5,378 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $8,097,000 | 5,265 |
| Securities issued by states & political subdivisions | $2,409,000 | 4,251 |
| Other domestic debt securities | $1,487,000 | 1,768 |
| 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 | $1,487,000 | 1,191 |
| 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 | $3,710,000 | 4,605 |
| Mortgage-backed securities | $5,375,000 | 4,012 |
| Certificates of participation in pools of residential mortgages | $5,375,000 | 3,372 |
| Issued or guaranteed by U.S. | $5,375,000 | 3,365 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $11,993,000 | 5,086 |
| Total debt securities | $11,993,000 | 5,488 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $9,804,000 | 5,736 |
| U.S. Government securities | $5,455,000 | 5,811 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $5,455,000 | 5,682 |
| Securities issued by states & political subdivisions | $2,509,000 | 4,211 |
| Other domestic debt securities | $1,839,000 | 1,752 |
| 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 | $1,839,000 | 1,091 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,000 | 1,458 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,737,000 | 4,003 |
| Mortgage-backed securities | $170,000 | 5,683 |
| Certificates of participation in pools of residential mortgages | $170,000 | 5,336 |
| Issued or guaranteed by U.S. | $170,000 | 5,323 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $9,804,000 | 5,291 |
| Total debt securities | $9,803,000 | 5,699 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,331 |
| Fair value | $1,006,000 | 2,362 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $8,770,000 | 5,873 |
| U.S. Government securities | $4,815,000 | 5,952 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,815,000 | 5,826 |
| Securities issued by states & political subdivisions | $2,118,000 | 4,288 |
| Other domestic debt securities | $1,836,000 | 1,803 |
| 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 | $1,836,000 | 1,099 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,000 | 1,508 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,625,000 | 4,682 |
| Mortgage-backed securities | $195,000 | 5,718 |
| Certificates of participation in pools of residential mortgages | $195,000 | 5,332 |
| Issued or guaranteed by U.S. | $195,000 | 5,320 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $8,770,000 | 5,408 |
| Total debt securities | $8,769,000 | 5,839 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,383 |
| Fair value | $1,015,000 | 2,403 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $7,533,000 | 6,184 |
| U.S. Government securities | $6,309,000 | 5,722 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $6,309,000 | 5,610 |
| Securities issued by states & political subdivisions | $894,000 | 4,921 |
| Other domestic debt securities | $329,000 | 2,709 |
| 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 | $329,000 | 1,798 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,000 | 1,552 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,008,000 | 4,613 |
| Mortgage-backed securities | $212,000 | 5,737 |
| Certificates of participation in pools of residential mortgages | $212,000 | 5,373 |
| Issued or guaranteed by U.S. | $212,000 | 5,361 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $7,533,000 | 5,690 |
| Total debt securities | $7,533,000 | 6,141 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,961 |
| Fair value | $2,006,000 | 2,063 |
| 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 | $5,679,000 | 6,592 |
| U.S. Government securities | $5,251,000 | 6,067 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $5,251,000 | 5,947 |
| Securities issued by states & political subdivisions | $100,000 | 5,710 |
| Other domestic debt securities | $327,000 | 2,773 |
| 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 | $327,000 | 1,820 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,000 | 1,583 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,252,000 | 4,581 |
| Mortgage-backed securities | $235,000 | 5,815 |
| Certificates of participation in pools of residential mortgages | $235,000 | 5,463 |
| Issued or guaranteed by U.S. | $235,000 | 5,451 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $5,679,000 | 6,073 |
| Total debt securities | $5,678,000 | 6,552 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,740 |
| Fair value | $1,981,000 | 1,892 |
| 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 | $8,189,000 | 6,104 |
| U.S. Government securities | $7,792,000 | 5,425 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $7,792,000 | 5,327 |
| Securities issued by states & political subdivisions | $100,000 | 5,744 |
| Other domestic debt securities | $297,000 | 2,868 |
| 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 | $297,000 | 1,898 |
| 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 | $7,892,000 | 3,729 |
| Mortgage-backed securities | $818,000 | 5,488 |
| Certificates of participation in pools of residential mortgages | $818,000 | 5,072 |
| Issued or guaranteed by U.S. | $818,000 | 5,064 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $8,189,000 | 5,620 |
| Total debt securities | $8,189,000 | 6,064 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,485 |
| Fair value | $1,915,000 | 1,654 |
| 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 | $8,380,000 | 6,109 |
| U.S. Government securities | $7,955,000 | 5,427 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $7,955,000 | 5,331 |
| Securities issued by states & political subdivisions | $100,000 | 5,781 |
| Other domestic debt securities | $325,000 | 2,932 |
| 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 | $325,000 | 1,961 |
| 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 | $6,891,000 | 3,938 |
| Mortgage-backed securities | $891,000 | 5,532 |
| Certificates of participation in pools of residential mortgages | $891,000 | 5,120 |
| Issued or guaranteed by U.S. | $891,000 | 5,108 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $8,380,000 | 5,603 |
| Total debt securities | $8,380,000 | 6,064 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,082 |
| Fair value | $1,972,000 | 1,207 |
| 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 | $8,314,000 | 6,125 |
| U.S. Government securities | $7,847,000 | 5,415 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $7,847,000 | 5,332 |
| Securities issued by states & political subdivisions | $100,000 | 5,834 |
| Other domestic debt securities | $367,000 | 2,968 |
| 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 | $367,000 | 2,003 |
| 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 | $3,991,000 | 4,743 |
| Mortgage-backed securities | $973,000 | 5,545 |
| Certificates of participation in pools of residential mortgages | $973,000 | 5,117 |
| Issued or guaranteed by U.S. | $973,000 | 5,102 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $8,314,000 | 5,620 |
| Total debt securities | $8,314,000 | 6,080 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 744 |
| Fair value | $1,894,000 | 849 |
| 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 | $4,533,000 | 6,940 |
| U.S. Government securities | $4,228,000 | 6,509 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $4,228,000 | 6,428 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $305,000 | 2,942 |
| 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 | $305,000 | 2,150 |
| 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 | $3,656,000 | 4,933 |
| Mortgage-backed securities | $1,129,000 | 5,542 |
| Certificates of participation in pools of residential mortgages | $1,129,000 | 5,124 |
| Issued or guaranteed by U.S. | $1,129,000 | 5,108 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $4,533,000 | 6,390 |
| Total debt securities | $4,533,000 | 6,901 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $5,220,000 | 6,872 |
| U.S. Government securities | $4,805,000 | 6,459 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,805,000 | 6,366 |
| Securities issued by states & political subdivisions | $40,000 | 5,823 |
| Other domestic debt securities | $375,000 | 2,836 |
| 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 | $375,000 | 2,049 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,301,000 | 4,755 |
| Mortgage-backed securities | $1,234,000 | 5,496 |
| Certificates of participation in pools of residential mortgages | $1,234,000 | 5,062 |
| Issued or guaranteed by U.S. | $1,234,000 | 5,049 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $5,220,000 | 6,304 |
| Total debt securities | $5,220,000 | 6,835 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $5,558,000 | 6,794 |
| U.S. Government securities | $5,166,000 | 6,337 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,166,000 | 6,246 |
| Securities issued by states & political subdivisions | $41,000 | 5,847 |
| Other domestic debt securities | $328,000 | 2,827 |
| 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 | $328,000 | 2,061 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $23,000 | 1,645 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,126,000 | 4,807 |
| Mortgage-backed securities | $1,249,000 | 5,450 |
| Certificates of participation in pools of residential mortgages | $1,249,000 | 5,036 |
| Issued or guaranteed by U.S. | $1,249,000 | 5,022 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $5,558,000 | 6,213 |
| Total debt securities | $5,535,000 | 6,762 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $5,998,000 | 6,761 |
| U.S. Government securities | $5,297,000 | 6,357 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $5,297,000 | 6,268 |
| Securities issued by states & political subdivisions | $41,000 | 5,900 |
| Other domestic debt securities | $413,000 | 2,741 |
| 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 | $413,000 | 2,014 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $247,000 | 1,475 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,285,000 | 4,439 |
| Mortgage-backed securities | $23,000 | 6,452 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $23,000 | 3,606 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 3,263 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $5,998,000 | 6,178 |
| Total debt securities | $5,751,000 | 6,758 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $6,227,000 | 6,717 |
| U.S. Government securities | $5,603,000 | 6,275 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,603,000 | 6,181 |
| Securities issued by states & political subdivisions | $41,000 | 5,907 |
| Other domestic debt securities | $349,000 | 2,734 |
| 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 | $349,000 | 2,019 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $234,000 | 1,516 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,379,000 | 4,686 |
| Mortgage-backed securities | $80,000 | 6,284 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $80,000 | 3,490 |
| CMOs issued by government agencies or sponsored agencies | $80,000 | 3,149 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $6,227,000 | 6,151 |
| Total debt securities | $5,993,000 | 6,695 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $5,459,000 | 6,976 |
| U.S. Government securities | $4,625,000 | 6,713 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $4,625,000 | 6,605 |
| Securities issued by states & political subdivisions | $81,000 | 5,903 |
| Other domestic debt securities | $467,000 | 2,482 |
| 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 | $467,000 | 1,819 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $286,000 | 1,429 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,092,000 | 4,799 |
| Mortgage-backed securities | $124,000 | 6,125 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $124,000 | 3,349 |
| CMOs issued by government agencies or sponsored agencies | $124,000 | 3,031 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $5,459,000 | 6,352 |
| Total debt securities | $5,173,000 | 6,986 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,271 |
| Fair value | $1,499,000 | 1,302 |
| 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 | $6,623,000 | 6,778 |
| U.S. Government securities | $5,647,000 | 6,495 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $5,647,000 | 6,386 |
| Securities issued by states & political subdivisions | $81,000 | 5,936 |
| Other domestic debt securities | $477,000 | 2,412 |
| 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 | $477,000 | 1,777 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $418,000 | 1,280 |
| 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 | 4,507 |
| Mortgage-backed securities | $170,000 | 6,022 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $170,000 | 3,262 |
| CMOs issued by government agencies or sponsored agencies | $170,000 | 2,936 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $6,623,000 | 6,142 |
| Total debt securities | $6,205,000 | 6,822 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 1,094 |
| Fair value | $2,499,000 | 1,081 |
| 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 | $6,174,000 | 6,924 |
| U.S. Government securities | $5,667,000 | 6,520 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,667,000 | 6,394 |
| Securities issued by states & political subdivisions | $81,000 | 5,992 |
| 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 | $426,000 | 1,288 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,553,000 | 4,711 |
| Mortgage-backed securities | $231,000 | 5,952 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $231,000 | 3,186 |
| CMOs issued by government agencies or sponsored agencies | $231,000 | 2,866 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $6,174,000 | 6,269 |
| Total debt securities | $5,748,000 | 6,962 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,022 |
| Fair value | $2,984,000 | 996 |
| 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 | $6,266,000 | 6,938 |
| U.S. Government securities | $5,755,000 | 6,554 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $5,755,000 | 6,426 |
| Securities issued by states & political subdivisions | $82,000 | 6,044 |
| 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 | $429,000 | 1,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,549,000 | 4,719 |
| Mortgage-backed securities | $297,000 | 5,877 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $297,000 | 3,079 |
| CMOs issued by government agencies or sponsored agencies | $297,000 | 2,781 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $6,266,000 | 6,266 |
| Total debt securities | $5,837,000 | 6,994 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,061 |
| Fair value | $2,972,000 | 1,065 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $5,820,000 | 7,074 |
| U.S. Government securities | $5,332,000 | 6,720 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,332,000 | 6,589 |
| Securities issued by states & political subdivisions | $82,000 | 6,091 |
| 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 | $406,000 | 1,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,550,000 | 4,718 |
| Mortgage-backed securities | $364,000 | 5,817 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $364,000 | 2,996 |
| CMOs issued by government agencies or sponsored agencies | $364,000 | 2,716 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $5,820,000 | 6,384 |
| Total debt securities | $5,414,000 | 7,123 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,136 |
| Fair value | $2,972,000 | 1,127 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $5,875,000 | 7,135 |
| U.S. Government securities | $5,385,000 | 6,757 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $5,385,000 | 6,622 |
| Securities issued by states & political subdivisions | $82,000 | 6,162 |
| 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 | $408,000 | 1,384 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,040,000 | 4,591 |
| Mortgage-backed securities | $428,000 | 5,762 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $428,000 | 2,916 |
| CMOs issued by government agencies or sponsored agencies | $428,000 | 2,643 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $5,875,000 | 6,410 |
| Total debt securities | $5,467,000 | 7,177 |
| Structured notes | ||
| Amortized cost | $3,998,000 | 974 |
| Fair value | $3,963,000 | 956 |
| 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 | $7,417,000 | 6,792 |
| U.S. Government securities | $6,929,000 | 6,302 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $6,929,000 | 6,169 |
| Securities issued by states & political subdivisions | $81,000 | 6,214 |
| 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 | $407,000 | 1,396 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,485,000 | 4,182 |
| Mortgage-backed securities | $525,000 | 5,692 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $525,000 | 2,809 |
| CMOs issued by government agencies or sponsored agencies | $525,000 | 2,524 |
| 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) | $525,000 | 3,237 |
| Available-for-sale securities (fair market value) | $6,892,000 | 6,196 |
| Total debt securities | $7,010,000 | 6,846 |
| Structured notes | ||
| Amortized cost | $5,498,000 | 788 |
| Fair value | $5,415,000 | 775 |
| 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 | $7,493,000 | 6,844 |
| U.S. Government securities | $7,009,000 | 6,336 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $7,009,000 | 6,192 |
| Securities issued by states & political subdivisions | $82,000 | 6,237 |
| 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 | $402,000 | 1,430 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,500,000 | 4,168 |
| Mortgage-backed securities | $591,000 | 5,661 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $591,000 | 2,760 |
| CMOs issued by government agencies or sponsored agencies | $591,000 | 2,471 |
| 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) | $591,000 | 3,259 |
| Available-for-sale securities (fair market value) | $6,902,000 | 6,248 |
| Total debt securities | $7,091,000 | 6,892 |
| Structured notes | ||
| Amortized cost | $5,498,000 | 790 |
| Fair value | $5,433,000 | 784 |
| 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 | $7,749,000 | 6,822 |
| U.S. Government securities | $7,055,000 | 6,328 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $7,055,000 | 6,190 |
| Securities issued by states & political subdivisions | $82,000 | 6,281 |
| 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 | $612,000 | 1,287 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,479,000 | 4,155 |
| Mortgage-backed securities | $658,000 | 5,661 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $658,000 | 2,711 |
| CMOs issued by government agencies or sponsored agencies | $658,000 | 2,433 |
| 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) | $658,000 | 3,297 |
| Available-for-sale securities (fair market value) | $7,091,000 | 6,233 |
| Total debt securities | $7,137,000 | 6,911 |
| Structured notes | ||
| Amortized cost | $5,498,000 | 795 |
| Fair value | $5,414,000 | 801 |
| 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 | $7,836,000 | 6,812 |
| U.S. Government securities | $7,149,000 | 6,305 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $7,149,000 | 6,176 |
| Securities issued by states & political subdivisions | $84,000 | 6,323 |
| 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 | $603,000 | 1,313 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,512,000 | 4,144 |
| Mortgage-backed securities | $721,000 | 5,648 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $721,000 | 2,693 |
| CMOs issued by government agencies or sponsored agencies | $721,000 | 2,409 |
| 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) | $721,000 | 3,288 |
| Available-for-sale securities (fair market value) | $7,115,000 | 6,220 |
| Total debt securities | $7,233,000 | 6,896 |
| Structured notes | ||
| Amortized cost | $5,498,000 | 786 |
| Fair value | $5,442,000 | 788 |
| 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 | $7,929,000 | 6,842 |
| U.S. Government securities | $7,243,000 | 6,333 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $7,243,000 | 6,204 |
| Securities issued by states & political subdivisions | $85,000 | 6,332 |
| 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 | $601,000 | 1,320 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,561,000 | 4,404 |
| Mortgage-backed securities | $779,000 | 5,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $779,000 | 2,716 |
| CMOs issued by government agencies or sponsored agencies | $779,000 | 2,444 |
| 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) | $779,000 | 3,306 |
| Available-for-sale securities (fair market value) | $7,150,000 | 6,246 |
| Total debt securities | $7,328,000 | 6,930 |
| Structured notes | ||
| Amortized cost | $5,498,000 | 778 |
| Fair value | $5,476,000 | 781 |
| 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 | $7,930,000 | 6,900 |
| U.S. Government securities | $7,217,000 | 6,403 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,217,000 | 6,255 |
| Securities issued by states & political subdivisions | $86,000 | 6,378 |
| 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 | $627,000 | 1,357 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,490,000 | 4,469 |
| Mortgage-backed securities | $832,000 | 5,713 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $832,000 | 2,737 |
| CMOs issued by government agencies or sponsored agencies | $832,000 | 2,477 |
| 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) | $832,000 | 3,317 |
| Available-for-sale securities (fair market value) | $7,098,000 | 6,307 |
| Total debt securities | $7,303,000 | 6,978 |
| Structured notes | ||
| Amortized cost | $5,498,000 | 783 |
| Fair value | $5,404,000 | 787 |
| 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 | $8,042,000 | 6,872 |
| U.S. Government securities | $7,329,000 | 6,381 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,329,000 | 6,237 |
| Securities issued by states & political subdivisions | $87,000 | 6,419 |
| 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 | $626,000 | 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 | $6,537,000 | 4,132 |
| Mortgage-backed securities | $879,000 | 5,723 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $879,000 | 2,750 |
| CMOs issued by government agencies or sponsored agencies | $879,000 | 2,494 |
| 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) | $879,000 | 3,326 |
| Available-for-sale securities (fair market value) | $7,163,000 | 6,308 |
| Total debt securities | $7,416,000 | 6,968 |
| Structured notes | ||
| Amortized cost | $5,498,000 | 755 |
| Fair value | $5,457,000 | 757 |
| 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 | $8,152,000 | 6,899 |
| U.S. Government securities | $7,396,000 | 6,393 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $7,396,000 | 6,229 |
| Securities issued by states & political subdivisions | $88,000 | 6,460 |
| 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 | $668,000 | 1,385 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,563,000 | 4,114 |
| Mortgage-backed securities | $921,000 | 5,710 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $921,000 | 2,724 |
| CMOs issued by government agencies or sponsored agencies | $921,000 | 2,476 |
| 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) | $921,000 | 3,361 |
| Available-for-sale securities (fair market value) | $7,231,000 | 6,322 |
| Total debt securities | $7,484,000 | 6,991 |
| Structured notes | ||
| Amortized cost | $5,498,000 | 766 |
| Fair value | $5,479,000 | 772 |
| 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 | $13,934,000 | 5,779 |
| U.S. Government securities | $13,065,000 | 5,076 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $13,065,000 | 4,919 |
| Securities issued by states & political subdivisions | $213,000 | 6,217 |
| 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 | $656,000 | 1,415 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,320,000 | 2,887 |
| Mortgage-backed securities | $957,000 | 5,754 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $957,000 | 2,750 |
| CMOs issued by government agencies or sponsored agencies | $957,000 | 2,505 |
| 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) | $1,757,000 | 2,928 |
| Available-for-sale securities (fair market value) | $12,177,000 | 5,378 |
| Total debt securities | $13,278,000 | 5,821 |
| Structured notes | ||
| Amortized cost | $9,494,000 | 440 |
| Fair value | $9,339,000 | 438 |
| 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 | $14,229,000 | 5,711 |
| U.S. Government securities | $13,312,000 | 4,957 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $13,312,000 | 4,818 |
| Securities issued by states & political subdivisions | $217,000 | 6,213 |
| 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 | $700,000 | 1,461 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,987,000 | 3,076 |
| Mortgage-backed securities | $988,000 | 5,780 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $988,000 | 2,813 |
| CMOs issued by government agencies or sponsored agencies | $988,000 | 2,559 |
| 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) | $1,788,000 | 2,921 |
| Available-for-sale securities (fair market value) | $12,441,000 | 5,320 |
| Total debt securities | $13,529,000 | 5,748 |
| Structured notes | ||
| Amortized cost | $9,494,000 | 373 |
| Fair value | $9,512,000 | 376 |
| 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 | $15,601,000 | 5,520 |
| U.S. Government securities | $14,036,000 | 4,863 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $14,036,000 | 4,718 |
| Securities issued by states & political subdivisions | $218,000 | 6,275 |
| Other domestic debt securities | $656,000 | 2,856 |
| 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 | $656,000 | 2,528 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $691,000 | 1,474 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,085,000 | 4,441 |
| Mortgage-backed securities | $1,012,000 | 5,759 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,012,000 | 2,770 |
| CMOs issued by government agencies or sponsored agencies | $1,012,000 | 2,631 |
| 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) | $1,963,000 | 2,890 |
| Available-for-sale securities (fair market value) | $13,638,000 | 5,121 |
| Total debt securities | $14,910,000 | 5,564 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 1,085 |
| Fair value | $2,462,000 | 1,101 |
| 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 | $6,591,000 | 7,388 |
| U.S. Government securities | $5,011,000 | 7,149 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $5,011,000 | 6,967 |
| Securities issued by states & political subdivisions | $221,000 | 6,306 |
| Other domestic debt securities | $660,000 | 2,980 |
| 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 | $660,000 | 2,655 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $699,000 | 1,529 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,855,000 | 4,141 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $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) | $1,201,000 | 3,295 |
| Available-for-sale securities (fair market value) | $5,390,000 | 6,863 |
| Total debt securities | $5,892,000 | 7,468 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 917 |
| Fair value | $2,462,000 | 928 |
| 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 | $6,163,000 | 7,442 |
| U.S. Government securities | $4,568,000 | 7,236 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,568,000 | 7,059 |
| Securities issued by states & political subdivisions | $223,000 | 6,323 |
| Other domestic debt securities | $653,000 | 3,065 |
| 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 | $653,000 | 2,720 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $719,000 | 1,533 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,403,000 | 4,231 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,203,000 | 3,319 |
| Available-for-sale securities (fair market value) | $4,960,000 | 6,963 |
| Total debt securities | $5,444,000 | 7,550 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 900 |
| Fair value | $1,998,000 | 934 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $5,451,000 | 7,685 |
| U.S. Government securities | $4,325,000 | 7,404 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,325,000 | 7,202 |
| Securities issued by states & political subdivisions | $220,000 | 6,325 |
| Other domestic debt securities | $153,000 | 3,753 |
| 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 | $153,000 | 3,337 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $753,000 | 1,512 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,144,000 | 4,757 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,203,000 | 3,374 |
| Available-for-sale securities (fair market value) | $4,248,000 | 7,165 |
| Total debt securities | $4,698,000 | 7,826 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,611 |
| Fair value | $248,000 | 1,675 |
| 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 | $6,055,000 | 7,516 |
| U.S. Government securities | $4,872,000 | 7,218 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,872,000 | 7,015 |
| Securities issued by states & political subdivisions | $275,000 | 6,214 |
| Other domestic debt securities | $154,000 | 3,800 |
| 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 | $154,000 | 3,364 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $754,000 | 1,508 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,354,000 | 4,284 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,760,000 | 3,132 |
| Available-for-sale securities (fair market value) | $4,295,000 | 7,143 |
| Total debt securities | $5,301,000 | 7,655 |
| 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 | $7,669,000 | 7,126 |
| U.S. Government securities | $7,141,000 | 6,400 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $7,141,000 | 6,167 |
| Securities issued by states & political subdivisions | $288,000 | 6,327 |
| 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 | $240,000 | 1,829 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,401,000 | 3,561 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $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) | $1,637,000 | 3,405 |
| Available-for-sale securities (fair market value) | $6,032,000 | 6,667 |
| Total debt securities | $7,429,000 | 7,096 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $6,875,000 | 7,713 |
| U.S. Government securities | $6,209,000 | 7,224 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $6,209,000 | 6,878 |
| Securities issued by states & political subdivisions | $289,000 | 6,496 |
| 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 | $377,000 | 4,462 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,784,000 | 4,344 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,630,000 | 3,569 |
| Available-for-sale securities (fair market value) | $4,245,000 | 7,475 |
| Total debt securities | $6,498,000 | 7,721 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $8,995,000 | 7,375 |
| U.S. Government securities | $8,569,000 | 6,583 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $8,569,000 | 6,046 |
| Securities issued by states & political subdivisions | $284,000 | 6,806 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $142,000 | 6,283 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,465,000 | 4,460 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,462,000 | 3,237 |
| Available-for-sale securities (fair market value) | $4,533,000 | 7,577 |
| Total debt securities | $8,853,000 | 7,293 |
| 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 | $3,103,000 | 9,454 |
| U.S. Government securities | $2,913,000 | 9,053 |
| U.S. Treasury securities | $1,710,000 | 4,198 |
| U.S. Government agency obligations | $1,203,000 | 9,208 |
| Securities issued by states & political subdivisions | $168,000 | 7,367 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $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 | $2,713,000 | 5,605 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,584,000 | 5,010 |
| Available-for-sale securities (fair market value) | $1,519,000 | 8,639 |
| Total debt securities | $3,081,000 | 9,338 |
| 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 | $2,006,000 | 10,324 |
| U.S. Government securities | $1,848,000 | 10,098 |
| U.S. Treasury securities | $1,094,000 | 6,191 |
| U.S. Government agency obligations | $754,000 | 9,842 |
| Securities issued by states & political subdivisions | $136,000 | 7,712 |
| 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 | $1,378,000 | 7,101 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $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) | $1,196,000 | 6,153 |
| Available-for-sale securities (fair market value) | $810,000 | 9,310 |
| Total debt securities | $1,984,000 | 10,240 |
| 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 | $2,795,000 | 10,619 |
| U.S. Government securities | $2,698,000 | 10,297 |
| U.S. Treasury securities | $2,098,000 | 5,807 |
| U.S. Government agency obligations | $600,000 | 10,393 |
| Securities issued by states & political subdivisions | $75,000 | 8,369 |
| 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 | $1,722,000 | 6,996 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $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) | $975,000 | 7,037 |
| Available-for-sale securities (fair market value) | $1,820,000 | 9,114 |
| Total debt securities | $2,773,000 | 10,527 |
| 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 | $1,969,000 | 11,396 |
| U.S. Government securities | $1,884,000 | 11,155 |
| U.S. Treasury securities | $1,584,000 | 7,616 |
| U.S. Government agency obligations | $300,000 | 10,974 |
| Securities issued by states & political subdivisions | $75,000 | 8,725 |
| 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 | $10,000 | 8,145 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,520,000 | 7,398 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $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) | $756,000 | 7,582 |
| Available-for-sale securities (fair market value) | $1,213,000 | 9,838 |
| Total debt securities | $1,959,000 | 11,314 |
| 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 | $1,932,000 | 12,083 |
| U.S. Government securities | $1,772,000 | 11,867 |
| U.S. Treasury securities | $1,772,000 | 8,595 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $150,000 | 8,850 |
| 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 | $10,000 | 8,264 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,221,000 | 8,083 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| 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) | $761,000 | 10,918 |
| Available-for-sale securities (fair market value) | $1,171,000 | 9,518 |
| Total debt securities | $1,922,000 | 11,993 |
| 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 | $1,438,000 | 12,766 |
| U.S. Government securities | $1,203,000 | 12,613 |
| U.S. Treasury securities | $1,203,000 | 9,575 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $225,000 | 8,772 |
| 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 | $10,000 | 8,260 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $550,000 | 9,367 |
| 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 | $1,428,000 | 12,655 |
| 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 | $1,590,000 | 13,227 |
| U.S. Government securities | $1,305,000 | 13,075 |
| U.S. Treasury securities | $1,305,000 | 9,803 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $275,000 | 8,441 |
| 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 | $10,000 | 8,142 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $900,000 | 8,935 |
| 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 | $1,580,000 | 13,125 |
| 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 |