Home > Genoa Community Bank > Securities
Genoa Community Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $16,072,000 | 3,733 |
| U.S. Government securities | $7,653,000 | 3,763 |
| U.S. Treasury securities | $491,000 | 2,658 |
| U.S. Government agency obligations | $7,162,000 | 3,466 |
| Securities issued by states & political subdivisions | $8,346,000 | 2,594 |
| 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 | $10,915,000 | 2,864 |
| Mortgage-backed securities | $173,000 | 3,687 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $173,000 | 3,498 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| 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) | $15,999,000 | 3,489 |
| Total debt securities | $15,999,000 | 3,713 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 747 |
| Fair value | $981,000 | 777 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $15,645,000 | 3,774 |
| U.S. Government securities | $7,438,000 | 3,800 |
| U.S. Treasury securities | $486,000 | 2,728 |
| U.S. Government agency obligations | $6,952,000 | 3,492 |
| Securities issued by states & political subdivisions | $8,147,000 | 2,620 |
| 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 | $10,593,000 | 2,860 |
| Mortgage-backed securities | $177,000 | 3,700 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $177,000 | 3,515 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $15,585,000 | 3,507 |
| Total debt securities | $15,585,000 | 3,754 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 768 |
| Fair value | $966,000 | 785 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $16,236,000 | 3,786 |
| U.S. Government securities | $7,554,000 | 3,837 |
| U.S. Treasury securities | $482,000 | 2,754 |
| U.S. Government agency obligations | $7,072,000 | 3,519 |
| Securities issued by states & political subdivisions | $8,627,000 | 2,628 |
| 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 | $11,053,000 | 2,811 |
| Mortgage-backed securities | $186,000 | 3,718 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $186,000 | 3,522 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $16,181,000 | 3,521 |
| Total debt securities | $16,181,000 | 3,769 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 731 |
| Fair value | $1,439,000 | 728 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $16,202,000 | 3,869 |
| U.S. Government securities | $7,685,000 | 3,896 |
| U.S. Treasury securities | $485,000 | 2,819 |
| U.S. Government agency obligations | $7,200,000 | 3,520 |
| Securities issued by states & political subdivisions | $8,467,000 | 2,695 |
| 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 | $11,179,000 | 2,722 |
| Mortgage-backed securities | $197,000 | 3,772 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $197,000 | 3,564 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $16,152,000 | 3,597 |
| Total debt securities | $16,152,000 | 3,848 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 521 |
| Fair value | $2,830,000 | 524 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $15,482,000 | 3,929 |
| U.S. Government securities | $7,540,000 | 3,934 |
| U.S. Treasury securities | $480,000 | 2,863 |
| U.S. Government agency obligations | $7,060,000 | 3,544 |
| Securities issued by states & political subdivisions | $7,899,000 | 2,780 |
| 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 | $10,984,000 | 2,634 |
| Mortgage-backed securities | $203,000 | 3,802 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $203,000 | 3,596 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $15,439,000 | 3,651 |
| Total debt securities | $15,439,000 | 3,911 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 541 |
| Fair value | $2,771,000 | 547 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $15,946,000 | 3,921 |
| U.S. Government securities | $7,547,000 | 3,955 |
| U.S. Treasury securities | $480,000 | 2,882 |
| U.S. Government agency obligations | $7,067,000 | 3,563 |
| Securities issued by states & political subdivisions | $8,360,000 | 2,755 |
| 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 | $11,239,000 | 2,583 |
| Mortgage-backed securities | $212,000 | 3,820 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $212,000 | 3,613 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $15,907,000 | 3,646 |
| Total debt securities | $15,907,000 | 3,900 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 536 |
| Fair value | $2,766,000 | 545 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $15,710,000 | 3,962 |
| U.S. Government securities | $7,300,000 | 3,977 |
| U.S. Treasury securities | $487,000 | 2,837 |
| U.S. Government agency obligations | $6,813,000 | 3,611 |
| Securities issued by states & political subdivisions | $8,372,000 | 2,805 |
| 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 | $11,588,000 | 2,557 |
| Mortgage-backed securities | $228,000 | 3,862 |
| Certificates of participation in pools of residential mortgages | $228,000 | 3,708 |
| Issued or guaranteed by U.S. | $228,000 | 3,631 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $15,672,000 | 3,694 |
| Total debt securities | $15,672,000 | 3,947 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 514 |
| Fair value | $2,852,000 | 528 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $16,449,000 | 3,885 |
| U.S. Government securities | $7,076,000 | 3,928 |
| U.S. Treasury securities | $494,000 | 2,582 |
| U.S. Government agency obligations | $6,582,000 | 3,623 |
| Securities issued by states & political subdivisions | $9,328,000 | 2,719 |
| 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 | $9,392,000 | 2,678 |
| Mortgage-backed securities | $245,000 | 3,871 |
| Certificates of participation in pools of residential mortgages | $245,000 | 3,714 |
| Issued or guaranteed by U.S. | $245,000 | 3,645 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $16,404,000 | 3,643 |
| Total debt securities | $16,404,000 | 3,872 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 502 |
| Fair value | $2,454,000 | 501 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $14,599,000 | 3,915 |
| U.S. Government securities | $4,348,000 | 4,054 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $4,348,000 | 3,811 |
| Securities issued by states & political subdivisions | $10,195,000 | 2,689 |
| 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 | $10,328,000 | 2,615 |
| Mortgage-backed securities | $270,000 | 3,882 |
| Certificates of participation in pools of residential mortgages | $270,000 | 3,722 |
| Issued or guaranteed by U.S. | $270,000 | 3,642 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $14,543,000 | 3,704 |
| Total debt securities | $14,543,000 | 3,899 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 656 |
| Fair value | $1,002,000 | 653 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $14,724,000 | 3,901 |
| U.S. Government securities | $4,410,000 | 4,043 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $4,410,000 | 3,834 |
| Securities issued by states & political subdivisions | $9,762,000 | 2,708 |
| 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 | $9,794,000 | 2,669 |
| Mortgage-backed securities | $301,000 | 3,923 |
| Certificates of participation in pools of residential mortgages | $301,000 | 3,756 |
| Issued or guaranteed by U.S. | $301,000 | 3,681 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $14,172,000 | 3,726 |
| Total debt securities | $14,172,000 | 3,911 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 586 |
| Fair value | $1,000,000 | 596 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $20,936,000 | 3,571 |
| U.S. Government securities | $5,456,000 | 3,943 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $5,456,000 | 3,721 |
| Securities issued by states & political subdivisions | $9,238,000 | 2,745 |
| 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 | $8,704,000 | 2,759 |
| Mortgage-backed securities | $341,000 | 3,930 |
| Certificates of participation in pools of residential mortgages | $341,000 | 3,754 |
| Issued or guaranteed by U.S. | $341,000 | 3,672 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $14,694,000 | 3,672 |
| Total debt securities | $14,694,000 | 3,865 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 511 |
| Fair value | $1,002,000 | 518 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $21,770,000 | 3,426 |
| U.S. Government securities | $2,487,000 | 4,221 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $2,487,000 | 4,065 |
| Securities issued by states & political subdivisions | $9,300,000 | 2,709 |
| 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 | $4,682,000 | 3,169 |
| Mortgage-backed securities | $377,000 | 3,915 |
| Certificates of participation in pools of residential mortgages | $377,000 | 3,735 |
| Issued or guaranteed by U.S. | $377,000 | 3,651 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $11,787,000 | 3,747 |
| Total debt securities | $11,787,000 | 3,948 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $14,225,000 | 3,758 |
| U.S. Government securities | $552,000 | 4,477 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $552,000 | 4,361 |
| Securities issued by states & political subdivisions | $8,727,000 | 2,743 |
| 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 | $4,613,000 | 3,183 |
| Mortgage-backed securities | $406,000 | 3,909 |
| Certificates of participation in pools of residential mortgages | $406,000 | 3,719 |
| Issued or guaranteed by U.S. | $406,000 | 3,642 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $9,279,000 | 3,847 |
| Total debt securities | $9,279,000 | 4,061 |
| Structured notes | ||
| Amortized cost | $496,000 | 292 |
| Fair value | $506,000 | 259 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $12,793,000 | 3,803 |
| U.S. Government securities | $611,000 | 4,484 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $611,000 | 4,370 |
| Securities issued by states & political subdivisions | $7,247,000 | 2,812 |
| 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 | $2,730,000 | 3,523 |
| Mortgage-backed securities | $464,000 | 3,902 |
| Certificates of participation in pools of residential mortgages | $464,000 | 3,700 |
| Issued or guaranteed by U.S. | $464,000 | 3,622 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $7,858,000 | 3,922 |
| Total debt securities | $7,858,000 | 4,139 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $12,459,000 | 3,820 |
| U.S. Government securities | $711,000 | 4,514 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $711,000 | 4,391 |
| Securities issued by states & political subdivisions | $4,819,000 | 3,088 |
| 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 | $3,034,000 | 3,498 |
| Mortgage-backed securities | $526,000 | 3,904 |
| Certificates of participation in pools of residential mortgages | $526,000 | 3,677 |
| Issued or guaranteed by U.S. | $526,000 | 3,596 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $5,530,000 | 4,112 |
| Total debt securities | $5,521,000 | 4,327 |
| Structured notes | ||
| Amortized cost | $4,929,000 | 81 |
| Fair value | $5,004,000 | 74 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $10,567,000 | 3,973 |
| U.S. Government securities | $1,269,000 | 4,458 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,269,000 | 4,340 |
| Securities issued by states & political subdivisions | $4,397,000 | 3,100 |
| 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 | $3,429,000 | 3,436 |
| Mortgage-backed securities | $570,000 | 3,920 |
| Certificates of participation in pools of residential mortgages | $570,000 | 3,688 |
| Issued or guaranteed by U.S. | $570,000 | 3,594 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $5,666,000 | 4,133 |
| Total debt securities | $5,666,000 | 4,347 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $15,562,000 | 3,643 |
| U.S. Government securities | $1,256,000 | 4,551 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,256,000 | 4,413 |
| Securities issued by states & political subdivisions | $4,439,000 | 3,094 |
| 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 | $3,526,000 | 3,479 |
| Mortgage-backed securities | $621,000 | 3,913 |
| Certificates of participation in pools of residential mortgages | $621,000 | 3,674 |
| Issued or guaranteed by U.S. | $621,000 | 3,588 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $5,695,000 | 4,190 |
| Total debt securities | $5,695,000 | 4,407 |
| Structured notes | ||
| Amortized cost | $500,000 | 539 |
| Fair value | $495,000 | 585 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $15,717,000 | 3,687 |
| U.S. Government securities | $1,325,000 | 4,638 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,325,000 | 4,496 |
| Securities issued by states & political subdivisions | $4,496,000 | 3,103 |
| 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 | $3,284,000 | 3,587 |
| Mortgage-backed securities | $666,000 | 3,938 |
| Certificates of participation in pools of residential mortgages | $666,000 | 3,690 |
| Issued or guaranteed by U.S. | $666,000 | 3,600 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $5,821,000 | 4,244 |
| Total debt securities | $5,821,000 | 4,464 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $9,936,000 | 4,211 |
| U.S. Government securities | $1,272,000 | 4,700 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,272,000 | 4,569 |
| Securities issued by states & political subdivisions | $4,832,000 | 3,098 |
| 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 | $3,832,000 | 56 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,254,000 | 3,646 |
| Mortgage-backed securities | $602,000 | 3,959 |
| Certificates of participation in pools of residential mortgages | $602,000 | 3,719 |
| Issued or guaranteed by U.S. | $602,000 | 3,644 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $9,936,000 | 3,945 |
| Total debt securities | $6,104,000 | 4,505 |
| Structured notes | ||
| Amortized cost | $500,000 | 736 |
| Fair value | $489,000 | 802 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $8,238,000 | 4,413 |
| U.S. Government securities | $1,380,000 | 4,738 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,380,000 | 4,605 |
| Securities issued by states & political subdivisions | $3,054,000 | 3,483 |
| 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 | $3,804,000 | 60 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,307,000 | 3,692 |
| Mortgage-backed securities | $661,000 | 3,983 |
| Certificates of participation in pools of residential mortgages | $661,000 | 3,732 |
| Issued or guaranteed by U.S. | $661,000 | 3,651 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $8,238,000 | 4,145 |
| Total debt securities | $4,434,000 | 4,733 |
| Structured notes | ||
| Amortized cost | $500,000 | 744 |
| Fair value | $461,000 | 823 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $8,195,000 | 4,463 |
| U.S. Government securities | $1,464,000 | 4,776 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,464,000 | 4,629 |
| Securities issued by states & political subdivisions | $2,950,000 | 3,559 |
| 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 | $3,781,000 | 119 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,395,000 | 3,702 |
| Mortgage-backed securities | $746,000 | 3,986 |
| Certificates of participation in pools of residential mortgages | $746,000 | 3,727 |
| Issued or guaranteed by U.S. | $746,000 | 3,657 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $8,195,000 | 4,192 |
| Total debt securities | $4,414,000 | 4,772 |
| Structured notes | ||
| Amortized cost | $500,000 | 771 |
| Fair value | $444,000 | 853 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $7,992,000 | 4,518 |
| U.S. Government securities | $1,555,000 | 4,817 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,555,000 | 4,673 |
| Securities issued by states & political subdivisions | $2,668,000 | 3,664 |
| 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 | $3,769,000 | 125 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,468,000 | 3,721 |
| Mortgage-backed securities | $822,000 | 4,004 |
| Certificates of participation in pools of residential mortgages | $822,000 | 3,737 |
| Issued or guaranteed by U.S. | $822,000 | 3,710 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $7,992,000 | 4,252 |
| Total debt securities | $4,223,000 | 4,849 |
| Structured notes | ||
| Amortized cost | $500,000 | 750 |
| Fair value | $446,000 | 826 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $8,146,000 | 4,561 |
| U.S. Government securities | $1,658,000 | 4,828 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,658,000 | 4,682 |
| Securities issued by states & political subdivisions | $2,700,000 | 3,718 |
| 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 | $3,788,000 | 133 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,578,000 | 3,738 |
| Mortgage-backed securities | $901,000 | 4,031 |
| Certificates of participation in pools of residential mortgages | $901,000 | 3,757 |
| Issued or guaranteed by U.S. | $901,000 | 3,580 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $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) | $8,146,000 | 4,286 |
| Total debt securities | $4,358,000 | 4,896 |
| Structured notes | ||
| Amortized cost | $500,000 | 749 |
| Fair value | $457,000 | 824 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $8,587,000 | 4,576 |
| U.S. Government securities | $1,921,000 | 4,861 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,921,000 | 4,729 |
| Securities issued by states & political subdivisions | $2,862,000 | 3,720 |
| 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 | $3,804,000 | 147 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,749,000 | 3,749 |
| Mortgage-backed securities | $1,143,000 | 3,982 |
| Certificates of participation in pools of residential mortgages | $1,143,000 | 3,710 |
| Issued or guaranteed by U.S. | $1,143,000 | 3,703 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $8,587,000 | 4,294 |
| Total debt securities | $4,783,000 | 4,915 |
| Structured notes | ||
| Amortized cost | $500,000 | 718 |
| Fair value | $459,000 | 788 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $8,767,000 | 4,627 |
| U.S. Government securities | $2,054,000 | 4,867 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,054,000 | 4,745 |
| Securities issued by states & political subdivisions | $2,877,000 | 3,791 |
| 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 | $3,836,000 | 256 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,858,000 | 3,794 |
| Mortgage-backed securities | $1,217,000 | 4,001 |
| Certificates of participation in pools of residential mortgages | $1,217,000 | 3,732 |
| Issued or guaranteed by U.S. | $1,217,000 | 3,726 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $8,767,000 | 4,353 |
| Total debt securities | $4,931,000 | 4,965 |
| Structured notes | ||
| Amortized cost | $500,000 | 725 |
| Fair value | $472,000 | 800 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $9,262,000 | 4,637 |
| U.S. Government securities | $2,149,000 | 4,907 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $2,149,000 | 4,793 |
| Securities issued by states & political subdivisions | $3,257,000 | 3,758 |
| 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 | $3,856,000 | 270 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,167,000 | 3,143 |
| Mortgage-backed securities | $1,272,000 | 4,037 |
| Certificates of participation in pools of residential mortgages | $1,272,000 | 3,764 |
| Issued or guaranteed by U.S. | $1,272,000 | 3,759 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $9,262,000 | 4,347 |
| Total debt securities | $5,406,000 | 4,975 |
| Structured notes | ||
| Amortized cost | $500,000 | 753 |
| Fair value | $479,000 | 823 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $9,428,000 | 4,667 |
| U.S. Government securities | $2,284,000 | 4,937 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,284,000 | 4,818 |
| Securities issued by states & political subdivisions | $3,280,000 | 3,788 |
| 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 | $3,864,000 | 269 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,523,000 | 3,115 |
| Mortgage-backed securities | $1,380,000 | 4,059 |
| Certificates of participation in pools of residential mortgages | $1,380,000 | 3,772 |
| Issued or guaranteed by U.S. | $1,380,000 | 3,766 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $9,428,000 | 4,375 |
| Total debt securities | $5,564,000 | 4,997 |
| Structured notes | ||
| Amortized cost | $500,000 | 804 |
| Fair value | $483,000 | 880 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $9,526,000 | 4,698 |
| U.S. Government securities | $2,372,000 | 4,984 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $2,372,000 | 4,866 |
| Securities issued by states & political subdivisions | $3,294,000 | 3,824 |
| 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 | $3,860,000 | 269 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,529,000 | 3,291 |
| Mortgage-backed securities | $1,473,000 | 4,101 |
| Certificates of participation in pools of residential mortgages | $1,473,000 | 3,806 |
| Issued or guaranteed by U.S. | $1,473,000 | 3,801 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $9,526,000 | 4,392 |
| Total debt securities | $5,666,000 | 5,033 |
| Structured notes | ||
| Amortized cost | $500,000 | 851 |
| Fair value | $469,000 | 937 |
| 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 | $9,737,000 | 4,689 |
| U.S. Government securities | $2,150,000 | 5,046 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,150,000 | 4,928 |
| Securities issued by states & political subdivisions | $3,719,000 | 3,772 |
| 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 | $3,868,000 | 274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,247,000 | 3,054 |
| Mortgage-backed securities | $1,232,000 | 4,180 |
| Certificates of participation in pools of residential mortgages | $1,232,000 | 3,915 |
| Issued or guaranteed by U.S. | $1,232,000 | 3,908 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $9,737,000 | 4,377 |
| Total debt securities | $5,869,000 | 5,041 |
| Structured notes | ||
| Amortized cost | $500,000 | 851 |
| Fair value | $465,000 | 932 |
| 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 | $10,098,000 | 4,680 |
| U.S. Government securities | $2,313,000 | 5,066 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $2,313,000 | 4,959 |
| Securities issued by states & political subdivisions | $3,866,000 | 3,752 |
| 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 | $3,919,000 | 276 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,530,000 | 3,045 |
| Mortgage-backed securities | $1,345,000 | 4,196 |
| Certificates of participation in pools of residential mortgages | $1,345,000 | 3,910 |
| Issued or guaranteed by U.S. | $1,345,000 | 3,907 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $10,098,000 | 4,357 |
| Total debt securities | $6,179,000 | 5,066 |
| Structured notes | ||
| Amortized cost | $500,000 | 832 |
| Fair value | $496,000 | 900 |
| 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 | $10,415,000 | 4,725 |
| U.S. Government securities | $2,266,000 | 5,180 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $2,266,000 | 5,073 |
| Securities issued by states & political subdivisions | $4,218,000 | 3,710 |
| 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 | $3,931,000 | 274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,162,000 | 3,156 |
| Mortgage-backed securities | $1,464,000 | 4,213 |
| Certificates of participation in pools of residential mortgages | $1,464,000 | 3,902 |
| Issued or guaranteed by U.S. | $1,464,000 | 3,896 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $10,415,000 | 4,382 |
| Total debt securities | $6,484,000 | 5,115 |
| 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 | $10,934,000 | 4,754 |
| U.S. Government securities | $2,399,000 | 5,236 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $2,399,000 | 5,135 |
| Securities issued by states & political subdivisions | $4,624,000 | 3,631 |
| 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 | $3,911,000 | 273 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,104,000 | 3,187 |
| Mortgage-backed securities | $1,572,000 | 4,210 |
| Certificates of participation in pools of residential mortgages | $1,572,000 | 3,895 |
| Issued or guaranteed by U.S. | $1,572,000 | 3,891 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| 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) | $10,934,000 | 4,387 |
| Total debt securities | $7,023,000 | 5,125 |
| 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 | $12,810,000 | 4,639 |
| U.S. Government securities | $4,294,000 | 4,966 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,294,000 | 4,852 |
| Securities issued by states & political subdivisions | $4,621,000 | 3,650 |
| 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 | $3,895,000 | 281 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,495,000 | 3,041 |
| Mortgage-backed securities | $1,895,000 | 4,152 |
| Certificates of participation in pools of residential mortgages | $1,895,000 | 3,821 |
| Issued or guaranteed by U.S. | $1,895,000 | 3,817 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| 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) | $12,810,000 | 4,282 |
| Total debt securities | $8,915,000 | 4,994 |
| 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 | $12,029,000 | 4,779 |
| U.S. Government securities | $3,136,000 | 5,268 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $3,136,000 | 5,164 |
| Securities issued by states & political subdivisions | $4,703,000 | 3,678 |
| Other domestic debt securities | $251,000 | 2,058 |
| 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 | $251,000 | 1,661 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $3,939,000 | 285 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,998,000 | 3,002 |
| Mortgage-backed securities | $730,000 | 4,583 |
| Certificates of participation in pools of residential mortgages | $730,000 | 4,319 |
| Issued or guaranteed by U.S. | $730,000 | 4,314 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| 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) | $12,029,000 | 4,415 |
| Total debt securities | $8,090,000 | 5,160 |
| 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 | $13,835,000 | 4,700 |
| U.S. Government securities | $4,894,000 | 5,082 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $4,894,000 | 4,974 |
| Securities issued by states & political subdivisions | $4,753,000 | 3,664 |
| Other domestic debt securities | $253,000 | 2,075 |
| 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 | $253,000 | 1,680 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $3,935,000 | 281 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,541,000 | 2,832 |
| Mortgage-backed securities | $781,000 | 4,644 |
| Certificates of participation in pools of residential mortgages | $781,000 | 4,380 |
| Issued or guaranteed by U.S. | $781,000 | 4,376 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $13,835,000 | 4,331 |
| Total debt securities | $9,900,000 | 5,062 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,378 |
| Fair value | $976,000 | 1,402 |
| 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 | $14,095,000 | 4,740 |
| U.S. Government securities | $5,053,000 | 5,131 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $5,053,000 | 5,021 |
| Securities issued by states & political subdivisions | $4,824,000 | 3,651 |
| Other domestic debt securities | $256,000 | 2,131 |
| 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 | $256,000 | 1,710 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $3,962,000 | 282 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,630,000 | 3,411 |
| Mortgage-backed securities | $830,000 | 4,686 |
| Certificates of participation in pools of residential mortgages | $830,000 | 4,414 |
| Issued or guaranteed by U.S. | $830,000 | 4,409 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| 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) | $14,095,000 | 4,372 |
| Total debt securities | $10,133,000 | 5,102 |
| Structured notes | ||
| Amortized cost | $998,000 | 1,480 |
| Fair value | $1,002,000 | 1,353 |
| 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 | $14,115,000 | 4,801 |
| U.S. Government securities | $5,092,000 | 5,207 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $5,092,000 | 5,086 |
| Securities issued by states & political subdivisions | $4,817,000 | 3,690 |
| Other domestic debt securities | $259,000 | 2,153 |
| 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 | $259,000 | 1,731 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $3,947,000 | 282 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,739,000 | 3,419 |
| Mortgage-backed securities | $889,000 | 4,750 |
| Certificates of participation in pools of residential mortgages | $889,000 | 4,473 |
| Issued or guaranteed by U.S. | $889,000 | 4,466 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $14,115,000 | 4,425 |
| Total debt securities | $10,168,000 | 5,173 |
| Structured notes | ||
| Amortized cost | $998,000 | 1,556 |
| Fair value | $999,000 | 1,452 |
| 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 | $14,242,000 | 4,888 |
| U.S. Government securities | $5,108,000 | 5,291 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $5,108,000 | 5,170 |
| Securities issued by states & political subdivisions | $4,929,000 | 3,711 |
| Other domestic debt securities | $262,000 | 2,216 |
| 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 | $262,000 | 1,761 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $3,943,000 | 289 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,673,000 | 3,439 |
| Mortgage-backed securities | $955,000 | 4,807 |
| Certificates of participation in pools of residential mortgages | $955,000 | 4,530 |
| Issued or guaranteed by U.S. | $955,000 | 4,527 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $14,242,000 | 4,503 |
| Total debt securities | $10,299,000 | 5,247 |
| Structured notes | ||
| Amortized cost | $997,000 | 1,672 |
| Fair value | $975,000 | 1,648 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $14,039,000 | 4,974 |
| U.S. Government securities | $5,846,000 | 5,258 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $5,846,000 | 5,140 |
| Securities issued by states & political subdivisions | $3,466,000 | 4,078 |
| Other domestic debt securities | $776,000 | 1,920 |
| 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 | $776,000 | 1,529 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $3,951,000 | 295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,580,000 | 3,670 |
| Mortgage-backed securities | $1,507,000 | 4,694 |
| Certificates of participation in pools of residential mortgages | $1,023,000 | 4,542 |
| Issued or guaranteed by U.S. | $1,023,000 | 4,540 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $484,000 | 3,127 |
| CMOs issued by government agencies or sponsored agencies | $484,000 | 3,020 |
| 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) | $14,039,000 | 4,575 |
| Total debt securities | $10,088,000 | 5,332 |
| Structured notes | ||
| Amortized cost | $1,497,000 | 1,442 |
| Fair value | $1,478,000 | 1,425 |
| 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 | $13,550,000 | 5,074 |
| U.S. Government securities | $5,872,000 | 5,281 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $5,872,000 | 5,173 |
| Securities issued by states & political subdivisions | $2,964,000 | 4,240 |
| Other domestic debt securities | $779,000 | 1,976 |
| 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 | $779,000 | 1,567 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $3,935,000 | 302 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,517,000 | 3,709 |
| Mortgage-backed securities | $1,576,000 | 4,708 |
| Certificates of participation in pools of residential mortgages | $1,088,000 | 4,549 |
| Issued or guaranteed by U.S. | $1,088,000 | 4,545 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $488,000 | 3,150 |
| CMOs issued by government agencies or sponsored agencies | $488,000 | 3,044 |
| 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) | $13,550,000 | 4,667 |
| Total debt securities | $9,615,000 | 5,423 |
| Structured notes | ||
| Amortized cost | $1,496,000 | 1,451 |
| Fair value | $1,451,000 | 1,437 |
| 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 | $13,473,000 | 5,088 |
| U.S. Government securities | $5,904,000 | 5,273 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,904,000 | 5,169 |
| Securities issued by states & political subdivisions | $2,872,000 | 4,298 |
| Other domestic debt securities | $782,000 | 2,022 |
| 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 | $782,000 | 1,599 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $3,915,000 | 304 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,170,000 | 3,785 |
| Mortgage-backed securities | $1,660,000 | 4,717 |
| Certificates of participation in pools of residential mortgages | $1,165,000 | 4,548 |
| Issued or guaranteed by U.S. | $1,165,000 | 4,542 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $495,000 | 3,141 |
| CMOs issued by government agencies or sponsored agencies | $495,000 | 3,026 |
| 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) | $13,473,000 | 4,685 |
| Total debt securities | $9,558,000 | 5,461 |
| Structured notes | ||
| Amortized cost | $1,496,000 | 1,446 |
| Fair value | $1,422,000 | 1,432 |
| 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 | $14,274,000 | 5,052 |
| U.S. Government securities | $6,645,000 | 5,197 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,645,000 | 5,105 |
| Securities issued by states & political subdivisions | $2,927,000 | 4,297 |
| Other domestic debt securities | $771,000 | 2,088 |
| 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 | $771,000 | 1,644 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $3,931,000 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,233,000 | 3,767 |
| Mortgage-backed securities | $2,309,000 | 4,586 |
| Certificates of participation in pools of residential mortgages | $1,803,000 | 4,361 |
| Issued or guaranteed by U.S. | $1,803,000 | 4,354 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $506,000 | 3,175 |
| CMOs issued by government agencies or sponsored agencies | $506,000 | 3,055 |
| 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) | $14,274,000 | 4,657 |
| Total debt securities | $10,343,000 | 5,421 |
| Structured notes | ||
| Amortized cost | $1,495,000 | 1,433 |
| Fair value | $1,424,000 | 1,431 |
| 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 | $16,314,000 | 4,858 |
| U.S. Government securities | $6,992,000 | 5,140 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $6,992,000 | 5,030 |
| Securities issued by states & political subdivisions | $3,811,000 | 4,055 |
| Other domestic debt securities | $1,568,000 | 1,729 |
| 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 | $1,568,000 | 1,322 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $3,943,000 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,936,000 | 4,055 |
| Mortgage-backed securities | $2,440,000 | 4,565 |
| Certificates of participation in pools of residential mortgages | $1,916,000 | 4,291 |
| Issued or guaranteed by U.S. | $1,916,000 | 4,286 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $524,000 | 3,180 |
| CMOs issued by government agencies or sponsored agencies | $524,000 | 3,057 |
| 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) | $16,314,000 | 4,476 |
| Total debt securities | $12,370,000 | 5,222 |
| Structured notes | ||
| Amortized cost | $2,295,000 | 1,115 |
| Fair value | $2,262,000 | 1,114 |
| 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 | $17,011,000 | 4,793 |
| U.S. Government securities | $6,692,000 | 5,231 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $6,692,000 | 5,119 |
| Securities issued by states & political subdivisions | $3,740,000 | 4,060 |
| Other domestic debt securities | $1,579,000 | 1,737 |
| 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 | $1,579,000 | 1,311 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $5,000,000 | 271 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,359,000 | 3,793 |
| Mortgage-backed securities | $2,531,000 | 4,591 |
| Certificates of participation in pools of residential mortgages | $1,987,000 | 4,295 |
| Issued or guaranteed by U.S. | $1,987,000 | 4,292 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $544,000 | 3,211 |
| CMOs issued by government agencies or sponsored agencies | $544,000 | 3,071 |
| 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) | $17,011,000 | 4,423 |
| Total debt securities | $12,011,000 | 5,302 |
| Structured notes | ||
| Amortized cost | $2,294,000 | 1,142 |
| Fair value | $2,299,000 | 1,142 |
| 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 | $12,736,000 | 5,231 |
| U.S. Government securities | $6,889,000 | 5,199 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $6,889,000 | 5,094 |
| Securities issued by states & political subdivisions | $3,755,000 | 4,061 |
| Other domestic debt securities | $2,092,000 | 1,545 |
| 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 | $2,092,000 | 1,145 |
| 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 | $7,412,000 | 3,747 |
| Mortgage-backed securities | $2,713,000 | 4,578 |
| Certificates of participation in pools of residential mortgages | $2,145,000 | 4,270 |
| Issued or guaranteed by U.S. | $2,145,000 | 4,269 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $568,000 | 3,242 |
| CMOs issued by government agencies or sponsored agencies | $568,000 | 3,105 |
| 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) | $12,736,000 | 4,850 |
| Total debt securities | $12,736,000 | 5,203 |
| Structured notes | ||
| Amortized cost | $2,293,000 | 1,180 |
| Fair value | $2,306,000 | 1,176 |
| 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 | $14,633,000 | 5,085 |
| U.S. Government securities | $7,371,000 | 5,209 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $7,371,000 | 5,116 |
| Securities issued by states & political subdivisions | $4,701,000 | 3,804 |
| Other domestic debt securities | $2,561,000 | 1,447 |
| 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 | $2,561,000 | 1,071 |
| 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 | $7,603,000 | 3,762 |
| Mortgage-backed securities | $3,148,000 | 4,589 |
| Certificates of participation in pools of residential mortgages | $2,570,000 | 4,281 |
| Issued or guaranteed by U.S. | $2,570,000 | 4,280 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $578,000 | 3,326 |
| CMOs issued by government agencies or sponsored agencies | $578,000 | 3,176 |
| 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) | $14,633,000 | 4,705 |
| Total debt securities | $14,633,000 | 5,056 |
| Structured notes | ||
| Amortized cost | $2,792,000 | 1,139 |
| Fair value | $2,778,000 | 1,141 |
| 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 | $15,400,000 | 5,019 |
| U.S. Government securities | $7,986,000 | 5,212 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $7,986,000 | 5,113 |
| Securities issued by states & political subdivisions | $4,172,000 | 3,883 |
| Other domestic debt securities | $2,717,000 | 1,425 |
| 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 | $2,717,000 | 1,052 |
| Foreign debt securities | $525,000 | 205 |
| 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 | $8,134,000 | 3,705 |
| Mortgage-backed securities | $3,553,000 | 4,554 |
| Certificates of participation in pools of residential mortgages | $2,959,000 | 4,213 |
| Issued or guaranteed by U.S. | $2,959,000 | 4,211 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $594,000 | 3,339 |
| CMOs issued by government agencies or sponsored agencies | $594,000 | 3,178 |
| 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) | $15,400,000 | 4,648 |
| Total debt securities | $15,400,000 | 4,989 |
| Structured notes | ||
| Amortized cost | $2,791,000 | 1,304 |
| Fair value | $2,726,000 | 1,320 |
| 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 | $14,157,000 | 5,228 |
| U.S. Government securities | $7,699,000 | 5,382 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $7,699,000 | 5,277 |
| Securities issued by states & political subdivisions | $3,189,000 | 4,096 |
| Other domestic debt securities | $3,269,000 | 1,277 |
| 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 | $3,269,000 | 925 |
| 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 | $10,144,000 | 3,342 |
| Mortgage-backed securities | $4,978,000 | 4,281 |
| Certificates of participation in pools of residential mortgages | $4,847,000 | 3,736 |
| Issued or guaranteed by U.S. | $4,847,000 | 3,732 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $131,000 | 3,675 |
| CMOs issued by government agencies or sponsored agencies | $131,000 | 3,497 |
| 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) | $14,157,000 | 4,821 |
| Total debt securities | $14,157,000 | 5,201 |
| Structured notes | ||
| Amortized cost | $2,544,000 | 1,507 |
| Fair value | $2,501,000 | 1,538 |
| 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 | $15,296,000 | 5,057 |
| U.S. Government securities | $8,728,000 | 5,150 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $8,728,000 | 5,060 |
| Securities issued by states & political subdivisions | $3,431,000 | 4,011 |
| Other domestic debt securities | $3,137,000 | 1,303 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $3,137,000 | 886 |
| 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 | $10,299,000 | 3,186 |
| Mortgage-backed securities | $5,163,000 | 4,193 |
| Certificates of participation in pools of residential mortgages | $5,020,000 | 3,597 |
| Issued or guaranteed by U.S. | $5,020,000 | 3,593 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $143,000 | 3,619 |
| CMOs issued by government agencies or sponsored agencies | $143,000 | 3,349 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $15,296,000 | 4,632 |
| Total debt securities | $15,296,000 | 5,032 |
| Structured notes | ||
| Amortized cost | $4,841,000 | 1,051 |
| Fair value | $4,775,000 | 1,050 |
| 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 | $17,009,000 | 4,830 |
| U.S. Government securities | $10,293,000 | 4,853 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $10,293,000 | 4,755 |
| Securities issued by states & political subdivisions | $3,473,000 | 3,937 |
| Other domestic debt securities | $3,243,000 | 1,300 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $3,243,000 | 853 |
| 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 | $9,144,000 | 3,329 |
| Mortgage-backed securities | $5,450,000 | 4,107 |
| Certificates of participation in pools of residential mortgages | $5,295,000 | 3,493 |
| Issued or guaranteed by U.S. | $5,295,000 | 3,488 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $155,000 | 3,618 |
| CMOs issued by government agencies or sponsored agencies | $155,000 | 3,345 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $17,009,000 | 4,431 |
| Total debt securities | $17,009,000 | 4,800 |
| Structured notes | ||
| Amortized cost | $5,595,000 | 944 |
| Fair value | $5,621,000 | 941 |
| 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 | $17,460,000 | 4,838 |
| U.S. Government securities | $11,020,000 | 4,864 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $11,020,000 | 4,758 |
| Securities issued by states & political subdivisions | $3,631,000 | 3,857 |
| Other domestic debt securities | $2,809,000 | 1,331 |
| 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 | $2,809,000 | 863 |
| 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 | $8,890,000 | 3,400 |
| Mortgage-backed securities | $5,237,000 | 4,105 |
| Certificates of participation in pools of residential mortgages | $5,075,000 | 3,515 |
| Issued or guaranteed by U.S. | $5,075,000 | 3,503 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $162,000 | 3,612 |
| CMOs issued by government agencies or sponsored agencies | $162,000 | 3,327 |
| 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) | $17,460,000 | 4,430 |
| Total debt securities | $17,460,000 | 4,800 |
| Structured notes | ||
| Amortized cost | $5,591,000 | 1,085 |
| Fair value | $5,588,000 | 1,090 |
| 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 | $16,585,000 | 4,938 |
| U.S. Government securities | $11,107,000 | 4,833 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $11,107,000 | 4,708 |
| Securities issued by states & political subdivisions | $2,966,000 | 4,044 |
| Other domestic debt securities | $2,512,000 | 1,426 |
| 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 | $2,512,000 | 932 |
| 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 | $8,281,000 | 3,528 |
| Mortgage-backed securities | $4,511,000 | 4,171 |
| Certificates of participation in pools of residential mortgages | $4,338,000 | 3,614 |
| Issued or guaranteed by U.S. | $4,338,000 | 3,606 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $173,000 | 3,564 |
| CMOs issued by government agencies or sponsored agencies | $173,000 | 3,274 |
| 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) | $16,585,000 | 4,527 |
| Total debt securities | $16,585,000 | 4,905 |
| Structured notes | ||
| Amortized cost | $6,090,000 | 1,061 |
| Fair value | $5,943,000 | 1,092 |
| 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 | $15,563,000 | 4,958 |
| U.S. Government securities | $10,054,000 | 4,848 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $10,054,000 | 4,728 |
| Securities issued by states & political subdivisions | $3,014,000 | 4,029 |
| Other domestic debt securities | $2,495,000 | 1,534 |
| 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 | $2,495,000 | 934 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,277,000 | 3,485 |
| Mortgage-backed securities | $4,504,000 | 4,110 |
| Certificates of participation in pools of residential mortgages | $4,316,000 | 3,526 |
| Issued or guaranteed by U.S. | $4,316,000 | 3,517 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $188,000 | 3,536 |
| CMOs issued by government agencies or sponsored agencies | $188,000 | 3,231 |
| 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) | $15,563,000 | 4,531 |
| Total debt securities | $15,563,000 | 4,922 |
| Structured notes | ||
| Amortized cost | $5,044,000 | 1,103 |
| Fair value | $4,908,000 | 1,148 |
| 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 | $13,812,000 | 5,129 |
| U.S. Government securities | $9,007,000 | 5,034 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $9,007,000 | 4,922 |
| Securities issued by states & political subdivisions | $3,254,000 | 3,876 |
| Other domestic debt securities | $1,551,000 | 1,876 |
| 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 | $1,551,000 | 1,153 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,188,000 | 3,527 |
| Mortgage-backed securities | $4,331,000 | 4,171 |
| Certificates of participation in pools of residential mortgages | $4,132,000 | 3,544 |
| Issued or guaranteed by U.S. | $4,132,000 | 3,536 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $199,000 | 3,515 |
| CMOs issued by government agencies or sponsored agencies | $199,000 | 3,195 |
| 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) | $13,812,000 | 4,692 |
| Total debt securities | $13,812,000 | 5,092 |
| Structured notes | ||
| Amortized cost | $3,295,000 | 1,478 |
| Fair value | $3,229,000 | 1,501 |
| 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 | $12,991,000 | 5,259 |
| U.S. Government securities | $9,468,000 | 5,031 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $9,468,000 | 4,916 |
| Securities issued by states & political subdivisions | $2,796,000 | 3,977 |
| Other domestic debt securities | $727,000 | 2,369 |
| 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 | $727,000 | 1,510 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,979,000 | 3,619 |
| Mortgage-backed securities | $4,308,000 | 4,178 |
| Certificates of participation in pools of residential mortgages | $4,308,000 | 3,522 |
| Issued or guaranteed by U.S. | $4,308,000 | 3,514 |
| 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) | $12,991,000 | 4,821 |
| Total debt securities | $12,991,000 | 5,221 |
| Structured notes | ||
| Amortized cost | $3,499,000 | 1,519 |
| Fair value | $3,513,000 | 1,522 |
| 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 | $11,281,000 | 5,574 |
| U.S. Government securities | $8,013,000 | 5,426 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $8,013,000 | 5,311 |
| Securities issued by states & political subdivisions | $2,796,000 | 3,963 |
| Other domestic debt securities | $472,000 | 2,667 |
| 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 | $472,000 | 1,741 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,367,000 | 3,623 |
| Mortgage-backed securities | $5,024,000 | 4,097 |
| Certificates of participation in pools of residential mortgages | $5,024,000 | 3,447 |
| Issued or guaranteed by U.S. | $5,024,000 | 3,439 |
| 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) | $11,281,000 | 5,113 |
| Total debt securities | $11,280,000 | 5,533 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,024 |
| Fair value | $1,474,000 | 2,116 |
| 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 | $11,799,000 | 5,474 |
| U.S. Government securities | $8,887,000 | 5,186 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $8,887,000 | 5,088 |
| Securities issued by states & political subdivisions | $2,416,000 | 4,132 |
| Other domestic debt securities | $496,000 | 2,699 |
| 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 | $496,000 | 1,756 |
| 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 | $7,651,000 | 3,774 |
| Mortgage-backed securities | $5,433,000 | 4,057 |
| Certificates of participation in pools of residential mortgages | $5,433,000 | 3,416 |
| Issued or guaranteed by U.S. | $5,433,000 | 3,408 |
| 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) | $11,799,000 | 5,014 |
| Total debt securities | $11,776,000 | 5,435 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,760 |
| Fair value | $1,492,000 | 1,800 |
| 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 | $10,035,000 | 5,828 |
| U.S. Government securities | $7,089,000 | 5,614 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $7,089,000 | 5,523 |
| Securities issued by states & political subdivisions | $2,447,000 | 4,151 |
| Other domestic debt securities | $499,000 | 2,797 |
| 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 | $499,000 | 1,839 |
| 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 | $8,701,000 | 3,589 |
| Mortgage-backed securities | $5,082,000 | 4,225 |
| Certificates of participation in pools of residential mortgages | $5,082,000 | 3,622 |
| Issued or guaranteed by U.S. | $5,082,000 | 3,612 |
| 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) | $10,035,000 | 5,342 |
| Total debt securities | $9,996,000 | 5,793 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $10,255,000 | 5,768 |
| U.S. Government securities | $7,402,000 | 5,525 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $7,402,000 | 5,439 |
| Securities issued by states & political subdivisions | $2,366,000 | 4,172 |
| Other domestic debt securities | $487,000 | 2,855 |
| 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 | $487,000 | 1,893 |
| 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 | $8,434,000 | 3,644 |
| Mortgage-backed securities | $5,475,000 | 4,174 |
| Certificates of participation in pools of residential mortgages | $5,475,000 | 3,568 |
| Issued or guaranteed by U.S. | $5,475,000 | 3,556 |
| 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) | $10,255,000 | 5,274 |
| Total debt securities | $10,206,000 | 5,735 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $11,465,000 | 5,626 |
| U.S. Government securities | $8,712,000 | 5,354 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $8,712,000 | 5,275 |
| Securities issued by states & political subdivisions | $2,335,000 | 4,103 |
| Other domestic debt securities | $418,000 | 2,848 |
| 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 | $418,000 | 2,054 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,422,000 | 3,514 |
| Mortgage-backed securities | $5,158,000 | 4,320 |
| Certificates of participation in pools of residential mortgages | $5,158,000 | 3,715 |
| Issued or guaranteed by U.S. | $5,158,000 | 3,703 |
| 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) | $11,465,000 | 5,132 |
| Total debt securities | $11,414,000 | 5,591 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,280 |
| Fair value | $502,000 | 1,298 |
| 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 | $11,591,000 | 5,648 |
| U.S. Government securities | $9,455,000 | 5,274 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $9,455,000 | 5,191 |
| Securities issued by states & political subdivisions | $1,641,000 | 4,405 |
| Other domestic debt securities | $495,000 | 2,709 |
| 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 | $495,000 | 1,920 |
| 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 | $9,548,000 | 3,533 |
| Mortgage-backed securities | $5,440,000 | 4,193 |
| Certificates of participation in pools of residential mortgages | $5,440,000 | 3,606 |
| Issued or guaranteed by U.S. | $5,440,000 | 3,592 |
| 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) | $11,591,000 | 5,136 |
| Total debt securities | $11,533,000 | 5,618 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,335 |
| Fair value | $502,000 | 1,368 |
| 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 | $11,720,000 | 5,587 |
| U.S. Government securities | $9,730,000 | 5,151 |
| U.S. Treasury securities | $251,000 | 900 |
| U.S. Government agency obligations | $9,479,000 | 5,127 |
| Securities issued by states & political subdivisions | $1,454,000 | 4,498 |
| Other domestic debt securities | $536,000 | 2,588 |
| 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 | $536,000 | 1,808 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,879,000 | 3,620 |
| Mortgage-backed securities | $5,654,000 | 4,040 |
| Certificates of participation in pools of residential mortgages | $5,654,000 | 3,462 |
| Issued or guaranteed by U.S. | $5,654,000 | 3,447 |
| 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) | $11,720,000 | 5,063 |
| Total debt securities | $11,720,000 | 5,546 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,321 |
| Fair value | $502,000 | 1,336 |
| 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 | $12,060,000 | 5,573 |
| U.S. Government securities | $10,218,000 | 5,075 |
| U.S. Treasury securities | $253,000 | 889 |
| U.S. Government agency obligations | $9,965,000 | 5,059 |
| Securities issued by states & political subdivisions | $1,235,000 | 4,673 |
| Other domestic debt securities | $607,000 | 2,523 |
| 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 | $607,000 | 1,793 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,784,000 | 3,810 |
| Mortgage-backed securities | $5,359,000 | 4,125 |
| Certificates of participation in pools of residential mortgages | $5,359,000 | 3,546 |
| Issued or guaranteed by U.S. | $5,359,000 | 3,529 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| 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) | $12,060,000 | 5,072 |
| Total debt securities | $12,060,000 | 5,514 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,369 |
| Fair value | $501,000 | 1,402 |
| 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 | $10,226,000 | 5,890 |
| U.S. Government securities | $8,630,000 | 5,426 |
| U.S. Treasury securities | $506,000 | 809 |
| U.S. Government agency obligations | $8,124,000 | 5,466 |
| Securities issued by states & political subdivisions | $958,000 | 4,909 |
| Other domestic debt securities | $638,000 | 2,449 |
| 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 | $638,000 | 1,748 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,609,000 | 4,042 |
| Mortgage-backed securities | $3,376,000 | 4,580 |
| Certificates of participation in pools of residential mortgages | $3,376,000 | 4,053 |
| Issued or guaranteed by U.S. | $3,376,000 | 4,039 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| 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) | $10,226,000 | 5,360 |
| Total debt securities | $10,226,000 | 5,823 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,489 |
| Fair value | $502,000 | 1,531 |
| 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 | $10,817,000 | 5,876 |
| U.S. Government securities | $9,937,000 | 5,267 |
| U.S. Treasury securities | $502,000 | 903 |
| U.S. Government agency obligations | $9,435,000 | 5,272 |
| Securities issued by states & political subdivisions | $723,000 | 5,102 |
| Other domestic debt securities | $157,000 | 2,783 |
| 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 | $157,000 | 2,082 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,469,000 | 3,673 |
| Mortgage-backed securities | $2,724,000 | 4,590 |
| Certificates of participation in pools of residential mortgages | $2,724,000 | 4,031 |
| Issued or guaranteed by U.S. | $2,724,000 | 4,015 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| 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) | $10,817,000 | 5,305 |
| Total debt securities | $10,816,000 | 5,810 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $10,990,000 | 5,898 |
| U.S. Government securities | $10,044,000 | 5,342 |
| U.S. Treasury securities | $499,000 | 981 |
| U.S. Government agency obligations | $9,545,000 | 5,330 |
| Securities issued by states & political subdivisions | $781,000 | 5,083 |
| Other domestic debt securities | $165,000 | 2,740 |
| 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 | $165,000 | 2,061 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,436,000 | 3,705 |
| Mortgage-backed securities | $2,906,000 | 4,399 |
| Certificates of participation in pools of residential mortgages | $2,906,000 | 3,804 |
| Issued or guaranteed by U.S. | $2,906,000 | 3,788 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| 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) | $10,990,000 | 5,305 |
| Total debt securities | $10,991,000 | 5,839 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $11,120,000 | 5,891 |
| U.S. Government securities | $10,160,000 | 5,355 |
| U.S. Treasury securities | $494,000 | 1,115 |
| U.S. Government agency obligations | $9,666,000 | 5,370 |
| Securities issued by states & political subdivisions | $786,000 | 5,106 |
| Other domestic debt securities | $174,000 | 2,683 |
| 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 | $174,000 | 2,020 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,753,000 | 3,827 |
| Mortgage-backed securities | $3,108,000 | 4,281 |
| Certificates of participation in pools of residential mortgages | $3,108,000 | 3,676 |
| Issued or guaranteed by U.S. | $3,108,000 | 3,663 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| 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) | $11,120,000 | 5,287 |
| Total debt securities | $11,121,000 | 5,835 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $12,213,000 | 5,703 |
| U.S. Government securities | $11,243,000 | 5,152 |
| U.S. Treasury securities | $494,000 | 1,195 |
| U.S. Government agency obligations | $10,749,000 | 5,137 |
| Securities issued by states & political subdivisions | $791,000 | 5,142 |
| Other domestic debt securities | $179,000 | 2,702 |
| 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 | $179,000 | 2,062 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,784,000 | 3,648 |
| Mortgage-backed securities | $3,885,000 | 3,966 |
| Certificates of participation in pools of residential mortgages | $3,885,000 | 3,358 |
| Issued or guaranteed by U.S. | $3,885,000 | 3,340 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $12,213,000 | 5,095 |
| Total debt securities | $12,213,000 | 5,650 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $12,556,000 | 5,681 |
| U.S. Government securities | $11,581,000 | 5,140 |
| U.S. Treasury securities | $493,000 | 1,242 |
| U.S. Government agency obligations | $11,088,000 | 5,120 |
| Securities issued by states & political subdivisions | $790,000 | 5,171 |
| Other domestic debt securities | $185,000 | 2,734 |
| 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 | $185,000 | 2,119 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,062,000 | 3,578 |
| Mortgage-backed securities | $4,234,000 | 3,856 |
| Certificates of participation in pools of residential mortgages | $4,234,000 | 3,242 |
| Issued or guaranteed by U.S. | $4,234,000 | 3,228 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $12,556,000 | 5,072 |
| Total debt securities | $12,557,000 | 5,638 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $13,780,000 | 5,510 |
| U.S. Government securities | $12,634,000 | 4,983 |
| U.S. Treasury securities | $492,000 | 1,318 |
| U.S. Government agency obligations | $12,142,000 | 4,955 |
| Securities issued by states & political subdivisions | $955,000 | 5,060 |
| Other domestic debt securities | $191,000 | 2,768 |
| 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 | $191,000 | 2,155 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,831,000 | 3,638 |
| Mortgage-backed securities | $4,568,000 | 3,755 |
| Certificates of participation in pools of residential mortgages | $4,568,000 | 3,144 |
| Issued or guaranteed by U.S. | $4,568,000 | 3,129 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $13,780,000 | 4,869 |
| Total debt securities | $13,781,000 | 5,462 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $14,089,000 | 5,463 |
| U.S. Government securities | $12,917,000 | 4,918 |
| U.S. Treasury securities | $733,000 | 1,227 |
| U.S. Government agency obligations | $12,184,000 | 4,946 |
| Securities issued by states & political subdivisions | $956,000 | 5,084 |
| Other domestic debt securities | $216,000 | 2,766 |
| 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 | $216,000 | 2,164 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,473,000 | 3,703 |
| Mortgage-backed securities | $4,992,000 | 3,610 |
| Certificates of participation in pools of residential mortgages | $4,992,000 | 3,023 |
| Issued or guaranteed by U.S. | $4,992,000 | 3,011 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $14,089,000 | 4,809 |
| Total debt securities | $14,089,000 | 5,413 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $13,917,000 | 5,551 |
| U.S. Government securities | $12,734,000 | 4,991 |
| U.S. Treasury securities | $489,000 | 1,443 |
| U.S. Government agency obligations | $12,245,000 | 4,938 |
| Securities issued by states & political subdivisions | $960,000 | 5,102 |
| Other domestic debt securities | $223,000 | 2,839 |
| 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 | $223,000 | 2,273 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,624,000 | 3,675 |
| Mortgage-backed securities | $5,465,000 | 3,534 |
| Certificates of participation in pools of residential mortgages | $5,465,000 | 2,952 |
| Issued or guaranteed by U.S. | $5,465,000 | 2,937 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $13,917,000 | 4,882 |
| Total debt securities | $13,917,000 | 5,502 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $13,347,000 | 5,669 |
| U.S. Government securities | $12,757,000 | 4,978 |
| U.S. Treasury securities | $492,000 | 1,453 |
| U.S. Government agency obligations | $12,265,000 | 4,906 |
| Securities issued by states & political subdivisions | $590,000 | 5,474 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,727,000 | 3,637 |
| Mortgage-backed securities | $5,465,000 | 3,572 |
| Certificates of participation in pools of residential mortgages | $5,465,000 | 2,985 |
| Issued or guaranteed by U.S. | $5,465,000 | 2,973 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $13,347,000 | 4,987 |
| Total debt securities | $13,348,000 | 5,613 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $13,443,000 | 5,628 |
| U.S. Government securities | $12,905,000 | 4,920 |
| U.S. Treasury securities | $498,000 | 1,409 |
| U.S. Government agency obligations | $12,407,000 | 4,877 |
| Securities issued by states & political subdivisions | $538,000 | 5,555 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,856,000 | 3,597 |
| Mortgage-backed securities | $5,507,000 | 3,584 |
| Certificates of participation in pools of residential mortgages | $5,507,000 | 3,001 |
| Issued or guaranteed by U.S. | $5,507,000 | 2,988 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $13,443,000 | 4,952 |
| Total debt securities | $13,443,000 | 5,571 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $15,031,000 | 5,416 |
| U.S. Government securities | $14,542,000 | 4,651 |
| U.S. Treasury securities | $502,000 | 1,432 |
| U.S. Government agency obligations | $14,040,000 | 4,593 |
| Securities issued by states & political subdivisions | $489,000 | 5,637 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,246,000 | 3,508 |
| Mortgage-backed securities | $6,115,000 | 3,527 |
| Certificates of participation in pools of residential mortgages | $6,115,000 | 2,937 |
| Issued or guaranteed by U.S. | $6,115,000 | 2,924 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $15,031,000 | 4,728 |
| Total debt securities | $15,031,000 | 5,349 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $14,524,000 | 5,560 |
| U.S. Government securities | $14,035,000 | 4,800 |
| U.S. Treasury securities | $495,000 | 1,609 |
| U.S. Government agency obligations | $13,540,000 | 4,748 |
| Securities issued by states & political subdivisions | $489,000 | 5,653 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,353,000 | 3,502 |
| Mortgage-backed securities | $5,791,000 | 3,687 |
| Certificates of participation in pools of residential mortgages | $5,791,000 | 3,094 |
| Issued or guaranteed by U.S. | $5,791,000 | 3,084 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $14,524,000 | 4,875 |
| Total debt securities | $14,522,000 | 5,492 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $13,290,000 | 5,819 |
| U.S. Government securities | $12,901,000 | 5,041 |
| U.S. Treasury securities | $507,000 | 1,564 |
| U.S. Government agency obligations | $12,394,000 | 4,983 |
| Securities issued by states & political subdivisions | $389,000 | 5,829 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,762,000 | 3,402 |
| Mortgage-backed securities | $5,709,000 | 3,735 |
| Certificates of participation in pools of residential mortgages | $5,709,000 | 3,111 |
| Issued or guaranteed by U.S. | $5,709,000 | 3,102 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $13,290,000 | 5,097 |
| Total debt securities | $13,290,000 | 5,748 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $13,835,000 | 5,741 |
| U.S. Government securities | $13,385,000 | 4,949 |
| U.S. Treasury securities | $514,000 | 1,545 |
| U.S. Government agency obligations | $12,871,000 | 4,903 |
| Securities issued by states & political subdivisions | $450,000 | 5,781 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,089,000 | 3,289 |
| Mortgage-backed securities | $6,154,000 | 3,671 |
| Certificates of participation in pools of residential mortgages | $6,154,000 | 3,049 |
| Issued or guaranteed by U.S. | $6,154,000 | 3,042 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $13,835,000 | 5,018 |
| Total debt securities | $13,837,000 | 5,670 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,608 |
| Fair value | $500,000 | 2,486 |
| 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 | $13,714,000 | 5,816 |
| U.S. Government securities | $13,262,000 | 5,040 |
| U.S. Treasury securities | $501,000 | 1,679 |
| U.S. Government agency obligations | $12,761,000 | 4,985 |
| Securities issued by states & political subdivisions | $452,000 | 5,823 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,507,000 | 3,614 |
| Mortgage-backed securities | $4,441,000 | 4,200 |
| Certificates of participation in pools of residential mortgages | $4,441,000 | 3,574 |
| Issued or guaranteed by U.S. | $4,441,000 | 3,564 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $13,714,000 | 5,109 |
| Total debt securities | $13,715,000 | 5,737 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,568 |
| Fair value | $491,000 | 2,498 |
| 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 | $13,362,000 | 5,867 |
| U.S. Government securities | $12,903,000 | 5,038 |
| U.S. Treasury securities | $526,000 | 1,614 |
| U.S. Government agency obligations | $12,377,000 | 5,015 |
| Securities issued by states & political subdivisions | $459,000 | 5,821 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,275,000 | 3,397 |
| Mortgage-backed securities | $5,076,000 | 4,046 |
| Certificates of participation in pools of residential mortgages | $5,076,000 | 3,413 |
| Issued or guaranteed by U.S. | $5,076,000 | 3,404 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $13,362,000 | 5,150 |
| Total debt securities | $13,361,000 | 5,782 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,341 |
| Fair value | $501,000 | 2,265 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $13,298,000 | 5,934 |
| U.S. Government securities | $12,842,000 | 5,118 |
| U.S. Treasury securities | $515,000 | 1,746 |
| U.S. Government agency obligations | $12,327,000 | 5,081 |
| Securities issued by states & political subdivisions | $456,000 | 5,875 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,551,000 | 3,467 |
| Mortgage-backed securities | $5,352,000 | 3,949 |
| Certificates of participation in pools of residential mortgages | $5,352,000 | 3,325 |
| Issued or guaranteed by U.S. | $5,352,000 | 3,313 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $13,298,000 | 5,177 |
| Total debt securities | $13,298,000 | 5,843 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,208 |
| Fair value | $492,000 | 2,205 |
| 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 | $10,495,000 | 6,440 |
| U.S. Government securities | $9,987,000 | 5,626 |
| U.S. Treasury securities | $514,000 | 1,804 |
| U.S. Government agency obligations | $9,473,000 | 5,578 |
| Securities issued by states & political subdivisions | $508,000 | 5,831 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,034,000 | 4,413 |
| Mortgage-backed securities | $3,180,000 | 4,659 |
| Certificates of participation in pools of residential mortgages | $3,180,000 | 4,022 |
| Issued or guaranteed by U.S. | $3,180,000 | 4,008 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $10,495,000 | 5,708 |
| Total debt securities | $10,495,000 | 6,348 |
| Structured notes | ||
| Amortized cost | $498,000 | 1,956 |
| Fair value | $500,000 | 1,866 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $10,054,000 | 6,483 |
| U.S. Government securities | $9,437,000 | 5,695 |
| U.S. Treasury securities | $279,000 | 2,061 |
| U.S. Government agency obligations | $9,158,000 | 5,581 |
| Securities issued by states & political subdivisions | $617,000 | 5,658 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,681,000 | 4,139 |
| Mortgage-backed securities | $3,301,000 | 4,694 |
| Certificates of participation in pools of residential mortgages | $3,301,000 | 4,020 |
| Issued or guaranteed by U.S. | $3,301,000 | 4,007 |
| 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) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $10,054,000 | 5,721 |
| Total debt securities | $10,054,000 | 6,386 |
| Structured notes | ||
| Amortized cost | $498,000 | 1,760 |
| Fair value | $503,000 | 1,657 |
| 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 | $10,218,000 | 6,452 |
| U.S. Government securities | $9,821,000 | 5,621 |
| U.S. Treasury securities | $272,000 | 2,115 |
| U.S. Government agency obligations | $9,549,000 | 5,511 |
| Securities issued by states & political subdivisions | $397,000 | 5,974 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,789,000 | 4,148 |
| Mortgage-backed securities | $3,718,000 | 4,605 |
| Certificates of participation in pools of residential mortgages | $3,718,000 | 3,873 |
| Issued or guaranteed by U.S. | $3,718,000 | 3,860 |
| 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) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $10,218,000 | 5,676 |
| Total debt securities | $10,218,000 | 6,357 |
| Structured notes | ||
| Amortized cost | $498,000 | 1,497 |
| Fair value | $498,000 | 1,498 |
| 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 | $9,474,000 | 6,634 |
| U.S. Government securities | $9,078,000 | 5,839 |
| U.S. Treasury securities | $772,000 | 1,790 |
| U.S. Government agency obligations | $8,306,000 | 5,873 |
| Securities issued by states & political subdivisions | $396,000 | 5,991 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,280,000 | 3,960 |
| Mortgage-backed securities | $2,999,000 | 4,875 |
| Certificates of participation in pools of residential mortgages | $2,999,000 | 4,170 |
| Issued or guaranteed by U.S. | $2,999,000 | 4,156 |
| 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) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $9,474,000 | 5,840 |
| Total debt securities | $9,474,000 | 6,538 |
| 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 | $4,149,000 | 8,201 |
| U.S. Government securities | $2,722,000 | 8,185 |
| U.S. Treasury securities | $1,229,000 | 1,735 |
| U.S. Government agency obligations | $1,493,000 | 8,514 |
| Securities issued by states & political subdivisions | $1,427,000 | 4,802 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,988,000 | 5,383 |
| 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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $4,149,000 | 7,245 |
| Total debt securities | $4,149,000 | 8,096 |
| 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 | $4,981,000 | 8,366 |
| U.S. Government securities | $3,807,000 | 8,281 |
| U.S. Treasury securities | $1,622,000 | 2,144 |
| U.S. Government agency obligations | $2,185,000 | 8,619 |
| Securities issued by states & political subdivisions | $985,000 | 5,383 |
| 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 | $189,000 | 5,902 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,692,000 | 5,276 |
| 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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $4,981,000 | 7,246 |
| Total debt securities | $4,792,000 | 8,310 |
| 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 | $6,136,000 | 8,291 |
| U.S. Government securities | $4,812,000 | 8,133 |
| U.S. Treasury securities | $1,406,000 | 3,255 |
| U.S. Government agency obligations | $3,406,000 | 8,283 |
| Securities issued by states & political subdivisions | $1,163,000 | 5,398 |
| 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 | $161,000 | 6,082 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,566,000 | 5,342 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $6,136,000 | 7,057 |
| Total debt securities | $5,975,000 | 8,237 |
| 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 | $6,214,000 | 8,325 |
| U.S. Government securities | $5,264,000 | 7,913 |
| U.S. Treasury securities | $2,055,000 | 3,763 |
| U.S. Government agency obligations | $3,209,000 | 8,099 |
| Securities issued by states & political subdivisions | $795,000 | 6,077 |
| 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 | $155,000 | 5,866 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,523,000 | 5,064 |
| 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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $6,214,000 | 6,928 |
| Total debt securities | $6,059,000 | 8,247 |
| 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 | $5,580,000 | 8,981 |
| U.S. Government securities | $4,138,000 | 8,999 |
| U.S. Treasury securities | $2,643,000 | 4,547 |
| U.S. Government agency obligations | $1,495,000 | 9,394 |
| Securities issued by states & political subdivisions | $1,294,000 | 5,386 |
| 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 | $148,000 | 5,901 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,803,000 | 5,144 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $5,580,000 | 7,234 |
| Total debt securities | $5,432,000 | 8,921 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $7,806,000 | 8,683 |
| U.S. Government securities | $5,444,000 | 8,930 |
| U.S. Treasury securities | $3,458,000 | 4,746 |
| U.S. Government agency obligations | $1,986,000 | 9,502 |
| Securities issued by states & political subdivisions | $2,345,000 | 4,470 |
| 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 | $17,000 | 7,832 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,145,000 | 5,063 |
| 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) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $7,806,000 | 6,687 |
| Total debt securities | $7,789,000 | 8,593 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $7,025,000 | 9,379 |
| U.S. Government securities | $4,036,000 | 10,029 |
| U.S. Treasury securities | $4,036,000 | 5,173 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $2,972,000 | 4,018 |
| 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 | $17,000 | 7,917 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,650,000 | 4,365 |
| 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) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $7,025,000 | 7,138 |
| Total debt securities | $7,008,000 | 9,279 |
| 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 | $7,138,000 | 9,872 |
| U.S. Government securities | $3,702,000 | 10,858 |
| U.S. Treasury securities | $3,702,000 | 6,526 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $3,419,000 | 3,864 |
| 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 | $17,000 | 8,003 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,311,000 | 4,115 |
| 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) | $6,539,000 | 7,136 |
| Available-for-sale securities (fair market value) | $599,000 | 10,023 |
| Total debt securities | $7,121,000 | 9,787 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $8,108,000 | 9,841 |
| U.S. Government securities | $3,733,000 | 11,255 |
| U.S. Treasury securities | $3,733,000 | 6,700 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $4,358,000 | 3,342 |
| 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 | $17,000 | 7,924 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,477,000 | 3,881 |
| 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 | $8,091,000 | 9,686 |
| 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 | $8,020,000 | 10,026 |
| U.S. Government securities | $4,845,000 | 10,892 |
| U.S. Treasury securities | $4,845,000 | 5,943 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $3,158,000 | 3,927 |
| 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 | $17,000 | 7,775 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,609,000 | 5,426 |
| 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 | $8,003,000 | 9,903 |
| 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 |