Home > Great Northern Bank > Securities
Great Northern Bank, Securities
| 2013-12-31 | Rank | |
| Total securities | $7,355,000 | 5,727 |
| U.S. Government securities | $7,355,000 | 5,030 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,355,000 | 4,927 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,716,000 | 4,086 |
| Mortgage-backed securities | $7,355,000 | 3,560 |
| Certificates of participation in pools of residential mortgages | $7,355,000 | 3,039 |
| Issued or guaranteed by U.S. | $7,355,000 | 3,037 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $7,355,000 | 5,333 |
| Total debt securities | $7,355,000 | 5,703 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $7,692,000 | 5,749 |
| U.S. Government securities | $7,692,000 | 5,016 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,692,000 | 4,913 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,387,000 | 3,950 |
| Mortgage-backed securities | $7,692,000 | 3,530 |
| Certificates of participation in pools of residential mortgages | $7,692,000 | 2,992 |
| Issued or guaranteed by U.S. | $7,692,000 | 2,989 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| 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) | $7,692,000 | 5,352 |
| Total debt securities | $7,692,000 | 5,723 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $8,037,000 | 5,727 |
| U.S. Government securities | $8,037,000 | 4,953 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $8,037,000 | 4,849 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,144,000 | 4,233 |
| Mortgage-backed securities | $8,037,000 | 3,492 |
| Certificates of participation in pools of residential mortgages | $8,037,000 | 2,919 |
| Issued or guaranteed by U.S. | $8,037,000 | 2,917 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| 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) | $8,037,000 | 5,340 |
| Total debt securities | $8,037,000 | 5,690 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $8,884,000 | 5,672 |
| U.S. Government securities | $8,884,000 | 4,889 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $8,884,000 | 4,789 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,689,000 | 4,141 |
| Mortgage-backed securities | $8,884,000 | 3,416 |
| Certificates of participation in pools of residential mortgages | $8,884,000 | 2,819 |
| Issued or guaranteed by U.S. | $8,884,000 | 2,818 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| 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) | $8,884,000 | 5,297 |
| Total debt securities | $8,884,000 | 5,636 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $9,629,000 | 5,583 |
| U.S. Government securities | $9,609,000 | 4,753 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $9,609,000 | 4,660 |
| Securities issued by states & political subdivisions | $20,000 | 5,619 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,697,000 | 3,913 |
| Mortgage-backed securities | $9,609,000 | 3,351 |
| Certificates of participation in pools of residential mortgages | $9,609,000 | 2,705 |
| Issued or guaranteed by U.S. | $9,609,000 | 2,703 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| 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) | $9,629,000 | 5,203 |
| Total debt securities | $9,629,000 | 5,549 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $10,377,000 | 5,588 |
| U.S. Government securities | $10,357,000 | 4,737 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $10,357,000 | 4,635 |
| Securities issued by states & political subdivisions | $20,000 | 5,664 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,057,000 | 4,094 |
| Mortgage-backed securities | $10,357,000 | 3,395 |
| Certificates of participation in pools of residential mortgages | $10,357,000 | 2,730 |
| Issued or guaranteed by U.S. | $10,357,000 | 2,727 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| 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) | $10,377,000 | 5,203 |
| Total debt securities | $10,377,000 | 5,555 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $9,145,000 | 5,798 |
| U.S. Government securities | $9,125,000 | 5,017 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $9,125,000 | 4,928 |
| Securities issued by states & political subdivisions | $20,000 | 5,691 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,148,000 | 4,107 |
| Mortgage-backed securities | $9,125,000 | 3,598 |
| Certificates of participation in pools of residential mortgages | $9,125,000 | 2,959 |
| Issued or guaranteed by U.S. | $9,125,000 | 2,959 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| 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) | $9,145,000 | 5,415 |
| Total debt securities | $9,145,000 | 5,770 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $8,493,000 | 5,922 |
| U.S. Government securities | $8,473,000 | 5,237 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $8,473,000 | 5,133 |
| Securities issued by states & political subdivisions | $20,000 | 5,694 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,010,000 | 4,131 |
| Mortgage-backed securities | $8,473,000 | 3,705 |
| Certificates of participation in pools of residential mortgages | $8,473,000 | 3,039 |
| Issued or guaranteed by U.S. | $8,473,000 | 3,037 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| 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) | $8,493,000 | 5,517 |
| Total debt securities | $8,493,000 | 5,895 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $7,900,000 | 6,019 |
| U.S. Government securities | $7,865,000 | 5,319 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $7,865,000 | 5,228 |
| Securities issued by states & political subdivisions | $35,000 | 5,677 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,702,000 | 3,610 |
| Mortgage-backed securities | $7,865,000 | 3,716 |
| Certificates of participation in pools of residential mortgages | $7,865,000 | 3,029 |
| Issued or guaranteed by U.S. | $7,865,000 | 3,029 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| 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) | $7,900,000 | 5,587 |
| Total debt securities | $7,900,000 | 5,988 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $6,583,000 | 6,200 |
| U.S. Government securities | $6,548,000 | 5,558 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $6,548,000 | 5,443 |
| Securities issued by states & political subdivisions | $35,000 | 5,705 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,422,000 | 3,829 |
| Mortgage-backed securities | $6,548,000 | 3,897 |
| Certificates of participation in pools of residential mortgages | $6,548,000 | 3,216 |
| Issued or guaranteed by U.S. | $6,548,000 | 3,213 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| 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) | $6,583,000 | 5,757 |
| Total debt securities | $6,583,000 | 6,167 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $6,904,000 | 6,250 |
| U.S. Government securities | $6,869,000 | 5,634 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $6,869,000 | 5,518 |
| Securities issued by states & political subdivisions | $35,000 | 5,709 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,828,000 | 3,803 |
| Mortgage-backed securities | $6,869,000 | 3,807 |
| Certificates of participation in pools of residential mortgages | $6,869,000 | 3,129 |
| Issued or guaranteed by U.S. | $6,869,000 | 3,124 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $6,904,000 | 5,795 |
| Total debt securities | $6,904,000 | 6,219 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $7,057,000 | 6,241 |
| U.S. Government securities | $7,022,000 | 5,590 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $7,022,000 | 5,473 |
| Securities issued by states & political subdivisions | $35,000 | 5,735 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,538,000 | 3,854 |
| Mortgage-backed securities | $7,022,000 | 3,721 |
| Certificates of participation in pools of residential mortgages | $7,022,000 | 3,028 |
| Issued or guaranteed by U.S. | $7,022,000 | 3,022 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $7,057,000 | 5,772 |
| Total debt securities | $7,056,000 | 6,212 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $7,543,000 | 6,095 |
| U.S. Government securities | $7,443,000 | 5,364 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $7,443,000 | 5,252 |
| Securities issued by states & political subdivisions | $100,000 | 5,705 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,338,000 | 3,865 |
| Mortgage-backed securities | $7,443,000 | 3,553 |
| Certificates of participation in pools of residential mortgages | $7,443,000 | 2,846 |
| Issued or guaranteed by U.S. | $7,443,000 | 2,839 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $7,543,000 | 5,632 |
| Total debt securities | $7,543,000 | 6,061 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $8,075,000 | 5,994 |
| U.S. Government securities | $7,975,000 | 5,208 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $7,975,000 | 5,092 |
| Securities issued by states & political subdivisions | $100,000 | 5,696 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,220,000 | 4,482 |
| Mortgage-backed securities | $7,975,000 | 3,444 |
| Certificates of participation in pools of residential mortgages | $7,975,000 | 2,721 |
| Issued or guaranteed by U.S. | $7,975,000 | 2,714 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $8,075,000 | 5,530 |
| Total debt securities | $8,074,000 | 5,959 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $5,783,000 | 6,504 |
| U.S. Government securities | $5,362,000 | 5,933 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $5,362,000 | 5,822 |
| Securities issued by states & political subdivisions | $421,000 | 5,314 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,411,000 | 4,183 |
| Mortgage-backed securities | $5,362,000 | 3,937 |
| Certificates of participation in pools of residential mortgages | $5,362,000 | 3,269 |
| Issued or guaranteed by U.S. | $5,362,000 | 3,262 |
| 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) | $5,783,000 | 5,990 |
| Total debt securities | $5,783,000 | 6,461 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $6,109,000 | 6,520 |
| U.S. Government securities | $5,688,000 | 5,946 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $5,688,000 | 5,831 |
| Securities issued by states & political subdivisions | $421,000 | 5,339 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,915,000 | 4,416 |
| Mortgage-backed securities | $5,688,000 | 3,945 |
| Certificates of participation in pools of residential mortgages | $5,688,000 | 3,291 |
| Issued or guaranteed by U.S. | $5,688,000 | 3,284 |
| 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) | $6,109,000 | 5,994 |
| Total debt securities | $6,109,000 | 6,480 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $6,503,000 | 6,426 |
| U.S. Government securities | $6,082,000 | 5,833 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $6,082,000 | 5,725 |
| Securities issued by states & political subdivisions | $421,000 | 5,360 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,693,000 | 4,490 |
| Mortgage-backed securities | $6,082,000 | 3,915 |
| Certificates of participation in pools of residential mortgages | $6,082,000 | 3,270 |
| Issued or guaranteed by U.S. | $6,082,000 | 3,261 |
| 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) | $6,503,000 | 5,910 |
| Total debt securities | $6,503,000 | 6,390 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $9,423,000 | 5,929 |
| U.S. Government securities | $8,996,000 | 5,198 |
| U.S. Treasury securities | $4,000,000 | 421 |
| U.S. Government agency obligations | $4,996,000 | 6,072 |
| Securities issued by states & political subdivisions | $427,000 | 5,389 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,403,000 | 4,579 |
| Mortgage-backed securities | $4,996,000 | 4,245 |
| Certificates of participation in pools of residential mortgages | $4,996,000 | 3,642 |
| Issued or guaranteed by U.S. | $4,996,000 | 3,632 |
| 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) | $9,423,000 | 5,421 |
| Total debt securities | $9,424,000 | 5,884 |
| 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 | $8,219,000 | 6,145 |
| U.S. Government securities | $7,808,000 | 5,426 |
| U.S. Treasury securities | $3,000,000 | 460 |
| U.S. Government agency obligations | $4,808,000 | 6,123 |
| Securities issued by states & political subdivisions | $411,000 | 5,424 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,965,000 | 4,753 |
| Mortgage-backed securities | $4,808,000 | 4,336 |
| Certificates of participation in pools of residential mortgages | $4,808,000 | 3,725 |
| Issued or guaranteed by U.S. | $4,808,000 | 3,712 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $8,219,000 | 5,634 |
| Total debt securities | $8,219,000 | 6,102 |
| 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 | $5,941,000 | 6,672 |
| U.S. Government securities | $5,528,000 | 6,156 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $5,528,000 | 6,073 |
| Securities issued by states & political subdivisions | $413,000 | 5,366 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,787,000 | 4,542 |
| Mortgage-backed securities | $5,528,000 | 4,237 |
| Certificates of participation in pools of residential mortgages | $5,528,000 | 3,630 |
| Issued or guaranteed by U.S. | $5,528,000 | 3,620 |
| 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) | $5,941,000 | 6,117 |
| Total debt securities | $5,941,000 | 6,632 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $9,112,000 | 6,095 |
| U.S. Government securities | $7,928,000 | 5,612 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $7,928,000 | 5,534 |
| Securities issued by states & political subdivisions | $1,184,000 | 4,685 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,732,000 | 4,062 |
| Mortgage-backed securities | $7,928,000 | 3,686 |
| Certificates of participation in pools of residential mortgages | $7,928,000 | 3,062 |
| Issued or guaranteed by U.S. | $7,928,000 | 3,050 |
| 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) | $9,112,000 | 5,563 |
| Total debt securities | $9,112,000 | 6,048 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $9,177,000 | 6,044 |
| U.S. Government securities | $7,097,000 | 5,809 |
| U.S. Treasury securities | $2,000,000 | 499 |
| U.S. Government agency obligations | $5,097,000 | 6,266 |
| Securities issued by states & political subdivisions | $2,080,000 | 4,156 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,453,000 | 4,406 |
| Mortgage-backed securities | $5,097,000 | 4,185 |
| Certificates of participation in pools of residential mortgages | $5,097,000 | 3,627 |
| Issued or guaranteed by U.S. | $5,097,000 | 3,615 |
| 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) | $9,177,000 | 5,498 |
| Total debt securities | $9,177,000 | 5,997 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $6,243,000 | 6,691 |
| U.S. Government securities | $3,117,000 | 7,016 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $3,117,000 | 6,913 |
| Securities issued by states & political subdivisions | $3,126,000 | 3,715 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,505,000 | 4,674 |
| Mortgage-backed securities | $2,614,000 | 4,946 |
| Certificates of participation in pools of residential mortgages | $2,614,000 | 4,451 |
| Issued or guaranteed by U.S. | $2,614,000 | 4,435 |
| 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) | $6,243,000 | 6,113 |
| Total debt securities | $6,242,000 | 6,632 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $6,553,000 | 6,647 |
| U.S. Government securities | $3,370,000 | 6,968 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $3,370,000 | 6,862 |
| Securities issued by states & political subdivisions | $3,183,000 | 3,711 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,635,000 | 4,594 |
| Mortgage-backed securities | $2,864,000 | 4,767 |
| Certificates of participation in pools of residential mortgages | $2,864,000 | 4,255 |
| Issued or guaranteed by U.S. | $2,864,000 | 4,238 |
| 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) | $6,553,000 | 6,079 |
| Total debt securities | $6,553,000 | 6,576 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $6,643,000 | 6,716 |
| U.S. Government securities | $3,491,000 | 7,061 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $3,491,000 | 6,946 |
| Securities issued by states & political subdivisions | $3,152,000 | 3,727 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,714,000 | 4,599 |
| Mortgage-backed securities | $2,992,000 | 4,472 |
| Certificates of participation in pools of residential mortgages | $2,992,000 | 3,904 |
| Issued or guaranteed by U.S. | $2,992,000 | 3,888 |
| 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) | $6,643,000 | 6,094 |
| Total debt securities | $6,643,000 | 6,657 |
| 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 | $6,721,000 | 6,754 |
| U.S. Government securities | $3,611,000 | 7,070 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $3,611,000 | 6,953 |
| Securities issued by states & political subdivisions | $3,110,000 | 3,744 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,799,000 | 4,613 |
| Mortgage-backed securities | $3,117,000 | 4,300 |
| Certificates of participation in pools of residential mortgages | $3,117,000 | 3,692 |
| Issued or guaranteed by U.S. | $3,117,000 | 3,676 |
| 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) | $6,721,000 | 6,121 |
| Total debt securities | $6,722,000 | 6,699 |
| 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 | $6,431,000 | 6,867 |
| U.S. Government securities | $3,763,000 | 7,081 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $3,763,000 | 6,955 |
| Securities issued by states & political subdivisions | $2,668,000 | 3,940 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,703,000 | 4,666 |
| Mortgage-backed securities | $3,274,000 | 4,212 |
| Certificates of participation in pools of residential mortgages | $3,274,000 | 3,598 |
| Issued or guaranteed by U.S. | $3,274,000 | 3,584 |
| 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) | $6,431,000 | 6,215 |
| Total debt securities | $6,430,000 | 6,817 |
| 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 | $6,762,000 | 6,836 |
| U.S. Government securities | $4,043,000 | 7,017 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $4,043,000 | 6,883 |
| Securities issued by states & political subdivisions | $2,719,000 | 3,926 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,386,000 | 4,774 |
| Mortgage-backed securities | $3,552,000 | 4,085 |
| Certificates of participation in pools of residential mortgages | $3,552,000 | 3,463 |
| Issued or guaranteed by U.S. | $3,552,000 | 3,444 |
| 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) | $6,762,000 | 6,166 |
| Total debt securities | $6,762,000 | 6,786 |
| 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 | $6,925,000 | 6,824 |
| U.S. Government securities | $4,211,000 | 7,013 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $4,211,000 | 6,883 |
| Securities issued by states & political subdivisions | $2,714,000 | 3,942 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,510,000 | 4,736 |
| Mortgage-backed securities | $3,724,000 | 4,026 |
| Certificates of participation in pools of residential mortgages | $3,722,000 | 3,415 |
| Issued or guaranteed by U.S. | $3,722,000 | 3,401 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,000 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,299 |
| 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) | $6,925,000 | 6,145 |
| Total debt securities | $6,928,000 | 6,770 |
| 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 | $6,821,000 | 6,930 |
| U.S. Government securities | $4,410,000 | 7,046 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $4,410,000 | 6,913 |
| Securities issued by states & political subdivisions | $2,411,000 | 4,077 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,656,000 | 4,709 |
| Mortgage-backed securities | $3,925,000 | 3,972 |
| Certificates of participation in pools of residential mortgages | $3,921,000 | 3,363 |
| Issued or guaranteed by U.S. | $3,921,000 | 3,346 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $4,000 | 3,610 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,276 |
| 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) | $6,821,000 | 6,203 |
| Total debt securities | $6,821,000 | 6,874 |
| 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 | $6,757,000 | 6,962 |
| U.S. Government securities | $4,534,000 | 7,037 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $4,534,000 | 6,899 |
| Securities issued by states & political subdivisions | $2,223,000 | 4,175 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,408,000 | 4,819 |
| Mortgage-backed securities | $4,058,000 | 3,894 |
| Certificates of participation in pools of residential mortgages | $4,053,000 | 3,316 |
| Issued or guaranteed by U.S. | $4,053,000 | 3,304 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,000 | 3,619 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,265 |
| 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) | $6,757,000 | 6,223 |
| Total debt securities | $6,757,000 | 6,907 |
| 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 | $9,111,000 | 6,498 |
| U.S. Government securities | $7,061,000 | 6,320 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $7,061,000 | 6,175 |
| Securities issued by states & political subdivisions | $2,050,000 | 4,304 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,162,000 | 3,988 |
| Mortgage-backed securities | $4,085,000 | 3,913 |
| Certificates of participation in pools of residential mortgages | $4,078,000 | 3,333 |
| Issued or guaranteed by U.S. | $4,078,000 | 3,320 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $7,000 | 3,609 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,256 |
| 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) | $9,111,000 | 5,783 |
| Total debt securities | $9,111,000 | 6,436 |
| 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 | $9,017,000 | 6,544 |
| U.S. Government securities | $6,970,000 | 6,355 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $6,970,000 | 6,217 |
| Securities issued by states & political subdivisions | $2,047,000 | 4,329 |
| 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 | $6,575,000 | 4,126 |
| Mortgage-backed securities | $4,020,000 | 3,961 |
| Certificates of participation in pools of residential mortgages | $4,010,000 | 3,373 |
| Issued or guaranteed by U.S. | $4,010,000 | 3,360 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $10,000 | 3,614 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,260 |
| 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) | $9,017,000 | 5,816 |
| Total debt securities | $9,017,000 | 6,485 |
| 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 | $6,752,000 | 7,067 |
| U.S. Government securities | $4,844,000 | 7,009 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,844,000 | 6,865 |
| Securities issued by states & political subdivisions | $1,908,000 | 4,427 |
| 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 | $4,348,000 | 4,828 |
| Mortgage-backed securities | $4,353,000 | 3,894 |
| Certificates of participation in pools of residential mortgages | $4,341,000 | 3,313 |
| Issued or guaranteed by U.S. | $4,341,000 | 3,300 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $12,000 | 3,616 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 3,266 |
| 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) | $6,752,000 | 6,307 |
| Total debt securities | $6,752,000 | 7,012 |
| 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 | $6,991,000 | 7,065 |
| U.S. Government securities | $5,219,000 | 6,925 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $5,219,000 | 6,775 |
| Securities issued by states & political subdivisions | $1,772,000 | 4,503 |
| 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 | $5,674,000 | 4,377 |
| Mortgage-backed securities | $4,722,000 | 3,868 |
| Certificates of participation in pools of residential mortgages | $4,707,000 | 3,280 |
| Issued or guaranteed by U.S. | $4,707,000 | 3,267 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $15,000 | 3,627 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 3,283 |
| 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) | $6,991,000 | 6,283 |
| Total debt securities | $6,991,000 | 7,009 |
| 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 | $6,511,000 | 7,230 |
| U.S. Government securities | $5,115,000 | 7,029 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,115,000 | 6,875 |
| Securities issued by states & political subdivisions | $1,396,000 | 4,761 |
| 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 | $5,842,000 | 4,356 |
| Mortgage-backed securities | $4,628,000 | 3,988 |
| Certificates of participation in pools of residential mortgages | $4,610,000 | 3,382 |
| Issued or guaranteed by U.S. | $4,610,000 | 3,373 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $18,000 | 3,662 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 3,326 |
| 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) | $6,511,000 | 6,437 |
| Total debt securities | $6,512,000 | 7,172 |
| 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 | $6,785,000 | 7,179 |
| U.S. Government securities | $5,492,000 | 6,929 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,492,000 | 6,780 |
| Securities issued by states & political subdivisions | $1,293,000 | 4,861 |
| 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 | $6,514,000 | 4,140 |
| Mortgage-backed securities | $4,993,000 | 3,936 |
| Certificates of participation in pools of residential mortgages | $4,971,000 | 3,317 |
| Issued or guaranteed by U.S. | $4,971,000 | 3,304 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $22,000 | 3,679 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,344 |
| 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) | $6,785,000 | 6,386 |
| Total debt securities | $6,785,000 | 7,113 |
| 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 | $6,519,000 | 7,312 |
| U.S. Government securities | $5,326,000 | 7,033 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,326,000 | 6,873 |
| Securities issued by states & political subdivisions | $1,193,000 | 4,982 |
| 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 | $5,857,000 | 4,315 |
| Mortgage-backed securities | $4,823,000 | 4,003 |
| Certificates of participation in pools of residential mortgages | $4,797,000 | 3,396 |
| Issued or guaranteed by U.S. | $4,797,000 | 3,390 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $26,000 | 3,686 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 3,354 |
| 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) | $6,519,000 | 6,505 |
| Total debt securities | $6,519,000 | 7,238 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $6,236,000 | 7,457 |
| U.S. Government securities | $5,110,000 | 7,173 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,110,000 | 7,013 |
| Securities issued by states & political subdivisions | $1,126,000 | 5,037 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,648,000 | 4,369 |
| Mortgage-backed securities | $4,619,000 | 4,139 |
| Certificates of participation in pools of residential mortgages | $4,588,000 | 3,533 |
| Issued or guaranteed by U.S. | $4,588,000 | 3,526 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $31,000 | 3,745 |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 3,419 |
| 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) | $6,236,000 | 6,634 |
| Total debt securities | $6,237,000 | 7,377 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $6,453,000 | 7,397 |
| U.S. Government securities | $5,252,000 | 7,091 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $5,252,000 | 6,920 |
| Securities issued by states & political subdivisions | $1,201,000 | 4,967 |
| 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 | $4,938,000 | 4,575 |
| Mortgage-backed securities | $5,252,000 | 4,006 |
| Certificates of participation in pools of residential mortgages | $5,215,000 | 3,379 |
| Issued or guaranteed by U.S. | $5,215,000 | 3,370 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $37,000 | 3,794 |
| CMOs issued by government agencies or sponsored agencies | $37,000 | 3,460 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $6,453,000 | 6,583 |
| Total debt securities | $6,453,000 | 7,312 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $6,362,000 | 7,473 |
| U.S. Government securities | $5,295,000 | 7,134 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,295,000 | 6,944 |
| Securities issued by states & political subdivisions | $1,067,000 | 5,152 |
| 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 | $4,207,000 | 4,774 |
| Mortgage-backed securities | $5,295,000 | 3,964 |
| Certificates of participation in pools of residential mortgages | $5,252,000 | 3,344 |
| Issued or guaranteed by U.S. | $5,252,000 | 3,333 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $43,000 | 3,823 |
| CMOs issued by government agencies or sponsored agencies | $43,000 | 3,642 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $6,362,000 | 6,657 |
| Total debt securities | $6,362,000 | 7,393 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $8,487,000 | 6,885 |
| U.S. Government securities | $7,727,000 | 6,250 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $7,727,000 | 6,067 |
| Securities issued by states & political subdivisions | $760,000 | 5,509 |
| 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 | $4,100,000 | 4,790 |
| Mortgage-backed securities | $4,729,000 | 4,140 |
| Certificates of participation in pools of residential mortgages | $4,679,000 | 3,511 |
| Issued or guaranteed by U.S. | $4,679,000 | 3,498 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $50,000 | 3,913 |
| CMOs issued by government agencies or sponsored agencies | $50,000 | 3,717 |
| 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) | $8,487,000 | 6,107 |
| Total debt securities | $8,487,000 | 6,797 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $5,170,000 | 7,719 |
| U.S. Government securities | $5,170,000 | 7,021 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,170,000 | 6,841 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,484,000 | 4,598 |
| Mortgage-backed securities | $5,170,000 | 4,082 |
| Certificates of participation in pools of residential mortgages | $5,109,000 | 3,406 |
| Issued or guaranteed by U.S. | $5,109,000 | 3,395 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $61,000 | 4,063 |
| CMOs issued by government agencies or sponsored agencies | $61,000 | 3,868 |
| 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) | $5,170,000 | 6,902 |
| Total debt securities | $5,170,000 | 7,632 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $4,822,000 | 7,868 |
| U.S. Government securities | $4,822,000 | 7,213 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,822,000 | 7,013 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,610,000 | 4,571 |
| Mortgage-backed securities | $4,519,000 | 4,305 |
| Certificates of participation in pools of residential mortgages | $4,446,000 | 3,597 |
| Issued or guaranteed by U.S. | $4,446,000 | 3,587 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $73,000 | 4,127 |
| CMOs issued by government agencies or sponsored agencies | $73,000 | 3,936 |
| 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) | $4,822,000 | 7,021 |
| Total debt securities | $4,821,000 | 7,793 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $5,556,000 | 7,656 |
| U.S. Government securities | $5,556,000 | 6,960 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,556,000 | 6,754 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,596,000 | 4,579 |
| Mortgage-backed securities | $5,250,000 | 4,070 |
| Certificates of participation in pools of residential mortgages | $5,164,000 | 3,315 |
| Issued or guaranteed by U.S. | $5,164,000 | 3,303 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $86,000 | 4,152 |
| CMOs issued by government agencies or sponsored agencies | $86,000 | 3,964 |
| 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) | $5,556,000 | 6,800 |
| Total debt securities | $5,556,000 | 7,570 |
| 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 | $5,777,000 | 7,699 |
| U.S. Government securities | $5,777,000 | 6,917 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $5,777,000 | 6,691 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,579,000 | 5,032 |
| Mortgage-backed securities | $5,062,000 | 3,963 |
| Certificates of participation in pools of residential mortgages | $4,924,000 | 3,162 |
| Issued or guaranteed by U.S. | $4,924,000 | 3,148 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $138,000 | 4,211 |
| CMOs issued by government agencies or sponsored agencies | $138,000 | 4,020 |
| 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) | $5,777,000 | 6,770 |
| Total debt securities | $5,776,000 | 7,589 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $6,215,000 | 7,937 |
| U.S. Government securities | $6,174,000 | 7,234 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $6,174,000 | 6,890 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $41,000 | 7,465 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,099,000 | 4,608 |
| 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) | $6,215,000 | 6,834 |
| Total debt securities | $6,174,000 | 7,834 |
| 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 | $995,000 | 9,860 |
| U.S. Government securities | $995,000 | 9,677 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $995,000 | 9,366 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| 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 | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $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) | $995,000 | 8,779 |
| Total debt securities | $995,000 | 9,764 |
| 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 |