Home > Kaw Valley State Bank > Securities
Kaw Valley State Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $36,509,000 | 2,972 |
| U.S. Government securities | $6,081,000 | 3,888 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $6,081,000 | 3,573 |
| Securities issued by states & political subdivisions | $17,142,000 | 1,954 |
| Other domestic debt securities | $13,286,000 | 883 |
| Privately issued residential mortgage-backed securities | $13,286,000 | 245 |
| 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 | $31,546,000 | 1,904 |
| Mortgage-backed securities | $16,995,000 | 2,172 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $297,000 | 3,448 |
| Privately issued | $13,286,000 | 48 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,617,000 | 1,767 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $795,000 | 1,302 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $36,509,000 | 2,746 |
| Total debt securities | $36,510,000 | 2,952 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $34,573,000 | 3,044 |
| U.S. Government securities | $6,133,000 | 3,905 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $6,133,000 | 3,574 |
| Securities issued by states & political subdivisions | $15,430,000 | 2,037 |
| Other domestic debt securities | $13,010,000 | 882 |
| Privately issued residential mortgage-backed securities | $13,010,000 | 229 |
| 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 | $30,070,000 | 1,896 |
| Mortgage-backed securities | $16,783,000 | 2,147 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $290,000 | 3,467 |
| Privately issued | $13,010,000 | 50 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,719,000 | 1,723 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $764,000 | 1,286 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $34,573,000 | 2,798 |
| Total debt securities | $34,573,000 | 3,024 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $37,592,000 | 2,995 |
| U.S. Government securities | $6,521,000 | 3,925 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $6,521,000 | 3,576 |
| Securities issued by states & political subdivisions | $16,942,000 | 2,002 |
| Other domestic debt securities | $14,129,000 | 845 |
| Privately issued residential mortgage-backed securities | $14,129,000 | 223 |
| 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 | $32,041,000 | 1,825 |
| Mortgage-backed securities | $18,224,000 | 2,118 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $314,000 | 3,472 |
| Privately issued | $14,129,000 | 50 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,991,000 | 1,691 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $790,000 | 1,279 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $37,592,000 | 2,758 |
| Total debt securities | $37,592,000 | 2,977 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $38,651,000 | 3,046 |
| U.S. Government securities | $6,781,000 | 3,978 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $6,781,000 | 3,559 |
| Securities issued by states & political subdivisions | $17,138,000 | 2,050 |
| Other domestic debt securities | $14,732,000 | 869 |
| Privately issued residential mortgage-backed securities | $14,732,000 | 233 |
| 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 | $25,291,000 | 2,018 |
| Mortgage-backed securities | $18,997,000 | 2,135 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $322,000 | 3,509 |
| Privately issued | $14,732,000 | 58 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,145,000 | 1,700 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $798,000 | 1,296 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $38,651,000 | 2,798 |
| Total debt securities | $38,651,000 | 3,024 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $42,747,000 | 2,961 |
| U.S. Government securities | $5,467,000 | 4,088 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $5,467,000 | 3,680 |
| Securities issued by states & political subdivisions | $21,993,000 | 1,843 |
| Other domestic debt securities | $15,287,000 | 871 |
| Privately issued residential mortgage-backed securities | $15,287,000 | 230 |
| 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 | $26,967,000 | 1,856 |
| Mortgage-backed securities | $19,601,000 | 2,122 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $324,000 | 3,545 |
| Privately issued | $15,287,000 | 58 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,201,000 | 1,714 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $789,000 | 1,285 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $42,747,000 | 2,707 |
| Total debt securities | $42,747,000 | 2,943 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $41,400,000 | 3,012 |
| U.S. Government securities | $5,661,000 | 4,097 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $5,661,000 | 3,684 |
| Securities issued by states & political subdivisions | $19,956,000 | 1,934 |
| Other domestic debt securities | $15,783,000 | 819 |
| Privately issued residential mortgage-backed securities | $15,783,000 | 210 |
| 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 | $27,362,000 | 1,769 |
| Mortgage-backed securities | $20,294,000 | 2,110 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $338,000 | 3,557 |
| Privately issued | $15,783,000 | 41 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,382,000 | 1,692 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $791,000 | 1,303 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $41,400,000 | 2,760 |
| Total debt securities | $41,400,000 | 2,991 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $42,457,000 | 3,013 |
| U.S. Government securities | $5,112,000 | 4,163 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $5,112,000 | 3,773 |
| Securities issued by states & political subdivisions | $21,483,000 | 1,904 |
| Other domestic debt securities | $15,862,000 | 777 |
| Privately issued residential mortgage-backed securities | $15,862,000 | 217 |
| 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 | $21,504,000 | 2,012 |
| Mortgage-backed securities | $19,708,000 | 2,181 |
| Certificates of participation in pools of residential mortgages | $16,223,000 | 1,837 |
| Issued or guaranteed by U.S. | $361,000 | 3,578 |
| Privately issued | $15,862,000 | 51 |
| Collaterized mortgage obligations | $2,666,000 | 1,912 |
| CMOs issued by government agencies or sponsored agencies | $2,666,000 | 1,834 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $819,000 | 1,786 |
| Commercial mortgage pass-through securities | $819,000 | 1,291 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $42,457,000 | 2,787 |
| Total debt securities | $42,457,000 | 2,997 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $43,300,000 | 2,961 |
| U.S. Government securities | $6,108,000 | 3,996 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $6,108,000 | 3,662 |
| Securities issued by states & political subdivisions | $19,694,000 | 2,012 |
| Other domestic debt securities | $17,498,000 | 722 |
| Privately issued residential mortgage-backed securities | $17,498,000 | 184 |
| 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 | $21,764,000 | 1,939 |
| Mortgage-backed securities | $22,305,000 | 2,105 |
| Certificates of participation in pools of residential mortgages | $17,997,000 | 1,765 |
| Issued or guaranteed by U.S. | $499,000 | 3,537 |
| Privately issued | $17,498,000 | 42 |
| Collaterized mortgage obligations | $3,451,000 | 1,801 |
| CMOs issued by government agencies or sponsored agencies | $3,451,000 | 1,733 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $857,000 | 1,760 |
| Commercial mortgage pass-through securities | $857,000 | 1,265 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $43,300,000 | 2,754 |
| Total debt securities | $43,300,000 | 2,946 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $43,827,000 | 2,868 |
| U.S. Government securities | $6,451,000 | 3,854 |
| U.S. Treasury securities | $969,000 | 2,029 |
| U.S. Government agency obligations | $5,482,000 | 3,703 |
| Securities issued by states & political subdivisions | $19,612,000 | 2,070 |
| Other domestic debt securities | $17,764,000 | 700 |
| Privately issued residential mortgage-backed securities | $17,764,000 | 178 |
| 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 | $22,655,000 | 1,896 |
| Mortgage-backed securities | $23,246,000 | 2,072 |
| Certificates of participation in pools of residential mortgages | $18,331,000 | 1,764 |
| Issued or guaranteed by U.S. | $567,000 | 3,528 |
| Privately issued | $17,764,000 | 52 |
| Collaterized mortgage obligations | $3,996,000 | 1,705 |
| CMOs issued by government agencies or sponsored agencies | $3,996,000 | 1,650 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $919,000 | 1,729 |
| Commercial mortgage pass-through securities | $919,000 | 1,243 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $43,827,000 | 2,703 |
| Total debt securities | $43,826,000 | 2,852 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $40,629,000 | 2,905 |
| U.S. Government securities | $22,564,000 | 2,746 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $22,564,000 | 2,535 |
| Securities issued by states & political subdivisions | $18,065,000 | 2,131 |
| 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 | $23,492,000 | 1,832 |
| Mortgage-backed securities | $22,065,000 | 2,110 |
| Certificates of participation in pools of residential mortgages | $17,275,000 | 1,798 |
| Issued or guaranteed by U.S. | $17,275,000 | 1,753 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $3,858,000 | 1,730 |
| CMOs issued by government agencies or sponsored agencies | $3,858,000 | 1,686 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $932,000 | 1,745 |
| Commercial mortgage pass-through securities | $932,000 | 1,254 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $40,629,000 | 2,738 |
| Total debt securities | $40,629,000 | 2,883 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $36,692,000 | 2,967 |
| U.S. Government securities | $19,061,000 | 2,883 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $19,061,000 | 2,682 |
| Securities issued by states & political subdivisions | $17,631,000 | 2,126 |
| 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 | $19,375,000 | 1,991 |
| Mortgage-backed securities | $19,061,000 | 2,213 |
| Certificates of participation in pools of residential mortgages | $16,550,000 | 1,796 |
| Issued or guaranteed by U.S. | $16,550,000 | 1,751 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,570,000 | 2,141 |
| CMOs issued by government agencies or sponsored agencies | $1,570,000 | 2,092 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $941,000 | 1,733 |
| Commercial mortgage pass-through securities | $941,000 | 1,250 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $36,692,000 | 2,796 |
| Total debt securities | $36,692,000 | 2,948 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $34,282,000 | 2,934 |
| U.S. Government securities | $17,712,000 | 2,829 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $17,712,000 | 2,660 |
| Securities issued by states & political subdivisions | $16,570,000 | 2,127 |
| 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 | $18,626,000 | 2,010 |
| Mortgage-backed securities | $17,712,000 | 2,190 |
| Certificates of participation in pools of residential mortgages | $14,746,000 | 1,846 |
| Issued or guaranteed by U.S. | $14,746,000 | 1,790 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $2,038,000 | 1,989 |
| CMOs issued by government agencies or sponsored agencies | $2,038,000 | 1,939 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $928,000 | 1,720 |
| Commercial mortgage pass-through securities | $928,000 | 1,241 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $34,282,000 | 2,751 |
| Total debt securities | $34,282,000 | 2,912 |
| 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 | $30,835,000 | 2,974 |
| U.S. Government securities | $14,250,000 | 2,908 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $14,250,000 | 2,771 |
| Securities issued by states & political subdivisions | $16,585,000 | 2,092 |
| 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 | $19,302,000 | 1,957 |
| Mortgage-backed securities | $14,250,000 | 2,333 |
| Certificates of participation in pools of residential mortgages | $10,810,000 | 2,014 |
| Issued or guaranteed by U.S. | $10,810,000 | 1,961 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $2,478,000 | 1,925 |
| CMOs issued by government agencies or sponsored agencies | $2,478,000 | 1,874 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $962,000 | 1,668 |
| Commercial mortgage pass-through securities | $962,000 | 1,190 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $30,835,000 | 2,796 |
| Total debt securities | $30,836,000 | 2,953 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $26,444,000 | 3,053 |
| U.S. Government securities | $10,552,000 | 3,201 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $10,552,000 | 3,061 |
| Securities issued by states & political subdivisions | $15,892,000 | 2,029 |
| 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 | $13,333,000 | 2,330 |
| Mortgage-backed securities | $10,552,000 | 2,595 |
| Certificates of participation in pools of residential mortgages | $6,683,000 | 2,446 |
| Issued or guaranteed by U.S. | $6,683,000 | 2,371 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,900,000 | 1,862 |
| CMOs issued by government agencies or sponsored agencies | $2,900,000 | 1,816 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $969,000 | 1,643 |
| Commercial mortgage pass-through securities | $969,000 | 1,174 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $26,444,000 | 2,864 |
| Total debt securities | $26,444,000 | 3,033 |
| 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 | $25,486,000 | 3,078 |
| U.S. Government securities | $9,633,000 | 3,296 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $9,633,000 | 3,147 |
| Securities issued by states & political subdivisions | $15,853,000 | 1,960 |
| 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 | $13,925,000 | 2,294 |
| Mortgage-backed securities | $9,633,000 | 2,661 |
| Certificates of participation in pools of residential mortgages | $5,333,000 | 2,619 |
| Issued or guaranteed by U.S. | $5,333,000 | 2,543 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,337,000 | 1,833 |
| CMOs issued by government agencies or sponsored agencies | $3,337,000 | 1,792 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $963,000 | 1,631 |
| Commercial mortgage pass-through securities | $963,000 | 1,172 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $25,486,000 | 2,883 |
| Total debt securities | $25,486,000 | 3,056 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $21,337,000 | 3,224 |
| U.S. Government securities | $7,943,000 | 3,531 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $7,943,000 | 3,375 |
| Securities issued by states & political subdivisions | $13,394,000 | 2,018 |
| 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 | $13,686,000 | 2,243 |
| Mortgage-backed securities | $7,943,000 | 2,837 |
| Certificates of participation in pools of residential mortgages | $3,388,000 | 2,936 |
| Issued or guaranteed by U.S. | $3,388,000 | 2,844 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $3,632,000 | 1,790 |
| CMOs issued by government agencies or sponsored agencies | $3,632,000 | 1,747 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $923,000 | 1,633 |
| Commercial mortgage pass-through securities | $923,000 | 1,157 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $21,337,000 | 3,024 |
| Total debt securities | $21,337,000 | 3,202 |
| 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 | $21,425,000 | 3,279 |
| U.S. Government securities | $7,467,000 | 3,672 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $7,467,000 | 3,518 |
| Securities issued by states & political subdivisions | $13,958,000 | 1,934 |
| 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 | $12,494,000 | 2,358 |
| Mortgage-backed securities | $7,467,000 | 2,849 |
| Certificates of participation in pools of residential mortgages | $3,486,000 | 2,882 |
| Issued or guaranteed by U.S. | $3,486,000 | 2,793 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $3,083,000 | 1,892 |
| CMOs issued by government agencies or sponsored agencies | $3,083,000 | 1,844 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $898,000 | 1,615 |
| Commercial mortgage pass-through securities | $898,000 | 1,155 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $21,425,000 | 3,062 |
| Total debt securities | $21,425,000 | 3,258 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $20,712,000 | 3,347 |
| U.S. Government securities | $7,298,000 | 3,749 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $7,298,000 | 3,590 |
| Securities issued by states & political subdivisions | $13,414,000 | 1,990 |
| 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 | $12,490,000 | 2,399 |
| Mortgage-backed securities | $7,298,000 | 2,865 |
| Certificates of participation in pools of residential mortgages | $4,111,000 | 2,761 |
| Issued or guaranteed by U.S. | $4,111,000 | 2,676 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,276,000 | 2,057 |
| CMOs issued by government agencies or sponsored agencies | $2,276,000 | 2,014 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $911,000 | 1,592 |
| Commercial mortgage pass-through securities | $911,000 | 1,155 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $20,712,000 | 3,113 |
| Total debt securities | $20,712,000 | 3,325 |
| 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 | $19,736,000 | 3,481 |
| U.S. Government securities | $6,774,000 | 3,901 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $6,774,000 | 3,738 |
| Securities issued by states & political subdivisions | $12,962,000 | 2,066 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,146,000 | 2,481 |
| Mortgage-backed securities | $6,774,000 | 2,931 |
| Certificates of participation in pools of residential mortgages | $4,359,000 | 2,712 |
| Issued or guaranteed by U.S. | $4,359,000 | 2,640 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,415,000 | 2,007 |
| CMOs issued by government agencies or sponsored agencies | $2,415,000 | 1,957 |
| 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) | $19,736,000 | 3,241 |
| Total debt securities | $19,736,000 | 3,462 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $19,881,000 | 3,520 |
| U.S. Government securities | $7,487,000 | 3,851 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $7,487,000 | 3,682 |
| Securities issued by states & political subdivisions | $12,394,000 | 2,186 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,984,000 | 2,444 |
| Mortgage-backed securities | $7,487,000 | 2,853 |
| Certificates of participation in pools of residential mortgages | $4,959,000 | 2,610 |
| Issued or guaranteed by U.S. | $4,959,000 | 2,540 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,528,000 | 1,989 |
| CMOs issued by government agencies or sponsored agencies | $2,528,000 | 1,941 |
| 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) | $19,881,000 | 3,265 |
| Total debt securities | $19,881,000 | 3,500 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $18,344,000 | 3,659 |
| U.S. Government securities | $7,733,000 | 3,843 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $7,733,000 | 3,676 |
| Securities issued by states & political subdivisions | $10,611,000 | 2,417 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,376,000 | 2,524 |
| Mortgage-backed securities | $7,249,000 | 2,879 |
| Certificates of participation in pools of residential mortgages | $5,189,000 | 2,589 |
| Issued or guaranteed by U.S. | $5,189,000 | 2,545 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,060,000 | 2,072 |
| CMOs issued by government agencies or sponsored agencies | $2,060,000 | 2,020 |
| 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) | $18,344,000 | 3,387 |
| Total debt securities | $18,344,000 | 3,638 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $17,255,000 | 3,774 |
| U.S. Government securities | $7,637,000 | 3,902 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $7,637,000 | 3,745 |
| Securities issued by states & political subdivisions | $9,618,000 | 2,562 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,243,000 | 2,516 |
| Mortgage-backed securities | $7,164,000 | 2,918 |
| Certificates of participation in pools of residential mortgages | $5,481,000 | 2,583 |
| Issued or guaranteed by U.S. | $5,481,000 | 2,568 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,683,000 | 2,169 |
| CMOs issued by government agencies or sponsored agencies | $1,683,000 | 2,115 |
| 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) | $17,255,000 | 3,486 |
| Total debt securities | $17,255,000 | 3,754 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $17,904,000 | 3,781 |
| U.S. Government securities | $3,186,000 | 4,575 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $3,186,000 | 4,410 |
| Securities issued by states & political subdivisions | $9,776,000 | 2,592 |
| Other domestic debt securities | $4,942,000 | 944 |
| Privately issued residential mortgage-backed securities | $4,942,000 | 287 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,923,000 | 2,688 |
| Mortgage-backed securities | $7,649,000 | 2,895 |
| Certificates of participation in pools of residential mortgages | $5,842,000 | 2,574 |
| Issued or guaranteed by U.S. | $900,000 | 3,582 |
| Privately issued | $4,942,000 | 145 |
| Collaterized mortgage obligations | $1,807,000 | 2,150 |
| CMOs issued by government agencies or sponsored agencies | $1,807,000 | 2,095 |
| 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) | $17,904,000 | 3,498 |
| Total debt securities | $17,904,000 | 3,761 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $17,709,000 | 3,825 |
| U.S. Government securities | $7,132,000 | 4,035 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $7,132,000 | 3,885 |
| Securities issued by states & political subdivisions | $10,577,000 | 2,537 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,439,000 | 2,782 |
| Mortgage-backed securities | $6,653,000 | 3,027 |
| Certificates of participation in pools of residential mortgages | $5,761,000 | 2,629 |
| Issued or guaranteed by U.S. | $5,761,000 | 2,626 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $892,000 | 2,463 |
| CMOs issued by government agencies or sponsored agencies | $892,000 | 2,401 |
| 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) | $17,709,000 | 3,547 |
| Total debt securities | $17,709,000 | 3,803 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $16,328,000 | 4,001 |
| U.S. Government securities | $5,504,000 | 4,340 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $5,504,000 | 4,200 |
| Securities issued by states & political subdivisions | $10,824,000 | 2,569 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,372,000 | 2,817 |
| Mortgage-backed securities | $5,504,000 | 3,207 |
| Certificates of participation in pools of residential mortgages | $5,101,000 | 2,775 |
| Issued or guaranteed by U.S. | $5,101,000 | 2,771 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $403,000 | 2,690 |
| CMOs issued by government agencies or sponsored agencies | $403,000 | 2,618 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $16,328,000 | 3,717 |
| Total debt securities | $16,328,000 | 3,977 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $16,702,000 | 4,004 |
| U.S. Government securities | $6,048,000 | 4,319 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $6,048,000 | 4,178 |
| Securities issued by states & political subdivisions | $10,654,000 | 2,633 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,966,000 | 2,787 |
| Mortgage-backed securities | $6,048,000 | 3,174 |
| Certificates of participation in pools of residential mortgages | $5,119,000 | 2,833 |
| Issued or guaranteed by U.S. | $5,119,000 | 2,830 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $929,000 | 2,458 |
| CMOs issued by government agencies or sponsored agencies | $929,000 | 2,400 |
| 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) | $16,702,000 | 3,707 |
| Total debt securities | $16,702,000 | 3,978 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $18,257,000 | 3,933 |
| U.S. Government securities | $6,736,000 | 4,253 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $6,736,000 | 4,122 |
| Securities issued by states & political subdivisions | $11,521,000 | 2,570 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,885,000 | 2,926 |
| Mortgage-backed securities | $6,736,000 | 3,111 |
| Certificates of participation in pools of residential mortgages | $5,735,000 | 2,761 |
| Issued or guaranteed by U.S. | $5,735,000 | 2,759 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,001,000 | 2,446 |
| CMOs issued by government agencies or sponsored agencies | $1,001,000 | 2,380 |
| 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) | $18,257,000 | 3,631 |
| Total debt securities | $18,257,000 | 3,907 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $18,078,000 | 3,997 |
| U.S. Government securities | $7,166,000 | 4,245 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $7,166,000 | 4,108 |
| Securities issued by states & political subdivisions | $10,912,000 | 2,652 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,231,000 | 2,922 |
| Mortgage-backed securities | $7,166,000 | 3,100 |
| Certificates of participation in pools of residential mortgages | $6,091,000 | 2,741 |
| Issued or guaranteed by U.S. | $6,091,000 | 2,739 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,075,000 | 2,455 |
| CMOs issued by government agencies or sponsored agencies | $1,075,000 | 2,386 |
| 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) | $18,078,000 | 3,690 |
| Total debt securities | $18,078,000 | 3,972 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $18,175,000 | 3,988 |
| U.S. Government securities | $7,109,000 | 4,246 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,109,000 | 4,107 |
| Securities issued by states & political subdivisions | $11,066,000 | 2,650 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,117,000 | 3,072 |
| Mortgage-backed securities | $7,109,000 | 3,109 |
| Certificates of participation in pools of residential mortgages | $5,954,000 | 2,800 |
| Issued or guaranteed by U.S. | $5,954,000 | 2,795 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,155,000 | 2,439 |
| CMOs issued by government agencies or sponsored agencies | $1,155,000 | 2,364 |
| 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) | $18,175,000 | 3,676 |
| Total debt securities | $18,175,000 | 3,957 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $17,796,000 | 4,028 |
| U.S. Government securities | $6,805,000 | 4,327 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $6,805,000 | 4,207 |
| Securities issued by states & political subdivisions | $10,991,000 | 2,665 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,118,000 | 3,101 |
| Mortgage-backed securities | $6,805,000 | 3,172 |
| Certificates of participation in pools of residential mortgages | $5,532,000 | 2,892 |
| Issued or guaranteed by U.S. | $5,532,000 | 2,891 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,273,000 | 2,406 |
| CMOs issued by government agencies or sponsored agencies | $1,273,000 | 2,335 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $17,796,000 | 3,704 |
| Total debt securities | $17,796,000 | 4,001 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $17,656,000 | 4,103 |
| U.S. Government securities | $6,255,000 | 4,521 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $6,255,000 | 4,388 |
| Securities issued by states & political subdivisions | $11,401,000 | 2,623 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,960,000 | 3,326 |
| Mortgage-backed securities | $6,255,000 | 3,287 |
| Certificates of participation in pools of residential mortgages | $4,877,000 | 3,061 |
| Issued or guaranteed by U.S. | $4,877,000 | 3,058 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,378,000 | 2,402 |
| CMOs issued by government agencies or sponsored agencies | $1,378,000 | 2,327 |
| 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) | $17,656,000 | 3,770 |
| Total debt securities | $17,656,000 | 4,081 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $15,091,000 | 4,359 |
| U.S. Government securities | $5,705,000 | 4,673 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $5,705,000 | 4,558 |
| Securities issued by states & political subdivisions | $9,386,000 | 2,876 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,550,000 | 3,415 |
| Mortgage-backed securities | $5,705,000 | 3,374 |
| Certificates of participation in pools of residential mortgages | $5,196,000 | 3,013 |
| Issued or guaranteed by U.S. | $5,196,000 | 3,012 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $509,000 | 2,803 |
| CMOs issued by government agencies or sponsored agencies | $509,000 | 2,712 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $15,091,000 | 4,018 |
| Total debt securities | $15,091,000 | 4,338 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $14,224,000 | 4,499 |
| U.S. Government securities | $5,614,000 | 4,739 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,614,000 | 4,626 |
| Securities issued by states & political subdivisions | $8,610,000 | 2,989 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,579,000 | 3,450 |
| Mortgage-backed securities | $4,763,000 | 3,541 |
| Certificates of participation in pools of residential mortgages | $4,632,000 | 3,108 |
| Issued or guaranteed by U.S. | $4,632,000 | 3,106 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $131,000 | 3,096 |
| CMOs issued by government agencies or sponsored agencies | $131,000 | 3,004 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $14,224,000 | 4,153 |
| Total debt securities | $14,224,000 | 4,477 |
| Structured notes | ||
| Amortized cost | $187,000 | 1,542 |
| Fair value | $199,000 | 1,535 |
| 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 | $13,350,000 | 4,669 |
| U.S. Government securities | $4,898,000 | 4,977 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $4,898,000 | 4,864 |
| Securities issued by states & political subdivisions | $8,452,000 | 3,042 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,211,000 | 3,386 |
| Mortgage-backed securities | $4,044,000 | 3,728 |
| Certificates of participation in pools of residential mortgages | $3,888,000 | 3,324 |
| Issued or guaranteed by U.S. | $3,888,000 | 3,320 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $156,000 | 3,124 |
| CMOs issued by government agencies or sponsored agencies | $156,000 | 3,031 |
| 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) | $13,350,000 | 4,304 |
| Total debt securities | $13,350,000 | 4,645 |
| Structured notes | ||
| Amortized cost | $187,000 | 1,723 |
| Fair value | $199,000 | 1,715 |
| 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 | $13,332,000 | 4,747 |
| U.S. Government securities | $4,374,000 | 5,159 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $4,374,000 | 5,053 |
| Securities issued by states & political subdivisions | $8,958,000 | 2,977 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,763,000 | 3,338 |
| Mortgage-backed securities | $511,000 | 4,731 |
| Certificates of participation in pools of residential mortgages | $314,000 | 4,618 |
| Issued or guaranteed by U.S. | $314,000 | 4,614 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $197,000 | 3,135 |
| CMOs issued by government agencies or sponsored agencies | $197,000 | 3,042 |
| 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) | $8,958,000 | 1,096 |
| Available-for-sale securities (fair market value) | $4,374,000 | 5,302 |
| Total debt securities | $13,332,000 | 4,726 |
| Structured notes | ||
| Amortized cost | $1,445,000 | 1,176 |
| Fair value | $1,474,000 | 1,155 |
| 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 | $13,476,000 | 4,810 |
| U.S. Government securities | $4,536,000 | 5,209 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $4,536,000 | 5,105 |
| Securities issued by states & political subdivisions | $8,940,000 | 2,969 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,739,000 | 3,393 |
| Mortgage-backed securities | $591,000 | 4,763 |
| Certificates of participation in pools of residential mortgages | $344,000 | 4,652 |
| Issued or guaranteed by U.S. | $344,000 | 4,646 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $247,000 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $247,000 | 3,031 |
| 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) | $8,940,000 | 1,111 |
| Available-for-sale securities (fair market value) | $4,536,000 | 5,341 |
| Total debt securities | $13,476,000 | 4,787 |
| Structured notes | ||
| Amortized cost | $1,444,000 | 1,252 |
| Fair value | $1,488,000 | 1,232 |
| 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 | $14,040,000 | 4,809 |
| U.S. Government securities | $5,342,000 | 5,174 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $5,342,000 | 5,051 |
| Securities issued by states & political subdivisions | $8,698,000 | 3,021 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,558,000 | 3,284 |
| Mortgage-backed securities | $656,000 | 4,820 |
| Certificates of participation in pools of residential mortgages | $362,000 | 4,720 |
| Issued or guaranteed by U.S. | $362,000 | 4,715 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $294,000 | 3,148 |
| CMOs issued by government agencies or sponsored agencies | $294,000 | 3,048 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $8,698,000 | 1,139 |
| Available-for-sale securities (fair market value) | $5,342,000 | 5,341 |
| Total debt securities | $14,040,000 | 4,790 |
| Structured notes | ||
| Amortized cost | $1,442,000 | 1,323 |
| Fair value | $1,464,000 | 1,308 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $13,792,000 | 4,932 |
| U.S. Government securities | $5,340,000 | 5,258 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $5,340,000 | 5,136 |
| Securities issued by states & political subdivisions | $8,452,000 | 3,103 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,362,000 | 3,499 |
| Mortgage-backed securities | $718,000 | 4,884 |
| Certificates of participation in pools of residential mortgages | $379,000 | 4,799 |
| Issued or guaranteed by U.S. | $379,000 | 4,795 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $339,000 | 3,181 |
| CMOs issued by government agencies or sponsored agencies | $339,000 | 3,069 |
| 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) | $8,452,000 | 1,179 |
| Available-for-sale securities (fair market value) | $5,340,000 | 5,420 |
| Total debt securities | $13,792,000 | 4,906 |
| Structured notes | ||
| Amortized cost | $1,441,000 | 1,427 |
| Fair value | $1,440,000 | 1,409 |
| 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 | $14,836,000 | 4,896 |
| U.S. Government securities | $6,426,000 | 5,155 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $6,426,000 | 5,032 |
| Securities issued by states & political subdivisions | $8,410,000 | 3,156 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,773,000 | 3,450 |
| Mortgage-backed securities | $789,000 | 4,908 |
| Certificates of participation in pools of residential mortgages | $400,000 | 4,835 |
| Issued or guaranteed by U.S. | $400,000 | 4,832 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $389,000 | 3,191 |
| CMOs issued by government agencies or sponsored agencies | $389,000 | 3,083 |
| 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) | $8,410,000 | 1,203 |
| Available-for-sale securities (fair market value) | $6,426,000 | 5,333 |
| Total debt securities | $14,836,000 | 4,871 |
| Structured notes | ||
| Amortized cost | $1,939,000 | 1,310 |
| Fair value | $1,943,000 | 1,272 |
| 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 | $14,327,000 | 4,996 |
| U.S. Government securities | $5,998,000 | 5,256 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $5,998,000 | 5,150 |
| Securities issued by states & political subdivisions | $8,329,000 | 3,168 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,741,000 | 3,476 |
| Mortgage-backed securities | $841,000 | 4,928 |
| Certificates of participation in pools of residential mortgages | $411,000 | 4,869 |
| Issued or guaranteed by U.S. | $411,000 | 4,865 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $430,000 | 3,186 |
| CMOs issued by government agencies or sponsored agencies | $430,000 | 3,077 |
| 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) | $8,329,000 | 1,193 |
| Available-for-sale securities (fair market value) | $5,998,000 | 5,447 |
| Total debt securities | $14,327,000 | 4,969 |
| Structured notes | ||
| Amortized cost | $1,558,000 | 1,401 |
| Fair value | $1,525,000 | 1,403 |
| 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 | $13,149,000 | 5,117 |
| U.S. Government securities | $4,854,000 | 5,463 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,854,000 | 5,365 |
| Securities issued by states & political subdivisions | $8,295,000 | 3,165 |
| 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 | $8,366,000 | 3,539 |
| Mortgage-backed securities | $901,000 | 4,946 |
| Certificates of participation in pools of residential mortgages | $418,000 | 4,900 |
| Issued or guaranteed by U.S. | $418,000 | 4,896 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $483,000 | 3,151 |
| CMOs issued by government agencies or sponsored agencies | $483,000 | 3,037 |
| 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) | $8,295,000 | 1,183 |
| Available-for-sale securities (fair market value) | $4,854,000 | 5,638 |
| Total debt securities | $13,149,000 | 5,087 |
| Structured notes | ||
| Amortized cost | $1,557,000 | 1,384 |
| Fair value | $1,479,000 | 1,410 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $13,380,000 | 5,147 |
| U.S. Government securities | $5,049,000 | 5,484 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,049,000 | 5,386 |
| Securities issued by states & political subdivisions | $8,331,000 | 3,171 |
| 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 | $8,947,000 | 3,456 |
| Mortgage-backed securities | $1,012,000 | 4,946 |
| Certificates of participation in pools of residential mortgages | $447,000 | 4,916 |
| Issued or guaranteed by U.S. | $447,000 | 4,911 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $565,000 | 3,136 |
| CMOs issued by government agencies or sponsored agencies | $565,000 | 3,016 |
| 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) | $8,331,000 | 1,157 |
| Available-for-sale securities (fair market value) | $5,049,000 | 5,668 |
| Total debt securities | $13,380,000 | 5,114 |
| Structured notes | ||
| Amortized cost | $1,556,000 | 1,370 |
| Fair value | $1,506,000 | 1,379 |
| 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 | $12,821,000 | 5,214 |
| U.S. Government securities | $5,005,000 | 5,500 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $5,005,000 | 5,390 |
| Securities issued by states & political subdivisions | $7,816,000 | 3,255 |
| 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 | $7,895,000 | 3,632 |
| Mortgage-backed securities | $1,219,000 | 4,887 |
| Certificates of participation in pools of residential mortgages | $476,000 | 4,891 |
| Issued or guaranteed by U.S. | $476,000 | 4,887 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $743,000 | 3,074 |
| CMOs issued by government agencies or sponsored agencies | $743,000 | 2,952 |
| 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) | $7,816,000 | 1,104 |
| Available-for-sale securities (fair market value) | $5,005,000 | 5,698 |
| Total debt securities | $12,821,000 | 5,181 |
| Structured notes | ||
| Amortized cost | $1,841,000 | 1,308 |
| Fair value | $1,808,000 | 1,303 |
| 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 | $12,764,000 | 5,248 |
| U.S. Government securities | $5,547,000 | 5,446 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $5,547,000 | 5,333 |
| Securities issued by states & political subdivisions | $7,217,000 | 3,332 |
| 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 | $7,542,000 | 3,769 |
| Mortgage-backed securities | $1,926,000 | 4,728 |
| Certificates of participation in pools of residential mortgages | $970,000 | 4,702 |
| Issued or guaranteed by U.S. | $970,000 | 4,700 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $956,000 | 3,019 |
| CMOs issued by government agencies or sponsored agencies | $956,000 | 2,893 |
| 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) | $7,217,000 | 1,115 |
| Available-for-sale securities (fair market value) | $5,547,000 | 5,685 |
| Total debt securities | $12,764,000 | 5,215 |
| Structured notes | ||
| Amortized cost | $1,841,000 | 1,331 |
| Fair value | $1,852,000 | 1,328 |
| 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 | $13,275,000 | 5,168 |
| U.S. Government securities | $6,253,000 | 5,322 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $6,253,000 | 5,210 |
| Securities issued by states & political subdivisions | $7,022,000 | 3,340 |
| 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 | $7,819,000 | 3,683 |
| Mortgage-backed securities | $2,549,000 | 4,612 |
| Certificates of participation in pools of residential mortgages | $1,320,000 | 4,575 |
| Issued or guaranteed by U.S. | $1,320,000 | 4,574 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,229,000 | 2,949 |
| CMOs issued by government agencies or sponsored agencies | $1,229,000 | 2,826 |
| 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) | $7,022,000 | 1,127 |
| Available-for-sale securities (fair market value) | $6,253,000 | 5,629 |
| Total debt securities | $13,275,000 | 5,139 |
| Structured notes | ||
| Amortized cost | $1,547,000 | 1,425 |
| Fair value | $1,564,000 | 1,420 |
| 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 | $12,324,000 | 5,367 |
| U.S. Government securities | $5,251,000 | 5,634 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $5,251,000 | 5,527 |
| Securities issued by states & political subdivisions | $7,073,000 | 3,305 |
| 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 | $8,765,000 | 3,548 |
| Mortgage-backed securities | $1,036,000 | 5,149 |
| Certificates of participation in pools of residential mortgages | $833,000 | 4,892 |
| Issued or guaranteed by U.S. | $833,000 | 4,889 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $203,000 | 3,566 |
| CMOs issued by government agencies or sponsored agencies | $203,000 | 3,407 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $7,073,000 | 1,151 |
| Available-for-sale securities (fair market value) | $5,251,000 | 5,833 |
| Total debt securities | $12,324,000 | 5,341 |
| Structured notes | ||
| Amortized cost | $1,547,000 | 1,531 |
| Fair value | $1,567,000 | 1,527 |
| 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 | $12,553,000 | 5,374 |
| U.S. Government securities | $6,487,000 | 5,492 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $6,487,000 | 5,380 |
| Securities issued by states & political subdivisions | $6,066,000 | 3,447 |
| 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 | $7,993,000 | 3,731 |
| Mortgage-backed securities | $1,271,000 | 5,110 |
| Certificates of participation in pools of residential mortgages | $922,000 | 4,879 |
| Issued or guaranteed by U.S. | $922,000 | 4,876 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $349,000 | 3,472 |
| CMOs issued by government agencies or sponsored agencies | $349,000 | 3,316 |
| 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) | $6,066,000 | 1,213 |
| Available-for-sale securities (fair market value) | $6,487,000 | 5,722 |
| Total debt securities | $12,553,000 | 5,347 |
| Structured notes | ||
| Amortized cost | $2,047,000 | 1,464 |
| Fair value | $2,074,000 | 1,462 |
| 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 | $13,313,000 | 5,327 |
| U.S. Government securities | $7,410,000 | 5,428 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $7,410,000 | 5,326 |
| Securities issued by states & political subdivisions | $5,903,000 | 3,403 |
| 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 | $8,921,000 | 3,575 |
| Mortgage-backed securities | $1,759,000 | 4,992 |
| Certificates of participation in pools of residential mortgages | $1,212,000 | 4,776 |
| Issued or guaranteed by U.S. | $1,212,000 | 4,774 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $547,000 | 3,384 |
| CMOs issued by government agencies or sponsored agencies | $547,000 | 3,217 |
| 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) | $5,903,000 | 1,258 |
| Available-for-sale securities (fair market value) | $7,410,000 | 5,653 |
| Total debt securities | $13,313,000 | 5,297 |
| Structured notes | ||
| Amortized cost | $2,047,000 | 1,650 |
| Fair value | $2,069,000 | 1,647 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $12,426,000 | 5,425 |
| U.S. Government securities | $7,778,000 | 5,337 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $7,778,000 | 5,246 |
| Securities issued by states & political subdivisions | $4,648,000 | 3,682 |
| 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 | $8,211,000 | 3,526 |
| Mortgage-backed securities | $926,000 | 5,232 |
| Certificates of participation in pools of residential mortgages | $224,000 | 5,298 |
| Issued or guaranteed by U.S. | $224,000 | 5,284 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $702,000 | 3,264 |
| CMOs issued by government agencies or sponsored agencies | $702,000 | 3,013 |
| 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) | $4,648,000 | 1,412 |
| Available-for-sale securities (fair market value) | $7,778,000 | 5,602 |
| Total debt securities | $12,426,000 | 5,397 |
| Structured notes | ||
| Amortized cost | $2,319,000 | 1,583 |
| Fair value | $2,377,000 | 1,576 |
| 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 | $12,950,000 | 5,322 |
| U.S. Government securities | $8,492,000 | 5,189 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $8,492,000 | 5,085 |
| Securities issued by states & political subdivisions | $4,458,000 | 3,667 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,543,000 | 3,440 |
| Mortgage-backed securities | $1,119,000 | 5,159 |
| Certificates of participation in pools of residential mortgages | $256,000 | 5,271 |
| Issued or guaranteed by U.S. | $256,000 | 5,256 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $863,000 | 3,191 |
| CMOs issued by government agencies or sponsored agencies | $863,000 | 2,936 |
| 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) | $4,458,000 | 1,442 |
| Available-for-sale securities (fair market value) | $8,492,000 | 5,510 |
| Total debt securities | $12,950,000 | 5,290 |
| Structured notes | ||
| Amortized cost | $2,319,000 | 1,640 |
| Fair value | $2,375,000 | 1,632 |
| 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 | $13,819,000 | 5,274 |
| U.S. Government securities | $10,091,000 | 5,019 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $10,091,000 | 4,905 |
| Securities issued by states & political subdivisions | $3,728,000 | 3,822 |
| 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 | $9,668,000 | 3,255 |
| Mortgage-backed securities | $623,000 | 5,363 |
| Certificates of participation in pools of residential mortgages | $286,000 | 5,256 |
| Issued or guaranteed by U.S. | $286,000 | 5,241 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $337,000 | 3,451 |
| CMOs issued by government agencies or sponsored agencies | $337,000 | 3,173 |
| 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) | $3,461,000 | 1,586 |
| Available-for-sale securities (fair market value) | $10,358,000 | 5,325 |
| Total debt securities | $13,819,000 | 5,238 |
| Structured notes | ||
| Amortized cost | $1,921,000 | 2,080 |
| Fair value | $1,950,000 | 2,078 |
| 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 | $14,963,000 | 5,133 |
| U.S. Government securities | $11,901,000 | 4,722 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $11,901,000 | 4,603 |
| Securities issued by states & political subdivisions | $3,062,000 | 3,999 |
| 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 | $8,963,000 | 3,413 |
| Mortgage-backed securities | $693,000 | 5,313 |
| Certificates of participation in pools of residential mortgages | $316,000 | 5,201 |
| Issued or guaranteed by U.S. | $316,000 | 5,190 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $377,000 | 3,395 |
| CMOs issued by government agencies or sponsored agencies | $377,000 | 3,109 |
| 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) | $3,062,000 | 1,657 |
| Available-for-sale securities (fair market value) | $11,901,000 | 5,097 |
| Total debt securities | $14,963,000 | 5,104 |
| 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 | $14,077,000 | 5,149 |
| U.S. Government securities | $11,381,000 | 4,638 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $11,381,000 | 4,515 |
| Securities issued by states & political subdivisions | $2,696,000 | 4,139 |
| 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 | $8,566,000 | 3,436 |
| Mortgage-backed securities | $802,000 | 5,258 |
| Certificates of participation in pools of residential mortgages | $361,000 | 5,132 |
| Issued or guaranteed by U.S. | $361,000 | 5,120 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $441,000 | 3,336 |
| CMOs issued by government agencies or sponsored agencies | $441,000 | 3,047 |
| 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) | $2,696,000 | 1,745 |
| Available-for-sale securities (fair market value) | $11,381,000 | 5,074 |
| Total debt securities | $14,077,000 | 5,113 |
| 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 | $12,816,000 | 5,265 |
| U.S. Government securities | $11,850,000 | 4,509 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $11,850,000 | 4,389 |
| Securities issued by states & political subdivisions | $966,000 | 4,888 |
| 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 | $9,467,000 | 3,299 |
| Mortgage-backed securities | $473,000 | 5,493 |
| Certificates of participation in pools of residential mortgages | $473,000 | 5,047 |
| Issued or guaranteed by U.S. | $473,000 | 5,034 |
| 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) | $966,000 | 2,236 |
| Available-for-sale securities (fair market value) | $11,850,000 | 4,952 |
| Total debt securities | $12,816,000 | 5,228 |
| 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 | $14,210,000 | 5,087 |
| U.S. Government securities | $13,845,000 | 4,277 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $13,845,000 | 4,165 |
| Securities issued by states & political subdivisions | $365,000 | 5,369 |
| 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 | $9,069,000 | 3,403 |
| Mortgage-backed securities | $730,000 | 5,370 |
| Certificates of participation in pools of residential mortgages | $730,000 | 4,924 |
| Issued or guaranteed by U.S. | $730,000 | 4,916 |
| 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) | $365,000 | 2,631 |
| Available-for-sale securities (fair market value) | $13,845,000 | 4,702 |
| Total debt securities | $14,210,000 | 5,056 |
| 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 | $13,863,000 | 5,172 |
| U.S. Government securities | $13,498,000 | 4,374 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $13,498,000 | 4,260 |
| Securities issued by states & political subdivisions | $365,000 | 5,387 |
| 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 | $9,557,000 | 3,398 |
| Mortgage-backed securities | $845,000 | 5,401 |
| Certificates of participation in pools of residential mortgages | $845,000 | 4,982 |
| Issued or guaranteed by U.S. | $845,000 | 4,972 |
| 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) | $365,000 | 2,687 |
| Available-for-sale securities (fair market value) | $13,498,000 | 4,783 |
| Total debt securities | $13,863,000 | 5,135 |
| 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 | $15,186,000 | 4,986 |
| U.S. Government securities | $15,186,000 | 4,089 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $15,186,000 | 4,006 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,590,000 | 3,407 |
| Mortgage-backed securities | $973,000 | 5,395 |
| Certificates of participation in pools of residential mortgages | $973,000 | 4,977 |
| Issued or guaranteed by U.S. | $973,000 | 4,968 |
| 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) | $15,186,000 | 4,555 |
| Total debt securities | $15,186,000 | 4,947 |
| 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 | $15,889,000 | 4,949 |
| U.S. Government securities | $15,889,000 | 4,008 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $15,889,000 | 3,931 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| 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 | $10,154,000 | 3,326 |
| Mortgage-backed securities | $1,118,000 | 5,408 |
| Certificates of participation in pools of residential mortgages | $1,118,000 | 4,989 |
| Issued or guaranteed by U.S. | $1,118,000 | 4,977 |
| 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) | $15,889,000 | 4,519 |
| Total debt securities | $15,889,000 | 4,902 |
| 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 | $14,481,000 | 5,121 |
| U.S. Government securities | $14,481,000 | 4,186 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $14,481,000 | 4,091 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,524,000 | 3,441 |
| Mortgage-backed securities | $1,225,000 | 5,414 |
| Certificates of participation in pools of residential mortgages | $1,225,000 | 4,983 |
| Issued or guaranteed by U.S. | $1,225,000 | 4,970 |
| 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) | $14,481,000 | 4,675 |
| Total debt securities | $14,481,000 | 5,073 |
| 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 | $14,169,000 | 5,209 |
| U.S. Government securities | $14,169,000 | 4,333 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $14,169,000 | 4,255 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| 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 | $10,532,000 | 3,319 |
| Mortgage-backed securities | $1,420,000 | 5,415 |
| Certificates of participation in pools of residential mortgages | $1,420,000 | 4,981 |
| Issued or guaranteed by U.S. | $1,420,000 | 4,965 |
| 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) | $14,169,000 | 4,721 |
| Total debt securities | $14,169,000 | 5,168 |
| 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 | $18,025,000 | 4,691 |
| U.S. Government securities | $18,025,000 | 3,808 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $18,025,000 | 3,731 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| 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 | $13,223,000 | 2,958 |
| Mortgage-backed securities | $1,522,000 | 5,376 |
| Certificates of participation in pools of residential mortgages | $1,522,000 | 4,926 |
| Issued or guaranteed by U.S. | $1,522,000 | 4,913 |
| 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) | $18,025,000 | 4,215 |
| Total debt securities | $18,025,000 | 4,655 |
| 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 | $17,368,000 | 4,709 |
| U.S. Government securities | $17,368,000 | 3,847 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $17,368,000 | 3,770 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| 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 | $11,655,000 | 3,186 |
| Mortgage-backed securities | $981,000 | 5,596 |
| Certificates of participation in pools of residential mortgages | $981,000 | 5,174 |
| Issued or guaranteed by U.S. | $981,000 | 5,159 |
| 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) | $17,368,000 | 4,228 |
| Total debt securities | $17,368,000 | 4,666 |
| 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 | $16,894,000 | 4,845 |
| U.S. Government securities | $16,894,000 | 3,954 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $16,894,000 | 3,891 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| 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 | $9,491,000 | 3,467 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $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) | $16,894,000 | 4,356 |
| Total debt securities | $16,894,000 | 4,792 |
| 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 | $16,146,000 | 4,951 |
| U.S. Government securities | $16,146,000 | 4,058 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $16,146,000 | 3,984 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| 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 | $9,618,000 | 3,437 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $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) | $16,146,000 | 4,455 |
| Total debt securities | $16,146,000 | 4,892 |
| 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 | $14,272,000 | 5,279 |
| U.S. Government securities | $14,272,000 | 4,427 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $14,272,000 | 4,336 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| 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 | $9,922,000 | 3,418 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $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) | $14,272,000 | 4,720 |
| Total debt securities | $14,272,000 | 5,223 |
| 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 | $14,637,000 | 5,246 |
| U.S. Government securities | $14,637,000 | 4,447 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $14,637,000 | 4,349 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,342,000 | 3,372 |
| Mortgage-backed securities | $24,000 | 6,360 |
| Certificates of participation in pools of residential mortgages | $24,000 | 6,071 |
| Issued or guaranteed by U.S. | $24,000 | 6,048 |
| 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) | $14,637,000 | 4,678 |
| Total debt securities | $14,637,000 | 5,199 |
| 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 | $15,901,000 | 5,062 |
| U.S. Government securities | $15,901,000 | 4,252 |
| U.S. Treasury securities | $489,000 | 1,132 |
| U.S. Government agency obligations | $15,412,000 | 4,225 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,672,000 | 3,468 |
| Mortgage-backed securities | $47,000 | 6,297 |
| Certificates of participation in pools of residential mortgages | $47,000 | 5,989 |
| Issued or guaranteed by U.S. | $47,000 | 5,967 |
| 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) | $15,901,000 | 4,484 |
| Total debt securities | $15,901,000 | 5,023 |
| 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 | $16,877,000 | 4,943 |
| U.S. Government securities | $16,877,000 | 4,110 |
| U.S. Treasury securities | $2,985,000 | 575 |
| U.S. Government agency obligations | $13,892,000 | 4,507 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,962,000 | 3,262 |
| Mortgage-backed securities | $51,000 | 6,301 |
| Certificates of participation in pools of residential mortgages | $51,000 | 5,993 |
| Issued or guaranteed by U.S. | $51,000 | 5,969 |
| 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) | $16,877,000 | 4,357 |
| Total debt securities | $16,877,000 | 4,895 |
| 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 | $17,320,000 | 4,942 |
| U.S. Government securities | $17,320,000 | 4,101 |
| U.S. Treasury securities | $4,450,000 | 485 |
| U.S. Government agency obligations | $12,870,000 | 4,760 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,978,000 | 2,954 |
| Mortgage-backed securities | $59,000 | 6,298 |
| Certificates of participation in pools of residential mortgages | $59,000 | 5,979 |
| Issued or guaranteed by U.S. | $59,000 | 5,954 |
| 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) | $17,320,000 | 4,358 |
| Total debt securities | $17,320,000 | 4,897 |
| 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 | $13,332,000 | 5,598 |
| U.S. Government securities | $13,332,000 | 4,841 |
| U.S. Treasury securities | $485,000 | 1,337 |
| U.S. Government agency obligations | $12,847,000 | 4,802 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,920,000 | 3,837 |
| Mortgage-backed securities | $66,000 | 6,311 |
| Certificates of participation in pools of residential mortgages | $66,000 | 5,994 |
| Issued or guaranteed by U.S. | $66,000 | 5,962 |
| 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) | $13,332,000 | 4,955 |
| Total debt securities | $13,332,000 | 5,547 |
| 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 | $12,974,000 | 5,699 |
| U.S. Government securities | $12,974,000 | 4,900 |
| U.S. Treasury securities | $477,000 | 1,378 |
| U.S. Government agency obligations | $12,497,000 | 4,862 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,319,000 | 3,357 |
| Mortgage-backed securities | $74,000 | 6,340 |
| Certificates of participation in pools of residential mortgages | $74,000 | 6,010 |
| Issued or guaranteed by U.S. | $74,000 | 5,981 |
| 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) | $12,974,000 | 5,044 |
| Total debt securities | $12,974,000 | 5,645 |
| 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 | $12,442,000 | 5,790 |
| U.S. Government securities | $12,057,000 | 5,124 |
| U.S. Treasury securities | $480,000 | 1,462 |
| U.S. Government agency obligations | $11,577,000 | 5,095 |
| Securities issued by states & political subdivisions | $385,000 | 5,716 |
| 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 | $9,787,000 | 3,436 |
| Mortgage-backed securities | $85,000 | 6,348 |
| Certificates of participation in pools of residential mortgages | $85,000 | 6,008 |
| Issued or guaranteed by U.S. | $85,000 | 5,983 |
| 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) | $385,000 | 3,456 |
| Available-for-sale securities (fair market value) | $12,057,000 | 5,198 |
| Total debt securities | $12,442,000 | 5,736 |
| 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 | $11,475,000 | 6,017 |
| U.S. Government securities | $11,090,000 | 5,329 |
| U.S. Treasury securities | $484,000 | 1,473 |
| U.S. Government agency obligations | $10,606,000 | 5,305 |
| Securities issued by states & political subdivisions | $385,000 | 5,733 |
| 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 | $8,902,000 | 3,590 |
| Mortgage-backed securities | $103,000 | 6,386 |
| Certificates of participation in pools of residential mortgages | $103,000 | 6,025 |
| Issued or guaranteed by U.S. | $103,000 | 5,999 |
| 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) | $385,000 | 3,527 |
| Available-for-sale securities (fair market value) | $11,090,000 | 5,397 |
| Total debt securities | $11,475,000 | 5,959 |
| 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 | $11,899,000 | 5,931 |
| U.S. Government securities | $11,349,000 | 5,246 |
| U.S. Treasury securities | $486,000 | 1,511 |
| U.S. Government agency obligations | $10,863,000 | 5,208 |
| Securities issued by states & political subdivisions | $550,000 | 5,542 |
| 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 | $9,320,000 | 3,509 |
| Mortgage-backed securities | $120,000 | 6,386 |
| Certificates of participation in pools of residential mortgages | $120,000 | 6,022 |
| Issued or guaranteed by U.S. | $120,000 | 6,001 |
| 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) | $550,000 | 3,398 |
| Available-for-sale securities (fair market value) | $11,349,000 | 5,336 |
| Total debt securities | $11,899,000 | 5,867 |
| 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 | $11,900,000 | 5,978 |
| U.S. Government securities | $11,350,000 | 5,294 |
| U.S. Treasury securities | $492,000 | 1,557 |
| U.S. Government agency obligations | $10,858,000 | 5,267 |
| Securities issued by states & political subdivisions | $550,000 | 5,546 |
| 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 | $9,279,000 | 3,500 |
| Mortgage-backed securities | $141,000 | 6,387 |
| Certificates of participation in pools of residential mortgages | $141,000 | 6,021 |
| Issued or guaranteed by U.S. | $141,000 | 5,993 |
| 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) | $550,000 | 3,461 |
| Available-for-sale securities (fair market value) | $11,350,000 | 5,357 |
| Total debt securities | $11,900,000 | 5,914 |
| 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 | $12,839,000 | 5,865 |
| U.S. Government securities | $12,289,000 | 5,149 |
| U.S. Treasury securities | $483,000 | 1,670 |
| U.S. Government agency obligations | $11,806,000 | 5,109 |
| Securities issued by states & political subdivisions | $550,000 | 5,555 |
| 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 | $10,712,000 | 3,236 |
| Mortgage-backed securities | $176,000 | 6,387 |
| Certificates of participation in pools of residential mortgages | $176,000 | 6,012 |
| Issued or guaranteed by U.S. | $176,000 | 5,987 |
| 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) | $550,000 | 3,504 |
| Available-for-sale securities (fair market value) | $12,289,000 | 5,250 |
| Total debt securities | $12,839,000 | 5,804 |
| 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 | $13,153,000 | 5,850 |
| U.S. Government securities | $12,603,000 | 5,105 |
| U.S. Treasury securities | $494,000 | 1,668 |
| U.S. Government agency obligations | $12,109,000 | 5,061 |
| Securities issued by states & political subdivisions | $550,000 | 5,582 |
| 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 | $10,231,000 | 3,301 |
| Mortgage-backed securities | $207,000 | 6,382 |
| Certificates of participation in pools of residential mortgages | $207,000 | 5,992 |
| Issued or guaranteed by U.S. | $207,000 | 5,975 |
| 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) | $550,000 | 3,542 |
| Available-for-sale securities (fair market value) | $12,603,000 | 5,220 |
| Total debt securities | $13,153,000 | 5,780 |
| 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 | $13,391,000 | 5,821 |
| U.S. Government securities | $12,741,000 | 5,086 |
| U.S. Treasury securities | $1,003,000 | 1,294 |
| U.S. Government agency obligations | $11,738,000 | 5,147 |
| Securities issued by states & political subdivisions | $650,000 | 5,500 |
| 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 | $10,917,000 | 3,134 |
| Mortgage-backed securities | $249,000 | 6,371 |
| Certificates of participation in pools of residential mortgages | $249,000 | 5,948 |
| Issued or guaranteed by U.S. | $249,000 | 5,934 |
| 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) | $650,000 | 3,535 |
| Available-for-sale securities (fair market value) | $12,741,000 | 5,195 |
| Total debt securities | $13,391,000 | 5,751 |
| 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 | $13,940,000 | 5,778 |
| U.S. Government securities | $13,290,000 | 5,038 |
| U.S. Treasury securities | $998,000 | 1,411 |
| U.S. Government agency obligations | $12,292,000 | 5,080 |
| Securities issued by states & political subdivisions | $650,000 | 5,528 |
| 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 | $10,226,000 | 3,238 |
| Mortgage-backed securities | $296,000 | 6,382 |
| Certificates of participation in pools of residential mortgages | $296,000 | 5,947 |
| Issued or guaranteed by U.S. | $296,000 | 5,935 |
| 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) | $650,000 | 3,571 |
| Available-for-sale securities (fair market value) | $13,290,000 | 5,166 |
| Total debt securities | $13,940,000 | 5,701 |
| 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 | $14,727,000 | 5,614 |
| U.S. Government securities | $14,077,000 | 4,827 |
| U.S. Treasury securities | $1,530,000 | 1,156 |
| U.S. Government agency obligations | $12,547,000 | 4,971 |
| Securities issued by states & political subdivisions | $650,000 | 5,533 |
| 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 | $11,168,000 | 3,046 |
| Mortgage-backed securities | $395,000 | 6,284 |
| Certificates of participation in pools of residential mortgages | $395,000 | 5,838 |
| Issued or guaranteed by U.S. | $395,000 | 5,823 |
| 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) | $650,000 | 3,620 |
| Available-for-sale securities (fair market value) | $14,077,000 | 5,038 |
| Total debt securities | $14,727,000 | 5,534 |
| 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 | $14,118,000 | 5,768 |
| U.S. Government securities | $13,468,000 | 4,977 |
| U.S. Treasury securities | $1,528,000 | 1,238 |
| U.S. Government agency obligations | $11,940,000 | 5,160 |
| Securities issued by states & political subdivisions | $650,000 | 5,584 |
| 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 | $12,264,000 | 2,778 |
| Mortgage-backed securities | $460,000 | 6,255 |
| Certificates of participation in pools of residential mortgages | $460,000 | 5,815 |
| Issued or guaranteed by U.S. | $460,000 | 5,796 |
| 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) | $650,000 | 3,664 |
| Available-for-sale securities (fair market value) | $13,468,000 | 5,146 |
| Total debt securities | $14,118,000 | 5,680 |
| 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 | $16,268,000 | 5,314 |
| U.S. Government securities | $15,518,000 | 4,463 |
| U.S. Treasury securities | $1,543,000 | 1,254 |
| U.S. Government agency obligations | $13,975,000 | 4,574 |
| Securities issued by states & political subdivisions | $750,000 | 5,520 |
| 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 | $14,106,000 | 2,452 |
| Mortgage-backed securities | $557,000 | 6,189 |
| Certificates of participation in pools of residential mortgages | $557,000 | 5,729 |
| Issued or guaranteed by U.S. | $557,000 | 5,707 |
| 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) | $750,000 | 3,622 |
| Available-for-sale securities (fair market value) | $15,518,000 | 4,765 |
| Total debt securities | $16,268,000 | 5,225 |
| 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 | $16,459,000 | 5,233 |
| U.S. Government securities | $15,709,000 | 4,349 |
| U.S. Treasury securities | $1,559,000 | 1,261 |
| U.S. Government agency obligations | $14,150,000 | 4,515 |
| Securities issued by states & political subdivisions | $750,000 | 5,501 |
| 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 | $13,804,000 | 2,453 |
| Mortgage-backed securities | $755,000 | 6,118 |
| Certificates of participation in pools of residential mortgages | $755,000 | 5,593 |
| Issued or guaranteed by U.S. | $755,000 | 5,571 |
| 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) | $750,000 | 3,647 |
| Available-for-sale securities (fair market value) | $15,709,000 | 4,676 |
| Total debt securities | $16,459,000 | 5,137 |
| 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 | $18,746,000 | 4,857 |
| U.S. Government securities | $17,996,000 | 3,976 |
| U.S. Treasury securities | $1,564,000 | 1,290 |
| U.S. Government agency obligations | $16,432,000 | 4,082 |
| Securities issued by states & political subdivisions | $750,000 | 5,468 |
| 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 | $14,454,000 | 2,379 |
| Mortgage-backed securities | $1,252,000 | 5,760 |
| Certificates of participation in pools of residential mortgages | $994,000 | 5,383 |
| Issued or guaranteed by U.S. | $994,000 | 5,363 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $258,000 | 3,812 |
| CMOs issued by government agencies or sponsored agencies | $258,000 | 3,642 |
| 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) | $750,000 | 3,700 |
| Available-for-sale securities (fair market value) | $17,996,000 | 4,314 |
| Total debt securities | $18,746,000 | 4,756 |
| 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 | $14,409,000 | 5,558 |
| U.S. Government securities | $13,100,000 | 4,847 |
| U.S. Treasury securities | $1,066,000 | 1,525 |
| U.S. Government agency obligations | $12,034,000 | 4,913 |
| Securities issued by states & political subdivisions | $920,000 | 5,274 |
| Other domestic debt securities | $389,000 | 3,488 |
| Privately issued residential mortgage-backed securities | $389,000 | 936 |
| 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 | $12,202,000 | 2,688 |
| Mortgage-backed securities | $1,185,000 | 5,789 |
| Certificates of participation in pools of residential mortgages | $796,000 | 5,542 |
| Issued or guaranteed by U.S. | $796,000 | 5,525 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $389,000 | 3,734 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $389,000 | 837 |
| 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) | $920,000 | 3,648 |
| Available-for-sale securities (fair market value) | $13,489,000 | 4,991 |
| Total debt securities | $14,409,000 | 5,462 |
| 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 | $13,068,000 | 5,770 |
| U.S. Government securities | $12,275,000 | 4,954 |
| U.S. Treasury securities | $1,567,000 | 1,574 |
| U.S. Government agency obligations | $10,708,000 | 5,102 |
| Securities issued by states & political subdivisions | $793,000 | 5,508 |
| 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 | $7,804,000 | 3,478 |
| Mortgage-backed securities | $505,000 | 6,340 |
| Certificates of participation in pools of residential mortgages | $505,000 | 5,706 |
| Issued or guaranteed by U.S. | $505,000 | 5,685 |
| 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) | $793,000 | 4,001 |
| Available-for-sale securities (fair market value) | $12,275,000 | 5,099 |
| Total debt securities | $13,068,000 | 5,682 |
| 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 | $11,635,000 | 6,326 |
| U.S. Government securities | $10,715,000 | 5,625 |
| U.S. Treasury securities | $803,000 | 2,980 |
| U.S. Government agency obligations | $9,912,000 | 5,558 |
| Securities issued by states & political subdivisions | $920,000 | 5,461 |
| 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 | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,735,000 | 3,471 |
| Mortgage-backed securities | $575,000 | 5,995 |
| Certificates of participation in pools of residential mortgages | $575,000 | 5,301 |
| Issued or guaranteed by U.S. | $575,000 | 5,284 |
| 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) | $920,000 | 4,535 |
| Available-for-sale securities (fair market value) | $10,715,000 | 5,531 |
| Total debt securities | $11,635,000 | 6,201 |
| 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 | $10,625,000 | 6,883 |
| U.S. Government securities | $9,567,000 | 6,240 |
| U.S. Treasury securities | $2,243,000 | 2,550 |
| U.S. Government agency obligations | $7,324,000 | 6,517 |
| Securities issued by states & political subdivisions | $1,058,000 | 5,548 |
| 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 | $6,665,000 | 4,027 |
| Mortgage-backed securities | $635,000 | 6,272 |
| Certificates of participation in pools of residential mortgages | $635,000 | 5,523 |
| Issued or guaranteed by U.S. | $635,000 | 5,512 |
| 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) | $1,058,000 | 4,803 |
| Available-for-sale securities (fair market value) | $9,567,000 | 5,989 |
| Total debt securities | $10,625,000 | 6,774 |
| 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 | $11,739,000 | 6,599 |
| U.S. Government securities | $9,834,000 | 6,160 |
| U.S. Treasury securities | $4,014,000 | 2,663 |
| U.S. Government agency obligations | $5,820,000 | 6,799 |
| Securities issued by states & political subdivisions | $1,905,000 | 4,789 |
| 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 | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,626,000 | 2,887 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,905,000 | 4,828 |
| Available-for-sale securities (fair market value) | $9,834,000 | 5,822 |
| Total debt securities | $11,739,000 | 6,470 |
| 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 | $9,988,000 | 7,420 |
| U.S. Government securities | $8,367,000 | 7,096 |
| U.S. Treasury securities | $1,955,000 | 5,301 |
| U.S. Government agency obligations | $6,412,000 | 6,635 |
| Securities issued by states & political subdivisions | $1,621,000 | 4,992 |
| 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 | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,905,000 | 3,752 |
| Mortgage-backed securities | $165,000 | 7,683 |
| 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 | $165,000 | 4,610 |
| CMOs issued by government agencies or sponsored agencies | $165,000 | 4,439 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,786,000 | 5,767 |
| Available-for-sale securities (fair market value) | $8,202,000 | 6,295 |
| Total debt securities | $9,988,000 | 7,291 |
| 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 | $11,948,000 | 7,300 |
| U.S. Government securities | $10,045,000 | 6,998 |
| U.S. Treasury securities | $4,309,000 | 4,153 |
| U.S. Government agency obligations | $5,736,000 | 7,254 |
| Securities issued by states & political subdivisions | $1,903,000 | 4,899 |
| 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 | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,884,000 | 3,513 |
| Mortgage-backed securities | $495,000 | 7,569 |
| 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 | $495,000 | 4,473 |
| CMOs issued by government agencies or sponsored agencies | $495,000 | 4,312 |
| 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) | $2,398,000 | 6,024 |
| Available-for-sale securities (fair market value) | $9,550,000 | 6,121 |
| Total debt securities | $11,948,000 | 7,164 |
| 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 | $12,220,000 | 7,523 |
| U.S. Government securities | $10,402,000 | 7,152 |
| U.S. Treasury securities | $4,788,000 | 4,752 |
| U.S. Government agency obligations | $5,614,000 | 7,362 |
| Securities issued by states & political subdivisions | $1,818,000 | 5,113 |
| 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 | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,211,000 | 3,400 |
| Mortgage-backed securities | $493,000 | 8,013 |
| 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 | $493,000 | 4,944 |
| CMOs issued by government agencies or sponsored agencies | $493,000 | 4,752 |
| 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) | $2,311,000 | 6,424 |
| Available-for-sale securities (fair market value) | $9,909,000 | 6,181 |
| Total debt securities | $12,220,000 | 7,388 |
| 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 | $11,182,000 | 8,334 |
| U.S. Government securities | $9,914,000 | 7,777 |
| U.S. Treasury securities | $6,729,000 | 4,578 |
| U.S. Government agency obligations | $3,185,000 | 8,954 |
| Securities issued by states & political subdivisions | $1,268,000 | 6,199 |
| 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 | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,751,000 | 3,262 |
| 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) | $1,268,000 | 10,557 |
| Available-for-sale securities (fair market value) | $9,914,000 | 4,789 |
| Total debt securities | $11,182,000 | 8,210 |
| 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 | $12,209,000 | 8,271 |
| U.S. Government securities | $11,051,000 | 7,574 |
| U.S. Treasury securities | $9,297,000 | 3,709 |
| U.S. Government agency obligations | $1,754,000 | 10,478 |
| Securities issued by states & political subdivisions | $1,158,000 | 6,515 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,772,000 | 2,811 |
| 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 | $12,209,000 | 8,119 |
| 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 | $11,461,000 | 8,586 |
| U.S. Government securities | $10,493,000 | 7,838 |
| U.S. Treasury securities | $7,734,000 | 4,306 |
| U.S. Government agency obligations | $2,759,000 | 9,765 |
| Securities issued by states & political subdivisions | $968,000 | 6,643 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,166,000 | 2,845 |
| 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 | $11,289,000 | 8,516 |
| 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 |