Home > North Adams State Bank > Securities
North Adams State Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $11,564,000 | 3,945 |
| U.S. Government securities | $6,514,000 | 3,855 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $6,514,000 | 3,529 |
| Securities issued by states & political subdivisions | $5,050,000 | 2,917 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,205,000 | 3,730 |
| Mortgage-backed securities | $3,970,000 | 3,120 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,044,000 | 2,844 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $926,000 | 2,192 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $11,564,000 | 3,679 |
| Total debt securities | $11,565,000 | 3,923 |
| Structured notes | ||
| Amortized cost | $350,000 | 1,064 |
| Fair value | $304,000 | 1,063 |
| 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 | $11,165,000 | 3,981 |
| U.S. Government securities | $6,329,000 | 3,889 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $6,329,000 | 3,550 |
| Securities issued by states & political subdivisions | $4,836,000 | 2,959 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,193,000 | 3,737 |
| Mortgage-backed securities | $3,977,000 | 3,115 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,055,000 | 2,841 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $922,000 | 2,167 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $11,165,000 | 3,696 |
| Total debt securities | $11,166,000 | 3,958 |
| Structured notes | ||
| Amortized cost | $350,000 | 1,084 |
| Fair value | $293,000 | 1,082 |
| 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 | $11,586,000 | 4,003 |
| U.S. Government securities | $6,652,000 | 3,917 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $6,652,000 | 3,558 |
| Securities issued by states & political subdivisions | $4,934,000 | 2,986 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,216,000 | 3,728 |
| Mortgage-backed securities | $4,257,000 | 3,109 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,279,000 | 2,837 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $978,000 | 2,148 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $11,586,000 | 3,715 |
| Total debt securities | $11,586,000 | 3,981 |
| Structured notes | ||
| Amortized cost | $350,000 | 1,130 |
| Fair value | $299,000 | 1,128 |
| 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 | $11,982,000 | 4,053 |
| U.S. Government securities | $6,989,000 | 3,961 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $6,989,000 | 3,542 |
| Securities issued by states & political subdivisions | $4,993,000 | 3,026 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,244,000 | 3,719 |
| Mortgage-backed securities | $4,478,000 | 3,136 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,432,000 | 2,864 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,046,000 | 2,158 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $11,982,000 | 3,770 |
| Total debt securities | $11,980,000 | 4,031 |
| Structured notes | ||
| Amortized cost | $350,000 | 1,158 |
| Fair value | $300,000 | 1,157 |
| 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 | $12,029,000 | 4,082 |
| U.S. Government securities | $7,070,000 | 3,969 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $7,070,000 | 3,543 |
| Securities issued by states & political subdivisions | $4,959,000 | 3,071 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $596,000 | 3,801 |
| Mortgage-backed securities | $4,640,000 | 3,152 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,570,000 | 2,861 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,070,000 | 2,171 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $12,029,000 | 3,791 |
| Total debt securities | $12,029,000 | 4,061 |
| Structured notes | ||
| Amortized cost | $350,000 | 1,183 |
| Fair value | $300,000 | 1,181 |
| 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 | $12,027,000 | 4,106 |
| U.S. Government securities | $7,223,000 | 3,973 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $7,223,000 | 3,554 |
| Securities issued by states & political subdivisions | $4,804,000 | 3,105 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $834,000 | 3,769 |
| Mortgage-backed securities | $4,801,000 | 3,155 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,676,000 | 2,869 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,125,000 | 2,164 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $12,027,000 | 3,815 |
| Total debt securities | $12,026,000 | 4,084 |
| Structured notes | ||
| Amortized cost | $349,000 | 1,170 |
| Fair value | $298,000 | 1,169 |
| 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 | $12,171,000 | 4,126 |
| U.S. Government securities | $7,283,000 | 3,981 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $7,283,000 | 3,571 |
| Securities issued by states & political subdivisions | $4,888,000 | 3,154 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $813,000 | 3,814 |
| Mortgage-backed securities | $4,868,000 | 3,198 |
| Certificates of participation in pools of residential mortgages | $3,653,000 | 2,995 |
| Issued or guaranteed by U.S. | $3,653,000 | 2,903 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,215,000 | 2,240 |
| CMOs issued by government agencies or sponsored agencies | $1,215,000 | 2,165 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $12,171,000 | 3,846 |
| Total debt securities | $12,172,000 | 4,110 |
| Structured notes | ||
| Amortized cost | $349,000 | 1,140 |
| Fair value | $310,000 | 1,140 |
| 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 | $11,869,000 | 4,101 |
| U.S. Government securities | $7,119,000 | 3,924 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $7,119,000 | 3,574 |
| Securities issued by states & political subdivisions | $4,750,000 | 3,190 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $882,000 | 3,827 |
| Mortgage-backed securities | $4,809,000 | 3,205 |
| Certificates of participation in pools of residential mortgages | $3,414,000 | 3,052 |
| Issued or guaranteed by U.S. | $3,414,000 | 2,968 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,395,000 | 2,183 |
| CMOs issued by government agencies or sponsored agencies | $1,395,000 | 2,115 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $11,869,000 | 3,843 |
| Total debt securities | $11,870,000 | 4,084 |
| Structured notes | ||
| Amortized cost | $599,000 | 908 |
| Fair value | $566,000 | 906 |
| 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 | $11,354,000 | 4,084 |
| U.S. Government securities | $6,273,000 | 3,874 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $6,273,000 | 3,621 |
| Securities issued by states & political subdivisions | $5,081,000 | 3,201 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $960,000 | 3,836 |
| Mortgage-backed securities | $4,351,000 | 3,258 |
| Certificates of participation in pools of residential mortgages | $3,108,000 | 3,069 |
| Issued or guaranteed by U.S. | $3,108,000 | 2,976 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,243,000 | 2,227 |
| CMOs issued by government agencies or sponsored agencies | $1,243,000 | 2,172 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $11,354,000 | 3,858 |
| Total debt securities | $11,354,000 | 4,065 |
| Structured notes | ||
| Amortized cost | $1,099,000 | 646 |
| Fair value | $1,091,000 | 643 |
| 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 | $10,947,000 | 4,085 |
| U.S. Government securities | $5,828,000 | 3,906 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $5,828,000 | 3,683 |
| Securities issued by states & political subdivisions | $5,119,000 | 3,216 |
| 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 | $764,000 | 3,897 |
| Mortgage-backed securities | $4,632,000 | 3,265 |
| Certificates of participation in pools of residential mortgages | $3,300,000 | 3,064 |
| Issued or guaranteed by U.S. | $3,300,000 | 2,976 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,332,000 | 2,227 |
| CMOs issued by government agencies or sponsored agencies | $1,332,000 | 2,175 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $10,947,000 | 3,867 |
| Total debt securities | $10,948,000 | 4,063 |
| Structured notes | ||
| Amortized cost | $750,000 | 689 |
| Fair value | $750,000 | 688 |
| 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 | $9,099,000 | 4,197 |
| U.S. Government securities | $4,674,000 | 4,019 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $4,674,000 | 3,815 |
| Securities issued by states & political subdivisions | $4,425,000 | 3,297 |
| 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 | $968,000 | 3,884 |
| Mortgage-backed securities | $3,683,000 | 3,371 |
| Certificates of participation in pools of residential mortgages | $3,431,000 | 3,028 |
| Issued or guaranteed by U.S. | $3,431,000 | 2,934 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $201,000 | 2,689 |
| CMOs issued by government agencies or sponsored agencies | $201,000 | 2,635 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $51,000 | 1,990 |
| Commercial mortgage pass-through securities | $51,000 | 1,519 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $9,099,000 | 3,955 |
| Total debt securities | $9,098,000 | 4,174 |
| Structured notes | ||
| Amortized cost | $500,000 | 662 |
| Fair value | $498,000 | 699 |
| 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 | $7,271,000 | 4,263 |
| U.S. Government securities | $3,776,000 | 4,045 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $3,776,000 | 3,873 |
| Securities issued by states & political subdivisions | $3,495,000 | 3,401 |
| 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 | $1,035,000 | 3,869 |
| Mortgage-backed securities | $3,290,000 | 3,381 |
| Certificates of participation in pools of residential mortgages | $2,996,000 | 3,050 |
| Issued or guaranteed by U.S. | $2,996,000 | 2,959 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $221,000 | 2,651 |
| CMOs issued by government agencies or sponsored agencies | $221,000 | 2,598 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $73,000 | 1,971 |
| Commercial mortgage pass-through securities | $73,000 | 1,506 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $7,271,000 | 4,032 |
| Total debt securities | $7,271,000 | 4,240 |
| Structured notes | ||
| Amortized cost | $250,000 | 559 |
| Fair value | $247,000 | 565 |
| 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 | $6,789,000 | 4,265 |
| U.S. Government securities | $3,145,000 | 4,046 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $3,145,000 | 3,898 |
| Securities issued by states & political subdivisions | $3,644,000 | 3,376 |
| 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 | $1,088,000 | 3,864 |
| Mortgage-backed securities | $2,897,000 | 3,426 |
| Certificates of participation in pools of residential mortgages | $2,580,000 | 3,111 |
| Issued or guaranteed by U.S. | $2,580,000 | 3,032 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $237,000 | 2,662 |
| CMOs issued by government agencies or sponsored agencies | $237,000 | 2,604 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $80,000 | 1,927 |
| Commercial mortgage pass-through securities | $80,000 | 1,454 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $6,789,000 | 4,033 |
| Total debt securities | $6,790,000 | 4,241 |
| 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 | $7,030,000 | 4,227 |
| U.S. Government securities | $3,392,000 | 4,036 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $3,392,000 | 3,878 |
| Securities issued by states & political subdivisions | $3,638,000 | 3,315 |
| 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 | $1,032,000 | 3,898 |
| Mortgage-backed securities | $3,094,000 | 3,407 |
| Certificates of participation in pools of residential mortgages | $2,766,000 | 3,065 |
| Issued or guaranteed by U.S. | $2,766,000 | 2,976 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $246,000 | 2,665 |
| CMOs issued by government agencies or sponsored agencies | $246,000 | 2,609 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $82,000 | 1,913 |
| Commercial mortgage pass-through securities | $82,000 | 1,441 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $7,030,000 | 3,983 |
| Total debt securities | $7,031,000 | 4,203 |
| 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 | $7,191,000 | 4,226 |
| U.S. Government securities | $3,435,000 | 4,053 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $3,435,000 | 3,886 |
| Securities issued by states & political subdivisions | $3,756,000 | 3,255 |
| 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 | $1,196,000 | 3,896 |
| Mortgage-backed securities | $2,984,000 | 3,438 |
| Certificates of participation in pools of residential mortgages | $2,649,000 | 3,087 |
| Issued or guaranteed by U.S. | $2,649,000 | 3,001 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $251,000 | 2,676 |
| CMOs issued by government agencies or sponsored agencies | $251,000 | 2,630 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $84,000 | 1,901 |
| Commercial mortgage pass-through securities | $84,000 | 1,441 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $7,191,000 | 3,981 |
| Total debt securities | $7,189,000 | 4,202 |
| 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 | $6,224,000 | 4,328 |
| U.S. Government securities | $2,779,000 | 4,205 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $2,779,000 | 4,054 |
| Securities issued by states & political subdivisions | $3,445,000 | 3,268 |
| 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 | $1,317,000 | 3,891 |
| Mortgage-backed securities | $2,187,000 | 3,579 |
| Certificates of participation in pools of residential mortgages | $1,848,000 | 3,291 |
| Issued or guaranteed by U.S. | $1,848,000 | 3,190 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $254,000 | 2,679 |
| CMOs issued by government agencies or sponsored agencies | $254,000 | 2,628 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $85,000 | 1,877 |
| Commercial mortgage pass-through securities | $85,000 | 1,408 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $6,224,000 | 4,094 |
| Total debt securities | $6,225,000 | 4,305 |
| 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 | $6,172,000 | 4,388 |
| U.S. Government securities | $2,929,000 | 4,284 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,929,000 | 4,119 |
| Securities issued by states & political subdivisions | $3,243,000 | 3,307 |
| 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 | $1,371,000 | 3,947 |
| Mortgage-backed securities | $1,787,000 | 3,656 |
| Certificates of participation in pools of residential mortgages | $1,679,000 | 3,304 |
| Issued or guaranteed by U.S. | $1,679,000 | 3,208 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $108,000 | 1,846 |
| Commercial mortgage pass-through securities | $108,000 | 1,399 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $6,172,000 | 4,153 |
| Total debt securities | $6,172,000 | 4,367 |
| 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 | $6,161,000 | 4,463 |
| U.S. Government securities | $2,808,000 | 4,378 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,808,000 | 4,216 |
| Securities issued by states & political subdivisions | $3,353,000 | 3,315 |
| 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 | $1,419,000 | 4,009 |
| Mortgage-backed securities | $1,398,000 | 3,748 |
| Certificates of participation in pools of residential mortgages | $1,281,000 | 3,446 |
| Issued or guaranteed by U.S. | $1,281,000 | 3,354 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $117,000 | 1,820 |
| Commercial mortgage pass-through securities | $117,000 | 1,390 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $6,161,000 | 4,212 |
| Total debt securities | $6,161,000 | 4,440 |
| Structured notes | ||
| Amortized cost | $100,000 | 851 |
| Fair value | $100,000 | 851 |
| 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 | $6,665,000 | 4,478 |
| U.S. Government securities | $3,404,000 | 4,342 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $3,404,000 | 4,178 |
| Securities issued by states & political subdivisions | $3,261,000 | 3,367 |
| 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 | $1,419,000 | 4,055 |
| Mortgage-backed securities | $1,784,000 | 3,665 |
| Certificates of participation in pools of residential mortgages | $1,634,000 | 3,341 |
| Issued or guaranteed by U.S. | $1,634,000 | 3,258 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $150,000 | 1,793 |
| Commercial mortgage pass-through securities | $150,000 | 1,372 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $6,665,000 | 4,223 |
| Total debt securities | $6,664,000 | 4,453 |
| Structured notes | ||
| Amortized cost | $100,000 | 910 |
| Fair value | $100,000 | 910 |
| 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 | $6,292,000 | 4,571 |
| U.S. Government securities | $3,339,000 | 4,409 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $3,339,000 | 4,244 |
| Securities issued by states & political subdivisions | $2,953,000 | 3,504 |
| 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 | $1,419,000 | 4,091 |
| Mortgage-backed securities | $1,881,000 | 3,671 |
| Certificates of participation in pools of residential mortgages | $1,723,000 | 3,336 |
| Issued or guaranteed by U.S. | $1,723,000 | 3,252 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $158,000 | 1,726 |
| Commercial mortgage pass-through securities | $158,000 | 1,350 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $6,292,000 | 4,305 |
| Total debt securities | $6,292,000 | 4,549 |
| Structured notes | ||
| Amortized cost | $100,000 | 932 |
| Fair value | $98,000 | 934 |
| 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 | $6,337,000 | 4,612 |
| U.S. Government securities | $3,430,000 | 4,434 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $3,430,000 | 4,272 |
| Securities issued by states & political subdivisions | $2,907,000 | 3,573 |
| 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 | $1,319,000 | 4,161 |
| Mortgage-backed securities | $1,989,000 | 3,667 |
| Certificates of participation in pools of residential mortgages | $1,819,000 | 3,331 |
| Issued or guaranteed by U.S. | $1,819,000 | 3,259 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $170,000 | 1,690 |
| Commercial mortgage pass-through securities | $170,000 | 1,329 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $6,337,000 | 4,339 |
| Total debt securities | $6,337,000 | 4,589 |
| Structured notes | ||
| Amortized cost | $100,000 | 953 |
| Fair value | $97,000 | 955 |
| 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 | $6,319,000 | 4,655 |
| U.S. Government securities | $3,543,000 | 4,472 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $3,543,000 | 4,316 |
| Securities issued by states & political subdivisions | $2,776,000 | 3,638 |
| 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 | $900,000 | 4,362 |
| Mortgage-backed securities | $2,091,000 | 3,696 |
| Certificates of participation in pools of residential mortgages | $1,919,000 | 3,358 |
| Issued or guaranteed by U.S. | $1,919,000 | 3,327 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $172,000 | 1,679 |
| Commercial mortgage pass-through securities | $172,000 | 1,310 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $6,319,000 | 4,388 |
| Total debt securities | $6,319,000 | 4,634 |
| Structured notes | ||
| Amortized cost | $100,000 | 935 |
| Fair value | $96,000 | 937 |
| 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 | $6,363,000 | 4,710 |
| U.S. Government securities | $3,636,000 | 4,495 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $3,636,000 | 4,335 |
| Securities issued by states & political subdivisions | $2,727,000 | 3,712 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,201,000 | 4,289 |
| Mortgage-backed securities | $2,273,000 | 3,701 |
| Certificates of participation in pools of residential mortgages | $2,072,000 | 3,360 |
| Issued or guaranteed by U.S. | $2,072,000 | 3,196 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $201,000 | 1,642 |
| Commercial mortgage pass-through securities | $201,000 | 1,268 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $6,363,000 | 4,435 |
| Total debt securities | $6,363,000 | 4,691 |
| Structured notes | ||
| Amortized cost | $100,000 | 940 |
| Fair value | $96,000 | 942 |
| 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 | $6,101,000 | 4,791 |
| U.S. Government securities | $3,780,000 | 4,550 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $3,780,000 | 4,406 |
| Securities issued by states & political subdivisions | $2,321,000 | 3,844 |
| 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 | $1,201,000 | 4,343 |
| Mortgage-backed securities | $2,195,000 | 3,749 |
| Certificates of participation in pools of residential mortgages | $2,195,000 | 3,372 |
| Issued or guaranteed by U.S. | $2,195,000 | 3,366 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $6,101,000 | 4,514 |
| Total debt securities | $6,101,000 | 4,772 |
| Structured notes | ||
| Amortized cost | $100,000 | 904 |
| Fair value | $96,000 | 908 |
| 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 | $5,943,000 | 4,874 |
| U.S. Government securities | $3,646,000 | 4,603 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $3,646,000 | 4,469 |
| Securities issued by states & political subdivisions | $2,297,000 | 3,911 |
| 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 | $1,201,000 | 4,419 |
| Mortgage-backed securities | $2,026,000 | 3,801 |
| Certificates of participation in pools of residential mortgages | $2,026,000 | 3,451 |
| Issued or guaranteed by U.S. | $2,026,000 | 3,443 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $5,943,000 | 4,596 |
| Total debt securities | $5,945,000 | 4,852 |
| Structured notes | ||
| Amortized cost | $100,000 | 918 |
| Fair value | $98,000 | 922 |
| 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 | $6,106,000 | 4,918 |
| U.S. Government securities | $3,832,000 | 4,635 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $3,832,000 | 4,508 |
| Securities issued by states & political subdivisions | $2,274,000 | 3,974 |
| 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 | $1,201,000 | 4,483 |
| Mortgage-backed securities | $2,192,000 | 3,823 |
| Certificates of participation in pools of residential mortgages | $2,192,000 | 3,467 |
| Issued or guaranteed by U.S. | $2,192,000 | 3,462 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $6,106,000 | 4,628 |
| Total debt securities | $6,105,000 | 4,895 |
| Structured notes | ||
| Amortized cost | $100,000 | 948 |
| Fair value | $98,000 | 951 |
| 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 | $6,265,000 | 4,940 |
| U.S. Government securities | $3,984,000 | 4,656 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $3,984,000 | 4,529 |
| Securities issued by states & political subdivisions | $2,281,000 | 4,001 |
| 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 | $1,201,000 | 4,504 |
| Mortgage-backed securities | $2,325,000 | 3,840 |
| Certificates of participation in pools of residential mortgages | $2,325,000 | 3,465 |
| Issued or guaranteed by U.S. | $2,325,000 | 3,460 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $6,265,000 | 4,648 |
| Total debt securities | $6,264,000 | 4,919 |
| Structured notes | ||
| Amortized cost | $100,000 | 1,021 |
| Fair value | $99,000 | 1,041 |
| 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 | $6,337,000 | 5,000 |
| U.S. Government securities | $4,097,000 | 4,693 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $4,097,000 | 4,561 |
| Securities issued by states & political subdivisions | $2,240,000 | 4,053 |
| 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 | $851,000 | 4,707 |
| Mortgage-backed securities | $2,453,000 | 3,860 |
| Certificates of participation in pools of residential mortgages | $2,453,000 | 3,487 |
| Issued or guaranteed by U.S. | $2,453,000 | 3,482 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $6,337,000 | 4,691 |
| Total debt securities | $6,337,000 | 4,976 |
| Structured notes | ||
| Amortized cost | $100,000 | 1,121 |
| Fair value | $97,000 | 1,126 |
| 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 | $5,093,000 | 5,151 |
| U.S. Government securities | $3,084,000 | 4,862 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,084,000 | 4,748 |
| Securities issued by states & political subdivisions | $2,009,000 | 4,149 |
| 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 | $850,000 | 4,747 |
| Mortgage-backed securities | $1,445,000 | 4,136 |
| Certificates of participation in pools of residential mortgages | $1,445,000 | 3,855 |
| Issued or guaranteed by U.S. | $1,445,000 | 3,848 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $5,093,000 | 4,833 |
| Total debt securities | $5,099,000 | 5,124 |
| Structured notes | ||
| Amortized cost | $100,000 | 1,115 |
| Fair value | $96,000 | 1,120 |
| 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 | $5,055,000 | 5,210 |
| U.S. Government securities | $3,042,000 | 4,919 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $3,042,000 | 4,805 |
| Securities issued by states & political subdivisions | $2,013,000 | 4,155 |
| 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 | $901,000 | 4,803 |
| Mortgage-backed securities | $1,263,000 | 4,219 |
| Certificates of participation in pools of residential mortgages | $1,263,000 | 3,939 |
| Issued or guaranteed by U.S. | $1,263,000 | 3,936 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $5,055,000 | 4,886 |
| Total debt securities | $5,056,000 | 5,185 |
| Structured notes | ||
| Amortized cost | $100,000 | 1,104 |
| Fair value | $100,000 | 1,106 |
| 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 | $4,364,000 | 5,377 |
| U.S. Government securities | $2,940,000 | 5,049 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $2,940,000 | 4,934 |
| Securities issued by states & political subdivisions | $1,424,000 | 4,378 |
| 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 | $657,000 | 4,953 |
| Mortgage-backed securities | $1,326,000 | 4,250 |
| Certificates of participation in pools of residential mortgages | $1,326,000 | 3,955 |
| Issued or guaranteed by U.S. | $1,326,000 | 3,950 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $4,364,000 | 5,042 |
| Total debt securities | $4,363,000 | 5,356 |
| Structured notes | ||
| Amortized cost | $100,000 | 1,247 |
| Fair value | $100,000 | 1,247 |
| 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 | $4,047,000 | 5,477 |
| U.S. Government securities | $3,013,000 | 5,113 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $3,013,000 | 5,009 |
| Securities issued by states & political subdivisions | $1,034,000 | 4,553 |
| 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 | $1,025,000 | 4,868 |
| Mortgage-backed securities | $1,148,000 | 4,337 |
| Certificates of participation in pools of residential mortgages | $1,105,000 | 4,066 |
| Issued or guaranteed by U.S. | $1,105,000 | 4,061 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $43,000 | 3,153 |
| CMOs issued by government agencies or sponsored agencies | $43,000 | 3,048 |
| 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) | $4,047,000 | 5,135 |
| Total debt securities | $4,047,000 | 5,455 |
| Structured notes | ||
| Amortized cost | $350,000 | 1,282 |
| Fair value | $350,000 | 1,283 |
| 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 | $4,286,000 | 5,507 |
| U.S. Government securities | $3,103,000 | 5,170 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,103,000 | 5,062 |
| Securities issued by states & political subdivisions | $1,183,000 | 4,524 |
| 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 | $1,039,000 | 4,909 |
| Mortgage-backed securities | $1,226,000 | 4,335 |
| Certificates of participation in pools of residential mortgages | $1,180,000 | 4,064 |
| Issued or guaranteed by U.S. | $1,180,000 | 4,060 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $46,000 | 3,177 |
| CMOs issued by government agencies or sponsored agencies | $46,000 | 3,073 |
| 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) | $4,286,000 | 5,156 |
| Total debt securities | $4,285,000 | 5,481 |
| Structured notes | ||
| Amortized cost | $600,000 | 1,226 |
| Fair value | $598,000 | 1,233 |
| 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 | $4,381,000 | 5,590 |
| U.S. Government securities | $2,941,000 | 5,311 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $2,941,000 | 5,209 |
| Securities issued by states & political subdivisions | $1,440,000 | 4,491 |
| 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 | $1,063,000 | 4,965 |
| Mortgage-backed securities | $1,328,000 | 4,363 |
| Certificates of participation in pools of residential mortgages | $1,279,000 | 4,084 |
| Issued or guaranteed by U.S. | $1,279,000 | 4,079 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $49,000 | 3,225 |
| CMOs issued by government agencies or sponsored agencies | $49,000 | 3,118 |
| 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) | $4,381,000 | 5,221 |
| Total debt securities | $4,381,000 | 5,568 |
| Structured notes | ||
| Amortized cost | $150,000 | 1,749 |
| Fair value | $150,000 | 1,751 |
| 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 | $4,690,000 | 5,642 |
| U.S. Government securities | $3,249,000 | 5,347 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $3,249,000 | 5,241 |
| Securities issued by states & political subdivisions | $1,441,000 | 4,511 |
| 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 | $1,238,000 | 4,952 |
| Mortgage-backed securities | $1,221,000 | 4,482 |
| Certificates of participation in pools of residential mortgages | $1,169,000 | 4,222 |
| Issued or guaranteed by U.S. | $1,169,000 | 4,218 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $52,000 | 3,261 |
| CMOs issued by government agencies or sponsored agencies | $52,000 | 3,152 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $4,690,000 | 5,276 |
| Total debt securities | $4,690,000 | 5,615 |
| Structured notes | ||
| Amortized cost | $650,000 | 1,520 |
| Fair value | $649,000 | 1,520 |
| 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 | $4,820,000 | 5,681 |
| U.S. Government securities | $3,363,000 | 5,396 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $3,363,000 | 5,301 |
| Securities issued by states & political subdivisions | $1,457,000 | 4,517 |
| 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 | $1,265,000 | 4,998 |
| Mortgage-backed securities | $1,315,000 | 4,525 |
| Certificates of participation in pools of residential mortgages | $1,259,000 | 4,252 |
| Issued or guaranteed by U.S. | $1,259,000 | 4,246 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $56,000 | 3,292 |
| CMOs issued by government agencies or sponsored agencies | $56,000 | 3,178 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $4,820,000 | 5,314 |
| Total debt securities | $4,821,000 | 5,657 |
| Structured notes | ||
| Amortized cost | $650,000 | 1,612 |
| Fair value | $650,000 | 1,614 |
| 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 | $4,862,000 | 5,775 |
| U.S. Government securities | $3,404,000 | 5,484 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $3,404,000 | 5,390 |
| Securities issued by states & political subdivisions | $1,458,000 | 4,588 |
| 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 | $1,089,000 | 5,144 |
| Mortgage-backed securities | $1,414,000 | 4,575 |
| Certificates of participation in pools of residential mortgages | $1,354,000 | 4,294 |
| Issued or guaranteed by U.S. | $1,354,000 | 4,286 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $60,000 | 3,328 |
| CMOs issued by government agencies or sponsored agencies | $60,000 | 3,214 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $4,862,000 | 5,402 |
| Total debt securities | $4,861,000 | 5,755 |
| Structured notes | ||
| Amortized cost | $790,000 | 1,651 |
| Fair value | $786,000 | 1,652 |
| 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 | $4,756,000 | 5,865 |
| U.S. Government securities | $3,146,000 | 5,615 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $3,146,000 | 5,520 |
| Securities issued by states & political subdivisions | $1,610,000 | 4,589 |
| 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 | $1,114,000 | 5,189 |
| Mortgage-backed securities | $1,516,000 | 4,627 |
| Certificates of participation in pools of residential mortgages | $1,452,000 | 4,343 |
| Issued or guaranteed by U.S. | $1,452,000 | 4,339 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $64,000 | 3,387 |
| CMOs issued by government agencies or sponsored agencies | $64,000 | 3,261 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $4,756,000 | 5,487 |
| Total debt securities | $4,756,000 | 5,844 |
| Structured notes | ||
| Amortized cost | $540,000 | 1,851 |
| Fair value | $535,000 | 1,849 |
| 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 | $5,330,000 | 5,860 |
| U.S. Government securities | $3,577,000 | 5,611 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $3,577,000 | 5,502 |
| Securities issued by states & political subdivisions | $1,753,000 | 4,582 |
| 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 | $901,000 | 5,363 |
| Mortgage-backed securities | $1,631,000 | 4,660 |
| Certificates of participation in pools of residential mortgages | $1,563,000 | 4,348 |
| Issued or guaranteed by U.S. | $1,563,000 | 4,345 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $68,000 | 3,424 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 3,297 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $5,330,000 | 5,471 |
| Total debt securities | $5,321,000 | 5,844 |
| Structured notes | ||
| Amortized cost | $814,000 | 1,781 |
| Fair value | $809,000 | 1,783 |
| 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 | $5,428,000 | 5,902 |
| U.S. Government securities | $3,676,000 | 5,634 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $3,676,000 | 5,535 |
| Securities issued by states & political subdivisions | $1,752,000 | 4,602 |
| 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 | $920,000 | 5,402 |
| Mortgage-backed securities | $1,733,000 | 4,665 |
| Certificates of participation in pools of residential mortgages | $1,662,000 | 4,351 |
| Issued or guaranteed by U.S. | $1,662,000 | 4,347 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $71,000 | 3,456 |
| CMOs issued by government agencies or sponsored agencies | $71,000 | 3,325 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $5,428,000 | 5,517 |
| Total debt securities | $5,428,000 | 5,880 |
| Structured notes | ||
| Amortized cost | $817,000 | 1,814 |
| Fair value | $805,000 | 1,817 |
| 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 | $5,552,000 | 5,939 |
| U.S. Government securities | $3,796,000 | 5,655 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,796,000 | 5,561 |
| Securities issued by states & political subdivisions | $1,756,000 | 4,632 |
| 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 | $954,000 | 5,452 |
| Mortgage-backed securities | $1,849,000 | 4,675 |
| Certificates of participation in pools of residential mortgages | $1,775,000 | 4,339 |
| Issued or guaranteed by U.S. | $1,775,000 | 4,333 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $74,000 | 3,462 |
| CMOs issued by government agencies or sponsored agencies | $74,000 | 3,326 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $5,552,000 | 5,546 |
| Total debt securities | $5,553,000 | 5,916 |
| Structured notes | ||
| Amortized cost | $821,000 | 1,813 |
| Fair value | $804,000 | 1,815 |
| 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 | $5,955,000 | 5,950 |
| U.S. Government securities | $3,736,000 | 5,723 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,736,000 | 5,632 |
| Securities issued by states & political subdivisions | $2,219,000 | 4,484 |
| 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 | $994,000 | 5,489 |
| Mortgage-backed securities | $1,910,000 | 4,692 |
| Certificates of participation in pools of residential mortgages | $1,910,000 | 4,325 |
| Issued or guaranteed by U.S. | $1,910,000 | 4,318 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $5,955,000 | 5,559 |
| Total debt securities | $5,956,000 | 5,925 |
| Structured notes | ||
| Amortized cost | $687,000 | 1,866 |
| Fair value | $674,000 | 1,864 |
| 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 | $6,274,000 | 5,915 |
| U.S. Government securities | $4,050,000 | 5,670 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $4,050,000 | 5,569 |
| Securities issued by states & political subdivisions | $2,224,000 | 4,493 |
| 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 | $932,000 | 5,538 |
| Mortgage-backed securities | $2,091,000 | 4,636 |
| Certificates of participation in pools of residential mortgages | $2,091,000 | 4,237 |
| Issued or guaranteed by U.S. | $2,091,000 | 4,232 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $6,274,000 | 5,547 |
| Total debt securities | $6,272,000 | 5,887 |
| Structured notes | ||
| Amortized cost | $695,000 | 1,835 |
| Fair value | $688,000 | 1,833 |
| 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 | $6,134,000 | 5,975 |
| U.S. Government securities | $3,876,000 | 5,756 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $3,876,000 | 5,653 |
| Securities issued by states & political subdivisions | $2,258,000 | 4,462 |
| 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 | $1,096,000 | 5,497 |
| Mortgage-backed securities | $2,177,000 | 4,661 |
| Certificates of participation in pools of residential mortgages | $2,177,000 | 4,247 |
| Issued or guaranteed by U.S. | $2,177,000 | 4,243 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $6,134,000 | 5,616 |
| Total debt securities | $6,134,000 | 5,946 |
| Structured notes | ||
| Amortized cost | $701,000 | 1,860 |
| Fair value | $703,000 | 1,864 |
| 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 | $6,079,000 | 6,034 |
| U.S. Government securities | $3,823,000 | 5,797 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $3,823,000 | 5,692 |
| Securities issued by states & political subdivisions | $2,256,000 | 4,459 |
| 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 | $1,440,000 | 5,409 |
| Mortgage-backed securities | $2,364,000 | 4,645 |
| Certificates of participation in pools of residential mortgages | $2,364,000 | 4,205 |
| Issued or guaranteed by U.S. | $2,364,000 | 4,204 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $6,079,000 | 5,653 |
| Total debt securities | $6,076,000 | 6,004 |
| Structured notes | ||
| Amortized cost | $455,000 | 2,175 |
| Fair value | $458,000 | 2,175 |
| 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 | $6,174,000 | 6,120 |
| U.S. Government securities | $3,707,000 | 5,916 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $3,707,000 | 5,823 |
| Securities issued by states & political subdivisions | $2,467,000 | 4,404 |
| 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 | $1,027,000 | 5,636 |
| Mortgage-backed securities | $2,583,000 | 4,721 |
| Certificates of participation in pools of residential mortgages | $2,583,000 | 4,278 |
| Issued or guaranteed by U.S. | $2,583,000 | 4,277 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $6,174,000 | 5,724 |
| Total debt securities | $6,171,000 | 6,090 |
| Structured notes | ||
| Amortized cost | $113,000 | 2,607 |
| Fair value | $118,000 | 2,604 |
| 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 | $6,251,000 | 6,163 |
| U.S. Government securities | $3,784,000 | 6,005 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,784,000 | 5,906 |
| Securities issued by states & political subdivisions | $2,467,000 | 4,396 |
| 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 | $1,492,000 | 5,526 |
| Mortgage-backed securities | $2,463,000 | 4,785 |
| Certificates of participation in pools of residential mortgages | $2,463,000 | 4,346 |
| Issued or guaranteed by U.S. | $2,463,000 | 4,345 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $6,251,000 | 5,749 |
| Total debt securities | $6,249,000 | 6,136 |
| Structured notes | ||
| Amortized cost | $860,000 | 2,229 |
| Fair value | $868,000 | 2,217 |
| 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 | $6,571,000 | 6,170 |
| U.S. Government securities | $4,016,000 | 6,041 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $4,016,000 | 5,945 |
| Securities issued by states & political subdivisions | $2,555,000 | 4,287 |
| 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 | $2,112,000 | 5,301 |
| Mortgage-backed securities | $2,042,000 | 4,912 |
| Certificates of participation in pools of residential mortgages | $2,042,000 | 4,489 |
| Issued or guaranteed by U.S. | $2,042,000 | 4,486 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $6,571,000 | 5,744 |
| Total debt securities | $6,571,000 | 6,143 |
| Structured notes | ||
| Amortized cost | $1,215,000 | 2,093 |
| Fair value | $1,220,000 | 2,094 |
| 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 | $6,995,000 | 6,130 |
| U.S. Government securities | $4,173,000 | 6,023 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $4,173,000 | 5,926 |
| Securities issued by states & political subdivisions | $2,822,000 | 4,187 |
| 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 | $1,847,000 | 5,184 |
| Mortgage-backed securities | $2,190,000 | 4,838 |
| Certificates of participation in pools of residential mortgages | $2,190,000 | 4,382 |
| Issued or guaranteed by U.S. | $2,190,000 | 4,373 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $6,995,000 | 5,696 |
| Total debt securities | $6,996,000 | 6,098 |
| Structured notes | ||
| Amortized cost | $1,371,000 | 1,987 |
| Fair value | $1,376,000 | 1,987 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $6,593,000 | 6,196 |
| U.S. Government securities | $3,613,000 | 6,186 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $3,613,000 | 6,072 |
| Securities issued by states & political subdivisions | $2,980,000 | 4,103 |
| 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 | $1,584,000 | 5,270 |
| Mortgage-backed securities | $1,752,000 | 4,957 |
| Certificates of participation in pools of residential mortgages | $1,752,000 | 4,503 |
| Issued or guaranteed by U.S. | $1,752,000 | 4,490 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $6,593,000 | 5,753 |
| Total debt securities | $6,595,000 | 6,164 |
| Structured notes | ||
| Amortized cost | $894,000 | 2,461 |
| Fair value | $901,000 | 2,458 |
| 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 | $7,737,000 | 6,137 |
| U.S. Government securities | $4,692,000 | 6,089 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $4,692,000 | 5,968 |
| Securities issued by states & political subdivisions | $3,045,000 | 4,044 |
| 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 | $2,099,000 | 5,134 |
| Mortgage-backed securities | $1,860,000 | 4,903 |
| Certificates of participation in pools of residential mortgages | $1,860,000 | 4,436 |
| Issued or guaranteed by U.S. | $1,860,000 | 4,426 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $7,737,000 | 5,686 |
| Total debt securities | $7,737,000 | 6,106 |
| Structured notes | ||
| Amortized cost | $1,654,000 | 2,144 |
| Fair value | $1,666,000 | 2,147 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $7,772,000 | 6,124 |
| U.S. Government securities | $5,064,000 | 6,022 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $5,064,000 | 5,893 |
| Securities issued by states & political subdivisions | $2,708,000 | 4,131 |
| 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 | $2,116,000 | 5,154 |
| Mortgage-backed securities | $1,971,000 | 4,831 |
| Certificates of participation in pools of residential mortgages | $1,650,000 | 4,491 |
| Issued or guaranteed by U.S. | $1,650,000 | 4,482 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $321,000 | 358 |
| Commercial mortgage pass-through securities | $321,000 | 262 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $7,772,000 | 5,656 |
| Total debt securities | $7,772,000 | 6,093 |
| Structured notes | ||
| Amortized cost | $1,667,000 | 2,193 |
| Fair value | $1,672,000 | 2,193 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $7,006,000 | 6,180 |
| U.S. Government securities | $4,312,000 | 6,073 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $4,312,000 | 5,939 |
| Securities issued by states & political subdivisions | $2,694,000 | 4,141 |
| 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 | $1,743,000 | 5,333 |
| Mortgage-backed securities | $1,797,000 | 4,853 |
| Certificates of participation in pools of residential mortgages | $1,797,000 | 4,325 |
| Issued or guaranteed by U.S. | $1,797,000 | 4,320 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $7,006,000 | 5,708 |
| Total debt securities | $7,006,000 | 6,152 |
| Structured notes | ||
| Amortized cost | $1,131,000 | 2,290 |
| Fair value | $1,139,000 | 2,286 |
| 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 | $7,079,000 | 6,167 |
| U.S. Government securities | $4,326,000 | 6,066 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,326,000 | 5,943 |
| Securities issued by states & political subdivisions | $2,753,000 | 4,044 |
| 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 | $1,930,000 | 5,342 |
| Mortgage-backed securities | $1,778,000 | 4,872 |
| Certificates of participation in pools of residential mortgages | $1,778,000 | 4,313 |
| Issued or guaranteed by U.S. | $1,778,000 | 4,306 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $7,079,000 | 5,684 |
| Total debt securities | $7,079,000 | 6,128 |
| Structured notes | ||
| Amortized cost | $892,000 | 2,607 |
| Fair value | $909,000 | 2,597 |
| 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 | $6,427,000 | 6,390 |
| U.S. Government securities | $4,000,000 | 6,302 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $4,000,000 | 6,188 |
| Securities issued by states & political subdivisions | $2,427,000 | 4,124 |
| 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 | $1,943,000 | 5,389 |
| Mortgage-backed securities | $1,692,000 | 4,921 |
| Certificates of participation in pools of residential mortgages | $1,692,000 | 4,421 |
| Issued or guaranteed by U.S. | $1,692,000 | 4,412 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $6,427,000 | 5,880 |
| Total debt securities | $6,427,000 | 6,350 |
| Structured notes | ||
| Amortized cost | $647,000 | 2,816 |
| Fair value | $661,000 | 2,807 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $6,887,000 | 6,372 |
| U.S. Government securities | $4,339,000 | 6,301 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $4,339,000 | 6,186 |
| Securities issued by states & political subdivisions | $2,548,000 | 4,047 |
| 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 | $1,963,000 | 5,447 |
| Mortgage-backed securities | $1,820,000 | 4,983 |
| Certificates of participation in pools of residential mortgages | $1,820,000 | 4,493 |
| Issued or guaranteed by U.S. | $1,820,000 | 4,484 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $6,887,000 | 5,859 |
| Total debt securities | $6,887,000 | 6,332 |
| Structured notes | ||
| Amortized cost | $659,000 | 2,591 |
| Fair value | $667,000 | 2,587 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $6,913,000 | 6,360 |
| U.S. Government securities | $4,543,000 | 6,226 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $4,543,000 | 6,123 |
| Securities issued by states & political subdivisions | $2,370,000 | 4,157 |
| 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 | $1,991,000 | 5,479 |
| Mortgage-backed securities | $2,148,000 | 4,937 |
| Certificates of participation in pools of residential mortgages | $2,148,000 | 4,433 |
| Issued or guaranteed by U.S. | $2,148,000 | 4,427 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $6,913,000 | 5,850 |
| Total debt securities | $6,913,000 | 6,324 |
| Structured notes | ||
| Amortized cost | $468,000 | 2,566 |
| Fair value | $480,000 | 2,555 |
| 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 | $6,634,000 | 6,455 |
| U.S. Government securities | $4,495,000 | 6,296 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $4,495,000 | 6,205 |
| Securities issued by states & political subdivisions | $2,139,000 | 4,302 |
| 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 | $1,345,000 | 5,766 |
| Mortgage-backed securities | $2,097,000 | 5,054 |
| Certificates of participation in pools of residential mortgages | $2,097,000 | 4,557 |
| Issued or guaranteed by U.S. | $2,097,000 | 4,549 |
| 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) | $6,634,000 | 5,928 |
| Total debt securities | $6,636,000 | 6,414 |
| Structured notes | ||
| Amortized cost | $764,000 | 1,857 |
| Fair value | $777,000 | 1,853 |
| 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 | $6,575,000 | 6,485 |
| U.S. Government securities | $4,397,000 | 6,329 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $4,397,000 | 6,238 |
| Securities issued by states & political subdivisions | $2,178,000 | 4,258 |
| 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 | $1,368,000 | 5,780 |
| Mortgage-backed securities | $2,237,000 | 5,051 |
| Certificates of participation in pools of residential mortgages | $2,237,000 | 4,559 |
| Issued or guaranteed by U.S. | $2,237,000 | 4,547 |
| 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) | $6,575,000 | 5,971 |
| Total debt securities | $6,574,000 | 6,441 |
| Structured notes | ||
| Amortized cost | $527,000 | 1,521 |
| Fair value | $542,000 | 1,515 |
| 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 | $7,448,000 | 6,359 |
| U.S. Government securities | $5,530,000 | 6,155 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $5,530,000 | 6,072 |
| Securities issued by states & political subdivisions | $1,918,000 | 4,307 |
| 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 | $1,462,000 | 5,779 |
| Mortgage-backed securities | $2,434,000 | 5,067 |
| Certificates of participation in pools of residential mortgages | $2,434,000 | 4,586 |
| Issued or guaranteed by U.S. | $2,434,000 | 4,575 |
| 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) | $7,448,000 | 5,834 |
| Total debt securities | $7,448,000 | 6,313 |
| Structured notes | ||
| Amortized cost | $1,044,000 | 872 |
| Fair value | $1,046,000 | 878 |
| 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 | $7,548,000 | 6,398 |
| U.S. Government securities | $5,533,000 | 6,248 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $5,533,000 | 6,163 |
| Securities issued by states & political subdivisions | $2,015,000 | 4,201 |
| 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 | $1,575,000 | 5,789 |
| Mortgage-backed securities | $2,398,000 | 5,055 |
| Certificates of participation in pools of residential mortgages | $2,398,000 | 4,574 |
| Issued or guaranteed by U.S. | $2,398,000 | 4,562 |
| 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) | $7,548,000 | 5,852 |
| Total debt securities | $7,547,000 | 6,358 |
| Structured notes | ||
| Amortized cost | $1,049,000 | 917 |
| Fair value | $1,062,000 | 918 |
| 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 | $7,575,000 | 6,366 |
| U.S. Government securities | $5,570,000 | 6,215 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,570,000 | 6,122 |
| Securities issued by states & political subdivisions | $2,005,000 | 4,200 |
| 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 | $1,763,000 | 5,740 |
| Mortgage-backed securities | $2,330,000 | 5,037 |
| Certificates of participation in pools of residential mortgages | $2,330,000 | 4,557 |
| Issued or guaranteed by U.S. | $2,330,000 | 4,543 |
| 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) | $7,575,000 | 5,804 |
| Total debt securities | $7,573,000 | 6,320 |
| Structured notes | ||
| Amortized cost | $1,053,000 | 904 |
| Fair value | $1,040,000 | 912 |
| 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 | $7,532,000 | 6,424 |
| U.S. Government securities | $5,629,000 | 6,248 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $5,629,000 | 6,169 |
| Securities issued by states & political subdivisions | $1,903,000 | 4,286 |
| 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 | $1,782,000 | 5,739 |
| Mortgage-backed securities | $2,387,000 | 5,022 |
| Certificates of participation in pools of residential mortgages | $2,387,000 | 4,544 |
| Issued or guaranteed by U.S. | $2,387,000 | 4,526 |
| 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) | $7,532,000 | 5,862 |
| Total debt securities | $7,532,000 | 6,366 |
| Structured notes | ||
| Amortized cost | $1,063,000 | 957 |
| Fair value | $1,049,000 | 961 |
| 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 | $4,839,000 | 7,047 |
| U.S. Government securities | $3,166,000 | 7,012 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $3,166,000 | 6,907 |
| Securities issued by states & political subdivisions | $1,673,000 | 4,435 |
| 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 | $1,805,000 | 5,717 |
| Mortgage-backed securities | $1,460,000 | 5,330 |
| Certificates of participation in pools of residential mortgages | $1,460,000 | 4,876 |
| Issued or guaranteed by U.S. | $1,460,000 | 4,854 |
| 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) | $4,839,000 | 6,457 |
| Total debt securities | $4,839,000 | 6,985 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $5,038,000 | 7,070 |
| U.S. Government securities | $3,536,000 | 7,044 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $3,536,000 | 6,929 |
| Securities issued by states & political subdivisions | $1,502,000 | 4,526 |
| 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 | $1,527,000 | 5,891 |
| Mortgage-backed securities | $586,000 | 5,647 |
| Certificates of participation in pools of residential mortgages | $586,000 | 5,240 |
| Issued or guaranteed by U.S. | $586,000 | 5,220 |
| 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) | $5,038,000 | 6,438 |
| Total debt securities | $5,038,000 | 7,016 |
| Structured notes | ||
| Amortized cost | $850,000 | 1,746 |
| Fair value | $850,000 | 1,745 |
| 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 | $4,747,000 | 7,191 |
| U.S. Government securities | $3,085,000 | 7,215 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $3,085,000 | 7,095 |
| Securities issued by states & political subdivisions | $1,662,000 | 4,453 |
| 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 | $1,528,000 | 5,914 |
| Mortgage-backed securities | $371,000 | 5,777 |
| Certificates of participation in pools of residential mortgages | $371,000 | 5,369 |
| Issued or guaranteed by U.S. | $371,000 | 5,350 |
| 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) | $4,747,000 | 6,548 |
| Total debt securities | $4,747,000 | 7,145 |
| Structured notes | ||
| Amortized cost | $850,000 | 1,975 |
| Fair value | $845,000 | 1,978 |
| 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 | $5,091,000 | 7,159 |
| U.S. Government securities | $3,275,000 | 7,230 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $3,275,000 | 7,102 |
| Securities issued by states & political subdivisions | $1,816,000 | 4,370 |
| 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 | $1,733,000 | 5,889 |
| Mortgage-backed securities | $401,000 | 5,758 |
| Certificates of participation in pools of residential mortgages | $401,000 | 5,357 |
| Issued or guaranteed by U.S. | $401,000 | 5,339 |
| 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) | $5,091,000 | 6,496 |
| Total debt securities | $5,090,000 | 7,117 |
| Structured notes | ||
| Amortized cost | $850,000 | 2,066 |
| Fair value | $832,000 | 2,070 |
| 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 | $5,071,000 | 7,208 |
| U.S. Government securities | $3,343,000 | 7,252 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $3,343,000 | 7,118 |
| Securities issued by states & political subdivisions | $1,728,000 | 4,446 |
| 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 | $1,706,000 | 5,916 |
| Mortgage-backed securities | $440,000 | 5,726 |
| Certificates of participation in pools of residential mortgages | $440,000 | 5,326 |
| Issued or guaranteed by U.S. | $440,000 | 5,304 |
| 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) | $1,000 | 3,834 |
| Available-for-sale securities (fair market value) | $5,070,000 | 6,528 |
| Total debt securities | $5,069,000 | 7,162 |
| Structured notes | ||
| Amortized cost | $850,000 | 2,127 |
| Fair value | $839,000 | 2,131 |
| 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 | $4,734,000 | 7,326 |
| U.S. Government securities | $3,066,000 | 7,366 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $3,066,000 | 7,238 |
| Securities issued by states & political subdivisions | $1,668,000 | 4,491 |
| 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 | $1,731,000 | 5,907 |
| Mortgage-backed securities | $472,000 | 5,705 |
| Certificates of participation in pools of residential mortgages | $472,000 | 5,289 |
| Issued or guaranteed by U.S. | $472,000 | 5,270 |
| 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) | $1,000 | 3,920 |
| Available-for-sale securities (fair market value) | $4,733,000 | 6,627 |
| Total debt securities | $4,734,000 | 7,277 |
| Structured notes | ||
| Amortized cost | $850,000 | 2,227 |
| Fair value | $836,000 | 2,234 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $5,312,000 | 7,269 |
| U.S. Government securities | $3,283,000 | 7,382 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $3,283,000 | 7,244 |
| Securities issued by states & political subdivisions | $2,029,000 | 4,284 |
| 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 | $41,000 | 6,898 |
| Mortgage-backed securities | $508,000 | 5,674 |
| Certificates of participation in pools of residential mortgages | $508,000 | 5,259 |
| Issued or guaranteed by U.S. | $508,000 | 5,235 |
| 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) | $1,000 | 4,017 |
| Available-for-sale securities (fair market value) | $5,311,000 | 6,541 |
| Total debt securities | $5,312,000 | 7,217 |
| Structured notes | ||
| Amortized cost | $1,050,000 | 2,042 |
| Fair value | $1,029,000 | 2,046 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $5,305,000 | 7,288 |
| U.S. Government securities | $3,275,000 | 7,433 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $3,275,000 | 7,291 |
| Securities issued by states & political subdivisions | $2,030,000 | 4,286 |
| 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 | $41,000 | 6,951 |
| Mortgage-backed securities | $539,000 | 5,673 |
| Certificates of participation in pools of residential mortgages | $539,000 | 5,257 |
| Issued or guaranteed by U.S. | $539,000 | 5,235 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 4,067 |
| Available-for-sale securities (fair market value) | $5,304,000 | 6,545 |
| Total debt securities | $5,305,000 | 7,238 |
| Structured notes | ||
| Amortized cost | $1,050,000 | 2,095 |
| Fair value | $1,015,000 | 2,102 |
| 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 | $4,964,000 | 7,434 |
| U.S. Government securities | $2,921,000 | 7,615 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $2,921,000 | 7,478 |
| Securities issued by states & political subdivisions | $2,043,000 | 4,312 |
| 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 | $43,000 | 6,975 |
| Mortgage-backed securities | $586,000 | 5,667 |
| Certificates of participation in pools of residential mortgages | $586,000 | 5,243 |
| Issued or guaranteed by U.S. | $586,000 | 5,225 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 4,132 |
| Available-for-sale securities (fair market value) | $4,963,000 | 6,689 |
| Total debt securities | $4,963,000 | 7,378 |
| Structured notes | ||
| Amortized cost | $850,000 | 2,416 |
| Fair value | $826,000 | 2,422 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $4,999,000 | 7,452 |
| U.S. Government securities | $2,976,000 | 7,601 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $2,976,000 | 7,465 |
| Securities issued by states & political subdivisions | $2,023,000 | 4,351 |
| 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 | $45,000 | 7,016 |
| Mortgage-backed securities | $635,000 | 5,683 |
| Certificates of participation in pools of residential mortgages | $635,000 | 5,237 |
| Issued or guaranteed by U.S. | $635,000 | 5,217 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 4,213 |
| Available-for-sale securities (fair market value) | $4,998,000 | 6,698 |
| Total debt securities | $4,998,000 | 7,400 |
| Structured notes | ||
| Amortized cost | $850,000 | 2,409 |
| Fair value | $827,000 | 2,413 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $4,646,000 | 7,560 |
| U.S. Government securities | $2,667,000 | 7,717 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $2,667,000 | 7,587 |
| Securities issued by states & political subdivisions | $1,979,000 | 4,377 |
| 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 | $1,733,000 | 6,007 |
| Mortgage-backed securities | $698,000 | 5,666 |
| Certificates of participation in pools of residential mortgages | $698,000 | 5,219 |
| Issued or guaranteed by U.S. | $698,000 | 5,201 |
| 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) | $2,000 | 4,270 |
| Available-for-sale securities (fair market value) | $4,644,000 | 6,793 |
| Total debt securities | $4,646,000 | 7,506 |
| Structured notes | ||
| Amortized cost | $850,000 | 2,364 |
| Fair value | $840,000 | 2,366 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $4,993,000 | 7,527 |
| U.S. Government securities | $3,003,000 | 7,656 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $3,003,000 | 7,508 |
| Securities issued by states & political subdivisions | $1,990,000 | 4,356 |
| 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 | $1,994,000 | 5,856 |
| Mortgage-backed securities | $778,000 | 5,670 |
| Certificates of participation in pools of residential mortgages | $778,000 | 5,209 |
| Issued or guaranteed by U.S. | $778,000 | 5,188 |
| 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) | $2,000 | 4,321 |
| Available-for-sale securities (fair market value) | $4,991,000 | 6,746 |
| Total debt securities | $4,993,000 | 7,461 |
| Structured notes | ||
| Amortized cost | $1,099,000 | 1,999 |
| Fair value | $1,094,000 | 1,998 |
| 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 | $5,233,000 | 7,535 |
| U.S. Government securities | $3,238,000 | 7,651 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,238,000 | 7,487 |
| Securities issued by states & political subdivisions | $1,995,000 | 4,351 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,017,000 | 5,881 |
| Mortgage-backed securities | $834,000 | 5,710 |
| Certificates of participation in pools of residential mortgages | $834,000 | 5,227 |
| Issued or guaranteed by U.S. | $834,000 | 5,212 |
| 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) | $2,000 | 4,390 |
| Available-for-sale securities (fair market value) | $5,231,000 | 6,752 |
| Total debt securities | $5,233,000 | 7,470 |
| Structured notes | ||
| Amortized cost | $1,099,000 | 1,990 |
| Fair value | $1,080,000 | 1,990 |
| 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 | $5,708,000 | 7,465 |
| U.S. Government securities | $3,676,000 | 7,520 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,676,000 | 7,357 |
| Securities issued by states & political subdivisions | $2,032,000 | 4,336 |
| 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 | $1,890,000 | 5,972 |
| Mortgage-backed securities | $1,243,000 | 5,477 |
| Certificates of participation in pools of residential mortgages | $1,243,000 | 4,938 |
| Issued or guaranteed by U.S. | $1,243,000 | 4,925 |
| 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) | $2,000 | 4,452 |
| Available-for-sale securities (fair market value) | $5,706,000 | 6,662 |
| Total debt securities | $5,708,000 | 7,395 |
| Structured notes | ||
| Amortized cost | $1,099,000 | 1,938 |
| Fair value | $1,092,000 | 1,938 |
| 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 | $5,922,000 | 7,463 |
| U.S. Government securities | $4,317,000 | 7,352 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $4,317,000 | 7,192 |
| Securities issued by states & political subdivisions | $1,605,000 | 4,631 |
| 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 | $2,365,000 | 5,695 |
| Mortgage-backed securities | $1,365,000 | 5,405 |
| Certificates of participation in pools of residential mortgages | $1,365,000 | 4,873 |
| Issued or guaranteed by U.S. | $1,365,000 | 4,862 |
| 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) | $2,000 | 4,509 |
| Available-for-sale securities (fair market value) | $5,920,000 | 6,646 |
| Total debt securities | $5,922,000 | 7,389 |
| Structured notes | ||
| Amortized cost | $1,699,000 | 1,673 |
| Fair value | $1,697,000 | 1,675 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $5,958,000 | 7,514 |
| U.S. Government securities | $4,374,000 | 7,414 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $4,374,000 | 7,256 |
| Securities issued by states & political subdivisions | $1,584,000 | 4,672 |
| 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 | $1,804,000 | 6,047 |
| Mortgage-backed securities | $1,477,000 | 5,423 |
| Certificates of participation in pools of residential mortgages | $1,477,000 | 4,879 |
| Issued or guaranteed by U.S. | $1,477,000 | 4,867 |
| 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) | $3,000 | 4,554 |
| Available-for-sale securities (fair market value) | $5,955,000 | 6,697 |
| Total debt securities | $5,958,000 | 7,440 |
| Structured notes | ||
| Amortized cost | $1,699,000 | 1,659 |
| Fair value | $1,661,000 | 1,661 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $6,315,000 | 7,423 |
| U.S. Government securities | $4,678,000 | 7,277 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $4,678,000 | 7,120 |
| Securities issued by states & political subdivisions | $1,637,000 | 4,618 |
| 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 | $1,865,000 | 5,979 |
| Mortgage-backed securities | $1,695,000 | 5,329 |
| Certificates of participation in pools of residential mortgages | $1,695,000 | 4,777 |
| Issued or guaranteed by U.S. | $1,695,000 | 4,763 |
| 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) | $3,000 | 4,592 |
| Available-for-sale securities (fair market value) | $6,312,000 | 6,613 |
| Total debt securities | $6,315,000 | 7,343 |
| Structured notes | ||
| Amortized cost | $1,700,000 | 1,463 |
| Fair value | $1,708,000 | 1,463 |
| 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 | $5,901,000 | 7,606 |
| U.S. Government securities | $4,273,000 | 7,457 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $4,273,000 | 7,283 |
| Securities issued by states & political subdivisions | $1,628,000 | 4,660 |
| 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 | $1,692,000 | 6,051 |
| Mortgage-backed securities | $1,664,000 | 5,372 |
| Certificates of participation in pools of residential mortgages | $1,664,000 | 4,809 |
| Issued or guaranteed by U.S. | $1,664,000 | 4,791 |
| 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) | $4,000 | 4,651 |
| Available-for-sale securities (fair market value) | $5,897,000 | 6,771 |
| Total debt securities | $5,901,000 | 7,524 |
| Structured notes | ||
| Amortized cost | $1,450,000 | 1,472 |
| Fair value | $1,446,000 | 1,473 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $6,118,000 | 7,491 |
| U.S. Government securities | $4,573,000 | 7,273 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $4,573,000 | 7,095 |
| Securities issued by states & political subdivisions | $1,545,000 | 4,746 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,232,000 | 6,358 |
| Mortgage-backed securities | $1,916,000 | 5,238 |
| Certificates of participation in pools of residential mortgages | $1,916,000 | 4,645 |
| Issued or guaranteed by U.S. | $1,916,000 | 4,623 |
| 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) | $5,000 | 4,677 |
| Available-for-sale securities (fair market value) | $6,113,000 | 6,683 |
| Total debt securities | $6,118,000 | 7,407 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,244 |
| Fair value | $1,490,000 | 1,241 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $6,278,000 | 7,413 |
| U.S. Government securities | $4,982,000 | 7,100 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,982,000 | 6,919 |
| Securities issued by states & political subdivisions | $1,296,000 | 4,922 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,869,000 | 5,934 |
| Mortgage-backed securities | $2,032,000 | 5,297 |
| Certificates of participation in pools of residential mortgages | $2,026,000 | 4,667 |
| Issued or guaranteed by U.S. | $2,026,000 | 4,650 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $6,000 | 4,253 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 4,025 |
| 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) | $5,000 | 4,691 |
| Available-for-sale securities (fair market value) | $6,273,000 | 6,594 |
| Total debt securities | $6,278,000 | 7,323 |
| Structured notes | ||
| Amortized cost | $1,150,000 | 1,131 |
| Fair value | $1,160,000 | 1,130 |
| 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 | $6,023,000 | 7,531 |
| U.S. Government securities | $4,850,000 | 7,206 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,850,000 | 7,005 |
| Securities issued by states & political subdivisions | $1,173,000 | 4,961 |
| 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 | $1,885,000 | 5,947 |
| Mortgage-backed securities | $1,695,000 | 5,503 |
| Certificates of participation in pools of residential mortgages | $1,661,000 | 4,880 |
| Issued or guaranteed by U.S. | $1,661,000 | 4,864 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $34,000 | 4,217 |
| CMOs issued by government agencies or sponsored agencies | $34,000 | 4,022 |
| 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) | $6,000 | 4,746 |
| Available-for-sale securities (fair market value) | $6,017,000 | 6,700 |
| Total debt securities | $6,023,000 | 7,436 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 910 |
| Fair value | $1,010,000 | 990 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $5,978,000 | 7,542 |
| U.S. Government securities | $4,702,000 | 7,281 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,702,000 | 7,077 |
| Securities issued by states & political subdivisions | $1,276,000 | 4,885 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,209,000 | 5,745 |
| Mortgage-backed securities | $1,987,000 | 5,329 |
| Certificates of participation in pools of residential mortgages | $1,743,000 | 4,808 |
| Issued or guaranteed by U.S. | $1,743,000 | 4,791 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $244,000 | 3,888 |
| CMOs issued by government agencies or sponsored agencies | $244,000 | 3,721 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,000 | 4,834 |
| Available-for-sale securities (fair market value) | $5,972,000 | 6,690 |
| Total debt securities | $5,978,000 | 7,467 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,021 |
| Fair value | $812,000 | 1,025 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $4,997,000 | 7,936 |
| U.S. Government securities | $3,655,000 | 7,793 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $3,655,000 | 7,544 |
| Securities issued by states & political subdivisions | $1,342,000 | 4,887 |
| 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 | $1,145,000 | 6,588 |
| Mortgage-backed securities | $2,415,000 | 5,026 |
| Certificates of participation in pools of residential mortgages | $2,281,000 | 4,307 |
| Issued or guaranteed by U.S. | $2,281,000 | 4,289 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $134,000 | 4,214 |
| CMOs issued by government agencies or sponsored agencies | $134,000 | 4,025 |
| 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) | $44,000 | 4,962 |
| Available-for-sale securities (fair market value) | $4,953,000 | 7,000 |
| Total debt securities | $4,997,000 | 7,831 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $4,626,000 | 8,479 |
| U.S. Government securities | $3,683,000 | 8,328 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $3,683,000 | 7,983 |
| Securities issued by states & political subdivisions | $943,000 | 5,434 |
| 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 | $1,646,000 | 6,531 |
| Mortgage-backed securities | $457,000 | 6,188 |
| Certificates of participation in pools of residential mortgages | $291,000 | 5,844 |
| Issued or guaranteed by U.S. | $291,000 | 5,823 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $166,000 | 3,835 |
| CMOs issued by government agencies or sponsored agencies | $166,000 | 3,655 |
| 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) | $49,000 | 5,573 |
| Available-for-sale securities (fair market value) | $4,577,000 | 7,369 |
| Total debt securities | $4,626,000 | 8,368 |
| 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 | $4,213,000 | 8,939 |
| U.S. Government securities | $3,267,000 | 8,823 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $3,267,000 | 8,337 |
| Securities issued by states & political subdivisions | $946,000 | 5,704 |
| 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 | $2,096,000 | 6,257 |
| Mortgage-backed securities | $575,000 | 6,351 |
| Certificates of participation in pools of residential mortgages | $410,000 | 5,910 |
| Issued or guaranteed by U.S. | $410,000 | 5,897 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $165,000 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $165,000 | 3,879 |
| 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) | $215,000 | 5,688 |
| Available-for-sale securities (fair market value) | $3,998,000 | 7,750 |
| Total debt securities | $4,213,000 | 8,830 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $3,218,000 | 9,406 |
| U.S. Government securities | $2,187,000 | 9,353 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $2,187,000 | 8,630 |
| Securities issued by states & political subdivisions | $1,031,000 | 5,720 |
| 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 | $1,374,000 | 6,738 |
| Mortgage-backed securities | $889,000 | 6,230 |
| Certificates of participation in pools of residential mortgages | $654,000 | 5,731 |
| Issued or guaranteed by U.S. | $654,000 | 5,714 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $235,000 | 4,192 |
| CMOs issued by government agencies or sponsored agencies | $235,000 | 4,024 |
| 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) | $257,000 | 6,162 |
| Available-for-sale securities (fair market value) | $2,961,000 | 8,113 |
| Total debt securities | $3,218,000 | 9,280 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $3,095,000 | 9,936 |
| U.S. Government securities | $2,251,000 | 9,910 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $2,251,000 | 8,879 |
| Securities issued by states & political subdivisions | $844,000 | 6,093 |
| 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 | $2,028,000 | 6,416 |
| Mortgage-backed securities | $1,223,000 | 6,088 |
| Certificates of participation in pools of residential mortgages | $988,000 | 5,400 |
| Issued or guaranteed by U.S. | $988,000 | 5,378 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $235,000 | 4,471 |
| CMOs issued by government agencies or sponsored agencies | $235,000 | 4,306 |
| 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) | $408,000 | 6,863 |
| Available-for-sale securities (fair market value) | $2,687,000 | 8,448 |
| Total debt securities | $3,095,000 | 9,838 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $3,208,000 | 10,485 |
| U.S. Government securities | $2,338,000 | 10,453 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $2,338,000 | 9,257 |
| Securities issued by states & political subdivisions | $870,000 | 6,311 |
| 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 | $906,000 | 8,039 |
| Mortgage-backed securities | $1,614,000 | 6,199 |
| Certificates of participation in pools of residential mortgages | $1,379,000 | 5,331 |
| Issued or guaranteed by U.S. | $1,379,000 | 5,314 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $235,000 | 4,945 |
| CMOs issued by government agencies or sponsored agencies | $235,000 | 4,760 |
| 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) | $402,000 | 7,521 |
| Available-for-sale securities (fair market value) | $2,806,000 | 8,684 |
| Total debt securities | $3,208,000 | 10,382 |
| 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 | $3,332,000 | 10,902 |
| U.S. Government securities | $2,670,000 | 10,765 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $2,670,000 | 9,240 |
| Securities issued by states & political subdivisions | $662,000 | 6,970 |
| 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 | $598,000 | 8,692 |
| Mortgage-backed securities | $1,935,000 | 6,319 |
| Certificates of participation in pools of residential mortgages | $1,700,000 | 5,226 |
| Issued or guaranteed by U.S. | $1,700,000 | 5,192 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $235,000 | 5,400 |
| CMOs issued by government agencies or sponsored agencies | $235,000 | 5,180 |
| 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) | $509,000 | 7,796 |
| Available-for-sale securities (fair market value) | $2,823,000 | 9,016 |
| Total debt securities | $3,332,000 | 10,789 |
| 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 | $3,006,000 | 11,693 |
| U.S. Government securities | $2,631,000 | 11,447 |
| U.S. Treasury securities | $705,000 | 10,131 |
| U.S. Government agency obligations | $1,926,000 | 10,029 |
| Securities issued by states & political subdivisions | $375,000 | 8,053 |
| 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 | $868,000 | 8,674 |
| Mortgage-backed securities | $1,790,000 | 6,856 |
| Certificates of participation in pools of residential mortgages | $1,570,000 | 5,670 |
| Issued or guaranteed by U.S. | $1,570,000 | 5,644 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $220,000 | 5,846 |
| CMOs issued by government agencies or sponsored agencies | $220,000 | 5,592 |
| 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) | $878,000 | 10,844 |
| Available-for-sale securities (fair market value) | $2,128,000 | 8,734 |
| Total debt securities | $3,006,000 | 11,594 |
| 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 | $3,351,000 | 12,012 |
| U.S. Government securities | $3,110,000 | 11,579 |
| U.S. Treasury securities | $720,000 | 10,494 |
| U.S. Government agency obligations | $2,390,000 | 9,909 |
| Securities issued by states & political subdivisions | $241,000 | 8,715 |
| 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 | $2,068,000 | 6,901 |
| Mortgage-backed securities | $2,039,000 | 7,225 |
| Certificates of participation in pools of residential mortgages | $1,789,000 | 5,989 |
| Issued or guaranteed by U.S. | $1,789,000 | 5,937 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $250,000 | 6,227 |
| CMOs issued by government agencies or sponsored agencies | $250,000 | 5,950 |
| 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 | $3,351,000 | 11,904 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $3,493,000 | 12,358 |
| U.S. Government securities | $3,251,000 | 11,931 |
| U.S. Treasury securities | $732,000 | 10,920 |
| U.S. Government agency obligations | $2,519,000 | 9,987 |
| Securities issued by states & political subdivisions | $242,000 | 8,598 |
| 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 | $1,313,000 | 8,121 |
| Mortgage-backed securities | $1,514,000 | 8,216 |
| Certificates of participation in pools of residential mortgages | $1,514,000 | 6,752 |
| Issued or guaranteed by U.S. | $1,514,000 | 6,688 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,493,000 | 12,239 |
| 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 |