Home > Ormsby State Bank > Securities
Ormsby State Bank, Securities
| 2020-12-31 | Rank | |
| Total securities | $7,037,000 | 4,251 |
| U.S. Government securities | $4,169,000 | 3,897 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $4,169,000 | 3,752 |
| Securities issued by states & political subdivisions | $1,365,000 | 3,803 |
| Other domestic debt securities | $1,503,000 | 1,561 |
| 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 | $1,503,000 | 1,192 |
| 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 | $477,000 | 4,040 |
| Mortgage-backed securities | $4,169,000 | 3,258 |
| Certificates of participation in pools of residential mortgages | $4,169,000 | 2,833 |
| Issued or guaranteed by U.S. | $4,169,000 | 2,750 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $7,037,000 | 4,015 |
| Total debt securities | $7,037,000 | 4,227 |
| 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 | $6,824,000 | 4,243 |
| U.S. Government securities | $4,581,000 | 3,855 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $4,581,000 | 3,705 |
| Securities issued by states & political subdivisions | $1,479,000 | 3,746 |
| Other domestic debt securities | $764,000 | 1,751 |
| 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 | $764,000 | 1,360 |
| 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 | $523,000 | 4,032 |
| Mortgage-backed securities | $4,581,000 | 3,203 |
| Certificates of participation in pools of residential mortgages | $4,581,000 | 2,744 |
| Issued or guaranteed by U.S. | $4,581,000 | 2,663 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $6,824,000 | 3,998 |
| Total debt securities | $6,824,000 | 4,220 |
| 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 | $7,181,000 | 4,227 |
| U.S. Government securities | $5,008,000 | 3,827 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $5,008,000 | 3,667 |
| Securities issued by states & political subdivisions | $1,665,000 | 3,676 |
| Other domestic debt securities | $508,000 | 1,774 |
| 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 | $508,000 | 1,391 |
| 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 | $573,000 | 4,069 |
| Mortgage-backed securities | $5,008,000 | 3,154 |
| Certificates of participation in pools of residential mortgages | $5,008,000 | 2,660 |
| Issued or guaranteed by U.S. | $5,008,000 | 2,584 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $7,181,000 | 3,982 |
| Total debt securities | $7,181,000 | 4,203 |
| 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 | $6,970,000 | 4,276 |
| U.S. Government securities | $4,829,000 | 3,899 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $4,829,000 | 3,736 |
| Securities issued by states & political subdivisions | $1,645,000 | 3,659 |
| Other domestic debt securities | $496,000 | 1,750 |
| 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 | $496,000 | 1,353 |
| 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 | $615,000 | 4,101 |
| Mortgage-backed securities | $4,829,000 | 3,180 |
| Certificates of participation in pools of residential mortgages | $4,829,000 | 2,700 |
| Issued or guaranteed by U.S. | $4,829,000 | 2,613 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $6,970,000 | 4,030 |
| Total debt securities | $6,969,000 | 4,252 |
| 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 | $7,115,000 | 4,310 |
| U.S. Government securities | $4,455,000 | 4,043 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $4,455,000 | 3,871 |
| Securities issued by states & political subdivisions | $2,157,000 | 3,530 |
| Other domestic debt securities | $503,000 | 1,679 |
| 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 | $503,000 | 1,274 |
| 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 | $638,000 | 4,159 |
| Mortgage-backed securities | $4,455,000 | 3,207 |
| Certificates of participation in pools of residential mortgages | $4,455,000 | 2,703 |
| Issued or guaranteed by U.S. | $4,455,000 | 2,620 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $7,115,000 | 4,063 |
| Total debt securities | $7,115,000 | 4,286 |
| 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 | $7,356,000 | 4,376 |
| U.S. Government securities | $4,696,000 | 4,078 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $4,696,000 | 3,919 |
| Securities issued by states & political subdivisions | $2,160,000 | 3,560 |
| Other domestic debt securities | $500,000 | 1,729 |
| 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 | $500,000 | 1,290 |
| 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 | $668,000 | 4,219 |
| Mortgage-backed securities | $4,696,000 | 3,177 |
| Certificates of participation in pools of residential mortgages | $4,696,000 | 2,657 |
| Issued or guaranteed by U.S. | $4,696,000 | 2,572 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $7,356,000 | 4,120 |
| Total debt securities | $7,356,000 | 4,351 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $7,826,000 | 4,397 |
| U.S. Government securities | $4,966,000 | 4,118 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $4,966,000 | 3,957 |
| Securities issued by states & political subdivisions | $2,360,000 | 3,561 |
| Other domestic debt securities | $500,000 | 1,720 |
| 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 | $500,000 | 1,323 |
| 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 | $729,000 | 4,251 |
| Mortgage-backed securities | $4,966,000 | 3,141 |
| Certificates of participation in pools of residential mortgages | $4,966,000 | 2,606 |
| Issued or guaranteed by U.S. | $4,966,000 | 2,537 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $7,826,000 | 4,136 |
| Total debt securities | $7,826,000 | 4,374 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $8,025,000 | 4,433 |
| U.S. Government securities | $5,182,000 | 4,140 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $5,182,000 | 3,983 |
| Securities issued by states & political subdivisions | $2,347,000 | 3,625 |
| Other domestic debt securities | $496,000 | 1,745 |
| 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 | $496,000 | 1,358 |
| 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 | $771,000 | 4,281 |
| Mortgage-backed securities | $5,182,000 | 3,131 |
| Certificates of participation in pools of residential mortgages | $5,182,000 | 2,588 |
| Issued or guaranteed by U.S. | $5,182,000 | 2,523 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $8,025,000 | 4,157 |
| Total debt securities | $8,025,000 | 4,407 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $7,817,000 | 4,493 |
| U.S. Government securities | $4,794,000 | 4,225 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $4,794,000 | 4,075 |
| Securities issued by states & political subdivisions | $2,538,000 | 3,642 |
| Other domestic debt securities | $485,000 | 1,748 |
| 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 | $485,000 | 1,371 |
| 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 | $800,000 | 4,325 |
| Mortgage-backed securities | $4,794,000 | 3,191 |
| Certificates of participation in pools of residential mortgages | $4,794,000 | 2,656 |
| Issued or guaranteed by U.S. | $4,794,000 | 2,613 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $7,817,000 | 4,225 |
| Total debt securities | $7,818,000 | 4,471 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $8,015,000 | 4,516 |
| U.S. Government securities | $4,971,000 | 4,261 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $4,971,000 | 4,113 |
| Securities issued by states & political subdivisions | $2,559,000 | 3,686 |
| Other domestic debt securities | $485,000 | 1,716 |
| 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 | $485,000 | 1,382 |
| 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 | $851,000 | 4,379 |
| Mortgage-backed securities | $4,971,000 | 3,190 |
| Certificates of participation in pools of residential mortgages | $4,971,000 | 2,666 |
| Issued or guaranteed by U.S. | $4,971,000 | 2,648 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $8,015,000 | 4,249 |
| Total debt securities | $8,013,000 | 4,492 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $8,326,000 | 4,548 |
| U.S. Government securities | $5,269,000 | 4,256 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $5,269,000 | 4,106 |
| Securities issued by states & political subdivisions | $2,573,000 | 3,741 |
| Other domestic debt securities | $484,000 | 1,907 |
| 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 | $484,000 | 1,385 |
| 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 | $896,000 | 4,407 |
| Mortgage-backed securities | $5,269,000 | 3,175 |
| Certificates of participation in pools of residential mortgages | $5,269,000 | 2,662 |
| Issued or guaranteed by U.S. | $5,269,000 | 2,538 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $8,326,000 | 4,271 |
| Total debt securities | $8,325,000 | 4,522 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $8,625,000 | 4,574 |
| U.S. Government securities | $5,567,000 | 4,273 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $5,567,000 | 4,130 |
| Securities issued by states & political subdivisions | $2,573,000 | 3,784 |
| Other domestic debt securities | $485,000 | 1,734 |
| 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 | $485,000 | 1,423 |
| 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 | $964,000 | 4,444 |
| Mortgage-backed securities | $5,567,000 | 3,153 |
| Certificates of participation in pools of residential mortgages | $5,566,000 | 2,658 |
| Issued or guaranteed by U.S. | $5,566,000 | 2,656 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,000 | 3,032 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 2,947 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $8,625,000 | 4,291 |
| Total debt securities | $8,625,000 | 4,546 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $8,592,000 | 4,642 |
| U.S. Government securities | $5,019,000 | 4,403 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $5,019,000 | 4,261 |
| Securities issued by states & political subdivisions | $3,078,000 | 3,747 |
| Other domestic debt securities | $495,000 | 1,734 |
| 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 | $495,000 | 1,437 |
| 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 | $1,033,000 | 4,464 |
| Mortgage-backed securities | $5,019,000 | 3,282 |
| Certificates of participation in pools of residential mortgages | $5,016,000 | 2,798 |
| Issued or guaranteed by U.S. | $5,016,000 | 2,793 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $3,000 | 3,028 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 2,940 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $8,592,000 | 4,366 |
| Total debt securities | $8,592,000 | 4,619 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $8,624,000 | 4,685 |
| U.S. Government securities | $4,987,000 | 4,468 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $4,987,000 | 4,349 |
| Securities issued by states & political subdivisions | $3,137,000 | 3,785 |
| Other domestic debt securities | $500,000 | 1,731 |
| 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 | $500,000 | 1,437 |
| 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 | $1,089,000 | 4,514 |
| Mortgage-backed securities | $4,987,000 | 3,333 |
| Certificates of participation in pools of residential mortgages | $4,982,000 | 2,858 |
| Issued or guaranteed by U.S. | $4,982,000 | 2,855 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $5,000 | 3,052 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 2,963 |
| 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) | $8,624,000 | 4,397 |
| Total debt securities | $8,624,000 | 4,661 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $8,945,000 | 4,706 |
| U.S. Government securities | $5,264,000 | 4,465 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $5,264,000 | 4,346 |
| Securities issued by states & political subdivisions | $2,931,000 | 3,851 |
| Other domestic debt securities | $750,000 | 1,647 |
| 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 | $750,000 | 1,367 |
| 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 | $1,190,000 | 4,509 |
| Mortgage-backed securities | $5,264,000 | 3,320 |
| Certificates of participation in pools of residential mortgages | $5,256,000 | 2,843 |
| Issued or guaranteed by U.S. | $5,256,000 | 2,842 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,000 | 3,075 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 2,977 |
| 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) | $8,945,000 | 4,411 |
| Total debt securities | $8,945,000 | 4,681 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $8,270,000 | 4,814 |
| U.S. Government securities | $4,965,000 | 4,568 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $4,965,000 | 4,438 |
| Securities issued by states & political subdivisions | $2,556,000 | 3,976 |
| Other domestic debt securities | $749,000 | 1,695 |
| 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 | $749,000 | 1,394 |
| 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 | $1,234,000 | 4,565 |
| Mortgage-backed securities | $4,965,000 | 3,428 |
| Certificates of participation in pools of residential mortgages | $4,955,000 | 2,962 |
| Issued or guaranteed by U.S. | $4,955,000 | 2,958 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $10,000 | 3,111 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,015 |
| 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) | $8,270,000 | 4,500 |
| Total debt securities | $8,270,000 | 4,785 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $7,846,000 | 4,872 |
| U.S. Government securities | $4,234,000 | 4,683 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,234,000 | 4,559 |
| Securities issued by states & political subdivisions | $2,866,000 | 3,936 |
| Other domestic debt securities | $746,000 | 1,707 |
| 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 | $746,000 | 1,395 |
| 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 | $1,322,000 | 4,590 |
| Mortgage-backed securities | $4,234,000 | 3,545 |
| Certificates of participation in pools of residential mortgages | $4,220,000 | 3,120 |
| Issued or guaranteed by U.S. | $4,220,000 | 3,116 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $14,000 | 3,113 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 3,004 |
| 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) | $7,846,000 | 4,553 |
| Total debt securities | $7,847,000 | 4,846 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $7,546,000 | 4,950 |
| U.S. Government securities | $4,664,000 | 4,646 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $4,664,000 | 4,528 |
| Securities issued by states & political subdivisions | $2,319,000 | 4,084 |
| Other domestic debt securities | $563,000 | 1,779 |
| 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 | $563,000 | 1,449 |
| 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 | $1,454,000 | 4,615 |
| Mortgage-backed securities | $4,664,000 | 3,499 |
| Certificates of participation in pools of residential mortgages | $4,645,000 | 3,059 |
| Issued or guaranteed by U.S. | $4,645,000 | 3,058 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $19,000 | 3,131 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,026 |
| 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) | $300,000 | 1,988 |
| Available-for-sale securities (fair market value) | $7,246,000 | 4,650 |
| Total debt securities | $7,546,000 | 4,927 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $7,838,000 | 4,982 |
| U.S. Government securities | $4,942,000 | 4,704 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $4,942,000 | 4,582 |
| Securities issued by states & political subdivisions | $2,333,000 | 4,113 |
| Other domestic debt securities | $563,000 | 1,807 |
| 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 | $563,000 | 1,456 |
| 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 | $1,545,000 | 4,670 |
| Mortgage-backed securities | $4,942,000 | 3,492 |
| Certificates of participation in pools of residential mortgages | $4,918,000 | 3,050 |
| Issued or guaranteed by U.S. | $4,918,000 | 3,047 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $24,000 | 3,157 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 3,040 |
| 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) | $300,000 | 2,037 |
| Available-for-sale securities (fair market value) | $7,538,000 | 4,682 |
| Total debt securities | $7,838,000 | 4,958 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $8,048,000 | 5,031 |
| U.S. Government securities | $5,160,000 | 4,756 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $5,160,000 | 4,642 |
| Securities issued by states & political subdivisions | $2,324,000 | 4,136 |
| Other domestic debt securities | $564,000 | 1,828 |
| 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 | $564,000 | 1,468 |
| 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 | $1,669,000 | 4,682 |
| Mortgage-backed securities | $5,160,000 | 3,475 |
| Certificates of participation in pools of residential mortgages | $5,131,000 | 3,025 |
| Issued or guaranteed by U.S. | $5,131,000 | 3,024 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $29,000 | 3,170 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 3,061 |
| 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) | $300,000 | 2,077 |
| Available-for-sale securities (fair market value) | $7,748,000 | 4,731 |
| Total debt securities | $8,048,000 | 5,007 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $7,873,000 | 5,115 |
| U.S. Government securities | $4,471,000 | 4,947 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,471,000 | 4,832 |
| Securities issued by states & political subdivisions | $2,836,000 | 4,041 |
| Other domestic debt securities | $566,000 | 1,813 |
| 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 | $566,000 | 1,459 |
| 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 | $1,764,000 | 4,703 |
| Mortgage-backed securities | $4,471,000 | 3,603 |
| Certificates of participation in pools of residential mortgages | $4,436,000 | 3,152 |
| Issued or guaranteed by U.S. | $4,436,000 | 3,150 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $35,000 | 3,195 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 3,085 |
| 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) | $425,000 | 2,065 |
| Available-for-sale securities (fair market value) | $7,448,000 | 4,803 |
| Total debt securities | $7,873,000 | 5,094 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $7,637,000 | 5,220 |
| U.S. Government securities | $4,132,000 | 5,088 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $4,132,000 | 4,982 |
| Securities issued by states & political subdivisions | $2,835,000 | 4,079 |
| Other domestic debt securities | $670,000 | 1,792 |
| 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 | $670,000 | 1,435 |
| 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 | $1,872,000 | 4,747 |
| Mortgage-backed securities | $4,132,000 | 3,710 |
| Certificates of participation in pools of residential mortgages | $4,090,000 | 3,278 |
| Issued or guaranteed by U.S. | $4,090,000 | 3,274 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $42,000 | 3,231 |
| CMOs issued by government agencies or sponsored agencies | $42,000 | 3,122 |
| 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) | $524,000 | 2,031 |
| Available-for-sale securities (fair market value) | $7,113,000 | 4,915 |
| Total debt securities | $7,637,000 | 5,198 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $8,267,000 | 5,249 |
| U.S. Government securities | $4,324,000 | 5,165 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $4,324,000 | 5,058 |
| Securities issued by states & political subdivisions | $2,820,000 | 4,105 |
| Other domestic debt securities | $1,123,000 | 1,555 |
| 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 | $1,123,000 | 1,233 |
| 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 | $1,922,000 | 4,765 |
| Mortgage-backed securities | $4,324,000 | 3,757 |
| Certificates of participation in pools of residential mortgages | $4,275,000 | 3,322 |
| Issued or guaranteed by U.S. | $4,275,000 | 3,320 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $49,000 | 3,264 |
| CMOs issued by government agencies or sponsored agencies | $49,000 | 3,154 |
| 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) | $974,000 | 1,930 |
| Available-for-sale securities (fair market value) | $7,293,000 | 4,988 |
| Total debt securities | $8,267,000 | 5,228 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $8,376,000 | 5,308 |
| U.S. Government securities | $4,609,000 | 5,199 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $4,609,000 | 5,093 |
| Securities issued by states & political subdivisions | $2,639,000 | 4,169 |
| Other domestic debt securities | $1,128,000 | 1,590 |
| 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 | $1,128,000 | 1,247 |
| 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 | $1,940,000 | 4,833 |
| Mortgage-backed securities | $4,609,000 | 3,771 |
| Certificates of participation in pools of residential mortgages | $4,552,000 | 3,316 |
| Issued or guaranteed by U.S. | $4,552,000 | 3,314 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $57,000 | 3,289 |
| CMOs issued by government agencies or sponsored agencies | $57,000 | 3,175 |
| 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) | $975,000 | 1,935 |
| Available-for-sale securities (fair market value) | $7,401,000 | 5,032 |
| Total debt securities | $8,376,000 | 5,287 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $9,508,000 | 5,263 |
| U.S. Government securities | $4,792,000 | 5,267 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $4,792,000 | 5,150 |
| Securities issued by states & political subdivisions | $2,987,000 | 4,119 |
| Other domestic debt securities | $1,729,000 | 1,425 |
| 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 | $1,729,000 | 1,114 |
| 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 | $2,110,000 | 4,828 |
| Mortgage-backed securities | $4,792,000 | 3,805 |
| Certificates of participation in pools of residential mortgages | $4,725,000 | 3,351 |
| Issued or guaranteed by U.S. | $4,725,000 | 3,346 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $67,000 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $67,000 | 3,209 |
| 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) | $1,576,000 | 1,819 |
| Available-for-sale securities (fair market value) | $7,932,000 | 5,051 |
| Total debt securities | $9,508,000 | 5,244 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $11,001,000 | 5,214 |
| U.S. Government securities | $5,722,000 | 5,193 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $5,722,000 | 5,078 |
| Securities issued by states & political subdivisions | $2,992,000 | 4,153 |
| Other domestic debt securities | $2,287,000 | 1,317 |
| 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 | $2,287,000 | 1,003 |
| 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 | $4,963,000 | 3,845 |
| Certificates of participation in pools of residential mortgages | $4,888,000 | 3,393 |
| Issued or guaranteed by U.S. | $4,888,000 | 3,391 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $75,000 | 3,377 |
| CMOs issued by government agencies or sponsored agencies | $75,000 | 3,252 |
| 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) | $1,678,000 | 1,829 |
| Available-for-sale securities (fair market value) | $9,323,000 | 4,995 |
| Total debt securities | $11,001,000 | 5,191 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| 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 | $11,213,000 | 5,254 |
| U.S. Government securities | $5,930,000 | 5,242 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $5,930,000 | 5,124 |
| Securities issued by states & political subdivisions | $2,986,000 | 4,195 |
| Other domestic debt securities | $2,297,000 | 1,348 |
| 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 | $2,297,000 | 1,035 |
| 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 | $1,292,000 | 5,191 |
| Mortgage-backed securities | $4,918,000 | 3,917 |
| Certificates of participation in pools of residential mortgages | $4,833,000 | 3,466 |
| Issued or guaranteed by U.S. | $4,833,000 | 3,466 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $85,000 | 3,406 |
| CMOs issued by government agencies or sponsored agencies | $85,000 | 3,281 |
| 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) | $1,679,000 | 1,840 |
| Available-for-sale securities (fair market value) | $9,534,000 | 5,014 |
| Total debt securities | $11,213,000 | 5,230 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| 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 | $10,810,000 | 5,333 |
| U.S. Government securities | $5,542,000 | 5,335 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $5,542,000 | 5,224 |
| Securities issued by states & political subdivisions | $2,964,000 | 4,240 |
| Other domestic debt securities | $2,304,000 | 1,379 |
| 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 | $2,304,000 | 1,055 |
| 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 | $1,334,000 | 5,217 |
| Mortgage-backed securities | $4,527,000 | 4,028 |
| Certificates of participation in pools of residential mortgages | $4,434,000 | 3,596 |
| Issued or guaranteed by U.S. | $4,434,000 | 3,595 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $93,000 | 3,433 |
| CMOs issued by government agencies or sponsored agencies | $93,000 | 3,303 |
| 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) | $1,680,000 | 1,842 |
| Available-for-sale securities (fair market value) | $9,130,000 | 5,110 |
| Total debt securities | $10,810,000 | 5,310 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| 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 | $11,243,000 | 5,320 |
| U.S. Government securities | $5,669,000 | 5,321 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,669,000 | 5,214 |
| Securities issued by states & political subdivisions | $3,263,000 | 4,187 |
| Other domestic debt securities | $2,311,000 | 1,415 |
| 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 | $2,311,000 | 1,076 |
| 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 | $1,158,000 | 5,340 |
| Mortgage-backed securities | $4,652,000 | 4,022 |
| Certificates of participation in pools of residential mortgages | $4,551,000 | 3,573 |
| Issued or guaranteed by U.S. | $4,551,000 | 3,570 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $101,000 | 3,432 |
| CMOs issued by government agencies or sponsored agencies | $101,000 | 3,296 |
| 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) | $1,681,000 | 1,831 |
| Available-for-sale securities (fair market value) | $9,562,000 | 5,097 |
| Total debt securities | $11,243,000 | 5,294 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $11,484,000 | 5,345 |
| U.S. Government securities | $5,906,000 | 5,329 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,906,000 | 5,218 |
| Securities issued by states & political subdivisions | $3,264,000 | 4,194 |
| Other domestic debt securities | $2,314,000 | 1,455 |
| 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 | $2,314,000 | 1,109 |
| 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 | $1,428,000 | 5,293 |
| Mortgage-backed securities | $4,887,000 | 4,027 |
| Certificates of participation in pools of residential mortgages | $4,773,000 | 3,545 |
| Issued or guaranteed by U.S. | $4,773,000 | 3,541 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $114,000 | 3,453 |
| CMOs issued by government agencies or sponsored agencies | $114,000 | 3,317 |
| 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) | $1,682,000 | 1,816 |
| Available-for-sale securities (fair market value) | $9,802,000 | 5,128 |
| Total debt securities | $11,484,000 | 5,313 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $9,859,000 | 5,512 |
| U.S. Government securities | $4,064,000 | 5,667 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $4,064,000 | 5,567 |
| Securities issued by states & political subdivisions | $3,082,000 | 4,251 |
| Other domestic debt securities | $2,513,000 | 1,435 |
| 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 | $2,513,000 | 1,088 |
| Foreign debt securities | $200,000 | 279 |
| 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 | $1,719,000 | 5,219 |
| Mortgage-backed securities | $3,045,000 | 4,418 |
| Certificates of participation in pools of residential mortgages | $2,913,000 | 4,022 |
| Issued or guaranteed by U.S. | $2,913,000 | 4,016 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $132,000 | 3,461 |
| CMOs issued by government agencies or sponsored agencies | $132,000 | 3,321 |
| 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) | $2,084,000 | 1,681 |
| Available-for-sale securities (fair market value) | $7,775,000 | 5,373 |
| Total debt securities | $9,859,000 | 5,480 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $10,431,000 | 5,506 |
| U.S. Government securities | $4,439,000 | 5,641 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $4,439,000 | 5,528 |
| Securities issued by states & political subdivisions | $3,259,000 | 4,183 |
| Other domestic debt securities | $2,533,000 | 1,434 |
| 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 | $2,533,000 | 1,062 |
| Foreign debt securities | $200,000 | 286 |
| 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 | $1,841,000 | 5,246 |
| Mortgage-backed securities | $3,415,000 | 4,392 |
| Certificates of participation in pools of residential mortgages | $3,257,000 | 3,958 |
| Issued or guaranteed by U.S. | $3,257,000 | 3,954 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $158,000 | 3,477 |
| CMOs issued by government agencies or sponsored agencies | $158,000 | 3,324 |
| 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) | $2,185,000 | 1,624 |
| Available-for-sale securities (fair market value) | $8,246,000 | 5,373 |
| Total debt securities | $10,431,000 | 5,469 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $9,641,000 | 5,582 |
| U.S. Government securities | $3,444,000 | 5,865 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $3,444,000 | 5,761 |
| Securities issued by states & political subdivisions | $3,257,000 | 4,183 |
| Other domestic debt securities | $2,740,000 | 1,368 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $2,740,000 | 996 |
| Foreign debt securities | $200,000 | 281 |
| 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 | $2,090,000 | 5,165 |
| Mortgage-backed securities | $2,418,000 | 4,635 |
| Certificates of participation in pools of residential mortgages | $2,236,000 | 4,242 |
| Issued or guaranteed by U.S. | $2,236,000 | 4,241 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $182,000 | 3,506 |
| CMOs issued by government agencies or sponsored agencies | $182,000 | 3,360 |
| 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) | $2,387,000 | 1,605 |
| Available-for-sale securities (fair market value) | $7,254,000 | 5,503 |
| Total debt securities | $9,641,000 | 5,548 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $10,345,000 | 5,590 |
| U.S. Government securities | $4,272,000 | 5,821 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $4,272,000 | 5,722 |
| Securities issued by states & political subdivisions | $2,853,000 | 4,300 |
| Other domestic debt securities | $3,020,000 | 1,341 |
| 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 | $3,020,000 | 987 |
| Foreign debt securities | $200,000 | 262 |
| 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 | $1,959,000 | 5,294 |
| Mortgage-backed securities | $2,731,000 | 4,681 |
| Certificates of participation in pools of residential mortgages | $2,520,000 | 4,297 |
| Issued or guaranteed by U.S. | $2,520,000 | 4,296 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $211,000 | 3,562 |
| CMOs issued by government agencies or sponsored agencies | $211,000 | 3,404 |
| 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) | $2,716,000 | 1,583 |
| Available-for-sale securities (fair market value) | $7,629,000 | 5,547 |
| Total debt securities | $10,345,000 | 5,558 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $10,869,000 | 5,589 |
| U.S. Government securities | $4,873,000 | 5,798 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $4,873,000 | 5,703 |
| Securities issued by states & political subdivisions | $2,807,000 | 4,289 |
| Other domestic debt securities | $3,189,000 | 1,310 |
| 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 | $3,189,000 | 957 |
| 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 | $0 | 6,201 |
| Mortgage-backed securities | $3,032,000 | 4,659 |
| Certificates of participation in pools of residential mortgages | $2,793,000 | 4,251 |
| Issued or guaranteed by U.S. | $2,793,000 | 4,250 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $239,000 | 3,547 |
| CMOs issued by government agencies or sponsored agencies | $239,000 | 3,387 |
| 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) | $2,787,000 | 1,571 |
| Available-for-sale securities (fair market value) | $8,082,000 | 5,544 |
| Total debt securities | $10,869,000 | 5,559 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $11,141,000 | 5,597 |
| U.S. Government securities | $5,437,000 | 5,771 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $5,437,000 | 5,658 |
| Securities issued by states & political subdivisions | $2,506,000 | 4,303 |
| Other domestic debt securities | $3,198,000 | 1,294 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $3,198,000 | 939 |
| 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 | $0 | 6,234 |
| Mortgage-backed securities | $3,596,000 | 4,566 |
| Certificates of participation in pools of residential mortgages | $3,327,000 | 4,123 |
| Issued or guaranteed by U.S. | $3,327,000 | 4,119 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $269,000 | 3,567 |
| CMOs issued by government agencies or sponsored agencies | $269,000 | 3,397 |
| 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) | $2,788,000 | 1,593 |
| Available-for-sale securities (fair market value) | $8,353,000 | 5,538 |
| Total debt securities | $11,141,000 | 5,569 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $11,815,000 | 5,517 |
| U.S. Government securities | $5,874,000 | 5,688 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $5,874,000 | 5,576 |
| Securities issued by states & political subdivisions | $2,264,000 | 4,382 |
| Other domestic debt securities | $3,677,000 | 1,214 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $3,677,000 | 825 |
| 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 | $0 | 5,916 |
| Mortgage-backed securities | $4,034,000 | 4,416 |
| Certificates of participation in pools of residential mortgages | $3,723,000 | 3,927 |
| Issued or guaranteed by U.S. | $3,723,000 | 3,921 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $311,000 | 3,496 |
| CMOs issued by government agencies or sponsored agencies | $311,000 | 3,235 |
| 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) | $3,204,000 | 1,581 |
| Available-for-sale securities (fair market value) | $8,611,000 | 5,482 |
| Total debt securities | $11,815,000 | 5,492 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $11,710,000 | 5,487 |
| U.S. Government securities | $6,507,000 | 5,573 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $6,507,000 | 5,459 |
| Securities issued by states & political subdivisions | $1,508,000 | 4,663 |
| Other domestic debt securities | $3,695,000 | 1,221 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $3,695,000 | 802 |
| 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 | $0 | 5,942 |
| Mortgage-backed securities | $4,108,000 | 4,362 |
| Certificates of participation in pools of residential mortgages | $3,746,000 | 3,862 |
| Issued or guaranteed by U.S. | $3,746,000 | 3,850 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $362,000 | 3,458 |
| CMOs issued by government agencies or sponsored agencies | $362,000 | 3,189 |
| 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) | $3,180,000 | 1,600 |
| Available-for-sale securities (fair market value) | $8,530,000 | 5,502 |
| Total debt securities | $11,710,000 | 5,452 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $11,897,000 | 5,540 |
| U.S. Government securities | $7,433,000 | 5,510 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $7,433,000 | 5,402 |
| Securities issued by states & political subdivisions | $699,000 | 5,108 |
| Other domestic debt securities | $3,765,000 | 1,156 |
| 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 | $3,765,000 | 727 |
| 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 | $0 | 6,008 |
| Mortgage-backed securities | $3,894,000 | 4,404 |
| Certificates of participation in pools of residential mortgages | $3,489,000 | 3,911 |
| Issued or guaranteed by U.S. | $3,489,000 | 3,898 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $405,000 | 3,410 |
| CMOs issued by government agencies or sponsored agencies | $405,000 | 3,130 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $3,192,000 | 1,629 |
| Available-for-sale securities (fair market value) | $8,705,000 | 5,549 |
| Total debt securities | $11,897,000 | 5,506 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $11,478,000 | 5,575 |
| U.S. Government securities | $6,979,000 | 5,606 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $6,979,000 | 5,486 |
| Securities issued by states & political subdivisions | $523,000 | 5,252 |
| Other domestic debt securities | $3,976,000 | 1,173 |
| 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 | $3,976,000 | 722 |
| 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 | $0 | 6,043 |
| Mortgage-backed securities | $3,784,000 | 4,347 |
| Certificates of participation in pools of residential mortgages | $3,352,000 | 3,874 |
| Issued or guaranteed by U.S. | $3,352,000 | 3,862 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $432,000 | 3,347 |
| CMOs issued by government agencies or sponsored agencies | $432,000 | 3,068 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $3,397,000 | 1,610 |
| Available-for-sale securities (fair market value) | $8,081,000 | 5,613 |
| Total debt securities | $11,478,000 | 5,542 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $8,986,000 | 5,862 |
| U.S. Government securities | $4,499,000 | 6,030 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $4,499,000 | 5,897 |
| Securities issued by states & political subdivisions | $522,000 | 5,259 |
| Other domestic debt securities | $3,965,000 | 1,239 |
| 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 | $3,965,000 | 706 |
| 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 | $0 | 6,121 |
| Mortgage-backed securities | $3,222,000 | 4,433 |
| Certificates of participation in pools of residential mortgages | $2,694,000 | 3,995 |
| Issued or guaranteed by U.S. | $2,694,000 | 3,985 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $528,000 | 3,270 |
| CMOs issued by government agencies or sponsored agencies | $528,000 | 2,979 |
| 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) | $3,402,000 | 1,623 |
| Available-for-sale securities (fair market value) | $5,584,000 | 5,940 |
| Total debt securities | $8,986,000 | 5,820 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $9,379,000 | 5,767 |
| U.S. Government securities | $5,073,000 | 5,892 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $5,073,000 | 5,767 |
| Securities issued by states & political subdivisions | $326,000 | 5,441 |
| Other domestic debt securities | $3,980,000 | 1,281 |
| 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 | $3,980,000 | 707 |
| 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 | $0 | 6,199 |
| Mortgage-backed securities | $3,788,000 | 4,323 |
| Certificates of participation in pools of residential mortgages | $2,999,000 | 3,882 |
| Issued or guaranteed by U.S. | $2,999,000 | 3,873 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $789,000 | 3,100 |
| CMOs issued by government agencies or sponsored agencies | $789,000 | 2,807 |
| 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) | $3,404,000 | 1,665 |
| Available-for-sale securities (fair market value) | $5,975,000 | 5,876 |
| Total debt securities | $9,379,000 | 5,734 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $8,638,000 | 5,982 |
| U.S. Government securities | $4,675,000 | 6,113 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $4,675,000 | 5,996 |
| Securities issued by states & political subdivisions | $225,000 | 5,525 |
| Other domestic debt securities | $3,738,000 | 1,322 |
| 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 | $3,738,000 | 706 |
| 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 | $0 | 6,254 |
| Mortgage-backed securities | $3,659,000 | 4,353 |
| Certificates of participation in pools of residential mortgages | $2,802,000 | 3,983 |
| Issued or guaranteed by U.S. | $2,802,000 | 3,975 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $857,000 | 2,983 |
| CMOs issued by government agencies or sponsored agencies | $857,000 | 2,676 |
| 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) | $3,099,000 | 1,766 |
| Available-for-sale securities (fair market value) | $5,539,000 | 6,023 |
| Total debt securities | $8,638,000 | 5,941 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $8,049,000 | 6,152 |
| U.S. Government securities | $4,553,000 | 6,240 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $4,553,000 | 6,122 |
| Securities issued by states & political subdivisions | $325,000 | 5,431 |
| Other domestic debt securities | $3,171,000 | 1,461 |
| 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 | $3,171,000 | 798 |
| 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 | $0 | 6,343 |
| Mortgage-backed securities | $3,408,000 | 4,493 |
| Certificates of participation in pools of residential mortgages | $2,491,000 | 4,224 |
| Issued or guaranteed by U.S. | $2,491,000 | 4,218 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $917,000 | 2,937 |
| CMOs issued by government agencies or sponsored agencies | $917,000 | 2,609 |
| 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) | $2,538,000 | 1,900 |
| Available-for-sale securities (fair market value) | $5,511,000 | 6,107 |
| Total debt securities | $8,049,000 | 6,107 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $7,455,000 | 6,252 |
| U.S. Government securities | $3,551,000 | 6,520 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,551,000 | 6,425 |
| Securities issued by states & political subdivisions | $506,000 | 5,276 |
| Other domestic debt securities | $3,398,000 | 1,462 |
| 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 | $3,398,000 | 779 |
| 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 | $150,000 | 6,334 |
| Mortgage-backed securities | $2,398,000 | 4,858 |
| Certificates of participation in pools of residential mortgages | $1,411,000 | 4,767 |
| Issued or guaranteed by U.S. | $1,411,000 | 4,759 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $987,000 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $987,000 | 2,545 |
| 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) | $2,718,000 | 1,882 |
| Available-for-sale securities (fair market value) | $4,737,000 | 6,262 |
| Total debt securities | $7,455,000 | 6,211 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $7,467,000 | 6,285 |
| U.S. Government securities | $3,829,000 | 6,491 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,829,000 | 6,397 |
| Securities issued by states & political subdivisions | $506,000 | 5,317 |
| Other domestic debt securities | $3,132,000 | 1,603 |
| 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 | $3,132,000 | 873 |
| 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 | $150,000 | 6,353 |
| Mortgage-backed securities | $2,418,000 | 4,934 |
| Certificates of participation in pools of residential mortgages | $1,356,000 | 4,884 |
| Issued or guaranteed by U.S. | $1,356,000 | 4,871 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,062,000 | 2,841 |
| CMOs issued by government agencies or sponsored agencies | $1,062,000 | 2,480 |
| 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) | $2,750,000 | 1,965 |
| Available-for-sale securities (fair market value) | $4,717,000 | 6,324 |
| Total debt securities | $7,467,000 | 6,245 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $7,236,000 | 6,335 |
| U.S. Government securities | $3,605,000 | 6,574 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,605,000 | 6,488 |
| Securities issued by states & political subdivisions | $506,000 | 5,337 |
| Other domestic debt securities | $3,125,000 | 1,626 |
| 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 | $3,125,000 | 881 |
| 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 | $150,000 | 6,419 |
| Mortgage-backed securities | $2,447,000 | 4,977 |
| Certificates of participation in pools of residential mortgages | $1,277,000 | 4,963 |
| Issued or guaranteed by U.S. | $1,277,000 | 4,950 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,170,000 | 2,794 |
| CMOs issued by government agencies or sponsored agencies | $1,170,000 | 2,431 |
| 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) | $2,593,000 | 1,997 |
| Available-for-sale securities (fair market value) | $4,643,000 | 6,337 |
| Total debt securities | $7,236,000 | 6,291 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,904 |
| Fair value | $201,000 | 1,904 |
| 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 | $7,207,000 | 6,409 |
| U.S. Government securities | $3,816,000 | 6,616 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $3,816,000 | 6,530 |
| Securities issued by states & political subdivisions | $506,000 | 5,270 |
| Other domestic debt securities | $2,885,000 | 1,608 |
| 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 | $2,885,000 | 932 |
| 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 | $150,000 | 6,461 |
| Mortgage-backed securities | $2,704,000 | 4,980 |
| Certificates of participation in pools of residential mortgages | $1,414,000 | 4,983 |
| Issued or guaranteed by U.S. | $1,414,000 | 4,967 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,290,000 | 2,760 |
| CMOs issued by government agencies or sponsored agencies | $1,290,000 | 2,394 |
| 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) | $2,593,000 | 2,027 |
| Available-for-sale securities (fair market value) | $4,614,000 | 6,370 |
| Total debt securities | $7,207,000 | 6,365 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,634 |
| Fair value | $187,000 | 1,648 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $9,516,000 | 6,018 |
| U.S. Government securities | $5,771,000 | 6,179 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $5,771,000 | 6,094 |
| Securities issued by states & political subdivisions | $546,000 | 5,172 |
| Other domestic debt securities | $3,199,000 | 1,502 |
| 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 | $3,199,000 | 855 |
| 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 | $150,000 | 6,485 |
| Mortgage-backed securities | $2,478,000 | 5,021 |
| Certificates of participation in pools of residential mortgages | $1,186,000 | 5,090 |
| Issued or guaranteed by U.S. | $1,186,000 | 5,077 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,292,000 | 2,700 |
| CMOs issued by government agencies or sponsored agencies | $1,292,000 | 2,370 |
| 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) | $2,793,000 | 1,991 |
| Available-for-sale securities (fair market value) | $6,723,000 | 6,009 |
| Total debt securities | $9,516,000 | 5,972 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $9,393,000 | 6,005 |
| U.S. Government securities | $5,455,000 | 6,255 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,455,000 | 6,164 |
| Securities issued by states & political subdivisions | $545,000 | 5,165 |
| Other domestic debt securities | $3,393,000 | 1,447 |
| 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 | $3,393,000 | 811 |
| 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 | $150,000 | 6,510 |
| Mortgage-backed securities | $1,955,000 | 5,178 |
| Certificates of participation in pools of residential mortgages | $695,000 | 5,365 |
| Issued or guaranteed by U.S. | $695,000 | 5,349 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,260,000 | 2,641 |
| CMOs issued by government agencies or sponsored agencies | $1,260,000 | 2,304 |
| 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) | $2,793,000 | 2,014 |
| Available-for-sale securities (fair market value) | $6,600,000 | 5,992 |
| Total debt securities | $9,393,000 | 5,957 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $8,877,000 | 6,136 |
| U.S. Government securities | $5,221,000 | 6,378 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $5,221,000 | 6,289 |
| Securities issued by states & political subdivisions | $545,000 | 5,223 |
| Other domestic debt securities | $3,111,000 | 1,546 |
| 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 | $3,111,000 | 927 |
| 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 | $150,000 | 6,542 |
| Mortgage-backed securities | $1,825,000 | 5,232 |
| Certificates of participation in pools of residential mortgages | $571,000 | 5,458 |
| Issued or guaranteed by U.S. | $571,000 | 5,437 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,254,000 | 2,637 |
| CMOs issued by government agencies or sponsored agencies | $1,254,000 | 2,303 |
| 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) | $2,498,000 | 2,081 |
| Available-for-sale securities (fair market value) | $6,379,000 | 6,085 |
| Total debt securities | $8,877,000 | 6,068 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $7,851,000 | 6,378 |
| U.S. Government securities | $4,168,000 | 6,720 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $4,168,000 | 6,614 |
| Securities issued by states & political subdivisions | $546,000 | 5,240 |
| Other domestic debt securities | $3,137,000 | 1,466 |
| 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 | $3,137,000 | 905 |
| 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 | $150,000 | 6,559 |
| Mortgage-backed securities | $1,627,000 | 5,247 |
| Certificates of participation in pools of residential mortgages | $305,000 | 5,655 |
| Issued or guaranteed by U.S. | $305,000 | 5,625 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,322,000 | 2,601 |
| CMOs issued by government agencies or sponsored agencies | $1,322,000 | 2,268 |
| 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) | $2,498,000 | 2,118 |
| Available-for-sale securities (fair market value) | $5,353,000 | 6,345 |
| Total debt securities | $7,851,000 | 6,309 |
| 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 | $9,911,000 | 6,034 |
| U.S. Government securities | $6,488,000 | 6,157 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $6,488,000 | 6,051 |
| Securities issued by states & political subdivisions | $684,000 | 5,138 |
| Other domestic debt securities | $2,739,000 | 1,451 |
| 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 | $2,739,000 | 925 |
| 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 | $150,000 | 6,607 |
| Mortgage-backed securities | $1,585,000 | 5,046 |
| Certificates of participation in pools of residential mortgages | $316,000 | 5,516 |
| Issued or guaranteed by U.S. | $316,000 | 5,494 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,269,000 | 2,496 |
| CMOs issued by government agencies or sponsored agencies | $1,269,000 | 2,199 |
| 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) | $2,270,000 | 2,235 |
| Available-for-sale securities (fair market value) | $7,641,000 | 5,896 |
| Total debt securities | $9,911,000 | 5,961 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,948 |
| Fair value | $500,000 | 1,997 |
| 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 | $11,213,000 | 5,863 |
| U.S. Government securities | $7,994,000 | 5,845 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $7,994,000 | 5,742 |
| Securities issued by states & political subdivisions | $682,000 | 5,171 |
| Other domestic debt securities | $2,537,000 | 1,441 |
| 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 | $2,537,000 | 921 |
| 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 | $15,000 | 6,701 |
| Mortgage-backed securities | $1,616,000 | 4,934 |
| Certificates of participation in pools of residential mortgages | $327,000 | 5,436 |
| Issued or guaranteed by U.S. | $327,000 | 5,414 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,289,000 | 2,432 |
| CMOs issued by government agencies or sponsored agencies | $1,289,000 | 2,133 |
| 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) | $2,470,000 | 2,225 |
| Available-for-sale securities (fair market value) | $8,743,000 | 5,723 |
| Total debt securities | $11,213,000 | 5,801 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,161 |
| Fair value | $498,000 | 2,278 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $11,624,000 | 5,792 |
| U.S. Government securities | $8,413,000 | 5,754 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $8,413,000 | 5,645 |
| Securities issued by states & political subdivisions | $680,000 | 5,200 |
| Other domestic debt securities | $2,531,000 | 1,382 |
| 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 | $2,531,000 | 886 |
| 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 | $150,000 | 6,701 |
| Mortgage-backed securities | $1,644,000 | 4,898 |
| Certificates of participation in pools of residential mortgages | $341,000 | 5,438 |
| Issued or guaranteed by U.S. | $341,000 | 5,417 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,303,000 | 2,398 |
| CMOs issued by government agencies or sponsored agencies | $1,303,000 | 2,113 |
| 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) | $2,470,000 | 2,250 |
| Available-for-sale securities (fair market value) | $9,154,000 | 5,655 |
| Total debt securities | $11,624,000 | 5,731 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,252 |
| Fair value | $495,000 | 2,348 |
| 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 | $11,724,000 | 5,785 |
| U.S. Government securities | $8,509,000 | 5,762 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $8,509,000 | 5,641 |
| Securities issued by states & political subdivisions | $681,000 | 5,251 |
| Other domestic debt securities | $2,534,000 | 1,374 |
| 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 | $2,534,000 | 897 |
| 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 | $150,000 | 6,733 |
| Mortgage-backed securities | $1,473,000 | 5,003 |
| Certificates of participation in pools of residential mortgages | $366,000 | 5,422 |
| Issued or guaranteed by U.S. | $366,000 | 5,397 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,107,000 | 2,460 |
| CMOs issued by government agencies or sponsored agencies | $1,107,000 | 2,186 |
| 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) | $2,470,000 | 2,283 |
| Available-for-sale securities (fair market value) | $9,254,000 | 5,648 |
| Total debt securities | $11,724,000 | 5,732 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,315 |
| Fair value | $493,000 | 2,484 |
| 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 | $10,136,000 | 6,144 |
| U.S. Government securities | $7,169,000 | 6,160 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $7,169,000 | 6,034 |
| Securities issued by states & political subdivisions | $681,000 | 5,269 |
| Other domestic debt securities | $2,286,000 | 1,439 |
| 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 | $2,286,000 | 977 |
| 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 | $150,000 | 6,775 |
| Mortgage-backed securities | $1,484,000 | 4,991 |
| Certificates of participation in pools of residential mortgages | $384,000 | 5,403 |
| Issued or guaranteed by U.S. | $384,000 | 5,382 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,100,000 | 2,459 |
| CMOs issued by government agencies or sponsored agencies | $1,100,000 | 2,184 |
| 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) | $2,224,000 | 2,406 |
| Available-for-sale securities (fair market value) | $7,912,000 | 5,945 |
| Total debt securities | $10,136,000 | 6,091 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,419 |
| Fair value | $492,000 | 2,584 |
| 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 | $9,322,000 | 6,356 |
| U.S. Government securities | $7,098,000 | 6,234 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $7,098,000 | 6,108 |
| Securities issued by states & political subdivisions | $681,000 | 5,302 |
| Other domestic debt securities | $1,543,000 | 1,670 |
| 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 | $1,543,000 | 1,181 |
| 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 | $150,000 | 6,830 |
| Mortgage-backed securities | $1,503,000 | 4,981 |
| Certificates of participation in pools of residential mortgages | $402,000 | 5,391 |
| Issued or guaranteed by U.S. | $402,000 | 5,365 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,101,000 | 2,425 |
| CMOs issued by government agencies or sponsored agencies | $1,101,000 | 2,154 |
| 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) | $1,681,000 | 2,639 |
| Available-for-sale securities (fair market value) | $7,641,000 | 6,039 |
| Total debt securities | $9,322,000 | 6,293 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,538 |
| Fair value | $491,000 | 2,701 |
| 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 | $9,532,000 | 6,328 |
| U.S. Government securities | $7,316,000 | 6,185 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $7,316,000 | 6,056 |
| Securities issued by states & political subdivisions | $678,000 | 5,334 |
| Other domestic debt securities | $1,538,000 | 1,689 |
| 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 | $1,538,000 | 1,203 |
| 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 | $100,000 | 6,910 |
| Mortgage-backed securities | $1,494,000 | 5,000 |
| Certificates of participation in pools of residential mortgages | $414,000 | 5,416 |
| Issued or guaranteed by U.S. | $414,000 | 5,391 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,080,000 | 2,423 |
| CMOs issued by government agencies or sponsored agencies | $1,080,000 | 2,151 |
| 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) | $1,682,000 | 2,665 |
| Available-for-sale securities (fair market value) | $7,850,000 | 5,993 |
| Total debt securities | $9,532,000 | 6,267 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,594 |
| Fair value | $484,000 | 2,774 |
| 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 | $10,595,000 | 6,160 |
| U.S. Government securities | $8,373,000 | 5,984 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $8,373,000 | 5,836 |
| Securities issued by states & political subdivisions | $681,000 | 5,351 |
| Other domestic debt securities | $1,541,000 | 1,746 |
| 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 | $1,541,000 | 1,261 |
| 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 | $100,000 | 6,941 |
| Mortgage-backed securities | $1,455,000 | 5,062 |
| Certificates of participation in pools of residential mortgages | $317,000 | 5,585 |
| Issued or guaranteed by U.S. | $317,000 | 5,562 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,138,000 | 2,401 |
| CMOs issued by government agencies or sponsored agencies | $1,138,000 | 2,125 |
| 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) | $1,682,000 | 2,720 |
| Available-for-sale securities (fair market value) | $8,913,000 | 5,824 |
| Total debt securities | $10,595,000 | 6,103 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,585 |
| Fair value | $489,000 | 2,743 |
| 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 | $10,498,000 | 6,221 |
| U.S. Government securities | $7,977,000 | 6,071 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $7,977,000 | 5,926 |
| Securities issued by states & political subdivisions | $778,000 | 5,288 |
| Other domestic debt securities | $291,000 | 2,807 |
| 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 | $291,000 | 2,271 |
| Foreign debt securities | $1,452,000 | 67 |
| 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 | $100,000 | 6,980 |
| Mortgage-backed securities | $1,537,000 | 5,056 |
| Certificates of participation in pools of residential mortgages | $348,000 | 5,578 |
| Issued or guaranteed by U.S. | $348,000 | 5,552 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,189,000 | 2,381 |
| CMOs issued by government agencies or sponsored agencies | $1,189,000 | 2,119 |
| 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) | $1,979,000 | 2,663 |
| Available-for-sale securities (fair market value) | $8,519,000 | 5,921 |
| Total debt securities | $10,498,000 | 6,161 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,581 |
| Fair value | $490,000 | 2,748 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $11,003,000 | 6,137 |
| U.S. Government securities | $8,158,000 | 6,020 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $8,158,000 | 5,879 |
| Securities issued by states & political subdivisions | $902,000 | 5,190 |
| Other domestic debt securities | $1,943,000 | 1,693 |
| 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 | $1,943,000 | 1,268 |
| 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 | $100,000 | 7,026 |
| Mortgage-backed securities | $1,690,000 | 5,030 |
| Certificates of participation in pools of residential mortgages | $385,000 | 5,564 |
| Issued or guaranteed by U.S. | $385,000 | 5,544 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,305,000 | 2,334 |
| CMOs issued by government agencies or sponsored agencies | $1,305,000 | 2,083 |
| 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) | $2,300,000 | 2,553 |
| Available-for-sale securities (fair market value) | $8,703,000 | 5,883 |
| Total debt securities | $11,003,000 | 6,070 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,532 |
| Fair value | $493,000 | 2,701 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $11,280,000 | 6,107 |
| U.S. Government securities | $8,423,000 | 6,000 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $8,423,000 | 5,856 |
| Securities issued by states & political subdivisions | $911,000 | 5,160 |
| Other domestic debt securities | $1,946,000 | 1,713 |
| 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 | $1,946,000 | 1,310 |
| 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 | $75,000 | 7,067 |
| Mortgage-backed securities | $1,909,000 | 4,987 |
| Certificates of participation in pools of residential mortgages | $426,000 | 5,574 |
| Issued or guaranteed by U.S. | $426,000 | 5,548 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,483,000 | 2,312 |
| CMOs issued by government agencies or sponsored agencies | $1,483,000 | 2,062 |
| 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) | $2,307,000 | 2,597 |
| Available-for-sale securities (fair market value) | $8,973,000 | 5,844 |
| Total debt securities | $11,280,000 | 6,036 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,519 |
| Fair value | $497,000 | 2,635 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $12,003,000 | 6,051 |
| U.S. Government securities | $9,056,000 | 5,909 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $9,056,000 | 5,764 |
| Securities issued by states & political subdivisions | $908,000 | 5,188 |
| Other domestic debt securities | $2,039,000 | 1,703 |
| 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 | $2,039,000 | 1,315 |
| 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 | $75,000 | 7,125 |
| Mortgage-backed securities | $1,977,000 | 5,030 |
| Certificates of participation in pools of residential mortgages | $467,000 | 5,594 |
| Issued or guaranteed by U.S. | $467,000 | 5,575 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,510,000 | 2,335 |
| CMOs issued by government agencies or sponsored agencies | $1,510,000 | 2,098 |
| 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) | $2,407,000 | 2,598 |
| Available-for-sale securities (fair market value) | $9,596,000 | 5,785 |
| Total debt securities | $12,003,000 | 5,978 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,494 |
| Fair value | $489,000 | 2,655 |
| 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 | $11,219,000 | 6,239 |
| U.S. Government securities | $7,788,000 | 6,236 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,788,000 | 6,096 |
| Securities issued by states & political subdivisions | $1,286,000 | 4,865 |
| Other domestic debt securities | $2,145,000 | 1,734 |
| 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 | $2,145,000 | 1,356 |
| 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 | $50,000 | 7,158 |
| Mortgage-backed securities | $1,742,000 | 5,196 |
| Certificates of participation in pools of residential mortgages | $536,000 | 5,549 |
| Issued or guaranteed by U.S. | $536,000 | 5,530 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,206,000 | 2,544 |
| CMOs issued by government agencies or sponsored agencies | $1,206,000 | 2,295 |
| 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) | $2,744,000 | 2,531 |
| Available-for-sale securities (fair market value) | $8,475,000 | 6,012 |
| Total debt securities | $11,219,000 | 6,173 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,430 |
| Fair value | $496,000 | 2,574 |
| 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 | $11,057,000 | 6,286 |
| U.S. Government securities | $7,522,000 | 6,345 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $7,522,000 | 6,188 |
| Securities issued by states & political subdivisions | $1,288,000 | 4,880 |
| Other domestic debt securities | $2,247,000 | 1,709 |
| 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 | $2,247,000 | 1,366 |
| 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 | $50,000 | 7,193 |
| Mortgage-backed securities | $1,933,000 | 5,121 |
| Certificates of participation in pools of residential mortgages | $595,000 | 5,518 |
| Issued or guaranteed by U.S. | $595,000 | 5,501 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,338,000 | 2,500 |
| CMOs issued by government agencies or sponsored agencies | $1,338,000 | 2,257 |
| 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) | $2,844,000 | 2,536 |
| Available-for-sale securities (fair market value) | $8,213,000 | 6,107 |
| Total debt securities | $11,057,000 | 6,216 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,417 |
| Fair value | $496,000 | 2,593 |
| 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 | $11,694,000 | 6,229 |
| U.S. Government securities | $8,162,000 | 6,233 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $8,162,000 | 6,078 |
| Securities issued by states & political subdivisions | $1,391,000 | 4,803 |
| Other domestic debt securities | $2,141,000 | 1,818 |
| 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 | $2,141,000 | 1,475 |
| 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 | $50,000 | 7,226 |
| Mortgage-backed securities | $2,137,000 | 5,076 |
| Certificates of participation in pools of residential mortgages | $642,000 | 5,528 |
| Issued or guaranteed by U.S. | $642,000 | 5,512 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,495,000 | 2,467 |
| CMOs issued by government agencies or sponsored agencies | $1,495,000 | 2,233 |
| 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) | $2,850,000 | 2,555 |
| Available-for-sale securities (fair market value) | $8,844,000 | 6,074 |
| Total debt securities | $11,694,000 | 6,153 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,315 |
| Fair value | $675,000 | 2,322 |
| 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 | $11,778,000 | 6,186 |
| U.S. Government securities | $8,565,000 | 6,096 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $8,565,000 | 5,937 |
| Securities issued by states & political subdivisions | $1,066,000 | 5,103 |
| Other domestic debt securities | $2,147,000 | 1,917 |
| 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 | $2,147,000 | 1,570 |
| 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 | $50,000 | 7,231 |
| Mortgage-backed securities | $2,431,000 | 4,996 |
| Certificates of participation in pools of residential mortgages | $723,000 | 5,490 |
| Issued or guaranteed by U.S. | $723,000 | 5,471 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,708,000 | 2,430 |
| CMOs issued by government agencies or sponsored agencies | $1,708,000 | 2,204 |
| 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) | $2,515,000 | 2,629 |
| Available-for-sale securities (fair market value) | $9,263,000 | 5,972 |
| Total debt securities | $11,778,000 | 6,101 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,095 |
| Fair value | $693,000 | 2,105 |
| 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 | $9,519,000 | 6,729 |
| U.S. Government securities | $6,611,000 | 6,717 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $6,611,000 | 6,547 |
| Securities issued by states & political subdivisions | $1,057,000 | 5,161 |
| Other domestic debt securities | $1,851,000 | 2,081 |
| 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 | $1,851,000 | 1,807 |
| 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 | $50,000 | 7,263 |
| Mortgage-backed securities | $2,022,000 | 5,161 |
| Certificates of participation in pools of residential mortgages | $782,000 | 5,462 |
| Issued or guaranteed by U.S. | $782,000 | 5,439 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,240,000 | 2,637 |
| CMOs issued by government agencies or sponsored agencies | $1,240,000 | 2,503 |
| 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) | $2,482,000 | 2,689 |
| Available-for-sale securities (fair market value) | $7,037,000 | 6,482 |
| Total debt securities | $9,519,000 | 6,650 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,031 |
| Fair value | $490,000 | 2,208 |
| 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 | $7,595,000 | 7,100 |
| U.S. Government securities | $5,017,000 | 7,140 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $5,017,000 | 6,960 |
| Securities issued by states & political subdivisions | $728,000 | 5,547 |
| Other domestic debt securities | $1,850,000 | 2,192 |
| 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 | $1,850,000 | 1,911 |
| 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 | $50,000 | 7,291 |
| Mortgage-backed securities | $1,703,000 | 5,371 |
| Certificates of participation in pools of residential mortgages | $885,000 | 5,406 |
| Issued or guaranteed by U.S. | $885,000 | 5,380 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $818,000 | 2,958 |
| CMOs issued by government agencies or sponsored agencies | $818,000 | 2,806 |
| 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) | $2,151,000 | 2,835 |
| Available-for-sale securities (fair market value) | $5,444,000 | 6,852 |
| Total debt securities | $7,595,000 | 7,004 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,773 |
| Fair value | $488,000 | 1,948 |
| 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 | $8,630,000 | 6,815 |
| U.S. Government securities | $6,139,000 | 6,676 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $6,139,000 | 6,499 |
| Securities issued by states & political subdivisions | $739,000 | 5,512 |
| Other domestic debt securities | $1,752,000 | 2,301 |
| 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 | $1,752,000 | 2,007 |
| 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 | $50,000 | 7,318 |
| Mortgage-backed securities | $1,612,000 | 5,520 |
| Certificates of participation in pools of residential mortgages | $784,000 | 5,567 |
| Issued or guaranteed by U.S. | $784,000 | 5,545 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $828,000 | 3,172 |
| CMOs issued by government agencies or sponsored agencies | $828,000 | 3,019 |
| 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) | $2,059,000 | 2,867 |
| Available-for-sale securities (fair market value) | $6,571,000 | 6,520 |
| Total debt securities | $8,630,000 | 6,716 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,576 |
| Fair value | $502,000 | 1,671 |
| 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 | $9,543,000 | 6,592 |
| U.S. Government securities | $6,208,000 | 6,721 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $6,208,000 | 6,540 |
| Securities issued by states & political subdivisions | $738,000 | 5,484 |
| Other domestic debt securities | $2,597,000 | 1,963 |
| Privately issued residential mortgage-backed securities | $845,000 | 746 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,752,000 | 2,014 |
| 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 | $50,000 | 7,345 |
| Mortgage-backed securities | $1,798,000 | 5,423 |
| Certificates of participation in pools of residential mortgages | $953,000 | 5,434 |
| Issued or guaranteed by U.S. | $953,000 | 5,415 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $845,000 | 3,247 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $845,000 | 660 |
| 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) | $2,059,000 | 2,924 |
| Available-for-sale securities (fair market value) | $7,484,000 | 6,331 |
| Total debt securities | $9,543,000 | 6,497 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,611 |
| Fair value | $246,000 | 1,678 |
| 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 | $8,665,000 | 6,842 |
| U.S. Government securities | $5,293,000 | 7,046 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,293,000 | 6,842 |
| Securities issued by states & political subdivisions | $898,000 | 5,300 |
| Other domestic debt securities | $2,474,000 | 2,012 |
| Privately issued residential mortgage-backed securities | $724,000 | 791 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,750,000 | 2,031 |
| 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 | $50,000 | 7,376 |
| Mortgage-backed securities | $1,845,000 | 5,403 |
| Certificates of participation in pools of residential mortgages | $1,121,000 | 5,242 |
| Issued or guaranteed by U.S. | $1,121,000 | 5,223 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $724,000 | 3,379 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $724,000 | 708 |
| 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) | $2,223,000 | 2,924 |
| Available-for-sale securities (fair market value) | $6,442,000 | 6,571 |
| Total debt securities | $8,665,000 | 6,743 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $7,431,000 | 7,195 |
| U.S. Government securities | $5,140,000 | 7,172 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $5,140,000 | 6,926 |
| Securities issued by states & political subdivisions | $843,000 | 5,434 |
| Other domestic debt securities | $1,448,000 | 2,596 |
| 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 | $1,448,000 | 2,219 |
| 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 | $51,000 | 7,560 |
| Mortgage-backed securities | $1,223,000 | 5,732 |
| Certificates of participation in pools of residential mortgages | $1,223,000 | 5,043 |
| Issued or guaranteed by U.S. | $1,223,000 | 5,016 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,958,000 | 3,229 |
| Available-for-sale securities (fair market value) | $5,473,000 | 6,846 |
| Total debt securities | $7,431,000 | 7,094 |
| 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 | $9,713,000 | 6,887 |
| U.S. Government securities | $7,513,000 | 6,708 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $7,513,000 | 6,340 |
| Securities issued by states & political subdivisions | $957,000 | 5,418 |
| Other domestic debt securities | $1,243,000 | 2,305 |
| 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 | $1,243,000 | 1,993 |
| 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 | $0 | 7,909 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,048,000 | 3,815 |
| Available-for-sale securities (fair market value) | $7,665,000 | 6,361 |
| Total debt securities | $9,713,000 | 6,747 |
| 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 | $9,153,000 | 7,335 |
| U.S. Government securities | $7,189,000 | 7,096 |
| U.S. Treasury securities | $50,000 | 5,394 |
| U.S. Government agency obligations | $7,139,000 | 6,594 |
| Securities issued by states & political subdivisions | $814,000 | 5,898 |
| Other domestic debt securities | $1,150,000 | 2,238 |
| 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 | $1,150,000 | 1,885 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,915,000 | 4,295 |
| Available-for-sale securities (fair market value) | $7,238,000 | 6,682 |
| Total debt securities | $9,153,000 | 7,216 |
| 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 | $7,812,000 | 7,775 |
| U.S. Government securities | $6,063,000 | 7,547 |
| U.S. Treasury securities | $261,000 | 6,426 |
| U.S. Government agency obligations | $5,802,000 | 6,806 |
| Securities issued by states & political subdivisions | $931,000 | 5,869 |
| Other domestic debt securities | $818,000 | 2,391 |
| 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 | $818,000 | 1,972 |
| 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 | $0 | 8,358 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,697,000 | 4,949 |
| Available-for-sale securities (fair market value) | $6,115,000 | 6,960 |
| Total debt securities | $7,812,000 | 7,630 |
| 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 | $7,440,000 | 8,281 |
| U.S. Government securities | $5,348,000 | 8,390 |
| U.S. Treasury securities | $506,000 | 7,088 |
| U.S. Government agency obligations | $4,842,000 | 7,379 |
| Securities issued by states & political subdivisions | $1,125,000 | 5,612 |
| Other domestic debt securities | $967,000 | 1,885 |
| 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 | $967,000 | 1,513 |
| 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 | $0 | 8,806 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,892,000 | 5,702 |
| Available-for-sale securities (fair market value) | $5,548,000 | 7,248 |
| Total debt securities | $7,440,000 | 8,158 |
| 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 | $6,939,000 | 9,008 |
| U.S. Government securities | $4,833,000 | 9,249 |
| U.S. Treasury securities | $750,000 | 7,681 |
| U.S. Government agency obligations | $4,083,000 | 8,170 |
| Securities issued by states & political subdivisions | $1,039,000 | 6,026 |
| Other domestic debt securities | $1,067,000 | 1,973 |
| 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 | $1,067,000 | 1,482 |
| 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 | $0 | 9,225 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,959,000 | 6,332 |
| Available-for-sale securities (fair market value) | $4,980,000 | 7,787 |
| Total debt securities | $6,939,000 | 8,916 |
| 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 | $5,592,000 | 9,952 |
| U.S. Government securities | $3,308,000 | 10,426 |
| U.S. Treasury securities | $252,000 | 9,853 |
| U.S. Government agency obligations | $3,056,000 | 8,938 |
| Securities issued by states & political subdivisions | $1,063,000 | 6,222 |
| Other domestic debt securities | $1,221,000 | 2,260 |
| 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 | $1,221,000 | 1,749 |
| 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 | $498,000 | 8,949 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,284,000 | 6,437 |
| Available-for-sale securities (fair market value) | $3,308,000 | 8,790 |
| Total debt securities | $5,592,000 | 9,833 |
| 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 | $4,360,000 | 11,123 |
| U.S. Government securities | $2,358,000 | 11,588 |
| U.S. Treasury securities | $247,000 | 10,876 |
| U.S. Government agency obligations | $2,111,000 | 9,815 |
| Securities issued by states & political subdivisions | $756,000 | 7,109 |
| Other domestic debt securities | $1,246,000 | 2,532 |
| 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 | $1,246,000 | 1,994 |
| 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 | $300,000 | 9,621 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,360,000 | 8,382 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $4,360,000 | 11,032 |
| 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 | $4,026,000 | 11,723 |
| U.S. Government securities | $1,753,000 | 12,353 |
| U.S. Treasury securities | $250,000 | 11,284 |
| U.S. Government agency obligations | $1,503,000 | 10,695 |
| Securities issued by states & political subdivisions | $877,000 | 7,065 |
| Other domestic debt securities | $1,346,000 | 2,899 |
| 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 | $1,346,000 | 2,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $50,000 | 6,709 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,000 | 9,961 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,976,000 | 11,624 |
| 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 | $4,156,000 | 12,048 |
| U.S. Government securities | $1,752,000 | 12,848 |
| U.S. Treasury securities | $350,000 | 11,624 |
| U.S. Government agency obligations | $1,402,000 | 11,124 |
| Securities issued by states & political subdivisions | $1,033,000 | 6,506 |
| Other domestic debt securities | $1,371,000 | 3,575 |
| 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 | $1,371,000 | 2,509 |
| 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 | $401,000 | 10,018 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,156,000 | 11,908 |
| 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 |