Home > Union State Bank > Securities
Union State Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $31,646,000 | 3,140 |
| U.S. Government securities | $20,143,000 | 2,951 |
| U.S. Treasury securities | $2,148,000 | 2,247 |
| U.S. Government agency obligations | $17,995,000 | 2,715 |
| Securities issued by states & political subdivisions | $11,503,000 | 2,327 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,562,000 | 3,208 |
| Mortgage-backed securities | $16,189,000 | 2,212 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,810,000 | 1,911 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,692,000 | 1,978 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,687,000 | 893 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $31,646,000 | 2,898 |
| Total debt securities | $31,645,000 | 3,119 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $30,274,000 | 3,183 |
| U.S. Government securities | $19,423,000 | 2,998 |
| U.S. Treasury securities | $2,106,000 | 2,313 |
| U.S. Government agency obligations | $17,317,000 | 2,734 |
| Securities issued by states & political subdivisions | $10,851,000 | 2,366 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,213,000 | 3,515 |
| Mortgage-backed securities | $15,591,000 | 2,208 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,434,000 | 1,909 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,621,000 | 1,962 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,536,000 | 901 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $30,274,000 | 2,934 |
| Total debt securities | $30,275,000 | 3,163 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $31,936,000 | 3,179 |
| U.S. Government securities | $20,526,000 | 2,983 |
| U.S. Treasury securities | $2,090,000 | 2,343 |
| U.S. Government agency obligations | $18,436,000 | 2,732 |
| Securities issued by states & political subdivisions | $11,410,000 | 2,376 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,398,000 | 3,482 |
| Mortgage-backed securities | $16,587,000 | 2,199 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,262,000 | 1,899 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,711,000 | 1,946 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,614,000 | 882 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $31,936,000 | 2,927 |
| Total debt securities | $31,937,000 | 3,156 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $33,310,000 | 3,217 |
| U.S. Government securities | $21,635,000 | 3,008 |
| U.S. Treasury securities | $2,101,000 | 2,411 |
| U.S. Government agency obligations | $19,534,000 | 2,671 |
| Securities issued by states & political subdivisions | $11,675,000 | 2,409 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $495,000 | 3,866 |
| Mortgage-backed securities | $17,652,000 | 2,205 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,818,000 | 1,912 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,774,000 | 1,975 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,060,000 | 868 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $33,310,000 | 2,957 |
| Total debt securities | $33,311,000 | 3,193 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $33,322,000 | 3,253 |
| U.S. Government securities | $22,002,000 | 3,004 |
| U.S. Treasury securities | $2,748,000 | 2,350 |
| U.S. Government agency obligations | $19,254,000 | 2,676 |
| Securities issued by states & political subdivisions | $11,320,000 | 2,481 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $495,000 | 3,827 |
| Mortgage-backed securities | $17,331,000 | 2,229 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,540,000 | 1,944 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,754,000 | 1,985 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,037,000 | 868 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $33,322,000 | 2,992 |
| Total debt securities | $33,324,000 | 3,228 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $33,434,000 | 3,263 |
| U.S. Government securities | $22,268,000 | 3,018 |
| U.S. Treasury securities | $2,729,000 | 2,384 |
| U.S. Government agency obligations | $19,539,000 | 2,685 |
| Securities issued by states & political subdivisions | $11,166,000 | 2,491 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $496,000 | 3,850 |
| Mortgage-backed securities | $17,589,000 | 2,228 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,743,000 | 1,960 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,805,000 | 1,986 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,041,000 | 880 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $33,434,000 | 3,007 |
| Total debt securities | $33,434,000 | 3,238 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $34,491,000 | 3,268 |
| U.S. Government securities | $23,370,000 | 2,987 |
| U.S. Treasury securities | $2,785,000 | 2,348 |
| U.S. Government agency obligations | $20,585,000 | 2,671 |
| Securities issued by states & political subdivisions | $11,121,000 | 2,559 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $501,000 | 3,872 |
| Mortgage-backed securities | $18,452,000 | 2,240 |
| Certificates of participation in pools of residential mortgages | $12,948,000 | 2,033 |
| Issued or guaranteed by U.S. | $12,948,000 | 1,984 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $2,300,000 | 1,984 |
| CMOs issued by government agencies or sponsored agencies | $2,300,000 | 1,911 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $3,204,000 | 1,349 |
| Commercial mortgage pass-through securities | $3,204,000 | 853 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $34,491,000 | 3,029 |
| Total debt securities | $34,492,000 | 3,250 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $36,178,000 | 3,163 |
| U.S. Government securities | $25,622,000 | 2,800 |
| U.S. Treasury securities | $2,818,000 | 2,107 |
| U.S. Government agency obligations | $22,804,000 | 2,542 |
| Securities issued by states & political subdivisions | $10,556,000 | 2,615 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $505,000 | 3,891 |
| Mortgage-backed securities | $20,581,000 | 2,173 |
| Certificates of participation in pools of residential mortgages | $16,038,000 | 1,872 |
| Issued or guaranteed by U.S. | $16,038,000 | 1,834 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $952,000 | 2,322 |
| CMOs issued by government agencies or sponsored agencies | $952,000 | 2,256 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $3,591,000 | 1,289 |
| Commercial mortgage pass-through securities | $3,591,000 | 814 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $36,178,000 | 2,965 |
| Total debt securities | $36,177,000 | 3,146 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $35,068,000 | 3,127 |
| U.S. Government securities | $25,584,000 | 2,644 |
| U.S. Treasury securities | $979,000 | 2,016 |
| U.S. Government agency obligations | $24,605,000 | 2,440 |
| Securities issued by states & political subdivisions | $9,484,000 | 2,747 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $704,000 | 3,885 |
| Mortgage-backed securities | $22,181,000 | 2,118 |
| Certificates of participation in pools of residential mortgages | $17,418,000 | 1,814 |
| Issued or guaranteed by U.S. | $17,418,000 | 1,769 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,039,000 | 2,279 |
| CMOs issued by government agencies or sponsored agencies | $1,039,000 | 2,223 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $3,724,000 | 1,275 |
| Commercial mortgage pass-through securities | $3,331,000 | 829 |
| Other commercial mortgage-backed securities | $393,000 | 1,339 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $35,068,000 | 2,952 |
| Total debt securities | $35,068,000 | 3,106 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $32,501,000 | 3,171 |
| U.S. Government securities | $22,984,000 | 2,711 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $22,984,000 | 2,507 |
| Securities issued by states & political subdivisions | $9,517,000 | 2,733 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $714,000 | 3,911 |
| Mortgage-backed securities | $20,545,000 | 2,171 |
| Certificates of participation in pools of residential mortgages | $15,629,000 | 1,884 |
| Issued or guaranteed by U.S. | $15,629,000 | 1,837 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,065,000 | 2,292 |
| CMOs issued by government agencies or sponsored agencies | $1,065,000 | 2,238 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $3,851,000 | 1,260 |
| Commercial mortgage pass-through securities | $3,368,000 | 829 |
| Other commercial mortgage-backed securities | $483,000 | 1,322 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $32,501,000 | 2,985 |
| Total debt securities | $32,501,000 | 3,150 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $34,215,000 | 3,055 |
| U.S. Government securities | $6,968,000 | 3,766 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $6,968,000 | 3,539 |
| Securities issued by states & political subdivisions | $9,494,000 | 2,717 |
| Other domestic debt securities | $17,726,000 | 632 |
| Privately issued residential mortgage-backed securities | $17,726,000 | 147 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $718,000 | 3,941 |
| Mortgage-backed securities | $22,159,000 | 2,062 |
| Certificates of participation in pools of residential mortgages | $18,128,000 | 1,714 |
| Issued or guaranteed by U.S. | $402,000 | 3,649 |
| Privately issued | $17,726,000 | 51 |
| Collaterized mortgage obligations | $1,112,000 | 2,256 |
| CMOs issued by government agencies or sponsored agencies | $1,112,000 | 2,212 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $2,919,000 | 1,349 |
| Commercial mortgage pass-through securities | $2,158,000 | 981 |
| Other commercial mortgage-backed securities | $761,000 | 1,239 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $34,188,000 | 2,868 |
| Total debt securities | $34,187,000 | 3,032 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $31,638,000 | 3,043 |
| U.S. Government securities | $6,609,000 | 3,712 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $6,609,000 | 3,527 |
| Securities issued by states & political subdivisions | $8,666,000 | 2,761 |
| Other domestic debt securities | $16,363,000 | 638 |
| Privately issued residential mortgage-backed securities | $16,363,000 | 160 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $723,000 | 3,954 |
| Mortgage-backed securities | $20,477,000 | 2,065 |
| Certificates of participation in pools of residential mortgages | $16,855,000 | 1,711 |
| Issued or guaranteed by U.S. | $492,000 | 3,617 |
| Privately issued | $16,363,000 | 62 |
| Collaterized mortgage obligations | $687,000 | 2,396 |
| CMOs issued by government agencies or sponsored agencies | $687,000 | 2,349 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $2,935,000 | 1,326 |
| Commercial mortgage pass-through securities | $2,156,000 | 963 |
| Other commercial mortgage-backed securities | $779,000 | 1,215 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $31,638,000 | 2,858 |
| Total debt securities | $31,638,000 | 3,024 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $19,919,000 | 3,437 |
| U.S. Government securities | $4,314,000 | 3,879 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $4,314,000 | 3,732 |
| Securities issued by states & political subdivisions | $5,716,000 | 3,097 |
| Other domestic debt securities | $9,889,000 | 800 |
| Privately issued residential mortgage-backed securities | $9,889,000 | 187 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $731,000 | 3,962 |
| Mortgage-backed securities | $13,651,000 | 2,380 |
| Certificates of participation in pools of residential mortgages | $10,397,000 | 2,056 |
| Issued or guaranteed by U.S. | $508,000 | 3,607 |
| Privately issued | $9,889,000 | 65 |
| Collaterized mortgage obligations | $775,000 | 2,380 |
| CMOs issued by government agencies or sponsored agencies | $775,000 | 2,331 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $2,479,000 | 1,335 |
| Commercial mortgage pass-through securities | $1,680,000 | 1,006 |
| Other commercial mortgage-backed securities | $799,000 | 1,172 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $19,919,000 | 3,226 |
| Total debt securities | $19,916,000 | 3,412 |
| 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 | $20,434,000 | 3,328 |
| U.S. Government securities | $4,752,000 | 3,838 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $4,752,000 | 3,683 |
| Securities issued by states & political subdivisions | $5,252,000 | 3,061 |
| Other domestic debt securities | $10,430,000 | 738 |
| Privately issued residential mortgage-backed securities | $10,430,000 | 185 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $735,000 | 3,984 |
| Mortgage-backed securities | $14,626,000 | 2,301 |
| Certificates of participation in pools of residential mortgages | $10,951,000 | 1,996 |
| Issued or guaranteed by U.S. | $521,000 | 3,596 |
| Privately issued | $10,430,000 | 69 |
| Collaterized mortgage obligations | $1,173,000 | 2,268 |
| CMOs issued by government agencies or sponsored agencies | $1,173,000 | 2,222 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $2,502,000 | 1,304 |
| Commercial mortgage pass-through securities | $1,693,000 | 988 |
| Other commercial mortgage-backed securities | $809,000 | 1,142 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $20,434,000 | 3,117 |
| Total debt securities | $20,434,000 | 3,306 |
| 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 | $16,787,000 | 3,530 |
| U.S. Government securities | $4,549,000 | 3,886 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $4,549,000 | 3,729 |
| Securities issued by states & political subdivisions | $4,012,000 | 3,212 |
| Other domestic debt securities | $8,226,000 | 799 |
| Privately issued residential mortgage-backed securities | $8,226,000 | 187 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $746,000 | 4,032 |
| Mortgage-backed securities | $12,208,000 | 2,465 |
| Certificates of participation in pools of residential mortgages | $8,226,000 | 2,224 |
| Issued or guaranteed by U.S. | $0 | 4,016 |
| Privately issued | $8,226,000 | 68 |
| Collaterized mortgage obligations | $1,426,000 | 2,220 |
| CMOs issued by government agencies or sponsored agencies | $1,426,000 | 2,178 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $2,556,000 | 1,282 |
| Commercial mortgage pass-through securities | $1,700,000 | 985 |
| Other commercial mortgage-backed securities | $856,000 | 1,107 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $16,787,000 | 3,299 |
| Total debt securities | $16,787,000 | 3,506 |
| 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 | $16,550,000 | 3,525 |
| U.S. Government securities | $5,238,000 | 3,848 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $5,238,000 | 3,680 |
| Securities issued by states & political subdivisions | $2,557,000 | 3,443 |
| Other domestic debt securities | $8,755,000 | 739 |
| Privately issued residential mortgage-backed securities | $8,755,000 | 184 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $736,000 | 4,065 |
| Mortgage-backed securities | $12,934,000 | 2,424 |
| Certificates of participation in pools of residential mortgages | $8,755,000 | 2,177 |
| Issued or guaranteed by U.S. | $0 | 4,042 |
| Privately issued | $8,755,000 | 72 |
| Collaterized mortgage obligations | $1,659,000 | 2,164 |
| CMOs issued by government agencies or sponsored agencies | $1,659,000 | 2,118 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $2,520,000 | 1,263 |
| Commercial mortgage pass-through securities | $1,645,000 | 966 |
| Other commercial mortgage-backed securities | $875,000 | 1,081 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $16,550,000 | 3,299 |
| Total debt securities | $16,550,000 | 3,502 |
| Structured notes | ||
| Amortized cost | $475,000 | 475 |
| Fair value | $500,000 | 430 |
| 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 | $14,459,000 | 3,719 |
| U.S. Government securities | $5,293,000 | 3,925 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $5,293,000 | 3,758 |
| Securities issued by states & political subdivisions | $3,548,000 | 3,248 |
| Other domestic debt securities | $5,618,000 | 853 |
| Privately issued residential mortgage-backed securities | $5,618,000 | 208 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,508,000 | 3,913 |
| Mortgage-backed securities | $9,889,000 | 2,621 |
| Certificates of participation in pools of residential mortgages | $5,618,000 | 2,535 |
| Issued or guaranteed by U.S. | $0 | 4,080 |
| Privately issued | $5,618,000 | 76 |
| Collaterized mortgage obligations | $1,762,000 | 2,151 |
| CMOs issued by government agencies or sponsored agencies | $1,762,000 | 2,105 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $2,509,000 | 1,249 |
| Commercial mortgage pass-through securities | $1,619,000 | 965 |
| Other commercial mortgage-backed securities | $890,000 | 1,044 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $14,459,000 | 3,479 |
| Total debt securities | $14,460,000 | 3,698 |
| Structured notes | ||
| Amortized cost | $474,000 | 600 |
| Fair value | $495,000 | 585 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $15,146,000 | 3,729 |
| U.S. Government securities | $5,491,000 | 3,972 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $5,491,000 | 3,813 |
| Securities issued by states & political subdivisions | $3,712,000 | 3,244 |
| Other domestic debt securities | $5,943,000 | 825 |
| Privately issued residential mortgage-backed securities | $5,943,000 | 202 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,515,000 | 3,984 |
| Mortgage-backed securities | $10,407,000 | 2,562 |
| Certificates of participation in pools of residential mortgages | $5,943,000 | 2,454 |
| Issued or guaranteed by U.S. | $0 | 4,115 |
| Privately issued | $5,943,000 | 80 |
| Collaterized mortgage obligations | $1,887,000 | 2,143 |
| CMOs issued by government agencies or sponsored agencies | $1,887,000 | 2,098 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $2,577,000 | 1,219 |
| Commercial mortgage pass-through securities | $1,645,000 | 962 |
| Other commercial mortgage-backed securities | $932,000 | 1,004 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $15,146,000 | 3,476 |
| Total debt securities | $15,146,000 | 3,705 |
| Structured notes | ||
| Amortized cost | $473,000 | 752 |
| Fair value | $497,000 | 732 |
| 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 | $15,020,000 | 3,791 |
| U.S. Government securities | $5,071,000 | 4,097 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $5,071,000 | 3,939 |
| Securities issued by states & political subdivisions | $3,698,000 | 3,296 |
| Other domestic debt securities | $6,251,000 | 792 |
| Privately issued residential mortgage-backed securities | $6,251,000 | 186 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,508,000 | 4,031 |
| Mortgage-backed securities | $10,308,000 | 2,593 |
| Certificates of participation in pools of residential mortgages | $6,251,000 | 2,401 |
| Issued or guaranteed by U.S. | $0 | 4,153 |
| Privately issued | $6,251,000 | 59 |
| Collaterized mortgage obligations | $1,420,000 | 2,233 |
| CMOs issued by government agencies or sponsored agencies | $1,420,000 | 2,186 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $2,637,000 | 1,200 |
| Commercial mortgage pass-through securities | $1,624,000 | 954 |
| Other commercial mortgage-backed securities | $1,013,000 | 931 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $15,020,000 | 3,530 |
| Total debt securities | $15,020,000 | 3,771 |
| Structured notes | ||
| Amortized cost | $472,000 | 811 |
| Fair value | $490,000 | 801 |
| 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 | $14,194,000 | 3,914 |
| U.S. Government securities | $9,998,000 | 3,534 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $9,998,000 | 3,369 |
| Securities issued by states & political subdivisions | $4,196,000 | 3,269 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,225,000 | 4,134 |
| Mortgage-backed securities | $8,192,000 | 2,775 |
| Certificates of participation in pools of residential mortgages | $4,164,000 | 2,785 |
| Issued or guaranteed by U.S. | $4,164,000 | 2,704 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,420,000 | 2,234 |
| CMOs issued by government agencies or sponsored agencies | $1,420,000 | 2,184 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $2,608,000 | 1,143 |
| Commercial mortgage pass-through securities | $1,591,000 | 945 |
| Other commercial mortgage-backed securities | $1,017,000 | 860 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $14,194,000 | 3,649 |
| Total debt securities | $14,194,000 | 3,892 |
| Structured notes | ||
| Amortized cost | $769,000 | 700 |
| Fair value | $790,000 | 698 |
| 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 | $13,034,000 | 4,030 |
| U.S. Government securities | $8,489,000 | 3,755 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $8,489,000 | 3,592 |
| Securities issued by states & political subdivisions | $4,545,000 | 3,267 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,307,000 | 4,163 |
| Mortgage-backed securities | $6,217,000 | 3,009 |
| Certificates of participation in pools of residential mortgages | $2,199,000 | 3,238 |
| Issued or guaranteed by U.S. | $2,199,000 | 3,163 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,414,000 | 2,249 |
| CMOs issued by government agencies or sponsored agencies | $1,414,000 | 2,198 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $2,604,000 | 1,115 |
| Commercial mortgage pass-through securities | $1,564,000 | 944 |
| Other commercial mortgage-backed securities | $1,040,000 | 823 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $13,034,000 | 3,768 |
| Total debt securities | $13,034,000 | 4,009 |
| Structured notes | ||
| Amortized cost | $768,000 | 722 |
| Fair value | $770,000 | 722 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $13,137,000 | 4,067 |
| U.S. Government securities | $8,476,000 | 3,812 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $8,476,000 | 3,654 |
| Securities issued by states & political subdivisions | $4,661,000 | 3,287 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,296,000 | 4,213 |
| Mortgage-backed securities | $6,240,000 | 3,043 |
| Certificates of participation in pools of residential mortgages | $2,259,000 | 3,272 |
| Issued or guaranteed by U.S. | $2,259,000 | 3,245 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,405,000 | 2,252 |
| CMOs issued by government agencies or sponsored agencies | $1,405,000 | 2,202 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $2,576,000 | 1,099 |
| Commercial mortgage pass-through securities | $1,523,000 | 931 |
| Other commercial mortgage-backed securities | $1,053,000 | 816 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $13,137,000 | 3,795 |
| Total debt securities | $13,137,000 | 4,042 |
| Structured notes | ||
| Amortized cost | $766,000 | 704 |
| Fair value | $753,000 | 704 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $13,238,000 | 4,123 |
| U.S. Government securities | $8,731,000 | 3,786 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $8,731,000 | 3,627 |
| Securities issued by states & political subdivisions | $4,507,000 | 3,363 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,707,000 | 4,171 |
| Mortgage-backed securities | $6,476,000 | 3,042 |
| Certificates of participation in pools of residential mortgages | $2,382,000 | 3,286 |
| Issued or guaranteed by U.S. | $2,382,000 | 3,123 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,434,000 | 2,254 |
| CMOs issued by government agencies or sponsored agencies | $1,434,000 | 2,203 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $2,660,000 | 1,071 |
| Commercial mortgage pass-through securities | $1,543,000 | 901 |
| Other commercial mortgage-backed securities | $1,117,000 | 796 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $13,238,000 | 3,837 |
| Total debt securities | $13,238,000 | 4,099 |
| Structured notes | ||
| Amortized cost | $765,000 | 708 |
| Fair value | $760,000 | 707 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $11,698,000 | 4,315 |
| U.S. Government securities | $5,626,000 | 4,262 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $5,626,000 | 4,118 |
| Securities issued by states & political subdivisions | $6,072,000 | 3,131 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,873,000 | 3,557 |
| Mortgage-backed securities | $5,626,000 | 3,145 |
| Certificates of participation in pools of residential mortgages | $2,502,000 | 3,299 |
| Issued or guaranteed by U.S. | $2,502,000 | 3,293 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $444,000 | 2,661 |
| CMOs issued by government agencies or sponsored agencies | $444,000 | 2,601 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $2,680,000 | 945 |
| Commercial mortgage pass-through securities | $1,556,000 | 728 |
| Other commercial mortgage-backed securities | $1,124,000 | 777 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $11,698,000 | 4,031 |
| Total debt securities | $11,698,000 | 4,291 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $12,502,000 | 4,299 |
| U.S. Government securities | $4,868,000 | 4,431 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $4,868,000 | 4,292 |
| Securities issued by states & political subdivisions | $7,634,000 | 2,971 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,772,000 | 3,455 |
| Mortgage-backed securities | $4,868,000 | 3,309 |
| Certificates of participation in pools of residential mortgages | $2,182,000 | 3,418 |
| Issued or guaranteed by U.S. | $2,182,000 | 3,412 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $456,000 | 2,652 |
| CMOs issued by government agencies or sponsored agencies | $456,000 | 2,584 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $2,230,000 | 975 |
| Commercial mortgage pass-through securities | $1,091,000 | 788 |
| Other commercial mortgage-backed securities | $1,139,000 | 758 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $12,502,000 | 4,010 |
| Total debt securities | $12,502,000 | 4,279 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $13,160,000 | 4,293 |
| U.S. Government securities | $5,026,000 | 4,462 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $5,026,000 | 4,340 |
| Securities issued by states & political subdivisions | $8,134,000 | 2,935 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,017,000 | 3,469 |
| Mortgage-backed securities | $5,026,000 | 3,327 |
| Certificates of participation in pools of residential mortgages | $2,310,000 | 3,448 |
| Issued or guaranteed by U.S. | $2,310,000 | 3,444 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $460,000 | 2,672 |
| CMOs issued by government agencies or sponsored agencies | $460,000 | 2,607 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $2,256,000 | 970 |
| Commercial mortgage pass-through securities | $1,104,000 | 783 |
| Other commercial mortgage-backed securities | $1,152,000 | 743 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $13,160,000 | 4,000 |
| Total debt securities | $13,160,000 | 4,272 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $12,433,000 | 4,384 |
| U.S. Government securities | $3,933,000 | 4,667 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $3,933,000 | 4,540 |
| Securities issued by states & political subdivisions | $8,500,000 | 2,922 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,010,000 | 3,501 |
| Mortgage-backed securities | $3,435,000 | 3,629 |
| Certificates of participation in pools of residential mortgages | $2,004,000 | 3,561 |
| Issued or guaranteed by U.S. | $2,004,000 | 3,556 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $463,000 | 2,703 |
| CMOs issued by government agencies or sponsored agencies | $463,000 | 2,632 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $968,000 | 1,195 |
| Commercial mortgage pass-through securities | $468,000 | 950 |
| Other commercial mortgage-backed securities | $500,000 | 845 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $12,433,000 | 4,094 |
| Total debt securities | $12,433,000 | 4,363 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $12,781,000 | 4,397 |
| U.S. Government securities | $3,986,000 | 4,719 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $3,986,000 | 4,588 |
| Securities issued by states & political subdivisions | $8,795,000 | 2,918 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,957,000 | 3,543 |
| Mortgage-backed securities | $3,490,000 | 3,667 |
| Certificates of participation in pools of residential mortgages | $2,072,000 | 3,599 |
| Issued or guaranteed by U.S. | $2,072,000 | 3,597 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $455,000 | 2,743 |
| CMOs issued by government agencies or sponsored agencies | $455,000 | 2,673 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $963,000 | 1,166 |
| Commercial mortgage pass-through securities | $465,000 | 905 |
| Other commercial mortgage-backed securities | $498,000 | 846 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $12,781,000 | 4,092 |
| Total debt securities | $12,781,000 | 4,375 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $12,540,000 | 4,440 |
| U.S. Government securities | $3,138,000 | 4,850 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,138,000 | 4,738 |
| Securities issued by states & political subdivisions | $9,402,000 | 2,874 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,913,000 | 3,560 |
| Mortgage-backed securities | $2,641,000 | 3,847 |
| Certificates of participation in pools of residential mortgages | $2,178,000 | 3,585 |
| Issued or guaranteed by U.S. | $2,178,000 | 3,580 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $463,000 | 1,271 |
| Commercial mortgage pass-through securities | $463,000 | 878 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $12,540,000 | 4,119 |
| Total debt securities | $12,540,000 | 4,418 |
| 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 | $13,185,000 | 4,394 |
| U.S. Government securities | $3,394,000 | 4,856 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $3,394,000 | 4,751 |
| Securities issued by states & political subdivisions | $9,791,000 | 2,831 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,000,000 | 3,776 |
| Mortgage-backed securities | $2,893,000 | 3,830 |
| Certificates of participation in pools of residential mortgages | $2,404,000 | 3,568 |
| Issued or guaranteed by U.S. | $2,404,000 | 3,564 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $489,000 | 1,207 |
| Commercial mortgage pass-through securities | $489,000 | 799 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $13,185,000 | 4,082 |
| Total debt securities | $13,185,000 | 4,373 |
| 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 | $12,905,000 | 4,505 |
| U.S. Government securities | $3,547,000 | 4,938 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $3,547,000 | 4,823 |
| Securities issued by states & political subdivisions | $9,358,000 | 2,880 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,945,000 | 3,838 |
| Mortgage-backed securities | $3,045,000 | 3,837 |
| Certificates of participation in pools of residential mortgages | $2,552,000 | 3,578 |
| Issued or guaranteed by U.S. | $2,552,000 | 3,572 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $493,000 | 1,139 |
| Commercial mortgage pass-through securities | $493,000 | 757 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $12,905,000 | 4,181 |
| Total debt securities | $12,905,000 | 4,479 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $10,274,000 | 4,806 |
| U.S. Government securities | $2,095,000 | 5,293 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $2,095,000 | 5,190 |
| Securities issued by states & political subdivisions | $8,179,000 | 3,030 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,920,000 | 3,891 |
| Mortgage-backed securities | $1,594,000 | 4,208 |
| Certificates of participation in pools of residential mortgages | $1,109,000 | 4,063 |
| Issued or guaranteed by U.S. | $1,109,000 | 4,058 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $485,000 | 1,112 |
| Commercial mortgage pass-through securities | $485,000 | 737 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $10,274,000 | 4,452 |
| Total debt securities | $10,274,000 | 4,781 |
| 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 | $10,855,000 | 4,814 |
| U.S. Government securities | $2,610,000 | 5,259 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,610,000 | 5,158 |
| Securities issued by states & political subdivisions | $8,245,000 | 3,048 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,855,000 | 3,944 |
| Mortgage-backed securities | $622,000 | 4,556 |
| Certificates of participation in pools of residential mortgages | $622,000 | 4,314 |
| Issued or guaranteed by U.S. | $622,000 | 4,311 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $10,855,000 | 4,450 |
| Total debt securities | $10,855,000 | 4,791 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,254 |
| Fair value | $499,000 | 1,294 |
| 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 | $14,896,000 | 4,532 |
| U.S. Government securities | $6,626,000 | 4,685 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $6,626,000 | 4,566 |
| Securities issued by states & political subdivisions | $8,270,000 | 3,071 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,883,000 | 3,983 |
| Mortgage-backed securities | $119,000 | 4,864 |
| Certificates of participation in pools of residential mortgages | $119,000 | 4,679 |
| Issued or guaranteed by U.S. | $119,000 | 4,674 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $14,896,000 | 4,173 |
| Total debt securities | $14,896,000 | 4,511 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,416 |
| Fair value | $502,000 | 1,431 |
| 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 | $16,165,000 | 4,501 |
| U.S. Government securities | $7,730,000 | 4,643 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $7,730,000 | 4,532 |
| Securities issued by states & political subdivisions | $8,435,000 | 3,057 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,862,000 | 4,038 |
| Mortgage-backed securities | $130,000 | 4,935 |
| Certificates of participation in pools of residential mortgages | $130,000 | 4,747 |
| Issued or guaranteed by U.S. | $130,000 | 4,744 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $16,165,000 | 4,136 |
| Total debt securities | $16,165,000 | 4,483 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,561 |
| Fair value | $498,000 | 1,609 |
| 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 | $15,444,000 | 4,621 |
| U.S. Government securities | $7,630,000 | 4,735 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $7,630,000 | 4,624 |
| Securities issued by states & political subdivisions | $7,814,000 | 3,126 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,881,000 | 4,085 |
| Mortgage-backed securities | $136,000 | 4,983 |
| Certificates of participation in pools of residential mortgages | $136,000 | 4,798 |
| Issued or guaranteed by U.S. | $136,000 | 4,792 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $15,444,000 | 4,262 |
| Total debt securities | $15,444,000 | 4,600 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,664 |
| Fair value | $499,000 | 1,740 |
| 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 | $12,975,000 | 4,907 |
| U.S. Government securities | $5,089,000 | 5,208 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $5,089,000 | 5,087 |
| Securities issued by states & political subdivisions | $7,886,000 | 3,159 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,638,000 | 4,193 |
| Mortgage-backed securities | $141,000 | 5,068 |
| Certificates of participation in pools of residential mortgages | $141,000 | 4,867 |
| Issued or guaranteed by U.S. | $141,000 | 4,861 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $12,975,000 | 4,526 |
| Total debt securities | $12,975,000 | 4,885 |
| 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 | $13,874,000 | 4,922 |
| U.S. Government securities | $5,185,000 | 5,277 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $5,185,000 | 5,156 |
| Securities issued by states & political subdivisions | $8,689,000 | 3,065 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,644,000 | 4,245 |
| Mortgage-backed securities | $253,000 | 5,086 |
| Certificates of participation in pools of residential mortgages | $253,000 | 4,868 |
| Issued or guaranteed by U.S. | $253,000 | 4,863 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $13,874,000 | 4,534 |
| Total debt securities | $13,874,000 | 4,896 |
| 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 | $13,397,000 | 5,045 |
| U.S. Government securities | $4,711,000 | 5,433 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $4,711,000 | 5,321 |
| Securities issued by states & political subdivisions | $8,686,000 | 3,100 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,648,000 | 4,288 |
| Mortgage-backed securities | $272,000 | 5,129 |
| Certificates of participation in pools of residential mortgages | $272,000 | 4,905 |
| Issued or guaranteed by U.S. | $272,000 | 4,901 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $13,397,000 | 4,636 |
| Total debt securities | $13,397,000 | 5,017 |
| 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 | $13,976,000 | 5,032 |
| U.S. Government securities | $5,193,000 | 5,396 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $5,193,000 | 5,283 |
| Securities issued by states & political subdivisions | $8,783,000 | 3,096 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,653,000 | 4,307 |
| Mortgage-backed securities | $284,000 | 5,166 |
| Certificates of participation in pools of residential mortgages | $284,000 | 4,939 |
| Issued or guaranteed by U.S. | $284,000 | 4,934 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $13,976,000 | 4,622 |
| Total debt securities | $13,976,000 | 5,005 |
| 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 | $14,212,000 | 5,012 |
| U.S. Government securities | $5,192,000 | 5,408 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,192,000 | 5,312 |
| Securities issued by states & political subdivisions | $9,020,000 | 3,048 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,655,000 | 4,304 |
| Mortgage-backed securities | $296,000 | 5,201 |
| Certificates of participation in pools of residential mortgages | $296,000 | 4,965 |
| Issued or guaranteed by U.S. | $296,000 | 4,960 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $14,212,000 | 4,619 |
| Total debt securities | $14,212,000 | 4,988 |
| 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 | $14,043,000 | 5,071 |
| U.S. Government securities | $5,245,000 | 5,437 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,245,000 | 5,342 |
| Securities issued by states & political subdivisions | $8,798,000 | 3,095 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,870,000 | 4,301 |
| Mortgage-backed securities | $318,000 | 5,236 |
| Certificates of participation in pools of residential mortgages | $318,000 | 4,993 |
| Issued or guaranteed by U.S. | $318,000 | 4,987 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $14,043,000 | 4,676 |
| Total debt securities | $14,043,000 | 5,041 |
| 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 | $13,857,000 | 5,098 |
| U.S. Government securities | $5,258,000 | 5,461 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $5,258,000 | 5,349 |
| Securities issued by states & political subdivisions | $8,599,000 | 3,120 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,805,000 | 4,304 |
| Mortgage-backed securities | $345,000 | 5,232 |
| Certificates of participation in pools of residential mortgages | $345,000 | 4,973 |
| Issued or guaranteed by U.S. | $345,000 | 4,966 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $13,857,000 | 4,718 |
| Total debt securities | $13,858,000 | 5,068 |
| 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 | $14,309,000 | 5,074 |
| U.S. Government securities | $5,928,000 | 5,377 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $5,928,000 | 5,264 |
| Securities issued by states & political subdivisions | $8,381,000 | 3,126 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,877,000 | 4,330 |
| Mortgage-backed securities | $392,000 | 5,266 |
| Certificates of participation in pools of residential mortgages | $392,000 | 4,991 |
| Issued or guaranteed by U.S. | $392,000 | 4,987 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $14,309,000 | 4,714 |
| Total debt securities | $14,309,000 | 5,041 |
| 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 | $11,720,000 | 5,338 |
| U.S. Government securities | $3,484,000 | 5,856 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $3,484,000 | 5,750 |
| Securities issued by states & political subdivisions | $8,236,000 | 3,116 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,892,000 | 4,313 |
| Mortgage-backed securities | $436,000 | 5,289 |
| Certificates of participation in pools of residential mortgages | $436,000 | 4,985 |
| Issued or guaranteed by U.S. | $436,000 | 4,982 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $11,720,000 | 4,961 |
| Total debt securities | $11,720,000 | 5,312 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,008 |
| Fair value | $500,000 | 2,083 |
| 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 | $11,645,000 | 5,438 |
| U.S. Government securities | $3,557,000 | 5,948 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $3,557,000 | 5,856 |
| Securities issued by states & political subdivisions | $8,088,000 | 3,118 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,917,000 | 4,362 |
| Mortgage-backed securities | $497,000 | 5,361 |
| Certificates of participation in pools of residential mortgages | $497,000 | 5,067 |
| Issued or guaranteed by U.S. | $497,000 | 5,061 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $124,000 | 2,444 |
| Available-for-sale securities (fair market value) | $11,521,000 | 5,066 |
| Total debt securities | $11,645,000 | 5,407 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,199 |
| Fair value | $501,000 | 2,254 |
| 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 | $11,354,000 | 5,526 |
| U.S. Government securities | $3,883,000 | 5,989 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,883,000 | 5,888 |
| Securities issued by states & political subdivisions | $7,471,000 | 3,171 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,921,000 | 4,409 |
| Mortgage-backed securities | $549,000 | 5,372 |
| Certificates of participation in pools of residential mortgages | $549,000 | 5,061 |
| Issued or guaranteed by U.S. | $549,000 | 5,055 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $124,000 | 2,477 |
| Available-for-sale securities (fair market value) | $11,230,000 | 5,154 |
| Total debt securities | $11,354,000 | 5,500 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,450 |
| Fair value | $501,000 | 2,493 |
| 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 | $12,104,000 | 5,481 |
| U.S. Government securities | $4,939,000 | 5,887 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $4,939,000 | 5,782 |
| Securities issued by states & political subdivisions | $7,165,000 | 3,143 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,876,000 | 4,435 |
| Mortgage-backed securities | $612,000 | 5,361 |
| Certificates of participation in pools of residential mortgages | $612,000 | 5,043 |
| Issued or guaranteed by U.S. | $612,000 | 5,039 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $124,000 | 2,533 |
| Available-for-sale securities (fair market value) | $11,980,000 | 5,091 |
| Total debt securities | $12,102,000 | 5,452 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,683 |
| Fair value | $500,000 | 2,745 |
| 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 | $10,605,000 | 5,664 |
| U.S. Government securities | $4,264,000 | 6,001 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $4,264,000 | 5,905 |
| Securities issued by states & political subdivisions | $6,341,000 | 3,261 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,860,000 | 4,221 |
| Mortgage-backed securities | $672,000 | 5,329 |
| Certificates of participation in pools of residential mortgages | $672,000 | 4,974 |
| Issued or guaranteed by U.S. | $672,000 | 4,965 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $124,000 | 2,638 |
| Available-for-sale securities (fair market value) | $10,481,000 | 5,259 |
| Total debt securities | $10,605,000 | 5,637 |
| 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 | $10,360,000 | 5,675 |
| U.S. Government securities | $3,858,000 | 6,141 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $3,858,000 | 6,027 |
| Securities issued by states & political subdivisions | $6,502,000 | 3,178 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,976,000 | 4,215 |
| Mortgage-backed securities | $749,000 | 5,302 |
| Certificates of participation in pools of residential mortgages | $749,000 | 4,948 |
| Issued or guaranteed by U.S. | $749,000 | 4,938 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $124,000 | 2,663 |
| Available-for-sale securities (fair market value) | $10,236,000 | 5,262 |
| Total debt securities | $10,360,000 | 5,638 |
| 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 | $9,672,000 | 5,856 |
| U.S. Government securities | $3,933,000 | 6,261 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $3,933,000 | 6,140 |
| Securities issued by states & political subdivisions | $5,739,000 | 3,324 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,969,000 | 4,262 |
| Mortgage-backed securities | $807,000 | 5,286 |
| Certificates of participation in pools of residential mortgages | $807,000 | 4,920 |
| Issued or guaranteed by U.S. | $807,000 | 4,912 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $124,000 | 2,704 |
| Available-for-sale securities (fair market value) | $9,548,000 | 5,440 |
| Total debt securities | $9,672,000 | 5,824 |
| 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 | $9,151,000 | 5,933 |
| U.S. Government securities | $3,974,000 | 6,255 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $3,974,000 | 6,128 |
| Securities issued by states & political subdivisions | $5,177,000 | 3,425 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,549,000 | 4,354 |
| Mortgage-backed securities | $865,000 | 5,237 |
| Certificates of participation in pools of residential mortgages | $865,000 | 4,858 |
| Issued or guaranteed by U.S. | $865,000 | 4,852 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $124,000 | 2,716 |
| Available-for-sale securities (fair market value) | $9,027,000 | 5,502 |
| Total debt securities | $9,151,000 | 5,898 |
| 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 | $8,332,000 | 5,964 |
| U.S. Government securities | $3,400,000 | 6,302 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $3,400,000 | 6,176 |
| Securities issued by states & political subdivisions | $4,932,000 | 3,466 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,549,000 | 4,342 |
| Mortgage-backed securities | $1,045,000 | 5,147 |
| Certificates of participation in pools of residential mortgages | $1,045,000 | 4,673 |
| Issued or guaranteed by U.S. | $1,045,000 | 4,666 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $224,000 | 2,639 |
| Available-for-sale securities (fair market value) | $8,108,000 | 5,547 |
| Total debt securities | $8,332,000 | 5,926 |
| 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 | $9,352,000 | 5,772 |
| U.S. Government securities | $4,107,000 | 6,124 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,107,000 | 6,004 |
| Securities issued by states & political subdivisions | $5,245,000 | 3,309 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,622,000 | 4,358 |
| Mortgage-backed securities | $1,224,000 | 5,106 |
| Certificates of participation in pools of residential mortgages | $1,224,000 | 4,584 |
| Issued or guaranteed by U.S. | $1,224,000 | 4,577 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $224,000 | 2,713 |
| Available-for-sale securities (fair market value) | $9,128,000 | 5,350 |
| Total debt securities | $9,352,000 | 5,739 |
| 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 | $9,167,000 | 5,886 |
| U.S. Government securities | $4,446,000 | 6,173 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $4,446,000 | 6,054 |
| Securities issued by states & political subdivisions | $4,721,000 | 3,364 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,392,000 | 4,490 |
| Mortgage-backed securities | $1,376,000 | 5,060 |
| Certificates of participation in pools of residential mortgages | $1,376,000 | 4,563 |
| Issued or guaranteed by U.S. | $1,376,000 | 4,556 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $269,000 | 2,724 |
| Available-for-sale securities (fair market value) | $8,898,000 | 5,450 |
| Total debt securities | $9,167,000 | 5,844 |
| 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 | $9,206,000 | 5,940 |
| U.S. Government securities | $5,289,000 | 6,059 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $5,289,000 | 5,939 |
| Securities issued by states & political subdivisions | $3,917,000 | 3,576 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,694,000 | 4,477 |
| Mortgage-backed securities | $1,447,000 | 5,129 |
| Certificates of participation in pools of residential mortgages | $1,447,000 | 4,663 |
| Issued or guaranteed by U.S. | $1,447,000 | 4,653 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $283,000 | 2,765 |
| Available-for-sale securities (fair market value) | $8,923,000 | 5,512 |
| Total debt securities | $9,206,000 | 5,899 |
| 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 | $9,903,000 | 5,818 |
| U.S. Government securities | $5,413,000 | 5,991 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $5,413,000 | 5,891 |
| Securities issued by states & political subdivisions | $4,490,000 | 3,412 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,615,000 | 4,515 |
| Mortgage-backed securities | $1,530,000 | 5,171 |
| Certificates of participation in pools of residential mortgages | $1,530,000 | 4,713 |
| Issued or guaranteed by U.S. | $1,530,000 | 4,704 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $286,000 | 2,815 |
| Available-for-sale securities (fair market value) | $9,617,000 | 5,392 |
| Total debt securities | $9,903,000 | 5,781 |
| 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 | $11,310,000 | 5,599 |
| U.S. Government securities | $6,644,000 | 5,729 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $6,644,000 | 5,638 |
| Securities issued by states & political subdivisions | $4,666,000 | 3,363 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,659,000 | 4,496 |
| Mortgage-backed securities | $1,747,000 | 5,176 |
| Certificates of participation in pools of residential mortgages | $1,747,000 | 4,707 |
| Issued or guaranteed by U.S. | $1,747,000 | 4,698 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $290,000 | 2,890 |
| Available-for-sale securities (fair market value) | $11,020,000 | 5,173 |
| Total debt securities | $11,310,000 | 5,555 |
| 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 | $11,457,000 | 5,572 |
| U.S. Government securities | $6,719,000 | 5,710 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,719,000 | 5,627 |
| Securities issued by states & political subdivisions | $4,738,000 | 3,296 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,742,000 | 4,481 |
| Mortgage-backed securities | $1,829,000 | 5,206 |
| Certificates of participation in pools of residential mortgages | $1,829,000 | 4,735 |
| Issued or guaranteed by U.S. | $1,829,000 | 4,720 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $297,000 | 2,923 |
| Available-for-sale securities (fair market value) | $11,160,000 | 5,137 |
| Total debt securities | $11,456,000 | 5,534 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $12,887,000 | 5,410 |
| U.S. Government securities | $7,837,000 | 5,545 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $7,837,000 | 5,462 |
| Securities issued by states & political subdivisions | $5,050,000 | 3,122 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,690,000 | 4,565 |
| Mortgage-backed securities | $2,023,000 | 5,207 |
| Certificates of participation in pools of residential mortgages | $2,023,000 | 4,736 |
| Issued or guaranteed by U.S. | $2,023,000 | 4,723 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $310,000 | 2,943 |
| Available-for-sale securities (fair market value) | $12,577,000 | 4,972 |
| Total debt securities | $12,887,000 | 5,366 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $11,547,000 | 5,658 |
| U.S. Government securities | $5,425,000 | 6,278 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $5,425,000 | 6,193 |
| Securities issued by states & political subdivisions | $6,122,000 | 2,833 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,975,000 | 4,536 |
| Mortgage-backed securities | $2,130,000 | 5,154 |
| Certificates of participation in pools of residential mortgages | $2,130,000 | 4,686 |
| Issued or guaranteed by U.S. | $2,130,000 | 4,672 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $318,000 | 2,970 |
| Available-for-sale securities (fair market value) | $11,229,000 | 5,184 |
| Total debt securities | $11,548,000 | 5,616 |
| 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 | $13,084,000 | 5,343 |
| U.S. Government securities | $5,939,000 | 6,107 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,939,000 | 6,018 |
| Securities issued by states & political subdivisions | $7,145,000 | 2,573 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,947,000 | 4,545 |
| Mortgage-backed securities | $2,233,000 | 5,067 |
| Certificates of participation in pools of residential mortgages | $2,233,000 | 4,599 |
| Issued or guaranteed by U.S. | $2,233,000 | 4,585 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $322,000 | 2,989 |
| Available-for-sale securities (fair market value) | $12,762,000 | 4,879 |
| Total debt securities | $13,083,000 | 5,307 |
| 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 | $14,177,000 | 5,235 |
| U.S. Government securities | $6,230,000 | 6,073 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $6,230,000 | 5,985 |
| Securities issued by states & political subdivisions | $7,947,000 | 2,425 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,935,000 | 4,547 |
| Mortgage-backed securities | $2,533,000 | 4,974 |
| Certificates of participation in pools of residential mortgages | $2,533,000 | 4,485 |
| Issued or guaranteed by U.S. | $2,533,000 | 4,468 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $328,000 | 2,995 |
| Available-for-sale securities (fair market value) | $13,849,000 | 4,785 |
| Total debt securities | $14,176,000 | 5,177 |
| 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 | $14,783,000 | 5,153 |
| U.S. Government securities | $6,609,000 | 5,976 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $6,609,000 | 5,886 |
| Securities issued by states & political subdivisions | $8,174,000 | 2,386 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,028,000 | 4,478 |
| Mortgage-backed securities | $2,219,000 | 5,000 |
| Certificates of participation in pools of residential mortgages | $2,219,000 | 4,521 |
| Issued or guaranteed by U.S. | $2,219,000 | 4,501 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $335,000 | 3,028 |
| Available-for-sale securities (fair market value) | $14,448,000 | 4,699 |
| Total debt securities | $14,782,000 | 5,098 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $14,693,000 | 5,203 |
| U.S. Government securities | $5,901,000 | 6,321 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $5,901,000 | 6,220 |
| Securities issued by states & political subdivisions | $8,792,000 | 2,268 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,323,000 | 4,420 |
| Mortgage-backed securities | $1,270,000 | 5,209 |
| Certificates of participation in pools of residential mortgages | $1,270,000 | 4,756 |
| Issued or guaranteed by U.S. | $1,270,000 | 4,736 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $911,000 | 2,727 |
| Available-for-sale securities (fair market value) | $13,782,000 | 4,804 |
| Total debt securities | $14,693,000 | 5,149 |
| Structured notes | ||
| Amortized cost | $1,020,000 | 1,490 |
| Fair value | $1,030,000 | 1,497 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $14,303,000 | 5,311 |
| U.S. Government securities | $5,471,000 | 6,555 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $5,471,000 | 6,443 |
| Securities issued by states & political subdivisions | $8,832,000 | 2,234 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,311,000 | 4,446 |
| Mortgage-backed securities | $843,000 | 5,379 |
| Certificates of participation in pools of residential mortgages | $843,000 | 4,926 |
| Issued or guaranteed by U.S. | $843,000 | 4,911 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $915,000 | 2,786 |
| Available-for-sale securities (fair market value) | $13,388,000 | 4,899 |
| Total debt securities | $14,303,000 | 5,263 |
| Structured notes | ||
| Amortized cost | $770,000 | 2,011 |
| Fair value | $770,000 | 2,012 |
| 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 | $14,709,000 | 5,258 |
| U.S. Government securities | $5,956,000 | 6,438 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,956,000 | 6,319 |
| Securities issued by states & political subdivisions | $8,753,000 | 2,231 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,275,000 | 4,474 |
| Mortgage-backed securities | $893,000 | 5,356 |
| Certificates of participation in pools of residential mortgages | $893,000 | 4,891 |
| Issued or guaranteed by U.S. | $893,000 | 4,875 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $920,000 | 2,815 |
| Available-for-sale securities (fair market value) | $13,789,000 | 4,825 |
| Total debt securities | $14,708,000 | 5,213 |
| Structured notes | ||
| Amortized cost | $1,269,000 | 1,669 |
| Fair value | $1,260,000 | 1,667 |
| 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 | $14,245,000 | 5,374 |
| U.S. Government securities | $5,294,000 | 6,684 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $5,294,000 | 6,555 |
| Securities issued by states & political subdivisions | $8,951,000 | 2,204 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,344,000 | 4,467 |
| Mortgage-backed securities | $949,000 | 5,335 |
| Certificates of participation in pools of residential mortgages | $949,000 | 4,866 |
| Issued or guaranteed by U.S. | $949,000 | 4,848 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $926,000 | 2,842 |
| Available-for-sale securities (fair market value) | $13,319,000 | 4,920 |
| Total debt securities | $14,245,000 | 5,327 |
| Structured notes | ||
| Amortized cost | $1,269,000 | 1,745 |
| Fair value | $1,261,000 | 1,745 |
| 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 | $16,484,000 | 5,061 |
| U.S. Government securities | $6,321,000 | 6,427 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $6,321,000 | 6,296 |
| Securities issued by states & political subdivisions | $10,163,000 | 1,978 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,627,000 | 4,381 |
| Mortgage-backed securities | $985,000 | 5,296 |
| Certificates of participation in pools of residential mortgages | $985,000 | 4,819 |
| Issued or guaranteed by U.S. | $985,000 | 4,802 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,184,000 | 2,764 |
| Available-for-sale securities (fair market value) | $15,300,000 | 4,635 |
| Total debt securities | $16,485,000 | 5,015 |
| Structured notes | ||
| Amortized cost | $1,519,000 | 1,695 |
| Fair value | $1,506,000 | 1,696 |
| 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 | $17,273,000 | 4,974 |
| U.S. Government securities | $6,604,000 | 6,387 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $6,604,000 | 6,254 |
| Securities issued by states & political subdivisions | $10,669,000 | 1,886 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,798,000 | 4,367 |
| Mortgage-backed securities | $1,026,000 | 5,263 |
| Certificates of participation in pools of residential mortgages | $1,026,000 | 4,793 |
| Issued or guaranteed by U.S. | $1,026,000 | 4,769 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,192,000 | 2,827 |
| Available-for-sale securities (fair market value) | $16,081,000 | 4,549 |
| Total debt securities | $17,271,000 | 4,933 |
| Structured notes | ||
| Amortized cost | $1,519,000 | 1,770 |
| Fair value | $1,502,000 | 1,771 |
| 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 | $17,102,000 | 4,990 |
| U.S. Government securities | $6,582,000 | 6,407 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $6,582,000 | 6,274 |
| Securities issued by states & political subdivisions | $10,520,000 | 1,859 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,741,000 | 4,382 |
| Mortgage-backed securities | $1,068,000 | 5,255 |
| Certificates of participation in pools of residential mortgages | $1,068,000 | 4,790 |
| Issued or guaranteed by U.S. | $1,068,000 | 4,766 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,203,000 | 2,849 |
| Available-for-sale securities (fair market value) | $15,899,000 | 4,524 |
| Total debt securities | $17,103,000 | 4,941 |
| Structured notes | ||
| Amortized cost | $1,769,000 | 1,751 |
| Fair value | $1,724,000 | 1,746 |
| 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 | $17,939,000 | 4,908 |
| U.S. Government securities | $6,924,000 | 6,369 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $6,924,000 | 6,226 |
| Securities issued by states & political subdivisions | $11,015,000 | 1,790 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,820,000 | 4,378 |
| Mortgage-backed securities | $1,127,000 | 5,279 |
| Certificates of participation in pools of residential mortgages | $1,127,000 | 4,781 |
| Issued or guaranteed by U.S. | $1,127,000 | 4,761 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,214,000 | 2,910 |
| Available-for-sale securities (fair market value) | $16,725,000 | 4,444 |
| Total debt securities | $17,939,000 | 4,849 |
| Structured notes | ||
| Amortized cost | $2,019,000 | 1,537 |
| Fair value | $1,985,000 | 1,552 |
| 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 | $18,771,000 | 4,809 |
| U.S. Government securities | $6,766,000 | 6,419 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $6,766,000 | 6,280 |
| Securities issued by states & political subdivisions | $12,005,000 | 1,657 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,704,000 | 5,073 |
| Mortgage-backed securities | $1,186,000 | 5,293 |
| Certificates of participation in pools of residential mortgages | $1,186,000 | 4,779 |
| Issued or guaranteed by U.S. | $1,186,000 | 4,759 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,224,000 | 2,959 |
| Available-for-sale securities (fair market value) | $17,547,000 | 4,304 |
| Total debt securities | $18,763,000 | 4,755 |
| Structured notes | ||
| Amortized cost | $2,019,000 | 1,534 |
| Fair value | $1,996,000 | 1,538 |
| 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 | $18,904,000 | 4,768 |
| U.S. Government securities | $6,865,000 | 6,396 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $6,865,000 | 6,270 |
| Securities issued by states & political subdivisions | $12,039,000 | 1,648 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,730,000 | 5,051 |
| Mortgage-backed securities | $1,257,000 | 5,284 |
| Certificates of participation in pools of residential mortgages | $1,257,000 | 4,770 |
| Issued or guaranteed by U.S. | $1,257,000 | 4,751 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,237,000 | 2,986 |
| Available-for-sale securities (fair market value) | $17,667,000 | 4,296 |
| Total debt securities | $18,905,000 | 4,714 |
| Structured notes | ||
| Amortized cost | $2,018,000 | 1,505 |
| Fair value | $2,005,000 | 1,509 |
| 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 | $19,184,000 | 4,755 |
| U.S. Government securities | $6,500,000 | 6,552 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,500,000 | 6,412 |
| Securities issued by states & political subdivisions | $12,684,000 | 1,557 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,774,000 | 5,016 |
| Mortgage-backed securities | $848,000 | 5,615 |
| Certificates of participation in pools of residential mortgages | $848,000 | 5,155 |
| Issued or guaranteed by U.S. | $848,000 | 5,134 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,256,000 | 3,030 |
| Available-for-sale securities (fair market value) | $17,928,000 | 4,304 |
| Total debt securities | $19,184,000 | 4,689 |
| Structured notes | ||
| Amortized cost | $2,018,000 | 1,501 |
| Fair value | $2,018,000 | 1,502 |
| 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 | $19,441,000 | 4,778 |
| U.S. Government securities | $6,965,000 | 6,480 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,965,000 | 6,333 |
| Securities issued by states & political subdivisions | $12,476,000 | 1,565 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,715,000 | 5,085 |
| Mortgage-backed securities | $878,000 | 5,676 |
| Certificates of participation in pools of residential mortgages | $878,000 | 5,192 |
| Issued or guaranteed by U.S. | $878,000 | 5,177 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,271,000 | 3,064 |
| Available-for-sale securities (fair market value) | $18,170,000 | 4,333 |
| Total debt securities | $19,441,000 | 4,728 |
| Structured notes | ||
| Amortized cost | $2,018,000 | 1,487 |
| Fair value | $1,991,000 | 1,502 |
| 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 | $20,523,000 | 4,645 |
| U.S. Government securities | $7,319,000 | 6,383 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,319,000 | 6,239 |
| Securities issued by states & political subdivisions | $13,204,000 | 1,503 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,889,000 | 4,646 |
| Mortgage-backed securities | $922,000 | 5,702 |
| Certificates of participation in pools of residential mortgages | $922,000 | 5,196 |
| Issued or guaranteed by U.S. | $922,000 | 5,181 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,286,000 | 3,085 |
| Available-for-sale securities (fair market value) | $19,237,000 | 4,193 |
| Total debt securities | $20,522,000 | 4,581 |
| Structured notes | ||
| Amortized cost | $2,018,000 | 1,458 |
| Fair value | $2,007,000 | 1,461 |
| 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 | $21,374,000 | 4,543 |
| U.S. Government securities | $7,637,000 | 6,315 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $7,637,000 | 6,161 |
| Securities issued by states & political subdivisions | $13,737,000 | 1,428 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,917,000 | 4,643 |
| Mortgage-backed securities | $462,000 | 6,129 |
| Certificates of participation in pools of residential mortgages | $462,000 | 5,672 |
| Issued or guaranteed by U.S. | $462,000 | 5,656 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,456,000 | 3,044 |
| Available-for-sale securities (fair market value) | $19,918,000 | 4,096 |
| Total debt securities | $21,373,000 | 4,476 |
| Structured notes | ||
| Amortized cost | $2,518,000 | 1,351 |
| Fair value | $2,510,000 | 1,356 |
| 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 | $20,813,000 | 4,683 |
| U.S. Government securities | $7,816,000 | 6,347 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $7,816,000 | 6,182 |
| Securities issued by states & political subdivisions | $12,997,000 | 1,495 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,794,000 | 4,672 |
| Mortgage-backed securities | $509,000 | 6,138 |
| Certificates of participation in pools of residential mortgages | $509,000 | 5,675 |
| Issued or guaranteed by U.S. | $509,000 | 5,660 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,475,000 | 3,049 |
| Available-for-sale securities (fair market value) | $19,338,000 | 4,270 |
| Total debt securities | $20,812,000 | 4,616 |
| Structured notes | ||
| Amortized cost | $2,517,000 | 1,328 |
| Fair value | $2,452,000 | 1,349 |
| 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 | $18,760,000 | 4,952 |
| U.S. Government securities | $5,822,000 | 6,902 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $5,822,000 | 6,742 |
| Securities issued by states & political subdivisions | $12,938,000 | 1,523 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,006,000 | 5,359 |
| Mortgage-backed securities | $315,000 | 6,381 |
| Certificates of participation in pools of residential mortgages | $315,000 | 5,942 |
| Issued or guaranteed by U.S. | $315,000 | 5,924 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,236,000 | 3,180 |
| Available-for-sale securities (fair market value) | $17,524,000 | 4,498 |
| Total debt securities | $18,759,000 | 4,877 |
| Structured notes | ||
| Amortized cost | $2,269,000 | 1,246 |
| Fair value | $2,276,000 | 1,248 |
| 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 | $19,165,000 | 4,935 |
| U.S. Government securities | $6,834,000 | 6,648 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $6,834,000 | 6,478 |
| Securities issued by states & political subdivisions | $12,331,000 | 1,614 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,919,000 | 5,376 |
| Mortgage-backed securities | $369,000 | 6,352 |
| Certificates of participation in pools of residential mortgages | $352,000 | 5,940 |
| Issued or guaranteed by U.S. | $352,000 | 5,919 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $17,000 | 3,930 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 3,742 |
| 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) | $380,000 | 3,960 |
| Available-for-sale securities (fair market value) | $18,785,000 | 4,354 |
| Total debt securities | $19,166,000 | 4,858 |
| Structured notes | ||
| Amortized cost | $3,188,000 | 895 |
| Fair value | $3,122,000 | 898 |
| 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 | $19,194,000 | 4,845 |
| U.S. Government securities | $6,962,000 | 6,484 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $6,962,000 | 6,300 |
| Securities issued by states & political subdivisions | $12,232,000 | 1,624 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,858,000 | 5,944 |
| Mortgage-backed securities | $482,000 | 6,284 |
| Certificates of participation in pools of residential mortgages | $420,000 | 5,901 |
| Issued or guaranteed by U.S. | $420,000 | 5,874 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $62,000 | 3,882 |
| CMOs issued by government agencies or sponsored agencies | $62,000 | 3,687 |
| 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) | $104,000 | 4,400 |
| Available-for-sale securities (fair market value) | $19,090,000 | 4,247 |
| Total debt securities | $19,196,000 | 4,758 |
| Structured notes | ||
| Amortized cost | $2,187,000 | 974 |
| Fair value | $2,114,000 | 977 |
| 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 | $18,883,000 | 4,844 |
| U.S. Government securities | $7,028,000 | 6,396 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $7,028,000 | 6,225 |
| Securities issued by states & political subdivisions | $11,855,000 | 1,630 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,064,000 | 5,777 |
| Mortgage-backed securities | $809,000 | 6,078 |
| Certificates of participation in pools of residential mortgages | $583,000 | 5,744 |
| Issued or guaranteed by U.S. | $583,000 | 5,723 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $226,000 | 3,767 |
| CMOs issued by government agencies or sponsored agencies | $226,000 | 3,589 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $18,883,000 | 4,222 |
| Total debt securities | $18,883,000 | 4,751 |
| Structured notes | ||
| Amortized cost | $950,000 | 1,403 |
| Fair value | $955,000 | 1,404 |
| 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 | $17,615,000 | 5,040 |
| U.S. Government securities | $6,254,000 | 6,698 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $6,254,000 | 6,512 |
| Securities issued by states & political subdivisions | $11,361,000 | 1,633 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $876,000 | 6,704 |
| Mortgage-backed securities | $748,000 | 6,135 |
| Certificates of participation in pools of residential mortgages | $748,000 | 5,605 |
| Issued or guaranteed by U.S. | $748,000 | 5,586 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $17,615,000 | 4,366 |
| Total debt securities | $17,615,000 | 4,940 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $16,332,000 | 5,226 |
| U.S. Government securities | $5,926,000 | 6,835 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,926,000 | 6,633 |
| Securities issued by states & political subdivisions | $10,406,000 | 1,735 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $882,000 | 6,734 |
| Mortgage-backed securities | $728,000 | 6,147 |
| Certificates of participation in pools of residential mortgages | $728,000 | 5,606 |
| Issued or guaranteed by U.S. | $728,000 | 5,589 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $16,332,000 | 4,506 |
| Total debt securities | $16,332,000 | 5,140 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $13,688,000 | 5,647 |
| U.S. Government securities | $6,056,000 | 6,810 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $6,056,000 | 6,577 |
| Securities issued by states & political subdivisions | $7,532,000 | 2,171 |
| Other domestic debt securities | $100,000 | 3,936 |
| 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 | $100,000 | 3,406 |
| 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 | $400,000 | 7,308 |
| Mortgage-backed securities | $793,000 | 6,064 |
| Certificates of participation in pools of residential mortgages | $793,000 | 5,402 |
| Issued or guaranteed by U.S. | $793,000 | 5,383 |
| 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) | $100,000 | 4,819 |
| Available-for-sale securities (fair market value) | $13,588,000 | 4,847 |
| Total debt securities | $13,688,000 | 5,556 |
| 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 | $10,577,000 | 6,620 |
| U.S. Government securities | $7,200,000 | 6,821 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $7,200,000 | 6,451 |
| Securities issued by states & political subdivisions | $3,377,000 | 3,500 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,000 | 7,605 |
| Mortgage-backed securities | $986,000 | 5,560 |
| Certificates of participation in pools of residential mortgages | $986,000 | 4,814 |
| Issued or guaranteed by U.S. | $986,000 | 4,799 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $10,577,000 | 5,566 |
| Total debt securities | $10,577,000 | 6,488 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $10,740,000 | 6,854 |
| U.S. Government securities | $6,404,000 | 7,425 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $6,404,000 | 6,897 |
| Securities issued by states & political subdivisions | $4,336,000 | 3,205 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,000 | 7,804 |
| Mortgage-backed securities | $1,062,000 | 5,783 |
| Certificates of participation in pools of residential mortgages | $1,062,000 | 4,957 |
| Issued or guaranteed by U.S. | $1,062,000 | 4,943 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $10,740,000 | 5,667 |
| Total debt securities | $10,740,000 | 6,742 |
| 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 | $9,319,000 | 7,313 |
| U.S. Government securities | $4,484,000 | 8,288 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $4,484,000 | 7,469 |
| Securities issued by states & political subdivisions | $4,835,000 | 3,037 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,000 | 8,008 |
| Mortgage-backed securities | $1,260,000 | 5,857 |
| Certificates of participation in pools of residential mortgages | $1,260,000 | 4,982 |
| Issued or guaranteed by U.S. | $1,260,000 | 4,967 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $9,319,000 | 5,955 |
| Total debt securities | $9,319,000 | 7,177 |
| 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 | $8,094,000 | 8,061 |
| U.S. Government securities | $4,549,000 | 8,807 |
| U.S. Treasury securities | $250,000 | 7,625 |
| U.S. Government agency obligations | $4,299,000 | 7,674 |
| Securities issued by states & political subdivisions | $3,545,000 | 3,470 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $259,000 | 8,488 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $8,094,000 | 6,320 |
| Total debt securities | $8,094,000 | 7,938 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $7,299,000 | 8,858 |
| U.S. Government securities | $3,285,000 | 9,995 |
| U.S. Treasury securities | $498,000 | 8,151 |
| U.S. Government agency obligations | $2,787,000 | 8,949 |
| Securities issued by states & political subdivisions | $4,014,000 | 3,283 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $268,000 | 8,894 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $7,299,000 | 6,865 |
| Total debt securities | $7,299,000 | 8,760 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,181 |
| Fair value | $750,000 | 2,183 |
| 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 | $6,259,000 | 9,663 |
| U.S. Government securities | $2,980,000 | 10,596 |
| U.S. Treasury securities | $749,000 | 9,010 |
| U.S. Government agency obligations | $2,231,000 | 9,552 |
| Securities issued by states & political subdivisions | $3,262,000 | 3,785 |
| Other domestic debt securities | $17,000 | 5,003 |
| Privately issued residential mortgage-backed securities | $17,000 | 2,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $279,000 | 9,248 |
| Mortgage-backed securities | $301,000 | 8,411 |
| Certificates of participation in pools of residential mortgages | $284,000 | 7,578 |
| Issued or guaranteed by U.S. | $284,000 | 7,546 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $17,000 | 6,036 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $17,000 | 2,063 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $6,259,000 | 7,438 |
| Total debt securities | $6,259,000 | 9,556 |
| Structured notes | ||
| Amortized cost | $1,066,000 | 2,462 |
| Fair value | $1,062,000 | 2,459 |
| 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 | $6,832,000 | 9,989 |
| U.S. Government securities | $3,709,000 | 10,851 |
| U.S. Treasury securities | $950,000 | 9,852 |
| U.S. Government agency obligations | $2,759,000 | 9,333 |
| Securities issued by states & political subdivisions | $2,659,000 | 4,495 |
| Other domestic debt securities | $21,000 | 5,607 |
| Privately issued residential mortgage-backed securities | $21,000 | 2,673 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $443,000 | 3,311 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $536,000 | 9,140 |
| Mortgage-backed securities | $334,000 | 8,889 |
| Certificates of participation in pools of residential mortgages | $313,000 | 7,952 |
| Issued or guaranteed by U.S. | $313,000 | 7,927 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $21,000 | 6,506 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $21,000 | 2,332 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,389,000 | 7,231 |
| Available-for-sale securities (fair market value) | $443,000 | 10,196 |
| Total debt securities | $6,389,000 | 10,098 |
| 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 | $5,935,000 | 10,821 |
| U.S. Government securities | $3,814,000 | 11,206 |
| U.S. Treasury securities | $1,000,000 | 10,019 |
| U.S. Government agency obligations | $2,814,000 | 9,547 |
| Securities issued by states & political subdivisions | $2,088,000 | 5,194 |
| Other domestic debt securities | $33,000 | 6,268 |
| Privately issued residential mortgage-backed securities | $33,000 | 3,136 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $545,000 | 9,380 |
| Mortgage-backed securities | $452,000 | 9,353 |
| Certificates of participation in pools of residential mortgages | $419,000 | 8,315 |
| Issued or guaranteed by U.S. | $419,000 | 8,259 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $33,000 | 6,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $33,000 | 2,683 |
| 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 | $5,935,000 | 10,671 |
| 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 | $7,687,000 | 10,170 |
| U.S. Government securities | $5,169,000 | 10,675 |
| U.S. Treasury securities | $1,747,000 | 9,163 |
| U.S. Government agency obligations | $3,422,000 | 9,189 |
| Securities issued by states & political subdivisions | $2,468,000 | 4,535 |
| Other domestic debt securities | $50,000 | 7,040 |
| Privately issued residential mortgage-backed securities | $50,000 | 3,781 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $805,000 | 9,090 |
| Mortgage-backed securities | $827,000 | 9,215 |
| Certificates of participation in pools of residential mortgages | $777,000 | 7,940 |
| Issued or guaranteed by U.S. | $777,000 | 7,879 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $50,000 | 7,134 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $50,000 | 3,250 |
| 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 | $7,687,000 | 10,034 |
| 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 |