Home > Woodsfield Savings Bank > Securities
Woodsfield Savings Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $19,078,000 | 3,623 |
| U.S. Government securities | $12,463,000 | 3,424 |
| U.S. Treasury securities | $475,000 | 2,680 |
| U.S. Government agency obligations | $11,988,000 | 3,099 |
| Securities issued by states & political subdivisions | $6,374,000 | 2,777 |
| Other domestic debt securities | $241,000 | 2,245 |
| 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 | $241,000 | 1,812 |
| 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 | $2,080,000 | 3,635 |
| Mortgage-backed securities | $3,327,000 | 3,197 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $847,000 | 3,260 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,638,000 | 1,991 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $394,000 | 1,436 |
| Other commercial mortgage-backed securities | $448,000 | 1,247 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $19,078,000 | 3,375 |
| Total debt securities | $19,078,000 | 3,599 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 747 |
| Fair value | $955,000 | 792 |
| 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 | $18,688,000 | 3,646 |
| U.S. Government securities | $12,488,000 | 3,439 |
| U.S. Treasury securities | $466,000 | 2,745 |
| U.S. Government agency obligations | $12,022,000 | 3,078 |
| Securities issued by states & political subdivisions | $5,964,000 | 2,835 |
| Other domestic debt securities | $236,000 | 2,252 |
| 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 | $236,000 | 1,822 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,980,000 | 3,650 |
| Mortgage-backed securities | $2,006,000 | 3,353 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $843,000 | 3,268 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $762,000 | 2,216 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $401,000 | 1,411 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $18,688,000 | 3,389 |
| Total debt securities | $18,688,000 | 3,625 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 768 |
| Fair value | $929,000 | 811 |
| 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 | $19,940,000 | 3,638 |
| U.S. Government securities | $12,698,000 | 3,468 |
| U.S. Treasury securities | $462,000 | 2,775 |
| U.S. Government agency obligations | $12,236,000 | 3,111 |
| Securities issued by states & political subdivisions | $7,007,000 | 2,780 |
| Other domestic debt securities | $235,000 | 2,268 |
| 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 | $235,000 | 1,836 |
| 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 | $2,066,000 | 3,621 |
| Mortgage-backed securities | $2,153,000 | 3,349 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $918,000 | 3,270 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $807,000 | 2,202 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $428,000 | 1,396 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $19,940,000 | 3,378 |
| Total debt securities | $19,940,000 | 3,616 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 811 |
| Fair value | $936,000 | 852 |
| 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 | $20,080,000 | 3,713 |
| U.S. Government securities | $13,189,000 | 3,508 |
| U.S. Treasury securities | $465,000 | 2,841 |
| U.S. Government agency obligations | $12,724,000 | 3,090 |
| Securities issued by states & political subdivisions | $6,649,000 | 2,859 |
| Other domestic debt securities | $242,000 | 2,317 |
| 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 | $242,000 | 1,871 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,477,000 | 3,684 |
| Mortgage-backed securities | $2,294,000 | 3,384 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $980,000 | 3,299 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $858,000 | 2,221 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $456,000 | 1,397 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $20,080,000 | 3,452 |
| Total debt securities | $20,080,000 | 3,691 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 820 |
| Fair value | $1,172,000 | 818 |
| 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 | $20,009,000 | 3,743 |
| U.S. Government securities | $13,247,000 | 3,537 |
| U.S. Treasury securities | $457,000 | 2,885 |
| U.S. Government agency obligations | $12,790,000 | 3,081 |
| Securities issued by states & political subdivisions | $6,525,000 | 2,912 |
| Other domestic debt securities | $237,000 | 2,360 |
| 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 | $237,000 | 1,902 |
| 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 | $1,052,000 | 3,700 |
| Mortgage-backed securities | $2,392,000 | 3,402 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,019,000 | 3,318 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $886,000 | 2,230 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $487,000 | 1,367 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $20,009,000 | 3,472 |
| Total debt securities | $20,009,000 | 3,720 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 841 |
| Fair value | $1,150,000 | 839 |
| 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 | $17,702,000 | 3,855 |
| U.S. Government securities | $12,586,000 | 3,588 |
| U.S. Treasury securities | $454,000 | 2,904 |
| U.S. Government agency obligations | $12,132,000 | 3,152 |
| Securities issued by states & political subdivisions | $4,880,000 | 3,097 |
| Other domestic debt securities | $236,000 | 2,325 |
| 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 | $236,000 | 1,907 |
| 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 | $1,057,000 | 3,704 |
| Mortgage-backed securities | $2,008,000 | 3,463 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $569,000 | 3,463 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $925,000 | 2,230 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $514,000 | 1,369 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $17,702,000 | 3,575 |
| Total debt securities | $17,702,000 | 3,830 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 835 |
| Fair value | $1,142,000 | 833 |
| 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 | $18,473,000 | 3,838 |
| U.S. Government securities | $13,137,000 | 3,585 |
| U.S. Treasury securities | $465,000 | 2,862 |
| U.S. Government agency obligations | $12,672,000 | 3,154 |
| Securities issued by states & political subdivisions | $5,090,000 | 3,131 |
| Other domestic debt securities | $246,000 | 2,178 |
| 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 | $246,000 | 1,888 |
| 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 | $949,000 | 3,777 |
| Mortgage-backed securities | $2,245,000 | 3,483 |
| Certificates of participation in pools of residential mortgages | $658,000 | 3,552 |
| Issued or guaranteed by U.S. | $658,000 | 3,461 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,020,000 | 2,288 |
| CMOs issued by government agencies or sponsored agencies | $1,020,000 | 2,217 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $567,000 | 1,857 |
| Commercial mortgage pass-through securities | $567,000 | 1,353 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $18,473,000 | 3,583 |
| Total debt securities | $18,473,000 | 3,822 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 819 |
| Fair value | $1,200,000 | 816 |
| 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 | $16,644,000 | 3,879 |
| U.S. Government securities | $11,335,000 | 3,629 |
| U.S. Treasury securities | $469,000 | 2,609 |
| U.S. Government agency obligations | $10,866,000 | 3,262 |
| Securities issued by states & political subdivisions | $5,309,000 | 3,122 |
| 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 | $983,000 | 3,793 |
| Mortgage-backed securities | $2,472,000 | 3,467 |
| Certificates of participation in pools of residential mortgages | $741,000 | 3,547 |
| Issued or guaranteed by U.S. | $741,000 | 3,455 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,112,000 | 2,264 |
| CMOs issued by government agencies or sponsored agencies | $1,112,000 | 2,201 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $619,000 | 1,828 |
| Commercial mortgage pass-through securities | $619,000 | 1,326 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $16,644,000 | 3,635 |
| Total debt securities | $16,644,000 | 3,863 |
| Structured notes | ||
| Amortized cost | $750,000 | 879 |
| Fair value | $715,000 | 884 |
| 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 | $13,351,000 | 3,971 |
| U.S. Government securities | $7,406,000 | 3,791 |
| U.S. Treasury securities | $489,000 | 2,141 |
| U.S. Government agency obligations | $6,917,000 | 3,561 |
| Securities issued by states & political subdivisions | $5,945,000 | 3,090 |
| 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 | $1,100,000 | 3,776 |
| Mortgage-backed securities | $1,384,000 | 3,634 |
| Certificates of participation in pools of residential mortgages | $854,000 | 3,530 |
| Issued or guaranteed by U.S. | $854,000 | 3,433 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $150,000 | 2,693 |
| CMOs issued by government agencies or sponsored agencies | $150,000 | 2,636 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $380,000 | 1,895 |
| Commercial mortgage pass-through securities | $380,000 | 1,412 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $13,351,000 | 3,758 |
| Total debt securities | $13,351,000 | 3,952 |
| Structured notes | ||
| Amortized cost | $500,000 | 829 |
| Fair value | $496,000 | 863 |
| 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 | $11,888,000 | 4,038 |
| U.S. Government securities | $5,384,000 | 3,952 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $5,384,000 | 3,733 |
| Securities issued by states & political subdivisions | $6,504,000 | 3,036 |
| 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 | $891,000 | 3,874 |
| Mortgage-backed securities | $1,556,000 | 3,650 |
| Certificates of participation in pools of residential mortgages | $982,000 | 3,532 |
| Issued or guaranteed by U.S. | $982,000 | 3,442 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $161,000 | 2,726 |
| CMOs issued by government agencies or sponsored agencies | $161,000 | 2,666 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $413,000 | 1,896 |
| Commercial mortgage pass-through securities | $413,000 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $11,888,000 | 3,828 |
| Total debt securities | $11,888,000 | 4,018 |
| Structured notes | ||
| Amortized cost | $500,000 | 730 |
| Fair value | $499,000 | 749 |
| 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 | $12,923,000 | 3,969 |
| U.S. Government securities | $6,188,000 | 3,866 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $6,188,000 | 3,633 |
| Securities issued by states & political subdivisions | $6,735,000 | 2,988 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $729,000 | 3,936 |
| Mortgage-backed securities | $1,940,000 | 3,614 |
| Certificates of participation in pools of residential mortgages | $1,142,000 | 3,500 |
| Issued or guaranteed by U.S. | $1,142,000 | 3,401 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $333,000 | 2,609 |
| CMOs issued by government agencies or sponsored agencies | $333,000 | 2,557 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $465,000 | 1,873 |
| Commercial mortgage pass-through securities | $465,000 | 1,405 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $12,923,000 | 3,761 |
| Total debt securities | $12,923,000 | 3,947 |
| 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 | $11,861,000 | 3,971 |
| U.S. Government securities | $5,134,000 | 3,881 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $5,134,000 | 3,695 |
| Securities issued by states & political subdivisions | $6,727,000 | 2,983 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $766,000 | 3,941 |
| Mortgage-backed securities | $2,171,000 | 3,548 |
| Certificates of participation in pools of residential mortgages | $1,311,000 | 3,439 |
| Issued or guaranteed by U.S. | $1,311,000 | 3,343 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $383,000 | 2,559 |
| CMOs issued by government agencies or sponsored agencies | $383,000 | 2,509 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $477,000 | 1,859 |
| Commercial mortgage pass-through securities | $477,000 | 1,397 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $11,861,000 | 3,745 |
| Total debt securities | $11,861,000 | 3,945 |
| 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 | $10,770,000 | 3,972 |
| U.S. Government securities | $3,708,000 | 3,970 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $3,708,000 | 3,821 |
| Securities issued by states & political subdivisions | $7,062,000 | 2,919 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $907,000 | 3,928 |
| Mortgage-backed securities | $2,416,000 | 3,510 |
| Certificates of participation in pools of residential mortgages | $1,486,000 | 3,374 |
| Issued or guaranteed by U.S. | $1,486,000 | 3,288 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $409,000 | 2,559 |
| CMOs issued by government agencies or sponsored agencies | $409,000 | 2,507 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $521,000 | 1,794 |
| Commercial mortgage pass-through securities | $521,000 | 1,330 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $10,770,000 | 3,751 |
| Total debt securities | $10,770,000 | 3,946 |
| 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 | $11,722,000 | 3,873 |
| U.S. Government securities | $3,509,000 | 4,019 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $3,509,000 | 3,863 |
| Securities issued by states & political subdivisions | $8,213,000 | 2,675 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $843,000 | 3,958 |
| Mortgage-backed securities | $2,695,000 | 3,470 |
| Certificates of participation in pools of residential mortgages | $1,708,000 | 3,296 |
| Issued or guaranteed by U.S. | $1,708,000 | 3,206 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $436,000 | 2,575 |
| CMOs issued by government agencies or sponsored agencies | $436,000 | 2,523 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $551,000 | 1,764 |
| Commercial mortgage pass-through securities | $551,000 | 1,300 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $11,722,000 | 3,636 |
| Total debt securities | $11,722,000 | 3,851 |
| 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 | $11,110,000 | 3,909 |
| U.S. Government securities | $3,619,000 | 4,026 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $3,619,000 | 3,859 |
| Securities issued by states & political subdivisions | $7,491,000 | 2,712 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $923,000 | 3,986 |
| Mortgage-backed securities | $2,748,000 | 3,479 |
| Certificates of participation in pools of residential mortgages | $1,978,000 | 3,225 |
| Issued or guaranteed by U.S. | $1,978,000 | 3,135 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $461,000 | 2,573 |
| CMOs issued by government agencies or sponsored agencies | $461,000 | 2,532 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $309,000 | 1,845 |
| Commercial mortgage pass-through securities | $309,000 | 1,372 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $11,110,000 | 3,671 |
| Total debt securities | $11,110,000 | 3,886 |
| 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 | $10,788,000 | 3,955 |
| U.S. Government securities | $3,733,000 | 4,061 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $3,733,000 | 3,894 |
| Securities issued by states & political subdivisions | $7,055,000 | 2,672 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $972,000 | 3,998 |
| Mortgage-backed securities | $3,041,000 | 3,428 |
| Certificates of participation in pools of residential mortgages | $2,245,000 | 3,175 |
| Issued or guaranteed by U.S. | $2,245,000 | 3,079 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $491,000 | 2,568 |
| CMOs issued by government agencies or sponsored agencies | $491,000 | 2,522 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $305,000 | 1,819 |
| Commercial mortgage pass-through securities | $305,000 | 1,338 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $10,788,000 | 3,707 |
| Total debt securities | $10,788,000 | 3,931 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $12,165,000 | 3,900 |
| U.S. Government securities | $4,519,000 | 4,023 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $4,519,000 | 3,859 |
| Securities issued by states & political subdivisions | $7,646,000 | 2,596 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $999,000 | 4,046 |
| Mortgage-backed securities | $2,464,000 | 3,523 |
| Certificates of participation in pools of residential mortgages | $1,617,000 | 3,323 |
| Issued or guaranteed by U.S. | $1,617,000 | 3,227 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $504,000 | 2,572 |
| CMOs issued by government agencies or sponsored agencies | $504,000 | 2,530 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $343,000 | 1,783 |
| Commercial mortgage pass-through securities | $343,000 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $12,165,000 | 3,653 |
| Total debt securities | $12,165,000 | 3,878 |
| Structured notes | ||
| Amortized cost | $500,000 | 539 |
| Fair value | $499,000 | 567 |
| 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 | $13,113,000 | 3,881 |
| U.S. Government securities | $5,451,000 | 3,978 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $5,451,000 | 3,819 |
| Securities issued by states & political subdivisions | $7,662,000 | 2,607 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $951,000 | 4,148 |
| Mortgage-backed securities | $2,637,000 | 3,518 |
| Certificates of participation in pools of residential mortgages | $1,762,000 | 3,303 |
| Issued or guaranteed by U.S. | $1,762,000 | 3,202 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $529,000 | 2,573 |
| CMOs issued by government agencies or sponsored agencies | $529,000 | 2,530 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $346,000 | 1,763 |
| Commercial mortgage pass-through securities | $346,000 | 1,318 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $13,113,000 | 3,627 |
| Total debt securities | $13,113,000 | 3,861 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 468 |
| Fair value | $1,248,000 | 470 |
| 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 | $14,959,000 | 3,799 |
| U.S. Government securities | $6,740,000 | 3,906 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $6,740,000 | 3,742 |
| Securities issued by states & political subdivisions | $8,219,000 | 2,579 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,699,000 | 3,973 |
| Mortgage-backed securities | $2,823,000 | 3,488 |
| Certificates of participation in pools of residential mortgages | $1,872,000 | 3,275 |
| Issued or guaranteed by U.S. | $1,872,000 | 3,186 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $554,000 | 2,554 |
| CMOs issued by government agencies or sponsored agencies | $554,000 | 2,504 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $397,000 | 1,726 |
| Commercial mortgage pass-through securities | $397,000 | 1,298 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $14,959,000 | 3,540 |
| Total debt securities | $14,959,000 | 3,779 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 473 |
| Fair value | $1,747,000 | 476 |
| 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 | $15,847,000 | 3,793 |
| U.S. Government securities | $7,293,000 | 3,872 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $7,293,000 | 3,706 |
| Securities issued by states & political subdivisions | $8,554,000 | 2,605 |
| 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 | $1,691,000 | 4,017 |
| Mortgage-backed securities | $2,915,000 | 3,489 |
| Certificates of participation in pools of residential mortgages | $1,962,000 | 3,274 |
| Issued or guaranteed by U.S. | $1,962,000 | 3,183 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $564,000 | 2,568 |
| CMOs issued by government agencies or sponsored agencies | $564,000 | 2,519 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $389,000 | 1,666 |
| Commercial mortgage pass-through securities | $389,000 | 1,284 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $15,847,000 | 3,527 |
| Total debt securities | $15,847,000 | 3,771 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 483 |
| Fair value | $1,739,000 | 485 |
| 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 | $16,660,000 | 3,777 |
| U.S. Government securities | $6,328,000 | 4,030 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $6,328,000 | 3,877 |
| Securities issued by states & political subdivisions | $10,332,000 | 2,446 |
| 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 | $1,691,000 | 4,075 |
| Mortgage-backed securities | $2,334,000 | 3,594 |
| Certificates of participation in pools of residential mortgages | $1,552,000 | 3,407 |
| Issued or guaranteed by U.S. | $1,552,000 | 3,336 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $579,000 | 2,571 |
| CMOs issued by government agencies or sponsored agencies | $579,000 | 2,520 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $203,000 | 1,678 |
| Commercial mortgage pass-through securities | $203,000 | 1,315 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $16,660,000 | 3,505 |
| Total debt securities | $16,660,000 | 3,755 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 420 |
| Fair value | $1,983,000 | 437 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $17,131,000 | 3,786 |
| U.S. Government securities | $6,882,000 | 4,000 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $6,882,000 | 3,839 |
| Securities issued by states & political subdivisions | $10,249,000 | 2,485 |
| 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 | $1,685,000 | 4,131 |
| Mortgage-backed securities | $2,434,000 | 3,616 |
| Certificates of participation in pools of residential mortgages | $1,640,000 | 3,422 |
| Issued or guaranteed by U.S. | $1,640,000 | 3,394 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $592,000 | 2,568 |
| CMOs issued by government agencies or sponsored agencies | $592,000 | 2,518 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $202,000 | 1,672 |
| Commercial mortgage pass-through securities | $202,000 | 1,301 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $17,131,000 | 3,497 |
| Total debt securities | $17,131,000 | 3,764 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 417 |
| Fair value | $1,965,000 | 441 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $17,448,000 | 3,807 |
| U.S. Government securities | $7,099,000 | 3,978 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $7,099,000 | 3,823 |
| Securities issued by states & political subdivisions | $10,349,000 | 2,525 |
| 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 | $1,686,000 | 4,175 |
| Mortgage-backed securities | $2,590,000 | 3,623 |
| Certificates of participation in pools of residential mortgages | $1,749,000 | 3,439 |
| Issued or guaranteed by U.S. | $1,749,000 | 3,276 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $612,000 | 2,589 |
| CMOs issued by government agencies or sponsored agencies | $612,000 | 2,532 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $229,000 | 1,637 |
| Commercial mortgage pass-through securities | $229,000 | 1,261 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $17,448,000 | 3,525 |
| Total debt securities | $17,449,000 | 3,784 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 425 |
| Fair value | $1,969,000 | 449 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $17,994,000 | 3,804 |
| U.S. Government securities | $7,625,000 | 3,977 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $7,625,000 | 3,822 |
| Securities issued by states & political subdivisions | $10,369,000 | 2,563 |
| 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 | $939,000 | 4,453 |
| Mortgage-backed securities | $2,476,000 | 3,689 |
| Certificates of participation in pools of residential mortgages | $1,846,000 | 3,459 |
| Issued or guaranteed by U.S. | $1,846,000 | 3,452 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $630,000 | 2,582 |
| CMOs issued by government agencies or sponsored agencies | $630,000 | 2,525 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $17,994,000 | 3,526 |
| Total debt securities | $17,994,000 | 3,782 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 418 |
| Fair value | $1,973,000 | 435 |
| 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 | $17,302,000 | 3,909 |
| U.S. Government securities | $6,597,000 | 4,171 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $6,597,000 | 4,027 |
| Securities issued by states & political subdivisions | $10,705,000 | 2,587 |
| 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 | $942,000 | 4,532 |
| Mortgage-backed securities | $2,121,000 | 3,787 |
| Certificates of participation in pools of residential mortgages | $1,467,000 | 3,627 |
| Issued or guaranteed by U.S. | $1,467,000 | 3,621 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $654,000 | 2,563 |
| CMOs issued by government agencies or sponsored agencies | $654,000 | 2,502 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $17,302,000 | 3,625 |
| Total debt securities | $17,302,000 | 3,887 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 411 |
| Fair value | $1,985,000 | 429 |
| 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 | $17,349,000 | 3,951 |
| U.S. Government securities | $6,741,000 | 4,193 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $6,741,000 | 4,050 |
| Securities issued by states & political subdivisions | $10,608,000 | 2,635 |
| 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 | $946,000 | 4,590 |
| Mortgage-backed securities | $2,246,000 | 3,815 |
| Certificates of participation in pools of residential mortgages | $1,565,000 | 3,655 |
| Issued or guaranteed by U.S. | $1,565,000 | 3,648 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $681,000 | 2,554 |
| CMOs issued by government agencies or sponsored agencies | $681,000 | 2,497 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $17,349,000 | 3,658 |
| Total debt securities | $17,349,000 | 3,925 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 431 |
| Fair value | $1,990,000 | 460 |
| 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 | $17,660,000 | 3,988 |
| U.S. Government securities | $7,186,000 | 4,169 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $7,186,000 | 4,037 |
| Securities issued by states & political subdivisions | $10,474,000 | 2,688 |
| 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 | $947,000 | 4,623 |
| Mortgage-backed securities | $2,361,000 | 3,833 |
| Certificates of participation in pools of residential mortgages | $1,659,000 | 3,667 |
| Issued or guaranteed by U.S. | $1,659,000 | 3,661 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $702,000 | 2,575 |
| CMOs issued by government agencies or sponsored agencies | $702,000 | 2,510 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $17,660,000 | 3,686 |
| Total debt securities | $17,660,000 | 3,961 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 446 |
| Fair value | $1,989,000 | 477 |
| 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 | $17,700,000 | 4,025 |
| U.S. Government securities | $7,294,000 | 4,218 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $7,294,000 | 4,086 |
| Securities issued by states & political subdivisions | $10,406,000 | 2,722 |
| 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 | $945,000 | 4,681 |
| Mortgage-backed securities | $2,478,000 | 3,859 |
| Certificates of participation in pools of residential mortgages | $1,756,000 | 3,690 |
| Issued or guaranteed by U.S. | $1,756,000 | 3,685 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $722,000 | 2,604 |
| CMOs issued by government agencies or sponsored agencies | $722,000 | 2,540 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $17,700,000 | 3,715 |
| Total debt securities | $17,700,000 | 4,001 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 472 |
| Fair value | $1,982,000 | 493 |
| 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 | $16,548,000 | 4,116 |
| U.S. Government securities | $6,475,000 | 4,365 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,475,000 | 4,232 |
| Securities issued by states & political subdivisions | $10,073,000 | 2,785 |
| 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 | $944,000 | 4,725 |
| Mortgage-backed securities | $2,586,000 | 3,858 |
| Certificates of participation in pools of residential mortgages | $1,844,000 | 3,702 |
| Issued or guaranteed by U.S. | $1,844,000 | 3,695 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $742,000 | 2,607 |
| CMOs issued by government agencies or sponsored agencies | $742,000 | 2,531 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $16,548,000 | 3,799 |
| Total debt securities | $16,548,000 | 4,090 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 592 |
| Fair value | $1,233,000 | 598 |
| 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 | $15,517,000 | 4,204 |
| U.S. Government securities | $4,973,000 | 4,613 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $4,973,000 | 4,493 |
| Securities issued by states & political subdivisions | $10,544,000 | 2,732 |
| 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 | $952,000 | 4,794 |
| Mortgage-backed securities | $2,790,000 | 3,852 |
| Certificates of participation in pools of residential mortgages | $2,008,000 | 3,681 |
| Issued or guaranteed by U.S. | $2,008,000 | 3,677 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $782,000 | 2,615 |
| CMOs issued by government agencies or sponsored agencies | $782,000 | 2,542 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $15,517,000 | 3,882 |
| Total debt securities | $15,517,000 | 4,176 |
| Structured notes | ||
| Amortized cost | $250,000 | 987 |
| Fair value | $250,000 | 994 |
| 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 | $18,105,000 | 4,070 |
| U.S. Government securities | $7,483,000 | 4,314 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $7,483,000 | 4,190 |
| Securities issued by states & political subdivisions | $10,622,000 | 2,722 |
| 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 | $952,000 | 4,876 |
| Mortgage-backed securities | $2,959,000 | 3,853 |
| Certificates of participation in pools of residential mortgages | $2,147,000 | 3,671 |
| Issued or guaranteed by U.S. | $2,147,000 | 3,666 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $812,000 | 2,628 |
| CMOs issued by government agencies or sponsored agencies | $812,000 | 2,545 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $18,105,000 | 3,744 |
| Total debt securities | $18,105,000 | 4,048 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 605 |
| Fair value | $1,751,000 | 607 |
| 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 | $21,225,000 | 3,898 |
| U.S. Government securities | $10,618,000 | 3,988 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $10,618,000 | 3,861 |
| Securities issued by states & political subdivisions | $10,607,000 | 2,711 |
| 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 | $702,000 | 4,994 |
| Mortgage-backed securities | $3,153,000 | 3,839 |
| Certificates of participation in pools of residential mortgages | $2,326,000 | 3,659 |
| Issued or guaranteed by U.S. | $2,326,000 | 3,656 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $827,000 | 2,638 |
| CMOs issued by government agencies or sponsored agencies | $827,000 | 2,562 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $21,225,000 | 3,576 |
| Total debt securities | $21,225,000 | 3,873 |
| Structured notes | ||
| Amortized cost | $2,949,000 | 537 |
| Fair value | $2,945,000 | 539 |
| 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 | $20,739,000 | 3,970 |
| U.S. Government securities | $10,227,000 | 4,069 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $10,227,000 | 3,934 |
| Securities issued by states & political subdivisions | $10,512,000 | 2,744 |
| 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 | $726,000 | 5,035 |
| Mortgage-backed securities | $2,705,000 | 3,961 |
| Certificates of participation in pools of residential mortgages | $1,872,000 | 3,828 |
| Issued or guaranteed by U.S. | $1,872,000 | 3,824 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $833,000 | 2,674 |
| CMOs issued by government agencies or sponsored agencies | $833,000 | 2,596 |
| 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) | $20,739,000 | 3,635 |
| Total debt securities | $20,739,000 | 3,945 |
| Structured notes | ||
| Amortized cost | $2,949,000 | 611 |
| Fair value | $2,928,000 | 602 |
| 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 | $21,658,000 | 3,982 |
| U.S. Government securities | $10,494,000 | 4,121 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $10,494,000 | 3,995 |
| Securities issued by states & political subdivisions | $11,164,000 | 2,684 |
| 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 | $697,000 | 5,126 |
| Mortgage-backed securities | $1,695,000 | 4,261 |
| Certificates of participation in pools of residential mortgages | $824,000 | 4,278 |
| Issued or guaranteed by U.S. | $824,000 | 4,273 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $871,000 | 2,685 |
| CMOs issued by government agencies or sponsored agencies | $871,000 | 2,607 |
| 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) | $21,658,000 | 3,635 |
| Total debt securities | $21,658,000 | 3,959 |
| Structured notes | ||
| Amortized cost | $3,699,000 | 598 |
| Fair value | $3,674,000 | 602 |
| 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 | $22,462,000 | 4,009 |
| U.S. Government securities | $11,132,000 | 4,143 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $11,132,000 | 4,020 |
| Securities issued by states & political subdivisions | $11,330,000 | 2,679 |
| 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 | $684,000 | 5,168 |
| Mortgage-backed securities | $1,798,000 | 4,319 |
| Certificates of participation in pools of residential mortgages | $913,000 | 4,320 |
| Issued or guaranteed by U.S. | $913,000 | 4,316 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $885,000 | 2,734 |
| CMOs issued by government agencies or sponsored agencies | $885,000 | 2,651 |
| 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) | $22,462,000 | 3,672 |
| Total debt securities | $22,462,000 | 3,989 |
| Structured notes | ||
| Amortized cost | $3,799,000 | 685 |
| Fair value | $3,713,000 | 683 |
| 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 | $22,606,000 | 4,025 |
| U.S. Government securities | $11,286,000 | 4,201 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $11,286,000 | 4,086 |
| Securities issued by states & political subdivisions | $11,320,000 | 2,655 |
| 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 | $705,000 | 5,229 |
| Mortgage-backed securities | $1,890,000 | 4,359 |
| Certificates of participation in pools of residential mortgages | $974,000 | 4,353 |
| Issued or guaranteed by U.S. | $974,000 | 4,347 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $916,000 | 2,756 |
| CMOs issued by government agencies or sponsored agencies | $916,000 | 2,668 |
| 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) | $22,606,000 | 3,677 |
| Total debt securities | $22,606,000 | 4,002 |
| Structured notes | ||
| Amortized cost | $4,049,000 | 666 |
| Fair value | $4,032,000 | 670 |
| 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 | $23,206,000 | 4,038 |
| U.S. Government securities | $11,762,000 | 4,210 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $11,762,000 | 4,098 |
| Securities issued by states & political subdivisions | $11,444,000 | 2,646 |
| 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 | $942,000 | 5,234 |
| Mortgage-backed securities | $1,932,000 | 4,436 |
| Certificates of participation in pools of residential mortgages | $1,019,000 | 4,410 |
| Issued or guaranteed by U.S. | $1,019,000 | 4,403 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $913,000 | 2,816 |
| CMOs issued by government agencies or sponsored agencies | $913,000 | 2,726 |
| 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) | $23,206,000 | 3,687 |
| Total debt securities | $23,206,000 | 4,015 |
| Structured notes | ||
| Amortized cost | $5,048,000 | 625 |
| Fair value | $4,983,000 | 631 |
| 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 | $23,371,000 | 4,116 |
| U.S. Government securities | $12,307,000 | 4,249 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $12,307,000 | 4,147 |
| Securities issued by states & political subdivisions | $11,064,000 | 2,728 |
| 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 | $920,000 | 5,306 |
| Mortgage-backed securities | $2,003,000 | 4,494 |
| Certificates of participation in pools of residential mortgages | $1,077,000 | 4,479 |
| Issued or guaranteed by U.S. | $1,077,000 | 4,476 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $926,000 | 2,863 |
| CMOs issued by government agencies or sponsored agencies | $926,000 | 2,761 |
| 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) | $23,371,000 | 3,755 |
| Total debt securities | $23,371,000 | 4,087 |
| Structured notes | ||
| Amortized cost | $5,698,000 | 632 |
| Fair value | $5,518,000 | 638 |
| 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 | $22,935,000 | 4,191 |
| U.S. Government securities | $12,167,000 | 4,344 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $12,167,000 | 4,237 |
| Securities issued by states & political subdivisions | $10,768,000 | 2,777 |
| 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 | $911,000 | 5,359 |
| Mortgage-backed securities | $1,903,000 | 4,584 |
| Certificates of participation in pools of residential mortgages | $954,000 | 4,576 |
| Issued or guaranteed by U.S. | $954,000 | 4,573 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $949,000 | 2,889 |
| CMOs issued by government agencies or sponsored agencies | $949,000 | 2,789 |
| 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) | $22,935,000 | 3,833 |
| Total debt securities | $22,935,000 | 4,170 |
| Structured notes | ||
| Amortized cost | $5,699,000 | 661 |
| Fair value | $5,483,000 | 668 |
| 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 | $22,231,000 | 4,278 |
| U.S. Government securities | $11,471,000 | 4,461 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $11,471,000 | 4,361 |
| Securities issued by states & political subdivisions | $10,760,000 | 2,782 |
| 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 | $892,000 | 5,414 |
| Mortgage-backed securities | $1,951,000 | 4,605 |
| Certificates of participation in pools of residential mortgages | $990,000 | 4,592 |
| Issued or guaranteed by U.S. | $990,000 | 4,588 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $961,000 | 2,900 |
| CMOs issued by government agencies or sponsored agencies | $961,000 | 2,804 |
| 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) | $22,231,000 | 3,912 |
| Total debt securities | $22,231,000 | 4,255 |
| Structured notes | ||
| Amortized cost | $5,198,000 | 707 |
| Fair value | $4,850,000 | 738 |
| 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 | $19,868,000 | 4,468 |
| U.S. Government securities | $9,794,000 | 4,655 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,794,000 | 4,556 |
| Securities issued by states & political subdivisions | $10,074,000 | 2,879 |
| 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 | $861,000 | 5,491 |
| Mortgage-backed securities | $929,000 | 4,937 |
| Certificates of participation in pools of residential mortgages | $476,000 | 4,858 |
| Issued or guaranteed by U.S. | $476,000 | 4,854 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $453,000 | 3,169 |
| CMOs issued by government agencies or sponsored agencies | $453,000 | 3,053 |
| 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) | $19,868,000 | 4,098 |
| Total debt securities | $19,868,000 | 4,448 |
| Structured notes | ||
| Amortized cost | $5,198,000 | 703 |
| Fair value | $4,694,000 | 740 |
| 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 | $20,187,000 | 4,475 |
| U.S. Government securities | $10,041,000 | 4,661 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $10,041,000 | 4,562 |
| Securities issued by states & political subdivisions | $10,146,000 | 2,880 |
| 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 | $892,000 | 5,546 |
| Mortgage-backed securities | $954,000 | 4,972 |
| Certificates of participation in pools of residential mortgages | $488,000 | 4,885 |
| Issued or guaranteed by U.S. | $488,000 | 4,880 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $466,000 | 3,195 |
| CMOs issued by government agencies or sponsored agencies | $466,000 | 3,076 |
| 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) | $489,000 | 2,171 |
| Available-for-sale securities (fair market value) | $19,698,000 | 4,159 |
| Total debt securities | $20,187,000 | 4,446 |
| Structured notes | ||
| Amortized cost | $5,197,000 | 695 |
| Fair value | $4,853,000 | 716 |
| 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 | $21,843,000 | 4,341 |
| U.S. Government securities | $10,625,000 | 4,566 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $10,625,000 | 4,467 |
| Securities issued by states & political subdivisions | $11,218,000 | 2,707 |
| 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 | $909,000 | 5,549 |
| Mortgage-backed securities | $1,024,000 | 4,953 |
| Certificates of participation in pools of residential mortgages | $555,000 | 4,830 |
| Issued or guaranteed by U.S. | $555,000 | 4,826 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $469,000 | 3,216 |
| CMOs issued by government agencies or sponsored agencies | $469,000 | 3,091 |
| 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) | $701,000 | 2,013 |
| Available-for-sale securities (fair market value) | $21,142,000 | 4,053 |
| Total debt securities | $21,843,000 | 4,311 |
| Structured notes | ||
| Amortized cost | $5,597,000 | 647 |
| Fair value | $5,315,000 | 666 |
| 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 | $19,564,000 | 4,555 |
| U.S. Government securities | $7,558,000 | 5,092 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $7,558,000 | 4,981 |
| Securities issued by states & political subdivisions | $12,006,000 | 2,585 |
| 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 | $964,000 | 5,583 |
| Mortgage-backed securities | $3,232,000 | 4,427 |
| Certificates of participation in pools of residential mortgages | $2,764,000 | 4,087 |
| Issued or guaranteed by U.S. | $2,764,000 | 4,083 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $468,000 | 3,266 |
| CMOs issued by government agencies or sponsored agencies | $468,000 | 3,126 |
| 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) | $915,000 | 1,933 |
| Available-for-sale securities (fair market value) | $18,649,000 | 4,283 |
| Total debt securities | $19,564,000 | 4,525 |
| Structured notes | ||
| Amortized cost | $3,847,000 | 865 |
| Fair value | $3,815,000 | 864 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $19,022,000 | 4,566 |
| U.S. Government securities | $7,335,000 | 5,117 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $7,335,000 | 5,018 |
| Securities issued by states & political subdivisions | $11,687,000 | 2,607 |
| 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 | $957,000 | 5,607 |
| Mortgage-backed securities | $3,433,000 | 4,419 |
| Certificates of participation in pools of residential mortgages | $2,963,000 | 4,040 |
| Issued or guaranteed by U.S. | $2,963,000 | 4,038 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $470,000 | 3,306 |
| CMOs issued by government agencies or sponsored agencies | $470,000 | 3,165 |
| 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) | $926,000 | 1,954 |
| Available-for-sale securities (fair market value) | $18,096,000 | 4,305 |
| Total debt securities | $19,022,000 | 4,533 |
| Structured notes | ||
| Amortized cost | $3,400,000 | 964 |
| Fair value | $3,388,000 | 967 |
| 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 | $17,234,000 | 4,806 |
| U.S. Government securities | $7,974,000 | 5,119 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $7,974,000 | 5,025 |
| Securities issued by states & political subdivisions | $9,260,000 | 2,930 |
| 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 | $956,000 | 5,691 |
| Mortgage-backed securities | $3,729,000 | 4,473 |
| Certificates of participation in pools of residential mortgages | $3,238,000 | 4,089 |
| Issued or guaranteed by U.S. | $3,238,000 | 4,087 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $491,000 | 3,384 |
| CMOs issued by government agencies or sponsored agencies | $491,000 | 3,224 |
| 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) | $1,040,000 | 1,935 |
| Available-for-sale securities (fair market value) | $16,194,000 | 4,540 |
| Total debt securities | $17,234,000 | 4,773 |
| Structured notes | ||
| Amortized cost | $4,249,000 | 878 |
| Fair value | $4,245,000 | 877 |
| 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 | $17,221,000 | 4,843 |
| U.S. Government securities | $10,293,000 | 4,840 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $10,293,000 | 4,741 |
| Securities issued by states & political subdivisions | $6,928,000 | 3,283 |
| 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 | $957,000 | 5,761 |
| Mortgage-backed securities | $3,427,000 | 4,584 |
| Certificates of participation in pools of residential mortgages | $2,929,000 | 4,219 |
| Issued or guaranteed by U.S. | $2,929,000 | 4,217 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $498,000 | 3,393 |
| CMOs issued by government agencies or sponsored agencies | $498,000 | 3,231 |
| 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) | $1,200,000 | 1,900 |
| Available-for-sale securities (fair market value) | $16,021,000 | 4,578 |
| Total debt securities | $17,221,000 | 4,813 |
| Structured notes | ||
| Amortized cost | $6,599,000 | 714 |
| Fair value | $6,616,000 | 714 |
| 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 | $15,270,000 | 5,093 |
| U.S. Government securities | $10,465,000 | 4,894 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $10,465,000 | 4,792 |
| Securities issued by states & political subdivisions | $4,805,000 | 3,668 |
| 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 | $948,000 | 5,793 |
| Mortgage-backed securities | $2,437,000 | 4,831 |
| Certificates of participation in pools of residential mortgages | $1,948,000 | 4,524 |
| Issued or guaranteed by U.S. | $1,948,000 | 4,520 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $489,000 | 3,421 |
| CMOs issued by government agencies or sponsored agencies | $489,000 | 3,256 |
| 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) | $1,209,000 | 1,937 |
| Available-for-sale securities (fair market value) | $14,061,000 | 4,833 |
| Total debt securities | $15,270,000 | 5,068 |
| Structured notes | ||
| Amortized cost | $7,849,000 | 750 |
| Fair value | $7,777,000 | 751 |
| 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 | $13,704,000 | 5,257 |
| U.S. Government securities | $9,654,000 | 4,994 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $9,654,000 | 4,897 |
| Securities issued by states & political subdivisions | $4,050,000 | 3,829 |
| 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 | $0 | 5,916 |
| Mortgage-backed securities | $1,445,000 | 5,058 |
| Certificates of participation in pools of residential mortgages | $1,241,000 | 4,718 |
| Issued or guaranteed by U.S. | $1,241,000 | 4,711 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $204,000 | 3,569 |
| CMOs issued by government agencies or sponsored agencies | $204,000 | 3,305 |
| 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) | $1,630,000 | 1,889 |
| Available-for-sale securities (fair market value) | $12,074,000 | 5,052 |
| Total debt securities | $13,704,000 | 5,228 |
| Structured notes | ||
| Amortized cost | $7,748,000 | 698 |
| Fair value | $7,760,000 | 695 |
| 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 | $10,496,000 | 5,660 |
| U.S. Government securities | $6,546,000 | 5,559 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $6,546,000 | 5,444 |
| Securities issued by states & political subdivisions | $3,748,000 | 3,865 |
| Other domestic debt securities | $202,000 | 2,617 |
| Privately issued residential mortgage-backed securities | $202,000 | 1,099 |
| 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 | $909,000 | 5,553 |
| Mortgage-backed securities | $483,000 | 5,444 |
| Certificates of participation in pools of residential mortgages | $281,000 | 5,248 |
| Issued or guaranteed by U.S. | $281,000 | 5,233 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $202,000 | 3,565 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $202,000 | 1,038 |
| 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) | $1,657,000 | 1,906 |
| Available-for-sale securities (fair market value) | $8,839,000 | 5,452 |
| Total debt securities | $10,496,000 | 5,623 |
| Structured notes | ||
| Amortized cost | $5,798,000 | 930 |
| Fair value | $5,812,000 | 928 |
| 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 | $10,055,000 | 5,805 |
| U.S. Government securities | $6,279,000 | 5,756 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $6,279,000 | 5,634 |
| Securities issued by states & political subdivisions | $3,776,000 | 3,808 |
| 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 | $708,000 | 5,676 |
| Mortgage-backed securities | $485,000 | 5,449 |
| Certificates of participation in pools of residential mortgages | $294,000 | 5,244 |
| Issued or guaranteed by U.S. | $294,000 | 5,229 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $191,000 | 3,577 |
| CMOs issued by government agencies or sponsored agencies | $191,000 | 3,293 |
| 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) | $1,768,000 | 1,905 |
| Available-for-sale securities (fair market value) | $8,287,000 | 5,607 |
| Total debt securities | $10,055,000 | 5,770 |
| Structured notes | ||
| Amortized cost | $4,767,000 | 1,224 |
| Fair value | $4,753,000 | 1,225 |
| 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 | $9,698,000 | 5,846 |
| U.S. Government securities | $6,099,000 | 5,787 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $6,099,000 | 5,665 |
| Securities issued by states & political subdivisions | $3,599,000 | 3,827 |
| 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 | $702,000 | 5,723 |
| Mortgage-backed securities | $498,000 | 5,427 |
| Certificates of participation in pools of residential mortgages | $315,000 | 5,203 |
| Issued or guaranteed by U.S. | $315,000 | 5,192 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $183,000 | 3,558 |
| CMOs issued by government agencies or sponsored agencies | $183,000 | 3,266 |
| 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) | $2,451,000 | 1,766 |
| Available-for-sale securities (fair market value) | $7,247,000 | 5,750 |
| Total debt securities | $9,698,000 | 5,814 |
| Structured notes | ||
| Amortized cost | $4,347,000 | 1,371 |
| Fair value | $4,268,000 | 1,377 |
| 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 | $8,564,000 | 5,928 |
| U.S. Government securities | $4,967,000 | 5,925 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $4,967,000 | 5,795 |
| Securities issued by states & political subdivisions | $3,409,000 | 3,883 |
| Other domestic debt securities | $188,000 | 2,794 |
| Privately issued residential mortgage-backed securities | $188,000 | 1,224 |
| 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 | $935,000 | 5,673 |
| Mortgage-backed securities | $531,000 | 5,406 |
| Certificates of participation in pools of residential mortgages | $343,000 | 5,146 |
| Issued or guaranteed by U.S. | $343,000 | 5,134 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $188,000 | 3,536 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $188,000 | 1,167 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $2,549,000 | 1,772 |
| Available-for-sale securities (fair market value) | $6,015,000 | 5,867 |
| Total debt securities | $8,564,000 | 5,888 |
| Structured notes | ||
| Amortized cost | $200,000 | 3,042 |
| Fair value | $193,000 | 3,058 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $7,642,000 | 6,072 |
| U.S. Government securities | $4,591,000 | 6,004 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,591,000 | 5,875 |
| Securities issued by states & political subdivisions | $3,051,000 | 3,950 |
| 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 | $935,000 | 5,771 |
| Mortgage-backed securities | $361,000 | 5,576 |
| Certificates of participation in pools of residential mortgages | $361,000 | 5,145 |
| Issued or guaranteed by U.S. | $361,000 | 5,133 |
| 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) | $2,558,000 | 1,807 |
| Available-for-sale securities (fair market value) | $5,084,000 | 6,024 |
| Total debt securities | $7,642,000 | 6,033 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $8,647,000 | 5,979 |
| U.S. Government securities | $5,456,000 | 5,914 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $5,456,000 | 5,803 |
| Securities issued by states & political subdivisions | $3,191,000 | 3,825 |
| 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 | $979,000 | 5,805 |
| Mortgage-backed securities | $271,000 | 5,684 |
| Certificates of participation in pools of residential mortgages | $271,000 | 5,301 |
| Issued or guaranteed by U.S. | $271,000 | 5,290 |
| 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) | $2,943,000 | 1,808 |
| Available-for-sale securities (fair market value) | $5,704,000 | 5,996 |
| Total debt securities | $8,647,000 | 5,939 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $8,814,000 | 6,019 |
| U.S. Government securities | $5,627,000 | 5,960 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $5,627,000 | 5,842 |
| Securities issued by states & political subdivisions | $3,187,000 | 3,832 |
| 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 | $707,000 | 5,984 |
| Mortgage-backed securities | $280,000 | 5,776 |
| Certificates of participation in pools of residential mortgages | $280,000 | 5,412 |
| Issued or guaranteed by U.S. | $280,000 | 5,401 |
| 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) | $3,054,000 | 1,792 |
| Available-for-sale securities (fair market value) | $5,760,000 | 6,053 |
| Total debt securities | $8,814,000 | 5,974 |
| 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 | $8,264,000 | 6,091 |
| U.S. Government securities | $5,086,000 | 6,063 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $5,086,000 | 5,962 |
| Securities issued by states & political subdivisions | $3,178,000 | 3,842 |
| 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 | $782,000 | 6,012 |
| Mortgage-backed securities | $300,000 | 5,818 |
| Certificates of participation in pools of residential mortgages | $300,000 | 5,462 |
| Issued or guaranteed by U.S. | $300,000 | 5,449 |
| 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) | $3,176,000 | 1,799 |
| Available-for-sale securities (fair market value) | $5,088,000 | 6,184 |
| Total debt securities | $8,264,000 | 6,050 |
| 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 | $8,040,000 | 6,171 |
| U.S. Government securities | $4,810,000 | 6,212 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $4,810,000 | 6,120 |
| Securities issued by states & political subdivisions | $3,230,000 | 3,837 |
| 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 | $935,000 | 5,966 |
| Mortgage-backed securities | $314,000 | 5,868 |
| Certificates of participation in pools of residential mortgages | $314,000 | 5,519 |
| Issued or guaranteed by U.S. | $314,000 | 5,503 |
| 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) | $3,541,000 | 1,803 |
| Available-for-sale securities (fair market value) | $4,499,000 | 6,364 |
| Total debt securities | $8,040,000 | 6,131 |
| 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 | $6,495,000 | 6,509 |
| U.S. Government securities | $3,523,000 | 6,591 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,523,000 | 6,504 |
| Securities issued by states & political subdivisions | $2,972,000 | 3,899 |
| 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 | $935,000 | 6,011 |
| Mortgage-backed securities | $335,000 | 5,922 |
| Certificates of participation in pools of residential mortgages | $335,000 | 5,568 |
| Issued or guaranteed by U.S. | $335,000 | 5,551 |
| 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) | $3,566,000 | 1,809 |
| Available-for-sale securities (fair market value) | $2,929,000 | 6,682 |
| Total debt securities | $6,495,000 | 6,464 |
| 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 | $7,096,000 | 6,440 |
| U.S. Government securities | $4,307,000 | 6,493 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $4,307,000 | 6,411 |
| Securities issued by states & political subdivisions | $2,789,000 | 3,897 |
| 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 | $935,000 | 6,057 |
| Mortgage-backed securities | $4,004,000 | 4,597 |
| Certificates of participation in pools of residential mortgages | $4,004,000 | 4,055 |
| Issued or guaranteed by U.S. | $4,004,000 | 4,044 |
| 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) | $5,842,000 | 1,533 |
| Available-for-sale securities (fair market value) | $1,254,000 | 7,082 |
| Total debt securities | $7,096,000 | 6,397 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $3,175,000 | 151 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $7,712,000 | 6,362 |
| U.S. Government securities | $4,921,000 | 6,434 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,921,000 | 6,341 |
| Securities issued by states & political subdivisions | $2,791,000 | 3,856 |
| 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 | $707,000 | 6,178 |
| Mortgage-backed securities | $3,917,000 | 4,591 |
| Certificates of participation in pools of residential mortgages | $3,917,000 | 4,040 |
| Issued or guaranteed by U.S. | $3,917,000 | 4,028 |
| 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) | $6,662,000 | 1,436 |
| Available-for-sale securities (fair market value) | $1,050,000 | 7,149 |
| Total debt securities | $7,712,000 | 6,322 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $1,521,000 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $9,851,000 | 5,917 |
| U.S. Government securities | $7,057,000 | 5,824 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $7,057,000 | 5,735 |
| Securities issued by states & political subdivisions | $2,794,000 | 3,839 |
| 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 | $935,000 | 6,133 |
| Mortgage-backed securities | $5,158,000 | 4,170 |
| Certificates of participation in pools of residential mortgages | $5,158,000 | 3,604 |
| Issued or guaranteed by U.S. | $5,158,000 | 3,592 |
| 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) | $9,214,000 | 1,202 |
| Available-for-sale securities (fair market value) | $637,000 | 7,309 |
| Total debt securities | $9,851,000 | 5,869 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $381,000 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $9,590,000 | 6,013 |
| U.S. Government securities | $6,719,000 | 5,950 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $6,719,000 | 5,866 |
| Securities issued by states & political subdivisions | $2,871,000 | 3,836 |
| 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 | $935,000 | 6,152 |
| Mortgage-backed securities | $4,717,000 | 4,285 |
| Certificates of participation in pools of residential mortgages | $4,717,000 | 3,728 |
| Issued or guaranteed by U.S. | $4,717,000 | 3,715 |
| 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) | $9,590,000 | 1,172 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $9,590,000 | 5,950 |
| 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 | $8,832,000 | 6,172 |
| U.S. Government securities | $6,339,000 | 6,056 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $6,339,000 | 5,964 |
| Securities issued by states & political subdivisions | $2,493,000 | 4,013 |
| 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 | $935,000 | 6,169 |
| Mortgage-backed securities | $4,037,000 | 4,397 |
| Certificates of participation in pools of residential mortgages | $4,037,000 | 3,830 |
| Issued or guaranteed by U.S. | $4,037,000 | 3,816 |
| 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) | $8,832,000 | 1,230 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $8,832,000 | 6,097 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $9,822,000 | 6,050 |
| U.S. Government securities | $7,723,000 | 5,817 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $7,723,000 | 5,705 |
| Securities issued by states & political subdivisions | $2,099,000 | 4,225 |
| 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 | $960,000 | 6,222 |
| Mortgage-backed securities | $3,980,000 | 4,140 |
| Certificates of participation in pools of residential mortgages | $3,980,000 | 3,533 |
| Issued or guaranteed by U.S. | $3,980,000 | 3,519 |
| 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) | $9,822,000 | 1,206 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $9,822,000 | 5,974 |
| Structured notes | ||
| Amortized cost | $696,000 | 1,858 |
| Fair value | $700,000 | 1,851 |
| 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 | $10,974,000 | 5,902 |
| U.S. Government securities | $9,452,000 | 5,467 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $9,452,000 | 5,356 |
| Securities issued by states & political subdivisions | $1,522,000 | 4,530 |
| 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 | $960,000 | 6,241 |
| Mortgage-backed securities | $5,411,000 | 3,588 |
| Certificates of participation in pools of residential mortgages | $5,411,000 | 2,978 |
| Issued or guaranteed by U.S. | $5,411,000 | 2,962 |
| 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) | $10,974,000 | 1,186 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $10,974,000 | 5,844 |
| Structured notes | ||
| Amortized cost | $1,496,000 | 1,491 |
| Fair value | $1,500,000 | 1,446 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $11,342,000 | 5,855 |
| U.S. Government securities | $9,973,000 | 5,405 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $9,973,000 | 5,299 |
| Securities issued by states & political subdivisions | $1,369,000 | 4,639 |
| 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 | $960,000 | 6,294 |
| Mortgage-backed securities | $5,433,000 | 3,516 |
| Certificates of participation in pools of residential mortgages | $5,433,000 | 2,886 |
| Issued or guaranteed by U.S. | $5,433,000 | 2,873 |
| 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) | $11,342,000 | 1,168 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $11,342,000 | 5,798 |
| Structured notes | ||
| Amortized cost | $1,495,000 | 1,581 |
| Fair value | $1,493,000 | 1,530 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $11,315,000 | 5,860 |
| U.S. Government securities | $9,946,000 | 5,437 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $9,946,000 | 5,319 |
| Securities issued by states & political subdivisions | $1,369,000 | 4,656 |
| 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 | $960,000 | 6,315 |
| Mortgage-backed securities | $5,606,000 | 3,464 |
| Certificates of participation in pools of residential mortgages | $5,606,000 | 2,842 |
| Issued or guaranteed by U.S. | $5,606,000 | 2,827 |
| 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) | $11,315,000 | 1,194 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $11,315,000 | 5,804 |
| Structured notes | ||
| Amortized cost | $1,795,000 | 1,507 |
| Fair value | $1,792,000 | 1,500 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $10,779,000 | 6,018 |
| U.S. Government securities | $9,770,000 | 5,527 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $9,770,000 | 5,404 |
| Securities issued by states & political subdivisions | $1,009,000 | 4,977 |
| 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 | $960,000 | 6,346 |
| Mortgage-backed securities | $5,631,000 | 3,456 |
| Certificates of participation in pools of residential mortgages | $5,631,000 | 2,857 |
| Issued or guaranteed by U.S. | $5,631,000 | 2,844 |
| 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) | $10,779,000 | 1,250 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $10,779,000 | 5,963 |
| Structured notes | ||
| Amortized cost | $1,795,000 | 1,611 |
| Fair value | $1,787,000 | 1,602 |
| 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 | $11,063,000 | 6,000 |
| U.S. Government securities | $10,054,000 | 5,502 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $10,054,000 | 5,377 |
| Securities issued by states & political subdivisions | $1,009,000 | 5,016 |
| 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 | $960,000 | 6,399 |
| Mortgage-backed securities | $4,964,000 | 3,629 |
| Certificates of participation in pools of residential mortgages | $4,964,000 | 3,017 |
| Issued or guaranteed by U.S. | $4,964,000 | 3,003 |
| 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) | $11,063,000 | 1,267 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $11,063,000 | 5,939 |
| Structured notes | ||
| Amortized cost | $1,794,000 | 1,692 |
| Fair value | $1,783,000 | 1,685 |
| 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 | $11,342,000 | 5,965 |
| U.S. Government securities | $10,333,000 | 5,471 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $10,333,000 | 5,342 |
| Securities issued by states & political subdivisions | $1,009,000 | 5,035 |
| 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 | $960,000 | 6,421 |
| Mortgage-backed securities | $5,192,000 | 3,552 |
| Certificates of participation in pools of residential mortgages | $5,192,000 | 2,965 |
| Issued or guaranteed by U.S. | $5,192,000 | 2,952 |
| 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) | $11,342,000 | 1,270 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $11,342,000 | 5,907 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $12,121,000 | 5,850 |
| U.S. Government securities | $11,112,000 | 5,336 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $11,112,000 | 5,200 |
| Securities issued by states & political subdivisions | $1,009,000 | 5,048 |
| 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 | $960,000 | 6,456 |
| Mortgage-backed securities | $5,521,000 | 3,519 |
| Certificates of participation in pools of residential mortgages | $5,521,000 | 2,940 |
| Issued or guaranteed by U.S. | $5,521,000 | 2,926 |
| 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) | $12,121,000 | 1,254 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $12,121,000 | 5,796 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $11,650,000 | 5,986 |
| U.S. Government securities | $10,847,000 | 5,388 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $10,847,000 | 5,251 |
| Securities issued by states & political subdivisions | $803,000 | 5,266 |
| 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 | $960,000 | 6,490 |
| Mortgage-backed securities | $5,553,000 | 3,549 |
| Certificates of participation in pools of residential mortgages | $5,553,000 | 2,962 |
| Issued or guaranteed by U.S. | $5,553,000 | 2,950 |
| 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) | $11,650,000 | 1,318 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $11,650,000 | 5,931 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $11,592,000 | 6,000 |
| U.S. Government securities | $10,789,000 | 5,372 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $10,789,000 | 5,228 |
| Securities issued by states & political subdivisions | $803,000 | 5,281 |
| 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 | $960,000 | 6,513 |
| Mortgage-backed securities | $5,196,000 | 3,675 |
| Certificates of participation in pools of residential mortgages | $5,196,000 | 3,091 |
| Issued or guaranteed by U.S. | $5,196,000 | 3,077 |
| 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) | $11,592,000 | 1,324 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $11,592,000 | 5,938 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $11,035,000 | 6,154 |
| U.S. Government securities | $10,232,000 | 5,544 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $10,232,000 | 5,403 |
| Securities issued by states & political subdivisions | $803,000 | 5,267 |
| 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 | $960,000 | 6,511 |
| Mortgage-backed securities | $5,237,000 | 3,735 |
| Certificates of participation in pools of residential mortgages | $5,237,000 | 3,141 |
| Issued or guaranteed by U.S. | $5,237,000 | 3,130 |
| 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) | $11,035,000 | 1,370 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $11,035,000 | 6,091 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $11,122,000 | 6,222 |
| U.S. Government securities | $10,319,000 | 5,604 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $10,319,000 | 5,455 |
| Securities issued by states & political subdivisions | $803,000 | 5,280 |
| 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 | $960,000 | 6,561 |
| Mortgage-backed securities | $5,324,000 | 3,805 |
| Certificates of participation in pools of residential mortgages | $5,324,000 | 3,190 |
| Issued or guaranteed by U.S. | $5,324,000 | 3,184 |
| 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) | $11,122,000 | 1,394 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $11,122,000 | 6,159 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $11,182,000 | 6,246 |
| U.S. Government securities | $10,379,000 | 5,611 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $10,379,000 | 5,454 |
| Securities issued by states & political subdivisions | $803,000 | 5,295 |
| 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 | $960,000 | 6,557 |
| Mortgage-backed securities | $5,160,000 | 3,885 |
| Certificates of participation in pools of residential mortgages | $5,160,000 | 3,252 |
| Issued or guaranteed by U.S. | $5,160,000 | 3,242 |
| 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) | $11,182,000 | 1,405 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $11,182,000 | 6,180 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $11,095,000 | 6,276 |
| U.S. Government securities | $10,219,000 | 5,652 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $10,219,000 | 5,498 |
| Securities issued by states & political subdivisions | $803,000 | 5,337 |
| Other domestic debt securities | $73,000 | 3,437 |
| Privately issued residential mortgage-backed securities | $73,000 | 1,043 |
| 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 | $96,000 | 7,182 |
| Mortgage-backed securities | $5,072,000 | 3,925 |
| Certificates of participation in pools of residential mortgages | $4,999,000 | 3,332 |
| Issued or guaranteed by U.S. | $4,999,000 | 3,325 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $73,000 | 3,550 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $73,000 | 958 |
| 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) | $11,095,000 | 1,413 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $11,095,000 | 6,206 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $11,780,000 | 6,202 |
| U.S. Government securities | $10,776,000 | 5,599 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $10,776,000 | 5,444 |
| Securities issued by states & political subdivisions | $804,000 | 5,365 |
| Other domestic debt securities | $200,000 | 3,337 |
| Privately issued residential mortgage-backed securities | $200,000 | 939 |
| 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 | $960,000 | 6,609 |
| Mortgage-backed securities | $5,556,000 | 3,870 |
| Certificates of participation in pools of residential mortgages | $5,356,000 | 3,301 |
| Issued or guaranteed by U.S. | $5,356,000 | 3,293 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $200,000 | 3,413 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $200,000 | 870 |
| 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) | $11,780,000 | 1,361 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $11,780,000 | 6,128 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $10,170,000 | 6,538 |
| U.S. Government securities | $9,166,000 | 5,939 |
| U.S. Treasury securities | $200,000 | 1,959 |
| U.S. Government agency obligations | $8,966,000 | 5,833 |
| Securities issued by states & political subdivisions | $804,000 | 5,379 |
| Other domestic debt securities | $200,000 | 3,429 |
| Privately issued residential mortgage-backed securities | $200,000 | 998 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,134,000 | 6,426 |
| Mortgage-backed securities | $4,361,000 | 4,265 |
| Certificates of participation in pools of residential mortgages | $4,161,000 | 3,709 |
| Issued or guaranteed by U.S. | $4,161,000 | 3,701 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $200,000 | 3,478 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $200,000 | 918 |
| 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) | $10,170,000 | 1,437 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $10,170,000 | 6,451 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $8,789,000 | 6,866 |
| U.S. Government securities | $7,905,000 | 6,336 |
| U.S. Treasury securities | $201,000 | 2,072 |
| U.S. Government agency obligations | $7,704,000 | 6,214 |
| Securities issued by states & political subdivisions | $684,000 | 5,551 |
| Other domestic debt securities | $200,000 | 3,476 |
| Privately issued residential mortgage-backed securities | $200,000 | 864 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,255,000 | 6,332 |
| Mortgage-backed securities | $4,724,000 | 4,139 |
| Certificates of participation in pools of residential mortgages | $4,524,000 | 3,562 |
| Issued or guaranteed by U.S. | $4,524,000 | 3,551 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $200,000 | 3,534 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $200,000 | 751 |
| 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) | $8,789,000 | 1,582 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $8,789,000 | 6,790 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $7,784,000 | 7,049 |
| U.S. Government securities | $6,981,000 | 6,480 |
| U.S. Treasury securities | $402,000 | 1,957 |
| U.S. Government agency obligations | $6,579,000 | 6,428 |
| Securities issued by states & political subdivisions | $603,000 | 5,685 |
| Other domestic debt securities | $200,000 | 3,601 |
| Privately issued residential mortgage-backed securities | $200,000 | 934 |
| 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 | $1,274,000 | 6,330 |
| Mortgage-backed securities | $4,599,000 | 4,176 |
| Certificates of participation in pools of residential mortgages | $4,399,000 | 3,603 |
| Issued or guaranteed by U.S. | $4,399,000 | 3,591 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $200,000 | 3,631 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $200,000 | 818 |
| 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) | $7,784,000 | 1,680 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $7,784,000 | 6,959 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $7,665,000 | 7,038 |
| U.S. Government securities | $6,862,000 | 6,452 |
| U.S. Treasury securities | $403,000 | 1,977 |
| U.S. Government agency obligations | $6,459,000 | 6,409 |
| Securities issued by states & political subdivisions | $603,000 | 5,680 |
| Other domestic debt securities | $200,000 | 3,652 |
| Privately issued residential mortgage-backed securities | $200,000 | 985 |
| 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 | $507,000 | 6,920 |
| Mortgage-backed securities | $4,129,000 | 4,403 |
| Certificates of participation in pools of residential mortgages | $3,929,000 | 3,789 |
| Issued or guaranteed by U.S. | $3,929,000 | 3,777 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $200,000 | 3,794 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $200,000 | 872 |
| 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) | $7,665,000 | 1,684 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $7,665,000 | 6,938 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $5,185,000 | 7,756 |
| U.S. Government securities | $4,350,000 | 7,393 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,350,000 | 7,191 |
| Securities issued by states & political subdivisions | $603,000 | 5,651 |
| Other domestic debt securities | $232,000 | 3,649 |
| Privately issued residential mortgage-backed securities | $232,000 | 995 |
| 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 | $366,000 | 7,107 |
| Mortgage-backed securities | $3,302,000 | 4,742 |
| Certificates of participation in pools of residential mortgages | $3,070,000 | 4,148 |
| Issued or guaranteed by U.S. | $3,070,000 | 4,131 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $232,000 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $232,000 | 887 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,185,000 | 2,095 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $5,185,000 | 7,671 |
| 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 | $4,175,000 | 8,063 |
| U.S. Government securities | $3,152,000 | 7,861 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $3,152,000 | 7,655 |
| Securities issued by states & political subdivisions | $313,000 | 6,127 |
| Other domestic debt securities | $710,000 | 3,067 |
| Privately issued residential mortgage-backed securities | $710,000 | 797 |
| 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 | $376,000 | 7,128 |
| Mortgage-backed securities | $2,912,000 | 4,907 |
| Certificates of participation in pools of residential mortgages | $2,202,000 | 4,543 |
| Issued or guaranteed by U.S. | $2,202,000 | 4,527 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $710,000 | 3,393 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $710,000 | 714 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,175,000 | 2,338 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $4,175,000 | 7,978 |
| 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 | $2,246,000 | 8,788 |
| U.S. Government securities | $2,147,000 | 8,416 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $2,147,000 | 8,207 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $99,000 | 3,961 |
| 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 | $99,000 | 3,432 |
| 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 | $0 | 7,583 |
| Mortgage-backed securities | $2,147,000 | 5,167 |
| Certificates of participation in pools of residential mortgages | $2,147,000 | 4,381 |
| Issued or guaranteed by U.S. | $2,147,000 | 4,363 |
| 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) | $2,246,000 | 3,079 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $2,246,000 | 8,702 |
| 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 | $2,969,000 | 9,014 |
| U.S. Government securities | $2,670,000 | 8,734 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $2,670,000 | 8,413 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $97,000 | 3,648 |
| 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 | $97,000 | 3,196 |
| Foreign debt securities | NA | NA |
| Equity securities | $202,000 | 5,772 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $2,670,000 | 4,375 |
| Certificates of participation in pools of residential mortgages | $2,670,000 | 3,530 |
| Issued or guaranteed by U.S. | $2,670,000 | 3,515 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,767,000 | 3,522 |
| Available-for-sale securities (fair market value) | $202,000 | 8,965 |
| Total debt securities | $2,767,000 | 8,951 |
| 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 | $3,334,000 | 9,229 |
| U.S. Government securities | $3,050,000 | 8,901 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $3,050,000 | 8,436 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $96,000 | 3,567 |
| 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 | $96,000 | 3,029 |
| Foreign debt securities | NA | NA |
| Equity securities | $188,000 | 5,805 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $3,050,000 | 4,461 |
| Certificates of participation in pools of residential mortgages | $3,050,000 | 3,572 |
| Issued or guaranteed by U.S. | $3,050,000 | 3,558 |
| 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) | $3,146,000 | 3,707 |
| Available-for-sale securities (fair market value) | $188,000 | 9,246 |
| Total debt securities | $3,146,000 | 9,181 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $3,621,000 | 9,255 |
| U.S. Government securities | $3,326,000 | 8,833 |
| U.S. Treasury securities | $500,000 | 6,057 |
| U.S. Government agency obligations | $2,826,000 | 8,318 |
| Securities issued by states & political subdivisions | $25,000 | 7,776 |
| Other domestic debt securities | $95,000 | 3,524 |
| 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 | $95,000 | 2,942 |
| Foreign debt securities | NA | NA |
| Equity securities | $175,000 | 5,668 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $2,826,000 | 4,841 |
| Certificates of participation in pools of residential mortgages | $2,826,000 | 3,905 |
| Issued or guaranteed by U.S. | $2,826,000 | 3,886 |
| 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) | $3,446,000 | 3,993 |
| Available-for-sale securities (fair market value) | $175,000 | 9,390 |
| Total debt securities | $3,446,000 | 9,205 |
| 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 | $5,507,000 | 9,013 |
| U.S. Government securities | $5,125,000 | 8,500 |
| U.S. Treasury securities | $1,097,000 | 6,186 |
| U.S. Government agency obligations | $4,028,000 | 7,795 |
| Securities issued by states & political subdivisions | $25,000 | 8,095 |
| Other domestic debt securities | $193,000 | 2,984 |
| 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 | $193,000 | 2,393 |
| Foreign debt securities | NA | NA |
| Equity securities | $164,000 | 5,723 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $3,828,000 | 4,332 |
| Certificates of participation in pools of residential mortgages | $3,828,000 | 3,342 |
| Issued or guaranteed by U.S. | $3,828,000 | 3,327 |
| 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) | $5,343,000 | 4,004 |
| Available-for-sale securities (fair market value) | $164,000 | 9,768 |
| Total debt securities | $5,343,000 | 8,956 |
| 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 | $7,459,000 | 8,809 |
| U.S. Government securities | $6,919,000 | 8,291 |
| U.S. Treasury securities | $1,691,000 | 6,359 |
| U.S. Government agency obligations | $5,228,000 | 7,513 |
| Securities issued by states & political subdivisions | $25,000 | 8,541 |
| Other domestic debt securities | $292,000 | 3,124 |
| 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 | $292,000 | 2,411 |
| Foreign debt securities | NA | NA |
| Equity securities | $223,000 | 5,102 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $4,528,000 | 4,451 |
| Certificates of participation in pools of residential mortgages | $4,528,000 | 3,382 |
| Issued or guaranteed by U.S. | $4,528,000 | 3,362 |
| 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) | $7,236,000 | 3,894 |
| Available-for-sale securities (fair market value) | $223,000 | 10,059 |
| Total debt securities | $7,236,000 | 8,786 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $6,158,000 | 9,710 |
| U.S. Government securities | $5,575,000 | 9,266 |
| U.S. Treasury securities | $1,837,000 | 7,361 |
| U.S. Government agency obligations | $3,738,000 | 8,489 |
| Securities issued by states & political subdivisions | $25,000 | 8,920 |
| Other domestic debt securities | $502,000 | 3,186 |
| Privately issued residential mortgage-backed securities | $10,000 | 2,454 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $492,000 | 2,567 |
| Foreign debt securities | NA | NA |
| Equity securities | $73,000 | 6,595 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $17,000 | 232 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,748,000 | 5,094 |
| Certificates of participation in pools of residential mortgages | $3,748,000 | 3,805 |
| Issued or guaranteed by U.S. | $3,738,000 | 3,780 |
| Privately issued | $10,000 | 536 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,880,000 | 4,648 |
| Available-for-sale securities (fair market value) | $278,000 | 10,440 |
| Total debt securities | $6,102,000 | 9,628 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $6,824,000 | 9,994 |
| U.S. Government securities | $6,228,000 | 9,523 |
| U.S. Treasury securities | $2,182,000 | 8,010 |
| U.S. Government agency obligations | $4,046,000 | 8,355 |
| Securities issued by states & political subdivisions | $25,000 | 9,433 |
| Other domestic debt securities | $491,000 | 3,655 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $491,000 | 2,952 |
| Foreign debt securities | NA | NA |
| Equity securities | $88,000 | 6,180 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $8,000 | 339 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,046,000 | 5,187 |
| Certificates of participation in pools of residential mortgages | $4,046,000 | 3,782 |
| Issued or guaranteed by U.S. | $4,046,000 | 3,756 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| 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) | $6,715,000 | 7,049 |
| Available-for-sale securities (fair market value) | $109,000 | 10,701 |
| Total debt securities | $6,744,000 | 9,937 |
| 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 | $6,553,000 | 10,520 |
| U.S. Government securities | $6,036,000 | 9,913 |
| U.S. Treasury securities | $1,205,000 | 9,567 |
| U.S. Government agency obligations | $4,831,000 | 8,031 |
| Securities issued by states & political subdivisions | $25,000 | 9,689 |
| Other domestic debt securities | $423,000 | 4,481 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $423,000 | 3,460 |
| Foreign debt securities | NA | NA |
| Equity securities | $109,000 | 5,522 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $40,000 | 200 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,831,000 | 5,359 |
| Certificates of participation in pools of residential mortgages | $4,831,000 | 3,857 |
| Issued or guaranteed by U.S. | $4,831,000 | 3,822 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| 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 | $6,484,000 | 10,423 |
| 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 | $7,312,000 | 10,366 |
| U.S. Government securities | $6,722,000 | 9,737 |
| U.S. Treasury securities | $1,511,000 | 9,467 |
| U.S. Government agency obligations | $5,211,000 | 7,849 |
| Securities issued by states & political subdivisions | $25,000 | 9,759 |
| Other domestic debt securities | $512,000 | 5,001 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $512,000 | 3,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $109,000 | 4,963 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $56,000 | 276 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,938,000 | 5,498 |
| Certificates of participation in pools of residential mortgages | $4,938,000 | 4,011 |
| Issued or guaranteed by U.S. | $4,938,000 | 3,956 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| 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 | $7,259,000 | 10,249 |
| 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 |