Home > Progressive National Bank > Securities
Progressive National Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $12,673,000 | 3,891 |
| U.S. Government securities | $11,768,000 | 3,469 |
| U.S. Treasury securities | $7,461,000 | 1,576 |
| U.S. Government agency obligations | $4,307,000 | 3,724 |
| Securities issued by states & political subdivisions | $905,000 | 3,551 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,393,000 | 2,771 |
| Mortgage-backed securities | $206,000 | 3,679 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $206,000 | 3,481 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $4,998,000 | 1,188 |
| Available-for-sale securities (fair market value) | $7,675,000 | 3,856 |
| Total debt securities | $12,673,000 | 3,870 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 666 |
| Fair value | $1,386,000 | 687 |
| 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 | $15,493,000 | 3,782 |
| U.S. Government securities | $14,199,000 | 3,327 |
| U.S. Treasury securities | $7,441,000 | 1,631 |
| U.S. Government agency obligations | $6,758,000 | 3,516 |
| Securities issued by states & political subdivisions | $1,294,000 | 3,499 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,439,000 | 2,617 |
| Mortgage-backed securities | $214,000 | 3,691 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $214,000 | 3,496 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $4,996,000 | 1,204 |
| Available-for-sale securities (fair market value) | $10,497,000 | 3,726 |
| Total debt securities | $15,493,000 | 3,760 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 689 |
| Fair value | $1,345,000 | 708 |
| 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 | $14,934,000 | 3,835 |
| U.S. Government securities | $13,646,000 | 3,407 |
| U.S. Treasury securities | $7,411,000 | 1,658 |
| U.S. Government agency obligations | $6,235,000 | 3,597 |
| Securities issued by states & political subdivisions | $1,288,000 | 3,542 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,287,000 | 2,618 |
| Mortgage-backed securities | $221,000 | 3,710 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $221,000 | 3,507 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $4,995,000 | 1,214 |
| Available-for-sale securities (fair market value) | $9,939,000 | 3,791 |
| Total debt securities | $14,934,000 | 3,814 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 731 |
| Fair value | $1,351,000 | 755 |
| 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 | $20,570,000 | 3,697 |
| U.S. Government securities | $19,147,000 | 3,157 |
| U.S. Treasury securities | $12,874,000 | 1,331 |
| U.S. Government agency obligations | $6,273,000 | 3,607 |
| Securities issued by states & political subdivisions | $1,423,000 | 3,571 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,420,000 | 2,519 |
| Mortgage-backed securities | $231,000 | 3,763 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $231,000 | 3,549 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $9,973,000 | 1,051 |
| Available-for-sale securities (fair market value) | $10,597,000 | 3,825 |
| Total debt securities | $20,571,000 | 3,674 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 763 |
| Fair value | $1,360,000 | 785 |
| 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 | $25,982,000 | 3,510 |
| U.S. Government securities | $24,563,000 | 2,879 |
| U.S. Treasury securities | $18,814,000 | 1,110 |
| U.S. Government agency obligations | $5,749,000 | 3,657 |
| Securities issued by states & political subdivisions | $1,419,000 | 3,606 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,035,000 | 2,450 |
| Mortgage-backed securities | $244,000 | 3,792 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $244,000 | 3,580 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $14,948,000 | 931 |
| Available-for-sale securities (fair market value) | $11,034,000 | 3,827 |
| Total debt securities | $25,982,000 | 3,487 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 783 |
| Fair value | $1,344,000 | 803 |
| 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 | $26,666,000 | 3,502 |
| U.S. Government securities | $25,220,000 | 2,878 |
| U.S. Treasury securities | $18,758,000 | 1,136 |
| U.S. Government agency obligations | $6,462,000 | 3,610 |
| Securities issued by states & political subdivisions | $1,446,000 | 3,635 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,280,000 | 2,447 |
| Mortgage-backed securities | $254,000 | 3,808 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $254,000 | 3,594 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $14,919,000 | 923 |
| Available-for-sale securities (fair market value) | $11,747,000 | 3,826 |
| Total debt securities | $26,666,000 | 3,479 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 749 |
| Fair value | $1,569,000 | 748 |
| 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 | $27,401,000 | 3,498 |
| U.S. Government securities | $25,395,000 | 2,891 |
| U.S. Treasury securities | $18,758,000 | 1,135 |
| U.S. Government agency obligations | $6,637,000 | 3,627 |
| Securities issued by states & political subdivisions | $2,006,000 | 3,582 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,940,000 | 2,476 |
| Mortgage-backed securities | $278,000 | 3,849 |
| Certificates of participation in pools of residential mortgages | $278,000 | 3,690 |
| Issued or guaranteed by U.S. | $278,000 | 3,612 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $14,891,000 | 851 |
| Available-for-sale securities (fair market value) | $12,510,000 | 3,834 |
| Total debt securities | $27,401,000 | 3,480 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 735 |
| Fair value | $1,633,000 | 734 |
| 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 | $13,103,000 | 4,044 |
| U.S. Government securities | $10,157,000 | 3,696 |
| U.S. Treasury securities | $3,397,000 | 2,036 |
| U.S. Government agency obligations | $6,760,000 | 3,601 |
| Securities issued by states & political subdivisions | $2,478,000 | 3,503 |
| Other domestic debt securities | $468,000 | 2,091 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $468,000 | 495 |
| 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 | $12,470,000 | 2,470 |
| Mortgage-backed securities | $293,000 | 3,858 |
| Certificates of participation in pools of residential mortgages | $293,000 | 3,699 |
| Issued or guaranteed by U.S. | $293,000 | 3,629 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $13,103,000 | 3,796 |
| Total debt securities | $13,103,000 | 4,029 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 740 |
| Fair value | $942,000 | 820 |
| 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 | $14,340,000 | 3,929 |
| U.S. Government securities | $10,975,000 | 3,519 |
| U.S. Treasury securities | $3,974,000 | 1,515 |
| U.S. Government agency obligations | $7,001,000 | 3,554 |
| Securities issued by states & political subdivisions | $2,883,000 | 3,479 |
| Other domestic debt securities | $482,000 | 2,062 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $482,000 | 499 |
| 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 | $12,746,000 | 2,454 |
| Mortgage-backed securities | $327,000 | 3,864 |
| Certificates of participation in pools of residential mortgages | $327,000 | 3,702 |
| Issued or guaranteed by U.S. | $327,000 | 3,620 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $14,340,000 | 3,714 |
| Total debt securities | $14,350,000 | 3,910 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 573 |
| Fair value | $1,470,000 | 603 |
| 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 | $14,535,000 | 3,911 |
| U.S. Government securities | $10,866,000 | 3,479 |
| U.S. Treasury securities | $5,000,000 | 1,172 |
| U.S. Government agency obligations | $5,866,000 | 3,680 |
| Securities issued by states & political subdivisions | $2,994,000 | 3,487 |
| Other domestic debt securities | $675,000 | 1,917 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $675,000 | 503 |
| 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 | $11,794,000 | 2,511 |
| Mortgage-backed securities | $348,000 | 3,909 |
| Certificates of participation in pools of residential mortgages | $348,000 | 3,739 |
| Issued or guaranteed by U.S. | $348,000 | 3,662 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $14,535,000 | 3,703 |
| Total debt securities | $14,535,000 | 3,889 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 509 |
| Fair value | $1,492,000 | 533 |
| 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 | $14,476,000 | 3,904 |
| U.S. Government securities | $10,444,000 | 3,484 |
| U.S. Treasury securities | $3,508,000 | 1,232 |
| U.S. Government agency obligations | $6,936,000 | 3,542 |
| Securities issued by states & political subdivisions | $3,344,000 | 3,442 |
| Other domestic debt securities | $688,000 | 1,893 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $688,000 | 510 |
| 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 | $11,348,000 | 2,526 |
| Mortgage-backed securities | $369,000 | 3,922 |
| Certificates of participation in pools of residential mortgages | $369,000 | 3,746 |
| Issued or guaranteed by U.S. | $369,000 | 3,663 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $14,476,000 | 3,689 |
| Total debt securities | $14,476,000 | 3,880 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 511 |
| Fair value | $991,000 | 579 |
| 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 | $14,116,000 | 3,842 |
| U.S. Government securities | $9,965,000 | 3,422 |
| U.S. Treasury securities | $2,516,000 | 1,059 |
| U.S. Government agency obligations | $7,449,000 | 3,440 |
| Securities issued by states & political subdivisions | $3,454,000 | 3,412 |
| Other domestic debt securities | $697,000 | 1,866 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $697,000 | 508 |
| 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 | $10,808,000 | 2,549 |
| Mortgage-backed securities | $592,000 | 3,858 |
| Certificates of participation in pools of residential mortgages | $592,000 | 3,666 |
| Issued or guaranteed by U.S. | $592,000 | 3,575 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $14,116,000 | 3,623 |
| Total debt securities | $14,116,000 | 3,817 |
| 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 | $13,632,000 | 3,793 |
| U.S. Government securities | $9,120,000 | 3,366 |
| U.S. Treasury securities | $2,023,000 | 823 |
| U.S. Government agency obligations | $7,097,000 | 3,397 |
| Securities issued by states & political subdivisions | $3,805,000 | 3,365 |
| Other domestic debt securities | $707,000 | 1,808 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $707,000 | 483 |
| 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 | $10,698,000 | 2,529 |
| Mortgage-backed securities | $657,000 | 3,847 |
| Certificates of participation in pools of residential mortgages | $657,000 | 3,627 |
| Issued or guaranteed by U.S. | $657,000 | 3,541 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $13,632,000 | 3,574 |
| Total debt securities | $13,632,000 | 3,772 |
| 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 | $13,196,000 | 3,776 |
| U.S. Government securities | $8,709,000 | 3,393 |
| U.S. Treasury securities | $3,030,000 | 707 |
| U.S. Government agency obligations | $5,679,000 | 3,574 |
| Securities issued by states & political subdivisions | $3,780,000 | 3,294 |
| Other domestic debt securities | $707,000 | 1,772 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $707,000 | 464 |
| 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 | $11,161,000 | 2,489 |
| Mortgage-backed securities | $711,000 | 3,845 |
| Certificates of participation in pools of residential mortgages | $711,000 | 3,615 |
| Issued or guaranteed by U.S. | $711,000 | 3,525 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $13,196,000 | 3,541 |
| Total debt securities | $13,196,000 | 3,751 |
| 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 | $14,513,000 | 3,686 |
| U.S. Government securities | $9,670,000 | 3,290 |
| U.S. Treasury securities | $4,039,000 | 670 |
| U.S. Government agency obligations | $5,631,000 | 3,588 |
| Securities issued by states & political subdivisions | $4,140,000 | 3,191 |
| Other domestic debt securities | $703,000 | 1,714 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $703,000 | 418 |
| 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 | $11,476,000 | 2,471 |
| Mortgage-backed securities | $760,000 | 3,845 |
| Certificates of participation in pools of residential mortgages | $760,000 | 3,595 |
| Issued or guaranteed by U.S. | $760,000 | 3,504 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $14,513,000 | 3,452 |
| Total debt securities | $14,513,000 | 3,664 |
| 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 | $15,418,000 | 3,604 |
| U.S. Government securities | $10,323,000 | 3,270 |
| U.S. Treasury securities | $6,046,000 | 550 |
| U.S. Government agency obligations | $4,277,000 | 3,812 |
| Securities issued by states & political subdivisions | $4,614,000 | 3,056 |
| Other domestic debt securities | $481,000 | 1,765 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $481,000 | 410 |
| 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 | $8,735,000 | 2,705 |
| Mortgage-backed securities | $848,000 | 3,849 |
| Certificates of participation in pools of residential mortgages | $848,000 | 3,583 |
| Issued or guaranteed by U.S. | $848,000 | 3,480 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $15,418,000 | 3,371 |
| Total debt securities | $15,418,000 | 3,583 |
| 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 | $13,415,000 | 3,793 |
| U.S. Government securities | $9,013,000 | 3,494 |
| U.S. Treasury securities | $6,512,000 | 583 |
| U.S. Government agency obligations | $2,501,000 | 4,186 |
| Securities issued by states & political subdivisions | $3,907,000 | 3,198 |
| Other domestic debt securities | $495,000 | 1,728 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $495,000 | 387 |
| 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 | $8,354,000 | 2,795 |
| Mortgage-backed securities | $902,000 | 3,840 |
| Certificates of participation in pools of residential mortgages | $902,000 | 3,558 |
| Issued or guaranteed by U.S. | $902,000 | 3,469 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $13,415,000 | 3,555 |
| Total debt securities | $13,415,000 | 3,770 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $12,437,000 | 3,935 |
| U.S. Government securities | $8,451,000 | 3,619 |
| U.S. Treasury securities | $5,007,000 | 669 |
| U.S. Government agency obligations | $3,444,000 | 4,108 |
| Securities issued by states & political subdivisions | $3,474,000 | 3,287 |
| Other domestic debt securities | $512,000 | 1,710 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $512,000 | 380 |
| 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 | $8,041,000 | 2,863 |
| Mortgage-backed securities | $1,002,000 | 3,844 |
| Certificates of participation in pools of residential mortgages | $1,002,000 | 3,549 |
| Issued or guaranteed by U.S. | $1,002,000 | 3,459 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $12,437,000 | 3,679 |
| Total debt securities | $12,437,000 | 3,914 |
| Structured notes | ||
| Amortized cost | $250,000 | 796 |
| Fair value | $250,000 | 797 |
| 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 | $12,882,000 | 3,953 |
| U.S. Government securities | $9,347,000 | 3,570 |
| U.S. Treasury securities | $5,002,000 | 664 |
| U.S. Government agency obligations | $4,345,000 | 4,038 |
| Securities issued by states & political subdivisions | $3,006,000 | 3,423 |
| Other domestic debt securities | $529,000 | 1,687 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $529,000 | 364 |
| 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 | $6,927,000 | 3,059 |
| Mortgage-backed securities | $1,089,000 | 3,820 |
| Certificates of participation in pools of residential mortgages | $1,089,000 | 3,523 |
| Issued or guaranteed by U.S. | $1,089,000 | 3,441 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $12,882,000 | 3,691 |
| Total debt securities | $12,882,000 | 3,931 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 473 |
| Fair value | $1,751,000 | 474 |
| 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 | $11,405,000 | 4,138 |
| U.S. Government securities | $8,766,000 | 3,698 |
| U.S. Treasury securities | $4,490,000 | 725 |
| U.S. Government agency obligations | $4,276,000 | 4,107 |
| Securities issued by states & political subdivisions | $2,349,000 | 3,624 |
| Other domestic debt securities | $290,000 | 1,838 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $290,000 | 363 |
| 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 | $7,863,000 | 2,998 |
| Mortgage-backed securities | $1,178,000 | 3,827 |
| Certificates of participation in pools of residential mortgages | $1,178,000 | 3,517 |
| Issued or guaranteed by U.S. | $1,178,000 | 3,431 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $11,405,000 | 3,864 |
| Total debt securities | $11,405,000 | 4,117 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 483 |
| Fair value | $1,746,000 | 483 |
| 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 | $10,545,000 | 4,252 |
| U.S. Government securities | $8,184,000 | 3,794 |
| U.S. Treasury securities | $3,489,000 | 827 |
| U.S. Government agency obligations | $4,695,000 | 4,089 |
| Securities issued by states & political subdivisions | $2,318,000 | 3,691 |
| Other domestic debt securities | $43,000 | 1,978 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $43,000 | 401 |
| 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 | $7,011,000 | 3,120 |
| Mortgage-backed securities | $1,260,000 | 3,828 |
| Certificates of participation in pools of residential mortgages | $1,260,000 | 3,508 |
| Issued or guaranteed by U.S. | $1,260,000 | 3,439 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $10,545,000 | 3,978 |
| Total debt securities | $10,545,000 | 4,229 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 420 |
| Fair value | $1,989,000 | 425 |
| 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 | $10,877,000 | 4,280 |
| U.S. Government securities | $8,220,000 | 3,840 |
| U.S. Treasury securities | $2,994,000 | 828 |
| U.S. Government agency obligations | $5,226,000 | 4,079 |
| Securities issued by states & political subdivisions | $2,609,000 | 3,676 |
| Other domestic debt securities | $48,000 | 1,951 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $48,000 | 393 |
| 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 | $7,543,000 | 3,062 |
| Mortgage-backed securities | $1,473,000 | 3,821 |
| Certificates of participation in pools of residential mortgages | $1,473,000 | 3,477 |
| Issued or guaranteed by U.S. | $1,473,000 | 3,448 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $10,877,000 | 4,003 |
| Total debt securities | $10,877,000 | 4,257 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 417 |
| Fair value | $1,980,000 | 424 |
| 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 | $11,524,000 | 4,284 |
| U.S. Government securities | $8,856,000 | 3,768 |
| U.S. Treasury securities | $2,991,000 | 798 |
| U.S. Government agency obligations | $5,865,000 | 4,015 |
| Securities issued by states & political subdivisions | $2,613,000 | 3,731 |
| Other domestic debt securities | $55,000 | 2,147 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $55,000 | 388 |
| 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 | $8,197,000 | 3,016 |
| Mortgage-backed securities | $1,771,000 | 3,797 |
| Certificates of participation in pools of residential mortgages | $1,771,000 | 3,431 |
| Issued or guaranteed by U.S. | $1,771,000 | 3,268 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $11,524,000 | 4,006 |
| Total debt securities | $11,524,000 | 4,259 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 425 |
| Fair value | $1,985,000 | 430 |
| 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 | $14,576,000 | 4,067 |
| U.S. Government securities | $11,394,000 | 3,536 |
| U.S. Treasury securities | $4,739,000 | 639 |
| U.S. Government agency obligations | $6,655,000 | 3,974 |
| Securities issued by states & political subdivisions | $3,120,000 | 3,663 |
| Other domestic debt securities | $62,000 | 1,970 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $62,000 | 377 |
| 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 | $7,510,000 | 3,143 |
| Mortgage-backed securities | $1,951,000 | 3,783 |
| Certificates of participation in pools of residential mortgages | $1,951,000 | 3,432 |
| Issued or guaranteed by U.S. | $1,951,000 | 3,426 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $14,576,000 | 3,784 |
| Total debt securities | $14,576,000 | 4,043 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 401 |
| Fair value | $2,237,000 | 401 |
| 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 | $10,902,000 | 4,436 |
| U.S. Government securities | $7,950,000 | 3,995 |
| U.S. Treasury securities | $1,247,000 | 997 |
| U.S. Government agency obligations | $6,703,000 | 4,009 |
| Securities issued by states & political subdivisions | $2,883,000 | 3,790 |
| Other domestic debt securities | $69,000 | 1,973 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $69,000 | 352 |
| 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 | $7,781,000 | 3,144 |
| Mortgage-backed securities | $2,142,000 | 3,785 |
| Certificates of participation in pools of residential mortgages | $2,142,000 | 3,424 |
| Issued or guaranteed by U.S. | $2,142,000 | 3,418 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $10,902,000 | 4,149 |
| Total debt securities | $10,905,000 | 4,409 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 411 |
| Fair value | $1,994,000 | 419 |
| 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 | $11,332,000 | 4,428 |
| U.S. Government securities | $8,456,000 | 3,954 |
| U.S. Treasury securities | $1,246,000 | 978 |
| U.S. Government agency obligations | $7,210,000 | 3,978 |
| Securities issued by states & political subdivisions | $2,800,000 | 3,855 |
| Other domestic debt securities | $76,000 | 1,995 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $76,000 | 346 |
| 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 | $7,341,000 | 3,262 |
| Mortgage-backed securities | $2,316,000 | 3,801 |
| Certificates of participation in pools of residential mortgages | $2,316,000 | 3,443 |
| Issued or guaranteed by U.S. | $2,316,000 | 3,439 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $11,332,000 | 4,142 |
| Total debt securities | $11,332,000 | 4,405 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 418 |
| Fair value | $2,248,000 | 417 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $12,050,000 | 4,416 |
| U.S. Government securities | $9,062,000 | 3,923 |
| U.S. Treasury securities | $1,245,000 | 994 |
| U.S. Government agency obligations | $7,817,000 | 3,956 |
| Securities issued by states & political subdivisions | $2,907,000 | 3,855 |
| Other domestic debt securities | $81,000 | 2,031 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $81,000 | 336 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,403,000 | 3,419 |
| Mortgage-backed securities | $2,582,000 | 3,794 |
| Certificates of participation in pools of residential mortgages | $2,582,000 | 3,412 |
| Issued or guaranteed by U.S. | $2,582,000 | 3,407 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $12,050,000 | 4,125 |
| Total debt securities | $12,050,000 | 4,393 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 407 |
| Fair value | $2,497,000 | 412 |
| 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 | $9,476,000 | 4,703 |
| U.S. Government securities | $8,335,000 | 4,075 |
| U.S. Treasury securities | $1,246,000 | 1,023 |
| U.S. Government agency obligations | $7,089,000 | 4,119 |
| Securities issued by states & political subdivisions | $1,053,000 | 4,412 |
| Other domestic debt securities | $88,000 | 2,083 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $88,000 | 341 |
| 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 | $6,630,000 | 3,408 |
| Mortgage-backed securities | $2,809,000 | 3,800 |
| Certificates of participation in pools of residential mortgages | $2,809,000 | 3,403 |
| Issued or guaranteed by U.S. | $2,809,000 | 3,399 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $9,476,000 | 4,398 |
| Total debt securities | $9,476,000 | 4,680 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 551 |
| Fair value | $1,498,000 | 555 |
| 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 | $10,290,000 | 4,631 |
| U.S. Government securities | $7,762,000 | 4,143 |
| U.S. Treasury securities | $1,244,000 | 1,006 |
| U.S. Government agency obligations | $6,518,000 | 4,221 |
| Securities issued by states & political subdivisions | $2,434,000 | 4,042 |
| Other domestic debt securities | $94,000 | 2,093 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $94,000 | 339 |
| 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 | $6,741,000 | 3,407 |
| Mortgage-backed securities | $2,185,000 | 3,942 |
| Certificates of participation in pools of residential mortgages | $2,185,000 | 3,582 |
| Issued or guaranteed by U.S. | $2,185,000 | 3,577 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $1,431,000 | 1,661 |
| Available-for-sale securities (fair market value) | $8,859,000 | 4,466 |
| Total debt securities | $10,300,000 | 4,608 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 592 |
| Fair value | $1,246,000 | 594 |
| 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 | $9,659,000 | 4,722 |
| U.S. Government securities | $7,467,000 | 4,214 |
| U.S. Treasury securities | $1,250,000 | 883 |
| U.S. Government agency obligations | $6,217,000 | 4,301 |
| Securities issued by states & political subdivisions | $2,092,000 | 4,139 |
| Other domestic debt securities | $100,000 | 2,097 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $100,000 | 340 |
| 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 | $7,181,000 | 3,377 |
| Mortgage-backed securities | $1,541,000 | 4,155 |
| Certificates of participation in pools of residential mortgages | $1,541,000 | 3,853 |
| Issued or guaranteed by U.S. | $1,541,000 | 3,850 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $2,782,000 | 1,470 |
| Available-for-sale securities (fair market value) | $6,877,000 | 4,691 |
| Total debt securities | $9,659,000 | 4,698 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 621 |
| Fair value | $1,000,000 | 653 |
| 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 | $11,901,000 | 4,599 |
| U.S. Government securities | $9,902,000 | 3,965 |
| U.S. Treasury securities | $2,250,000 | 746 |
| U.S. Government agency obligations | $7,652,000 | 4,162 |
| Securities issued by states & political subdivisions | $1,892,000 | 4,207 |
| Other domestic debt securities | $107,000 | 2,128 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $107,000 | 342 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,128,000 | 3,441 |
| Mortgage-backed securities | $1,680,000 | 4,166 |
| Certificates of participation in pools of residential mortgages | $1,680,000 | 3,843 |
| Issued or guaranteed by U.S. | $1,680,000 | 3,838 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $2,783,000 | 1,514 |
| Available-for-sale securities (fair market value) | $9,118,000 | 4,498 |
| Total debt securities | $11,901,000 | 4,574 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 626 |
| Fair value | $1,500,000 | 639 |
| 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 | $9,909,000 | 4,844 |
| U.S. Government securities | $7,908,000 | 4,351 |
| U.S. Treasury securities | $2,249,000 | 750 |
| U.S. Government agency obligations | $5,659,000 | 4,566 |
| Securities issued by states & political subdivisions | $1,886,000 | 4,239 |
| Other domestic debt securities | $115,000 | 2,144 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $115,000 | 340 |
| 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 | $6,204,000 | 3,658 |
| Mortgage-backed securities | $418,000 | 4,600 |
| Certificates of participation in pools of residential mortgages | $418,000 | 4,382 |
| Issued or guaranteed by U.S. | $418,000 | 4,378 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $3,285,000 | 1,484 |
| Available-for-sale securities (fair market value) | $6,624,000 | 4,843 |
| Total debt securities | $9,909,000 | 4,820 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 864 |
| Fair value | $1,000,000 | 906 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $10,236,000 | 4,874 |
| U.S. Government securities | $8,726,000 | 4,282 |
| U.S. Treasury securities | $2,248,000 | 793 |
| U.S. Government agency obligations | $6,478,000 | 4,492 |
| Securities issued by states & political subdivisions | $1,385,000 | 4,451 |
| Other domestic debt securities | $125,000 | 2,127 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $125,000 | 346 |
| 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 | $6,770,000 | 3,580 |
| Mortgage-backed securities | $440,000 | 4,622 |
| Certificates of participation in pools of residential mortgages | $440,000 | 4,400 |
| Issued or guaranteed by U.S. | $440,000 | 4,397 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $3,788,000 | 1,465 |
| Available-for-sale securities (fair market value) | $6,448,000 | 4,896 |
| Total debt securities | $10,236,000 | 4,853 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,171 |
| Fair value | $749,000 | 1,177 |
| 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 | $8,909,000 | 5,103 |
| U.S. Government securities | $7,288,000 | 4,592 |
| U.S. Treasury securities | $2,250,000 | 753 |
| U.S. Government agency obligations | $5,038,000 | 4,827 |
| Securities issued by states & political subdivisions | $1,487,000 | 4,477 |
| Other domestic debt securities | $134,000 | 2,163 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $134,000 | 358 |
| 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 | $6,695,000 | 3,643 |
| Mortgage-backed securities | $481,000 | 4,670 |
| Certificates of participation in pools of residential mortgages | $481,000 | 4,438 |
| Issued or guaranteed by U.S. | $481,000 | 4,434 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $3,539,000 | 1,488 |
| Available-for-sale securities (fair market value) | $5,370,000 | 5,109 |
| Total debt securities | $8,909,000 | 5,079 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,328 |
| Fair value | $750,000 | 1,338 |
| 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 | $7,717,000 | 5,302 |
| U.S. Government securities | $5,586,000 | 4,970 |
| U.S. Treasury securities | $2,000,000 | 833 |
| U.S. Government agency obligations | $3,586,000 | 5,177 |
| Securities issued by states & political subdivisions | $1,988,000 | 4,341 |
| Other domestic debt securities | $143,000 | 2,182 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $143,000 | 358 |
| 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 | $6,552,000 | 3,708 |
| Mortgage-backed securities | $496,000 | 4,740 |
| Certificates of participation in pools of residential mortgages | $496,000 | 4,509 |
| Issued or guaranteed by U.S. | $496,000 | 4,506 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $3,787,000 | 1,489 |
| Available-for-sale securities (fair market value) | $3,930,000 | 5,348 |
| Total debt securities | $7,712,000 | 5,281 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $7,853,000 | 5,358 |
| U.S. Government securities | $5,610,000 | 5,041 |
| U.S. Treasury securities | $2,000,000 | 823 |
| U.S. Government agency obligations | $3,610,000 | 5,259 |
| Securities issued by states & political subdivisions | $2,091,000 | 4,327 |
| Other domestic debt securities | $152,000 | 2,237 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $152,000 | 363 |
| 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 | $6,088,000 | 3,848 |
| Mortgage-backed securities | $521,000 | 4,787 |
| Certificates of participation in pools of residential mortgages | $521,000 | 4,554 |
| Issued or guaranteed by U.S. | $521,000 | 4,549 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $4,891,000 | 1,401 |
| Available-for-sale securities (fair market value) | $2,962,000 | 5,495 |
| Total debt securities | $7,853,000 | 5,336 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,342 |
| Fair value | $1,000,000 | 1,402 |
| 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 | $7,955,000 | 5,430 |
| U.S. Government securities | $5,438,000 | 5,157 |
| U.S. Treasury securities | $2,250,000 | 771 |
| U.S. Government agency obligations | $3,188,000 | 5,419 |
| Securities issued by states & political subdivisions | $2,356,000 | 4,304 |
| Other domestic debt securities | $161,000 | 2,257 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $161,000 | 367 |
| 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 | $6,148,000 | 3,870 |
| Mortgage-backed securities | $573,000 | 4,846 |
| Certificates of participation in pools of residential mortgages | $573,000 | 4,597 |
| Issued or guaranteed by U.S. | $573,000 | 4,592 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $2,708,000 | 1,651 |
| Available-for-sale securities (fair market value) | $5,247,000 | 5,353 |
| Total debt securities | $7,955,000 | 5,409 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,423 |
| Fair value | $1,001,000 | 1,432 |
| 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 | $8,796,000 | 5,436 |
| U.S. Government securities | $6,011,000 | 5,137 |
| U.S. Treasury securities | $2,250,000 | 772 |
| U.S. Government agency obligations | $3,761,000 | 5,405 |
| Securities issued by states & political subdivisions | $2,610,000 | 4,274 |
| Other domestic debt securities | $175,000 | 2,313 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $175,000 | 372 |
| 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 | $5,482,000 | 4,071 |
| Mortgage-backed securities | $628,000 | 4,919 |
| Certificates of participation in pools of residential mortgages | $628,000 | 4,661 |
| Issued or guaranteed by U.S. | $628,000 | 4,658 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $3,210,000 | 1,613 |
| Available-for-sale securities (fair market value) | $5,586,000 | 5,396 |
| Total debt securities | $8,796,000 | 5,414 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,463 |
| Fair value | $1,247,000 | 1,463 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $5,963,000 | 5,788 |
| U.S. Government securities | $2,918,000 | 5,730 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $2,918,000 | 5,629 |
| Securities issued by states & political subdivisions | $2,861,000 | 4,234 |
| Other domestic debt securities | $184,000 | 2,366 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $184,000 | 390 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,998,000 | 4,192 |
| Mortgage-backed securities | $418,000 | 5,054 |
| Certificates of participation in pools of residential mortgages | $418,000 | 4,821 |
| Issued or guaranteed by U.S. | $418,000 | 4,818 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $4,160,000 | 1,519 |
| Available-for-sale securities (fair market value) | $1,803,000 | 5,873 |
| Total debt securities | $5,963,000 | 5,768 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,149 |
| Fair value | $2,236,000 | 1,149 |
| 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 | $7,121,000 | 5,715 |
| U.S. Government securities | $4,103,000 | 5,570 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $4,103,000 | 5,468 |
| Securities issued by states & political subdivisions | $2,824,000 | 4,288 |
| Other domestic debt securities | $194,000 | 2,423 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $194,000 | 405 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,941,000 | 4,230 |
| Mortgage-backed securities | $105,000 | 5,292 |
| Certificates of participation in pools of residential mortgages | $105,000 | 5,091 |
| Issued or guaranteed by U.S. | $105,000 | 5,087 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $4,911,000 | 1,453 |
| Available-for-sale securities (fair market value) | $2,210,000 | 5,870 |
| Total debt securities | $7,121,000 | 5,689 |
| Structured notes | ||
| Amortized cost | $3,497,000 | 945 |
| Fair value | $3,444,000 | 935 |
| 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 | $7,137,000 | 5,744 |
| U.S. Government securities | $3,854,000 | 5,646 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,854,000 | 5,549 |
| Securities issued by states & political subdivisions | $3,081,000 | 4,228 |
| Other domestic debt securities | $202,000 | 2,465 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $202,000 | 404 |
| 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 | $5,199,000 | 4,191 |
| Mortgage-backed securities | $109,000 | 5,335 |
| Certificates of participation in pools of residential mortgages | $109,000 | 5,129 |
| Issued or guaranteed by U.S. | $109,000 | 5,124 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $4,662,000 | 1,456 |
| Available-for-sale securities (fair market value) | $2,475,000 | 5,900 |
| Total debt securities | $7,137,000 | 5,722 |
| Structured notes | ||
| Amortized cost | $3,247,000 | 950 |
| Fair value | $3,159,000 | 942 |
| 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 | $6,939,000 | 5,836 |
| U.S. Government securities | $3,857,000 | 5,702 |
| U.S. Treasury securities | $249,000 | 1,055 |
| U.S. Government agency obligations | $3,608,000 | 5,653 |
| Securities issued by states & political subdivisions | $2,882,000 | 4,303 |
| Other domestic debt securities | $200,000 | 2,527 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $200,000 | 413 |
| 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 | $5,201,000 | 4,214 |
| Mortgage-backed securities | $115,000 | 5,377 |
| Certificates of participation in pools of residential mortgages | $115,000 | 5,171 |
| Issued or guaranteed by U.S. | $115,000 | 5,165 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $4,463,000 | 1,452 |
| Available-for-sale securities (fair market value) | $2,476,000 | 5,978 |
| Total debt securities | $6,937,000 | 5,812 |
| Structured notes | ||
| Amortized cost | $3,246,000 | 953 |
| Fair value | $3,177,000 | 944 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $6,170,000 | 5,928 |
| U.S. Government securities | $2,879,000 | 5,906 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $2,879,000 | 5,801 |
| Securities issued by states & political subdivisions | $3,089,000 | 4,248 |
| Other domestic debt securities | $202,000 | 2,589 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $202,000 | 423 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,865,000 | 4,296 |
| Mortgage-backed securities | $130,000 | 5,382 |
| Certificates of participation in pools of residential mortgages | $130,000 | 5,155 |
| Issued or guaranteed by U.S. | $130,000 | 5,149 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $3,965,000 | 1,448 |
| Available-for-sale securities (fair market value) | $2,205,000 | 6,043 |
| Total debt securities | $6,170,000 | 5,900 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,059 |
| Fair value | $2,470,000 | 1,066 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $6,244,000 | 5,956 |
| U.S. Government securities | $3,151,000 | 5,888 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $3,151,000 | 5,783 |
| Securities issued by states & political subdivisions | $2,892,000 | 4,290 |
| Other domestic debt securities | $201,000 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $201,000 | 413 |
| 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 | $5,127,000 | 4,275 |
| Mortgage-backed securities | $151,000 | 5,420 |
| Certificates of participation in pools of residential mortgages | $151,000 | 5,178 |
| Issued or guaranteed by U.S. | $151,000 | 5,173 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $4,217,000 | 1,394 |
| Available-for-sale securities (fair market value) | $2,027,000 | 6,111 |
| Total debt securities | $6,244,000 | 5,924 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,074 |
| Fair value | $2,499,000 | 1,104 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $6,426,000 | 5,980 |
| U.S. Government securities | $2,919,000 | 5,969 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,919,000 | 5,864 |
| Securities issued by states & political subdivisions | $3,305,000 | 4,170 |
| Other domestic debt securities | $202,000 | 2,592 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $202,000 | 391 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,831,000 | 4,332 |
| Mortgage-backed securities | $169,000 | 5,449 |
| Certificates of participation in pools of residential mortgages | $169,000 | 5,196 |
| Issued or guaranteed by U.S. | $169,000 | 5,192 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $3,968,000 | 1,416 |
| Available-for-sale securities (fair market value) | $2,458,000 | 6,089 |
| Total debt securities | $6,426,000 | 5,952 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,120 |
| Fair value | $2,500,000 | 1,137 |
| 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 | $8,758,000 | 5,774 |
| U.S. Government securities | $4,434,000 | 5,792 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $4,434,000 | 5,692 |
| Securities issued by states & political subdivisions | $4,122,000 | 3,944 |
| Other domestic debt securities | $202,000 | 2,675 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $202,000 | 385 |
| 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 | $2,747,000 | 5,002 |
| Mortgage-backed securities | $184,000 | 5,541 |
| Certificates of participation in pools of residential mortgages | $184,000 | 5,293 |
| Issued or guaranteed by U.S. | $184,000 | 5,285 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $5,469,000 | 1,276 |
| Available-for-sale securities (fair market value) | $3,289,000 | 6,078 |
| Total debt securities | $8,758,000 | 5,747 |
| Structured notes | ||
| Amortized cost | $3,749,000 | 968 |
| Fair value | $3,751,000 | 968 |
| 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 | $7,911,000 | 5,953 |
| U.S. Government securities | $4,063,000 | 5,944 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $4,063,000 | 5,845 |
| Securities issued by states & political subdivisions | $3,848,000 | 3,972 |
| 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 | $2,927,000 | 4,984 |
| Mortgage-backed securities | $188,000 | 5,573 |
| Certificates of participation in pools of residential mortgages | $188,000 | 5,323 |
| Issued or guaranteed by U.S. | $188,000 | 5,314 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $5,345,000 | 1,286 |
| Available-for-sale securities (fair market value) | $2,566,000 | 6,227 |
| Total debt securities | $7,911,000 | 5,926 |
| Structured notes | ||
| Amortized cost | $3,374,000 | 1,173 |
| Fair value | $3,378,000 | 1,172 |
| 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 | $8,831,000 | 5,883 |
| U.S. Government securities | $5,199,000 | 5,827 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $5,199,000 | 5,714 |
| Securities issued by states & political subdivisions | $3,632,000 | 3,967 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,303,000 | 4,563 |
| Mortgage-backed securities | $200,000 | 5,598 |
| Certificates of participation in pools of residential mortgages | $200,000 | 5,336 |
| Issued or guaranteed by U.S. | $200,000 | 5,329 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $6,371,000 | 1,212 |
| Available-for-sale securities (fair market value) | $2,460,000 | 6,297 |
| Total debt securities | $8,831,000 | 5,854 |
| Structured notes | ||
| Amortized cost | $4,749,000 | 1,089 |
| Fair value | $4,729,000 | 1,082 |
| 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 | $9,130,000 | 5,844 |
| U.S. Government securities | $4,961,000 | 5,865 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $4,961,000 | 5,766 |
| Securities issued by states & political subdivisions | $4,169,000 | 3,797 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,735,000 | 4,256 |
| Mortgage-backed securities | $211,000 | 5,586 |
| Certificates of participation in pools of residential mortgages | $211,000 | 5,307 |
| Issued or guaranteed by U.S. | $211,000 | 5,294 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $4,871,000 | 1,385 |
| Available-for-sale securities (fair market value) | $4,259,000 | 6,056 |
| Total debt securities | $9,130,000 | 5,810 |
| Structured notes | ||
| Amortized cost | $4,249,000 | 1,123 |
| Fair value | $4,254,000 | 1,122 |
| 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 | $5,725,000 | 6,326 |
| U.S. Government securities | $2,480,000 | 6,439 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $2,480,000 | 6,334 |
| Securities issued by states & political subdivisions | $3,245,000 | 4,003 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,496,000 | 4,641 |
| Mortgage-backed securities | $226,000 | 5,606 |
| Certificates of participation in pools of residential mortgages | $226,000 | 5,298 |
| Issued or guaranteed by U.S. | $226,000 | 5,283 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $1,697,000 | 1,899 |
| Available-for-sale securities (fair market value) | $4,028,000 | 6,135 |
| Total debt securities | $5,725,000 | 6,294 |
| Structured notes | ||
| Amortized cost | $1,751,000 | 1,922 |
| Fair value | $1,753,000 | 1,930 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $7,042,000 | 6,228 |
| U.S. Government securities | $4,117,000 | 6,213 |
| U.S. Treasury securities | $750,000 | 981 |
| U.S. Government agency obligations | $3,367,000 | 6,250 |
| Securities issued by states & political subdivisions | $2,925,000 | 4,091 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,587,000 | 4,347 |
| Mortgage-backed securities | $236,000 | 5,608 |
| Certificates of participation in pools of residential mortgages | $236,000 | 5,303 |
| Issued or guaranteed by U.S. | $236,000 | 5,288 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $1,343,000 | 2,024 |
| Available-for-sale securities (fair market value) | $5,699,000 | 5,970 |
| Total debt securities | $7,042,000 | 6,195 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,880 |
| Fair value | $2,253,000 | 1,882 |
| 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 | $9,725,000 | 5,844 |
| U.S. Government securities | $5,935,000 | 5,832 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $5,935,000 | 5,706 |
| Securities issued by states & political subdivisions | $3,790,000 | 3,768 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,525,000 | 4,362 |
| Mortgage-backed securities | $245,000 | 5,594 |
| Certificates of participation in pools of residential mortgages | $245,000 | 5,280 |
| Issued or guaranteed by U.S. | $245,000 | 5,269 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $1,344,000 | 2,040 |
| Available-for-sale securities (fair market value) | $8,381,000 | 5,585 |
| Total debt securities | $9,725,000 | 5,811 |
| Structured notes | ||
| Amortized cost | $3,001,000 | 1,658 |
| Fair value | $2,986,000 | 1,690 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $14,251,000 | 5,118 |
| U.S. Government securities | $9,136,000 | 5,015 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $9,136,000 | 4,898 |
| Securities issued by states & political subdivisions | $5,115,000 | 3,417 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,788,000 | 4,267 |
| Mortgage-backed securities | $964,000 | 5,185 |
| Certificates of participation in pools of residential mortgages | $964,000 | 4,727 |
| Issued or guaranteed by U.S. | $964,000 | 4,719 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $1,344,000 | 2,051 |
| Available-for-sale securities (fair market value) | $12,907,000 | 4,878 |
| Total debt securities | $14,251,000 | 5,082 |
| Structured notes | ||
| Amortized cost | $3,753,000 | 1,380 |
| Fair value | $3,736,000 | 1,384 |
| 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 | $13,653,000 | 5,153 |
| U.S. Government securities | $9,926,000 | 4,852 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $9,926,000 | 4,735 |
| Securities issued by states & political subdivisions | $3,727,000 | 3,718 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,869,000 | 4,288 |
| Mortgage-backed securities | $1,049,000 | 5,176 |
| Certificates of participation in pools of residential mortgages | $1,049,000 | 4,673 |
| Issued or guaranteed by U.S. | $1,049,000 | 4,665 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $13,653,000 | 4,721 |
| Total debt securities | $13,653,000 | 5,119 |
| Structured notes | ||
| Amortized cost | $3,255,000 | 1,484 |
| Fair value | $3,262,000 | 1,493 |
| 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 | $12,814,000 | 5,277 |
| U.S. Government securities | $10,810,000 | 4,779 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $10,810,000 | 4,669 |
| Securities issued by states & political subdivisions | $2,004,000 | 4,304 |
| 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 | $6,374,000 | 3,939 |
| Mortgage-backed securities | $1,153,000 | 5,139 |
| Certificates of participation in pools of residential mortgages | $1,153,000 | 4,661 |
| Issued or guaranteed by U.S. | $1,153,000 | 4,653 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $12,814,000 | 4,843 |
| Total debt securities | $12,814,000 | 5,244 |
| Structured notes | ||
| Amortized cost | $3,749,000 | 1,470 |
| Fair value | $3,756,000 | 1,473 |
| 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 | $12,741,000 | 5,349 |
| U.S. Government securities | $11,317,000 | 4,725 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $11,317,000 | 4,611 |
| Securities issued by states & political subdivisions | $1,424,000 | 4,592 |
| 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 | $5,975,000 | 4,121 |
| Mortgage-backed securities | $1,414,000 | 5,144 |
| Certificates of participation in pools of residential mortgages | $1,414,000 | 4,677 |
| Issued or guaranteed by U.S. | $1,414,000 | 4,667 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $12,741,000 | 4,899 |
| Total debt securities | $12,741,000 | 5,306 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,675 |
| Fair value | $2,260,000 | 1,674 |
| 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 | $12,780,000 | 5,321 |
| U.S. Government securities | $11,749,000 | 4,639 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $11,749,000 | 4,542 |
| Securities issued by states & political subdivisions | $1,031,000 | 4,863 |
| 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 | $2,479,000 | 5,273 |
| Mortgage-backed securities | $1,592,000 | 5,147 |
| Certificates of participation in pools of residential mortgages | $1,592,000 | 4,677 |
| Issued or guaranteed by U.S. | $1,592,000 | 4,668 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $12,780,000 | 4,875 |
| Total debt securities | $12,780,000 | 5,277 |
| Structured notes | ||
| Amortized cost | $1,749,000 | 1,706 |
| Fair value | $1,748,000 | 1,696 |
| 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 | $13,618,000 | 5,249 |
| U.S. Government securities | $13,364,000 | 4,386 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $13,364,000 | 4,292 |
| Securities issued by states & political subdivisions | $254,000 | 5,574 |
| 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 | $2,978,000 | 5,121 |
| Mortgage-backed securities | $4,037,000 | 4,483 |
| Certificates of participation in pools of residential mortgages | $4,037,000 | 3,885 |
| Issued or guaranteed by U.S. | $4,037,000 | 3,876 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $13,618,000 | 4,812 |
| Total debt securities | $13,618,000 | 5,200 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,165 |
| Fair value | $500,000 | 2,092 |
| 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 | $10,919,000 | 5,659 |
| U.S. Government securities | $10,687,000 | 4,863 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $10,687,000 | 4,773 |
| Securities issued by states & political subdivisions | $232,000 | 5,651 |
| 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 | $2,985,000 | 5,133 |
| Mortgage-backed securities | $4,416,000 | 4,434 |
| Certificates of participation in pools of residential mortgages | $4,416,000 | 3,829 |
| Issued or guaranteed by U.S. | $4,416,000 | 3,819 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $10,919,000 | 5,172 |
| Total debt securities | $10,919,000 | 5,614 |
| Structured notes | ||
| Amortized cost | $249,000 | 1,878 |
| Fair value | $249,000 | 1,860 |
| 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 | $10,885,000 | 5,732 |
| U.S. Government securities | $10,885,000 | 4,919 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $10,885,000 | 4,830 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,011,000 | 5,148 |
| Mortgage-backed securities | $4,297,000 | 4,538 |
| Certificates of participation in pools of residential mortgages | $4,297,000 | 3,965 |
| Issued or guaranteed by U.S. | $4,297,000 | 3,953 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $10,885,000 | 5,226 |
| Total debt securities | $10,885,000 | 5,684 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $10,542,000 | 5,809 |
| U.S. Government securities | $10,443,000 | 5,042 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $10,443,000 | 4,954 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $99,000 | 3,124 |
| 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 | $99,000 | 2,343 |
| 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 | $2,585,000 | 5,386 |
| Mortgage-backed securities | $3,986,000 | 4,571 |
| Certificates of participation in pools of residential mortgages | $3,986,000 | 4,015 |
| Issued or guaranteed by U.S. | $3,986,000 | 4,002 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $10,542,000 | 5,277 |
| Total debt securities | $10,542,000 | 5,767 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $9,203,000 | 6,041 |
| U.S. Government securities | $9,107,000 | 5,291 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $9,107,000 | 5,209 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $96,000 | 3,091 |
| 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 | $96,000 | 2,318 |
| 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 | $2,586,000 | 5,393 |
| Mortgage-backed securities | $3,194,000 | 4,730 |
| Certificates of participation in pools of residential mortgages | $3,194,000 | 4,216 |
| Issued or guaranteed by U.S. | $3,194,000 | 4,205 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $9,203,000 | 5,494 |
| Total debt securities | $9,203,000 | 5,994 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $6,536,000 | 6,633 |
| U.S. Government securities | $6,437,000 | 6,023 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $6,437,000 | 5,940 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $99,000 | 3,051 |
| 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 | $99,000 | 2,316 |
| 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 | $2,357,000 | 5,463 |
| Mortgage-backed securities | $2,887,000 | 4,837 |
| Certificates of participation in pools of residential mortgages | $2,887,000 | 4,322 |
| Issued or guaranteed by U.S. | $2,887,000 | 4,306 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $6,536,000 | 6,058 |
| Total debt securities | $6,536,000 | 6,572 |
| 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 | $5,104,000 | 6,976 |
| U.S. Government securities | $5,104,000 | 6,435 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,104,000 | 6,342 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,674,000 | 5,321 |
| Mortgage-backed securities | $3,015,000 | 4,694 |
| Certificates of participation in pools of residential mortgages | $3,015,000 | 4,176 |
| Issued or guaranteed by U.S. | $3,015,000 | 4,161 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $5,104,000 | 6,397 |
| Total debt securities | $5,104,000 | 6,911 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,797 |
| Fair value | $250,000 | 1,817 |
| 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 | $4,009,000 | 7,333 |
| U.S. Government securities | $4,009,000 | 6,887 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $4,009,000 | 6,773 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,101,000 | 5,175 |
| Mortgage-backed securities | $438,000 | 5,779 |
| Certificates of participation in pools of residential mortgages | $438,000 | 5,393 |
| Issued or guaranteed by U.S. | $438,000 | 5,372 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $4,009,000 | 6,685 |
| Total debt securities | $4,009,000 | 7,280 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,500 |
| Fair value | $999,000 | 1,636 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $4,719,000 | 7,198 |
| U.S. Government securities | $4,719,000 | 6,762 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $4,719,000 | 6,651 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,823,000 | 4,933 |
| Mortgage-backed securities | $185,000 | 6,006 |
| Certificates of participation in pools of residential mortgages | $185,000 | 5,667 |
| Issued or guaranteed by U.S. | $185,000 | 5,645 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $4,719,000 | 6,557 |
| Total debt securities | $4,719,000 | 7,153 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,021 |
| Fair value | $746,000 | 2,037 |
| 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 | $3,960,000 | 7,428 |
| U.S. Government securities | $3,960,000 | 7,016 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $3,960,000 | 6,899 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,794,000 | 4,978 |
| Mortgage-backed securities | $211,000 | 5,982 |
| Certificates of participation in pools of residential mortgages | $211,000 | 5,638 |
| Issued or guaranteed by U.S. | $211,000 | 5,617 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $3,960,000 | 6,747 |
| Total debt securities | $3,960,000 | 7,384 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,776 |
| Fair value | $988,000 | 1,906 |
| 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 | $4,505,000 | 7,337 |
| U.S. Government securities | $4,505,000 | 6,894 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $4,505,000 | 6,760 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,539,000 | 5,077 |
| Mortgage-backed securities | $248,000 | 5,943 |
| Certificates of participation in pools of residential mortgages | $248,000 | 5,590 |
| Issued or guaranteed by U.S. | $248,000 | 5,567 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $4,505,000 | 6,650 |
| Total debt securities | $4,505,000 | 7,289 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,747 |
| Fair value | $1,238,000 | 1,759 |
| 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 | $5,037,000 | 7,252 |
| U.S. Government securities | $5,037,000 | 6,787 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,037,000 | 6,658 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,288,000 | 5,201 |
| Mortgage-backed securities | $294,000 | 5,895 |
| Certificates of participation in pools of residential mortgages | $294,000 | 5,521 |
| Issued or guaranteed by U.S. | $294,000 | 5,500 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $5,037,000 | 6,558 |
| Total debt securities | $5,037,000 | 7,203 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,847 |
| Fair value | $1,233,000 | 1,862 |
| 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 | $4,526,000 | 7,445 |
| U.S. Government securities | $4,526,000 | 7,005 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $4,526,000 | 6,871 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,295,000 | 5,224 |
| Mortgage-backed securities | $333,000 | 5,869 |
| Certificates of participation in pools of residential mortgages | $333,000 | 5,487 |
| Issued or guaranteed by U.S. | $333,000 | 5,460 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $4,526,000 | 6,706 |
| Total debt securities | $4,526,000 | 7,391 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,698 |
| Fair value | $1,730,000 | 1,704 |
| 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 | $4,504,000 | 7,492 |
| U.S. Government securities | $4,504,000 | 7,043 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $4,504,000 | 6,905 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,760,000 | 5,484 |
| Mortgage-backed securities | $372,000 | 5,848 |
| Certificates of participation in pools of residential mortgages | $372,000 | 5,467 |
| Issued or guaranteed by U.S. | $372,000 | 5,443 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $4,504,000 | 6,743 |
| Total debt securities | $4,504,000 | 7,436 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,755 |
| Fair value | $1,708,000 | 1,757 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $4,594,000 | 7,503 |
| U.S. Government securities | $4,594,000 | 7,063 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $4,594,000 | 6,921 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| 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 | $3,054,000 | 5,328 |
| Mortgage-backed securities | $418,000 | 5,836 |
| Certificates of participation in pools of residential mortgages | $418,000 | 5,432 |
| Issued or guaranteed by U.S. | $418,000 | 5,410 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $4,594,000 | 6,764 |
| Total debt securities | $4,594,000 | 7,449 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,757 |
| Fair value | $1,719,000 | 1,765 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $4,401,000 | 7,591 |
| U.S. Government securities | $4,401,000 | 7,139 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $4,401,000 | 6,990 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| 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 | $2,566,000 | 5,559 |
| Mortgage-backed securities | $472,000 | 5,845 |
| Certificates of participation in pools of residential mortgages | $472,000 | 5,410 |
| Issued or guaranteed by U.S. | $472,000 | 5,385 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $4,401,000 | 6,833 |
| Total debt securities | $4,401,000 | 7,537 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,483 |
| Fair value | $2,219,000 | 1,485 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $4,488,000 | 7,607 |
| U.S. Government securities | $4,488,000 | 7,120 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,488,000 | 6,977 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,073,000 | 5,333 |
| Mortgage-backed securities | $532,000 | 5,816 |
| Certificates of participation in pools of residential mortgages | $532,000 | 5,372 |
| Issued or guaranteed by U.S. | $532,000 | 5,352 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $4,488,000 | 6,838 |
| Total debt securities | $4,488,000 | 7,554 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,461 |
| Fair value | $2,222,000 | 1,470 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $4,579,000 | 7,618 |
| U.S. Government securities | $4,579,000 | 7,134 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,579,000 | 6,985 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,095,000 | 5,294 |
| Mortgage-backed securities | $617,000 | 5,789 |
| Certificates of participation in pools of residential mortgages | $617,000 | 5,338 |
| Issued or guaranteed by U.S. | $617,000 | 5,315 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $4,579,000 | 6,840 |
| Total debt securities | $4,579,000 | 7,561 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,457 |
| Fair value | $2,230,000 | 1,465 |
| 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 | $4,151,000 | 7,805 |
| U.S. Government securities | $4,151,000 | 7,347 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,151,000 | 7,173 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,108,000 | 5,340 |
| Mortgage-backed securities | $693,000 | 5,809 |
| Certificates of participation in pools of residential mortgages | $693,000 | 5,348 |
| Issued or guaranteed by U.S. | $693,000 | 5,331 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $4,151,000 | 7,013 |
| Total debt securities | $4,151,000 | 7,747 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,493 |
| Fair value | $1,978,000 | 1,543 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $5,232,000 | 7,576 |
| U.S. Government securities | $5,232,000 | 7,032 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,232,000 | 6,875 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| 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 | $2,138,000 | 5,800 |
| Mortgage-backed securities | $774,000 | 5,789 |
| Certificates of participation in pools of residential mortgages | $774,000 | 5,307 |
| Issued or guaranteed by U.S. | $774,000 | 5,290 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $5,232,000 | 6,764 |
| Total debt securities | $5,232,000 | 7,514 |
| Structured notes | ||
| Amortized cost | $2,250,000 | 1,405 |
| Fair value | $2,229,000 | 1,418 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $5,622,000 | 7,529 |
| U.S. Government securities | $5,622,000 | 6,935 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,622,000 | 6,775 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,163,000 | 5,792 |
| Mortgage-backed securities | $847,000 | 5,765 |
| Certificates of participation in pools of residential mortgages | $847,000 | 5,273 |
| Issued or guaranteed by U.S. | $847,000 | 5,259 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $5,622,000 | 6,705 |
| Total debt securities | $5,622,000 | 7,459 |
| Structured notes | ||
| Amortized cost | $2,549,000 | 1,348 |
| Fair value | $2,541,000 | 1,349 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $5,642,000 | 7,588 |
| U.S. Government securities | $5,642,000 | 6,998 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,642,000 | 6,834 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,677,000 | 6,120 |
| Mortgage-backed securities | $907,000 | 5,795 |
| Certificates of participation in pools of residential mortgages | $907,000 | 5,299 |
| Issued or guaranteed by U.S. | $907,000 | 5,284 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $5,642,000 | 6,776 |
| Total debt securities | $5,642,000 | 7,518 |
| Structured notes | ||
| Amortized cost | $2,549,000 | 1,325 |
| Fair value | $2,508,000 | 1,326 |
| 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 | $4,612,000 | 7,842 |
| U.S. Government securities | $4,612,000 | 7,299 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $4,612,000 | 7,144 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,723,000 | 6,062 |
| Mortgage-backed securities | $636,000 | 6,060 |
| Certificates of participation in pools of residential mortgages | $636,000 | 5,569 |
| Issued or guaranteed by U.S. | $636,000 | 5,551 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $4,612,000 | 7,040 |
| Total debt securities | $4,612,000 | 7,766 |
| Structured notes | ||
| Amortized cost | $2,049,000 | 1,282 |
| Fair value | $2,049,000 | 1,286 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $5,171,000 | 7,761 |
| U.S. Government securities | $5,171,000 | 7,170 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,171,000 | 6,982 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,539,000 | 6,141 |
| Mortgage-backed securities | $699,000 | 6,014 |
| Certificates of participation in pools of residential mortgages | $699,000 | 5,545 |
| Issued or guaranteed by U.S. | $699,000 | 5,524 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $5,171,000 | 6,937 |
| Total debt securities | $5,171,000 | 7,681 |
| Structured notes | ||
| Amortized cost | $1,799,000 | 1,331 |
| Fair value | $1,789,000 | 1,332 |
| 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 | $5,019,000 | 7,780 |
| U.S. Government securities | $5,019,000 | 7,139 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $5,019,000 | 6,959 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,607,000 | 6,088 |
| Mortgage-backed securities | $807,000 | 5,970 |
| Certificates of participation in pools of residential mortgages | $807,000 | 5,466 |
| Issued or guaranteed by U.S. | $807,000 | 5,442 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $5,019,000 | 6,959 |
| Total debt securities | $5,019,000 | 7,693 |
| Structured notes | ||
| Amortized cost | $1,549,000 | 1,182 |
| Fair value | $1,527,000 | 1,190 |
| 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 | $4,960,000 | 7,784 |
| U.S. Government securities | $4,960,000 | 7,107 |
| U.S. Treasury securities | $253,000 | 2,099 |
| U.S. Government agency obligations | $4,707,000 | 7,008 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,969,000 | 5,869 |
| Mortgage-backed securities | $984,000 | 5,952 |
| Certificates of participation in pools of residential mortgages | $984,000 | 5,382 |
| Issued or guaranteed by U.S. | $984,000 | 5,361 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $4,960,000 | 6,963 |
| Total debt securities | $4,960,000 | 7,699 |
| Structured notes | ||
| Amortized cost | $1,249,000 | 1,111 |
| Fair value | $1,234,000 | 1,119 |
| 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 | $3,970,000 | 8,100 |
| U.S. Government securities | $3,970,000 | 7,548 |
| U.S. Treasury securities | $254,000 | 2,145 |
| U.S. Government agency obligations | $3,716,000 | 7,433 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,051,000 | 5,823 |
| Mortgage-backed securities | $1,169,000 | 5,821 |
| Certificates of participation in pools of residential mortgages | $1,169,000 | 5,219 |
| Issued or guaranteed by U.S. | $1,169,000 | 5,197 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $3,970,000 | 7,246 |
| Total debt securities | $3,970,000 | 8,019 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,611 |
| Fair value | $250,000 | 1,649 |
| 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 | $4,349,000 | 8,013 |
| U.S. Government securities | $4,349,000 | 7,401 |
| U.S. Treasury securities | $255,000 | 2,282 |
| U.S. Government agency obligations | $4,094,000 | 7,299 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,024,000 | 6,573 |
| Mortgage-backed securities | $1,329,000 | 5,708 |
| Certificates of participation in pools of residential mortgages | $1,329,000 | 5,091 |
| Issued or guaranteed by U.S. | $1,329,000 | 5,073 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $4,349,000 | 7,131 |
| Total debt securities | $4,349,000 | 7,938 |
| 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 | $4,291,000 | 8,151 |
| U.S. Government securities | $4,291,000 | 7,524 |
| U.S. Treasury securities | $251,000 | 2,865 |
| U.S. Government agency obligations | $4,040,000 | 7,386 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $850,000 | 6,899 |
| Mortgage-backed securities | $1,476,000 | 5,580 |
| Certificates of participation in pools of residential mortgages | $1,476,000 | 4,872 |
| Issued or guaranteed by U.S. | $1,476,000 | 4,846 |
| 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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $4,291,000 | 7,192 |
| Total debt securities | $4,291,000 | 8,048 |
| 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 | $1,992,000 | 9,277 |
| U.S. Government securities | $1,902,000 | 9,029 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $1,902,000 | 8,747 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $90,000 | 6,919 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $901,000 | 7,185 |
| Mortgage-backed securities | $153,000 | 6,731 |
| Certificates of participation in pools of residential mortgages | $153,000 | 6,196 |
| Issued or guaranteed by U.S. | $153,000 | 6,175 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $1,992,000 | 8,182 |
| Total debt securities | $1,902,000 | 9,203 |
| 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 | $1,506,000 | 9,754 |
| U.S. Government securities | $1,416,000 | 9,552 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $1,416,000 | 9,197 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $90,000 | 6,866 |
| 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 | 7,298 |
| Mortgage-backed securities | $212,000 | 6,957 |
| Certificates of participation in pools of residential mortgages | $212,000 | 6,350 |
| Issued or guaranteed by U.S. | $212,000 | 6,334 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $1,506,000 | 8,577 |
| Total debt securities | $1,416,000 | 9,688 |
| 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 | $1,375,000 | 9,959 |
| U.S. Government securities | $1,293,000 | 9,727 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $1,293,000 | 9,156 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $82,000 | 6,702 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $350,000 | 7,951 |
| Mortgage-backed securities | $537,000 | 6,621 |
| Certificates of participation in pools of residential mortgages | $537,000 | 5,912 |
| Issued or guaranteed by U.S. | $537,000 | 5,898 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $1,375,000 | 8,705 |
| Total debt securities | $1,293,000 | 9,865 |
| 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 | $1,358,000 | 10,486 |
| U.S. Government securities | $1,282,000 | 10,312 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $1,282,000 | 9,515 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $76,000 | 6,684 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $350,000 | 8,381 |
| Mortgage-backed securities | $781,000 | 6,598 |
| Certificates of participation in pools of residential mortgages | $781,000 | 5,704 |
| Issued or guaranteed by U.S. | $781,000 | 5,685 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $1,358,000 | 9,027 |
| Total debt securities | $1,282,000 | 10,418 |
| 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 | $1,813,000 | 10,922 |
| U.S. Government securities | $1,759,000 | 10,699 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $1,759,000 | 9,642 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $54,000 | 7,004 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $350,000 | 8,795 |
| Mortgage-backed securities | $656,000 | 7,282 |
| Certificates of participation in pools of residential mortgages | $656,000 | 6,362 |
| Issued or guaranteed by U.S. | $656,000 | 6,346 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $1,813,000 | 9,116 |
| Total debt securities | $1,759,000 | 10,852 |
| 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 | $627,000 | 11,712 |
| U.S. Government securities | $573,000 | 11,594 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $573,000 | 10,785 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $54,000 | 6,919 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $350,000 | 9,123 |
| Mortgage-backed securities | $372,000 | 8,246 |
| Certificates of participation in pools of residential mortgages | $372,000 | 7,328 |
| Issued or guaranteed by U.S. | $372,000 | 7,296 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $627,000 | 10,168 |
| Total debt securities | $573,000 | 11,638 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $1,548,000 | 12,189 |
| U.S. Government securities | $1,074,000 | 12,135 |
| U.S. Treasury securities | $350,000 | 10,732 |
| U.S. Government agency obligations | $724,000 | 11,126 |
| Securities issued by states & political subdivisions | $420,000 | 7,929 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $54,000 | 6,825 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $350,000 | 9,571 |
| Mortgage-backed securities | $481,000 | 8,561 |
| Certificates of participation in pools of residential mortgages | $481,000 | 7,436 |
| Issued or guaranteed by U.S. | $481,000 | 7,408 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $1,548,000 | 9,213 |
| Total debt securities | $1,494,000 | 12,115 |
| 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 | $1,169,000 | 12,850 |
| U.S. Government securities | $1,115,000 | 12,640 |
| U.S. Treasury securities | $605,000 | 10,611 |
| U.S. Government agency obligations | $510,000 | 11,661 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $54,000 | 6,613 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $354,000 | 9,888 |
| Mortgage-backed securities | $510,000 | 9,205 |
| Certificates of participation in pools of residential mortgages | $510,000 | 8,038 |
| Issued or guaranteed by U.S. | $510,000 | 7,986 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,115,000 | 12,743 |
| 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 | $1,181,000 | 13,390 |
| U.S. Government securities | $1,026,000 | 13,200 |
| U.S. Treasury securities | $873,000 | 10,685 |
| U.S. Government agency obligations | $153,000 | 12,498 |
| Securities issued by states & political subdivisions | $101,000 | 9,244 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $54,000 | 6,225 |
| 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 | 10,111 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,127,000 | 13,299 |
| 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 |