Home > Sibley State Bank > Securities
Sibley State Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $23,850,000 | 3,434 |
| U.S. Government securities | $23,173,000 | 2,779 |
| U.S. Treasury securities | $2,440,000 | 2,203 |
| U.S. Government agency obligations | $20,733,000 | 2,551 |
| Securities issued by states & political subdivisions | $604,000 | 3,625 |
| 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 | $9,228,000 | 2,997 |
| Mortgage-backed securities | $20,733,000 | 2,004 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,683 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $14,484,000 | 889 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,067,000 | 981 |
| Other commercial mortgage-backed securities | $4,182,000 | 762 |
| Held to maturity securities (book value) | $604,000 | 1,578 |
| Available-for-sale securities (fair market value) | $23,173,000 | 3,207 |
| Total debt securities | $23,777,000 | 3,414 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $23,962,000 | 3,435 |
| U.S. Government securities | $23,297,000 | 2,772 |
| U.S. Treasury securities | $2,401,000 | 2,263 |
| U.S. Government agency obligations | $20,896,000 | 2,522 |
| Securities issued by states & political subdivisions | $605,000 | 3,657 |
| 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 | $8,746,000 | 2,994 |
| Mortgage-backed securities | $20,896,000 | 1,959 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,701 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $13,121,000 | 916 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,677,000 | 777 |
| Other commercial mortgage-backed securities | $4,098,000 | 748 |
| Held to maturity securities (book value) | $605,000 | 1,597 |
| Available-for-sale securities (fair market value) | $23,297,000 | 3,203 |
| Total debt securities | $23,902,000 | 3,416 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $24,796,000 | 3,447 |
| U.S. Government securities | $24,136,000 | 2,789 |
| U.S. Treasury securities | $2,405,000 | 2,301 |
| U.S. Government agency obligations | $21,731,000 | 2,545 |
| Securities issued by states & political subdivisions | $606,000 | 3,693 |
| 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 | $9,024,000 | 2,961 |
| Mortgage-backed securities | $21,731,000 | 1,964 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,723 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $13,835,000 | 908 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,741,000 | 774 |
| Other commercial mortgage-backed securities | $4,155,000 | 751 |
| Held to maturity securities (book value) | $606,000 | 1,616 |
| Available-for-sale securities (fair market value) | $24,136,000 | 3,215 |
| Total debt securities | $24,742,000 | 3,425 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $25,952,000 | 3,486 |
| U.S. Government securities | $25,010,000 | 2,827 |
| U.S. Treasury securities | $2,440,000 | 2,363 |
| U.S. Government agency obligations | $22,570,000 | 2,505 |
| Securities issued by states & political subdivisions | $892,000 | 3,684 |
| 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 | $9,284,000 | 2,870 |
| Mortgage-backed securities | $22,570,000 | 1,984 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,775 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $14,532,000 | 920 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,813,000 | 793 |
| Other commercial mortgage-backed securities | $4,225,000 | 761 |
| Held to maturity securities (book value) | $892,000 | 1,626 |
| Available-for-sale securities (fair market value) | $25,010,000 | 3,243 |
| Total debt securities | $25,902,000 | 3,460 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $23,440,000 | 3,605 |
| U.S. Government securities | $22,503,000 | 2,964 |
| U.S. Treasury securities | $1,676,000 | 2,577 |
| U.S. Government agency obligations | $20,827,000 | 2,597 |
| Securities issued by states & political subdivisions | $894,000 | 3,719 |
| 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 | $9,607,000 | 2,751 |
| Mortgage-backed securities | $20,827,000 | 2,088 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,815 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,821,000 | 970 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,799,000 | 796 |
| Other commercial mortgage-backed securities | $4,207,000 | 763 |
| Held to maturity securities (book value) | $894,000 | 1,638 |
| Available-for-sale securities (fair market value) | $22,503,000 | 3,357 |
| Total debt securities | $23,397,000 | 3,582 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $26,495,000 | 3,509 |
| U.S. Government securities | $25,561,000 | 2,856 |
| U.S. Treasury securities | $4,165,000 | 2,193 |
| U.S. Government agency obligations | $21,396,000 | 2,593 |
| Securities issued by states & political subdivisions | $896,000 | 3,752 |
| 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 | $10,565,000 | 2,627 |
| Mortgage-backed securities | $21,396,000 | 2,078 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,845 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $13,290,000 | 966 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,826,000 | 804 |
| Other commercial mortgage-backed securities | $4,280,000 | 789 |
| Held to maturity securities (book value) | $896,000 | 1,623 |
| Available-for-sale securities (fair market value) | $25,561,000 | 3,268 |
| Total debt securities | $26,457,000 | 3,486 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $24,067,000 | 3,623 |
| U.S. Government securities | $23,132,000 | 3,006 |
| U.S. Treasury securities | $4,458,000 | 2,126 |
| U.S. Government agency obligations | $18,674,000 | 2,782 |
| Securities issued by states & political subdivisions | $897,000 | 3,792 |
| 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 | $10,569,000 | 2,624 |
| Mortgage-backed securities | $18,674,000 | 2,227 |
| Certificates of participation in pools of residential mortgages | $0 | 3,938 |
| Issued or guaranteed by U.S. | $0 | 3,877 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $14,295,000 | 1,025 |
| CMOs issued by government agencies or sponsored agencies | $14,295,000 | 945 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $4,379,000 | 1,231 |
| Commercial mortgage pass-through securities | $1,792,000 | 1,052 |
| Other commercial mortgage-backed securities | $2,587,000 | 994 |
| Held to maturity securities (book value) | $897,000 | 1,557 |
| Available-for-sale securities (fair market value) | $23,132,000 | 3,399 |
| Total debt securities | $24,029,000 | 3,607 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $23,893,000 | 3,577 |
| U.S. Government securities | $22,674,000 | 2,939 |
| U.S. Treasury securities | $4,505,000 | 1,888 |
| U.S. Government agency obligations | $18,169,000 | 2,798 |
| Securities issued by states & political subdivisions | $1,175,000 | 3,746 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,318,000 | 2,681 |
| Mortgage-backed securities | $18,169,000 | 2,279 |
| Certificates of participation in pools of residential mortgages | $1,000 | 3,929 |
| Issued or guaranteed by U.S. | $1,000 | 3,872 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $15,502,000 | 986 |
| CMOs issued by government agencies or sponsored agencies | $15,502,000 | 916 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $2,666,000 | 1,416 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $2,666,000 | 987 |
| Held to maturity securities (book value) | $1,175,000 | 1,404 |
| Available-for-sale securities (fair market value) | $22,674,000 | 3,396 |
| Total debt securities | $23,849,000 | 3,565 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $20,099,000 | 3,685 |
| U.S. Government securities | $18,873,000 | 3,002 |
| U.S. Treasury securities | $3,286,000 | 1,584 |
| U.S. Government agency obligations | $15,587,000 | 2,916 |
| Securities issued by states & political subdivisions | $1,177,000 | 3,768 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,567,000 | 2,775 |
| Mortgage-backed securities | $15,587,000 | 2,415 |
| Certificates of participation in pools of residential mortgages | $1,000 | 3,953 |
| Issued or guaranteed by U.S. | $1,000 | 3,888 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $12,704,000 | 1,053 |
| CMOs issued by government agencies or sponsored agencies | $12,704,000 | 1,007 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $2,882,000 | 1,372 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $2,882,000 | 950 |
| Held to maturity securities (book value) | $1,177,000 | 1,310 |
| Available-for-sale securities (fair market value) | $18,873,000 | 3,508 |
| Total debt securities | $20,050,000 | 3,667 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $19,634,000 | 3,657 |
| U.S. Government securities | $18,413,000 | 2,977 |
| U.S. Treasury securities | $3,305,000 | 1,349 |
| U.S. Government agency obligations | $15,108,000 | 2,939 |
| Securities issued by states & political subdivisions | $1,180,000 | 3,803 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,912,000 | 2,753 |
| Mortgage-backed securities | $15,108,000 | 2,460 |
| Certificates of participation in pools of residential mortgages | $3,000 | 3,988 |
| Issued or guaranteed by U.S. | $3,000 | 3,926 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $12,169,000 | 1,070 |
| CMOs issued by government agencies or sponsored agencies | $12,169,000 | 1,030 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $2,936,000 | 1,352 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $2,936,000 | 930 |
| Held to maturity securities (book value) | $1,180,000 | 1,317 |
| Available-for-sale securities (fair market value) | $18,413,000 | 3,499 |
| Total debt securities | $19,593,000 | 3,638 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $17,158,000 | 3,747 |
| U.S. Government securities | $15,936,000 | 3,073 |
| U.S. Treasury securities | $3,316,000 | 1,250 |
| U.S. Government agency obligations | $12,620,000 | 3,083 |
| Securities issued by states & political subdivisions | $1,182,000 | 3,821 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,194,000 | 2,708 |
| Mortgage-backed securities | $12,620,000 | 2,578 |
| Certificates of participation in pools of residential mortgages | $5,000 | 3,992 |
| Issued or guaranteed by U.S. | $5,000 | 3,931 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $9,601,000 | 1,145 |
| CMOs issued by government agencies or sponsored agencies | $9,601,000 | 1,115 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $3,014,000 | 1,338 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $3,014,000 | 902 |
| Held to maturity securities (book value) | $1,182,000 | 1,302 |
| Available-for-sale securities (fair market value) | $15,936,000 | 3,601 |
| Total debt securities | $17,118,000 | 3,725 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $15,201,000 | 3,784 |
| U.S. Government securities | $13,873,000 | 3,100 |
| U.S. Treasury securities | $3,832,000 | 932 |
| U.S. Government agency obligations | $10,041,000 | 3,229 |
| Securities issued by states & political subdivisions | $1,290,000 | 3,804 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,946,000 | 2,623 |
| Mortgage-backed securities | $10,041,000 | 2,735 |
| Certificates of participation in pools of residential mortgages | $7,000 | 3,977 |
| Issued or guaranteed by U.S. | $7,000 | 3,911 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $8,923,000 | 1,159 |
| CMOs issued by government agencies or sponsored agencies | $8,923,000 | 1,122 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,111,000 | 1,634 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $1,111,000 | 1,111 |
| Held to maturity securities (book value) | $1,290,000 | 1,261 |
| Available-for-sale securities (fair market value) | $13,873,000 | 3,635 |
| Total debt securities | $15,163,000 | 3,761 |
| 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 | $11,509,000 | 3,922 |
| U.S. Government securities | $10,189,000 | 3,268 |
| U.S. Treasury securities | $3,845,000 | 667 |
| U.S. Government agency obligations | $6,344,000 | 3,480 |
| Securities issued by states & political subdivisions | $1,292,000 | 3,817 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,188,000 | 2,587 |
| Mortgage-backed securities | $6,344,000 | 3,001 |
| Certificates of participation in pools of residential mortgages | $10,000 | 3,969 |
| Issued or guaranteed by U.S. | $10,000 | 3,903 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $5,217,000 | 1,484 |
| CMOs issued by government agencies or sponsored agencies | $5,217,000 | 1,441 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $1,117,000 | 1,602 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $1,117,000 | 1,076 |
| Held to maturity securities (book value) | $1,292,000 | 1,246 |
| Available-for-sale securities (fair market value) | $10,189,000 | 3,790 |
| Total debt securities | $11,481,000 | 3,897 |
| 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 | $12,313,000 | 3,835 |
| U.S. Government securities | $10,993,000 | 3,159 |
| U.S. Treasury securities | $4,361,000 | 613 |
| U.S. Government agency obligations | $6,632,000 | 3,452 |
| Securities issued by states & political subdivisions | $1,295,000 | 3,784 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,856,000 | 2,942 |
| Mortgage-backed securities | $6,632,000 | 2,949 |
| Certificates of participation in pools of residential mortgages | $13,000 | 3,967 |
| Issued or guaranteed by U.S. | $13,000 | 3,904 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,493,000 | 1,507 |
| CMOs issued by government agencies or sponsored agencies | $5,493,000 | 1,467 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $1,126,000 | 1,575 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $1,126,000 | 1,049 |
| Held to maturity securities (book value) | $1,295,000 | 1,243 |
| Available-for-sale securities (fair market value) | $10,993,000 | 3,701 |
| Total debt securities | $12,288,000 | 3,813 |
| 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 | $8,367,000 | 4,134 |
| U.S. Government securities | $7,045,000 | 3,574 |
| U.S. Treasury securities | $4,372,000 | 635 |
| U.S. Government agency obligations | $2,673,000 | 4,009 |
| Securities issued by states & political subdivisions | $1,298,000 | 3,787 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,045,000 | 2,935 |
| Mortgage-backed securities | $2,673,000 | 3,494 |
| Certificates of participation in pools of residential mortgages | $17,000 | 3,968 |
| Issued or guaranteed by U.S. | $17,000 | 3,905 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,528,000 | 2,189 |
| CMOs issued by government agencies or sponsored agencies | $1,528,000 | 2,145 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $1,128,000 | 1,558 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $1,128,000 | 1,015 |
| Held to maturity securities (book value) | $1,298,000 | 1,247 |
| Available-for-sale securities (fair market value) | $7,045,000 | 3,993 |
| Total debt securities | $8,343,000 | 4,107 |
| 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 | $5,973,000 | 4,354 |
| U.S. Government securities | $4,551,000 | 3,929 |
| U.S. Treasury securities | $1,792,000 | 918 |
| U.S. Government agency obligations | $2,759,000 | 4,059 |
| Securities issued by states & political subdivisions | $1,400,000 | 3,736 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,458,000 | 3,429 |
| Mortgage-backed securities | $2,759,000 | 3,478 |
| Certificates of participation in pools of residential mortgages | $21,000 | 3,997 |
| Issued or guaranteed by U.S. | $21,000 | 3,924 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,645,000 | 2,166 |
| CMOs issued by government agencies or sponsored agencies | $1,645,000 | 2,121 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,093,000 | 1,542 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $1,093,000 | 1,001 |
| Held to maturity securities (book value) | $1,400,000 | 1,225 |
| Available-for-sale securities (fair market value) | $4,551,000 | 4,222 |
| Total debt securities | $5,951,000 | 4,330 |
| 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 | $5,490,000 | 4,442 |
| U.S. Government securities | $4,054,000 | 4,090 |
| U.S. Treasury securities | $2,254,000 | 891 |
| U.S. Government agency obligations | $1,800,000 | 4,314 |
| Securities issued by states & political subdivisions | $1,403,000 | 3,735 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,054,000 | 3,369 |
| Mortgage-backed securities | $1,800,000 | 3,653 |
| Certificates of participation in pools of residential mortgages | $25,000 | 4,011 |
| Issued or guaranteed by U.S. | $25,000 | 3,948 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,775,000 | 2,148 |
| CMOs issued by government agencies or sponsored agencies | $1,775,000 | 2,102 |
| 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) | $1,403,000 | 1,274 |
| Available-for-sale securities (fair market value) | $4,054,000 | 4,341 |
| Total debt securities | $5,457,000 | 4,424 |
| 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 | $4,889,000 | 4,579 |
| U.S. Government securities | $4,195,000 | 4,153 |
| U.S. Treasury securities | $2,255,000 | 905 |
| U.S. Government agency obligations | $1,940,000 | 4,372 |
| Securities issued by states & political subdivisions | $662,000 | 4,030 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,195,000 | 3,414 |
| Mortgage-backed securities | $1,940,000 | 3,645 |
| Certificates of participation in pools of residential mortgages | $29,000 | 4,046 |
| Issued or guaranteed by U.S. | $29,000 | 3,977 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,911,000 | 2,139 |
| CMOs issued by government agencies or sponsored agencies | $1,911,000 | 2,094 |
| 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) | $662,000 | 1,496 |
| Available-for-sale securities (fair market value) | $4,195,000 | 4,410 |
| Total debt securities | $4,857,000 | 4,567 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $5,526,000 | 4,576 |
| U.S. Government securities | $4,836,000 | 4,131 |
| U.S. Treasury securities | $2,748,000 | 879 |
| U.S. Government agency obligations | $2,088,000 | 4,392 |
| Securities issued by states & political subdivisions | $663,000 | 4,093 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,836,000 | 3,363 |
| Mortgage-backed securities | $2,088,000 | 3,606 |
| Certificates of participation in pools of residential mortgages | $35,000 | 4,064 |
| Issued or guaranteed by U.S. | $35,000 | 3,999 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,053,000 | 2,079 |
| CMOs issued by government agencies or sponsored agencies | $2,053,000 | 2,030 |
| 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) | $663,000 | 1,542 |
| Available-for-sale securities (fair market value) | $4,836,000 | 4,388 |
| Total debt securities | $5,499,000 | 4,562 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $5,611,000 | 4,627 |
| U.S. Government securities | $4,919,000 | 4,184 |
| U.S. Treasury securities | $2,723,000 | 907 |
| U.S. Government agency obligations | $2,196,000 | 4,435 |
| Securities issued by states & political subdivisions | $664,000 | 4,151 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,919,000 | 3,403 |
| Mortgage-backed securities | $2,196,000 | 3,611 |
| Certificates of participation in pools of residential mortgages | $40,000 | 4,095 |
| Issued or guaranteed by U.S. | $40,000 | 4,029 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,156,000 | 2,057 |
| CMOs issued by government agencies or sponsored agencies | $2,156,000 | 2,007 |
| 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) | $664,000 | 1,570 |
| Available-for-sale securities (fair market value) | $4,919,000 | 4,434 |
| Total debt securities | $5,583,000 | 4,610 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $6,360,000 | 4,610 |
| U.S. Government securities | $5,672,000 | 4,114 |
| U.S. Treasury securities | $3,200,000 | 841 |
| U.S. Government agency obligations | $2,472,000 | 4,411 |
| Securities issued by states & political subdivisions | $665,000 | 4,195 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,428,000 | 3,347 |
| Mortgage-backed securities | $2,472,000 | 3,572 |
| Certificates of participation in pools of residential mortgages | $48,000 | 4,124 |
| Issued or guaranteed by U.S. | $48,000 | 4,071 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,221,000 | 2,040 |
| CMOs issued by government agencies or sponsored agencies | $2,221,000 | 1,989 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $203,000 | 1,678 |
| Commercial mortgage pass-through securities | $203,000 | 1,315 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $665,000 | 1,604 |
| Available-for-sale securities (fair market value) | $5,672,000 | 4,406 |
| Total debt securities | $6,337,000 | 4,589 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $6,471,000 | 4,640 |
| U.S. Government securities | $5,776,000 | 4,161 |
| U.S. Treasury securities | $3,176,000 | 820 |
| U.S. Government agency obligations | $2,600,000 | 4,466 |
| Securities issued by states & political subdivisions | $665,000 | 4,247 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,293,000 | 3,403 |
| Mortgage-backed securities | $2,600,000 | 3,590 |
| Certificates of participation in pools of residential mortgages | $57,000 | 4,171 |
| Issued or guaranteed by U.S. | $57,000 | 4,150 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,313,000 | 2,007 |
| CMOs issued by government agencies or sponsored agencies | $2,313,000 | 1,956 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $230,000 | 1,666 |
| Commercial mortgage pass-through securities | $230,000 | 1,293 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $665,000 | 1,628 |
| Available-for-sale securities (fair market value) | $5,776,000 | 4,446 |
| Total debt securities | $6,442,000 | 4,622 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $6,583,000 | 4,683 |
| U.S. Government securities | $5,730,000 | 4,186 |
| U.S. Treasury securities | $2,940,000 | 835 |
| U.S. Government agency obligations | $2,790,000 | 4,464 |
| Securities issued by states & political subdivisions | $666,000 | 4,289 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $187,000 | 425 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,488,000 | 3,404 |
| Mortgage-backed securities | $2,790,000 | 3,591 |
| Certificates of participation in pools of residential mortgages | $68,000 | 4,208 |
| Issued or guaranteed by U.S. | $68,000 | 4,088 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,467,000 | 1,983 |
| CMOs issued by government agencies or sponsored agencies | $2,467,000 | 1,934 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $255,000 | 1,623 |
| Commercial mortgage pass-through securities | $255,000 | 1,247 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $666,000 | 1,657 |
| Available-for-sale securities (fair market value) | $5,917,000 | 4,478 |
| Total debt securities | $6,396,000 | 4,684 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $6,851,000 | 4,722 |
| U.S. Government securities | $5,997,000 | 4,212 |
| U.S. Treasury securities | $2,944,000 | 813 |
| U.S. Government agency obligations | $3,053,000 | 4,501 |
| Securities issued by states & political subdivisions | $667,000 | 4,331 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $187,000 | 460 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,513,000 | 3,443 |
| Mortgage-backed securities | $3,053,000 | 3,567 |
| Certificates of participation in pools of residential mortgages | $80,000 | 4,241 |
| Issued or guaranteed by U.S. | $80,000 | 4,234 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,619,000 | 1,949 |
| CMOs issued by government agencies or sponsored agencies | $2,619,000 | 1,889 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $354,000 | 1,420 |
| Commercial mortgage pass-through securities | $354,000 | 997 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $667,000 | 1,679 |
| Available-for-sale securities (fair market value) | $6,184,000 | 4,510 |
| Total debt securities | $6,665,000 | 4,720 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $6,143,000 | 4,859 |
| U.S. Government securities | $5,710,000 | 4,304 |
| U.S. Treasury securities | $2,474,000 | 814 |
| U.S. Government agency obligations | $3,236,000 | 4,524 |
| Securities issued by states & political subdivisions | $433,000 | 4,498 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,710,000 | 3,469 |
| Mortgage-backed securities | $3,236,000 | 3,571 |
| Certificates of participation in pools of residential mortgages | $94,000 | 4,275 |
| Issued or guaranteed by U.S. | $94,000 | 4,270 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,782,000 | 1,905 |
| CMOs issued by government agencies or sponsored agencies | $2,782,000 | 1,843 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $360,000 | 1,411 |
| Commercial mortgage pass-through securities | $360,000 | 996 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $433,000 | 1,788 |
| Available-for-sale securities (fair market value) | $5,710,000 | 4,619 |
| Total debt securities | $6,143,000 | 4,837 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $6,052,000 | 4,923 |
| U.S. Government securities | $6,052,000 | 4,317 |
| U.S. Treasury securities | $2,498,000 | 772 |
| U.S. Government agency obligations | $3,554,000 | 4,539 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,052,000 | 3,467 |
| Mortgage-backed securities | $3,554,000 | 3,565 |
| Certificates of participation in pools of residential mortgages | $109,000 | 4,314 |
| Issued or guaranteed by U.S. | $109,000 | 4,309 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,961,000 | 1,888 |
| CMOs issued by government agencies or sponsored agencies | $2,961,000 | 1,829 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $484,000 | 1,370 |
| Commercial mortgage pass-through securities | $484,000 | 963 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $6,052,000 | 4,634 |
| Total debt securities | $6,052,000 | 4,900 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $6,251,000 | 4,943 |
| U.S. Government securities | $6,251,000 | 4,336 |
| U.S. Treasury securities | $2,501,000 | 788 |
| U.S. Government agency obligations | $3,750,000 | 4,564 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,251,000 | 3,445 |
| Mortgage-backed securities | $3,750,000 | 3,561 |
| Certificates of participation in pools of residential mortgages | $125,000 | 4,340 |
| Issued or guaranteed by U.S. | $125,000 | 4,334 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,135,000 | 1,896 |
| CMOs issued by government agencies or sponsored agencies | $3,135,000 | 1,833 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $490,000 | 1,325 |
| Commercial mortgage pass-through securities | $490,000 | 934 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $6,251,000 | 4,650 |
| Total debt securities | $6,251,000 | 4,922 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $6,712,000 | 4,960 |
| U.S. Government securities | $6,552,000 | 4,342 |
| U.S. Treasury securities | $2,495,000 | 826 |
| U.S. Government agency obligations | $4,057,000 | 4,566 |
| Securities issued by states & political subdivisions | $160,000 | 4,791 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,548,000 | 3,773 |
| Mortgage-backed securities | $4,057,000 | 3,567 |
| Certificates of participation in pools of residential mortgages | $143,000 | 4,388 |
| Issued or guaranteed by U.S. | $143,000 | 4,383 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,287,000 | 1,876 |
| CMOs issued by government agencies or sponsored agencies | $3,287,000 | 1,813 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $627,000 | 1,248 |
| Commercial mortgage pass-through securities | $627,000 | 856 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $160,000 | 2,028 |
| Available-for-sale securities (fair market value) | $6,552,000 | 4,667 |
| Total debt securities | $6,712,000 | 4,935 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $6,422,000 | 5,022 |
| U.S. Government securities | $6,262,000 | 4,398 |
| U.S. Treasury securities | $986,000 | 1,126 |
| U.S. Government agency obligations | $5,276,000 | 4,398 |
| Securities issued by states & political subdivisions | $160,000 | 4,846 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,277,000 | 3,673 |
| Mortgage-backed securities | $4,270,000 | 3,539 |
| Certificates of participation in pools of residential mortgages | $165,000 | 4,409 |
| Issued or guaranteed by U.S. | $165,000 | 4,403 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,440,000 | 1,829 |
| CMOs issued by government agencies or sponsored agencies | $3,440,000 | 1,763 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $665,000 | 1,207 |
| Commercial mortgage pass-through securities | $665,000 | 826 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $160,000 | 2,051 |
| Available-for-sale securities (fair market value) | $6,262,000 | 4,717 |
| Total debt securities | $6,422,000 | 4,997 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $6,235,000 | 5,083 |
| U.S. Government securities | $6,075,000 | 4,456 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $6,075,000 | 4,332 |
| Securities issued by states & political subdivisions | $160,000 | 4,878 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,075,000 | 3,567 |
| Mortgage-backed securities | $4,555,000 | 3,526 |
| Certificates of participation in pools of residential mortgages | $186,000 | 4,431 |
| Issued or guaranteed by U.S. | $186,000 | 4,427 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,691,000 | 1,799 |
| CMOs issued by government agencies or sponsored agencies | $3,691,000 | 1,734 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $678,000 | 1,149 |
| Commercial mortgage pass-through securities | $678,000 | 760 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $160,000 | 2,075 |
| Available-for-sale securities (fair market value) | $6,075,000 | 4,774 |
| Total debt securities | $6,235,000 | 5,061 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $6,489,000 | 5,135 |
| U.S. Government securities | $6,329,000 | 4,503 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $6,329,000 | 4,371 |
| Securities issued by states & political subdivisions | $160,000 | 4,920 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,329,000 | 3,581 |
| Mortgage-backed securities | $4,800,000 | 3,517 |
| Certificates of participation in pools of residential mortgages | $210,000 | 4,475 |
| Issued or guaranteed by U.S. | $210,000 | 4,469 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,901,000 | 1,779 |
| CMOs issued by government agencies or sponsored agencies | $3,901,000 | 1,716 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $689,000 | 1,080 |
| Commercial mortgage pass-through securities | $689,000 | 716 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $160,000 | 2,120 |
| Available-for-sale securities (fair market value) | $6,329,000 | 4,812 |
| Total debt securities | $6,489,000 | 5,114 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $7,041,000 | 5,140 |
| U.S. Government securities | $6,721,000 | 4,545 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $6,721,000 | 4,424 |
| Securities issued by states & political subdivisions | $320,000 | 4,863 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,721,000 | 3,571 |
| Mortgage-backed securities | $5,195,000 | 3,469 |
| Certificates of participation in pools of residential mortgages | $235,000 | 4,505 |
| Issued or guaranteed by U.S. | $235,000 | 4,500 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,061,000 | 1,757 |
| CMOs issued by government agencies or sponsored agencies | $4,061,000 | 1,691 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $899,000 | 1,024 |
| Commercial mortgage pass-through securities | $899,000 | 671 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $320,000 | 2,066 |
| Available-for-sale securities (fair market value) | $6,721,000 | 4,836 |
| Total debt securities | $7,041,000 | 5,119 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $9,621,000 | 4,942 |
| U.S. Government securities | $9,301,000 | 4,204 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,301,000 | 4,072 |
| Securities issued by states & political subdivisions | $320,000 | 4,904 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,301,000 | 3,197 |
| Mortgage-backed securities | $7,329,000 | 3,159 |
| Certificates of participation in pools of residential mortgages | $257,000 | 4,517 |
| Issued or guaranteed by U.S. | $257,000 | 4,513 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,662,000 | 1,565 |
| CMOs issued by government agencies or sponsored agencies | $5,662,000 | 1,502 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $1,410,000 | 861 |
| Commercial mortgage pass-through securities | $902,000 | 642 |
| Other commercial mortgage-backed securities | $508,000 | 670 |
| Held to maturity securities (book value) | $320,000 | 2,108 |
| Available-for-sale securities (fair market value) | $9,301,000 | 4,622 |
| Total debt securities | $9,621,000 | 4,920 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $10,019,000 | 4,983 |
| U.S. Government securities | $9,699,000 | 4,226 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $9,699,000 | 4,104 |
| Securities issued by states & political subdivisions | $320,000 | 4,957 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,699,000 | 3,191 |
| Mortgage-backed securities | $7,712,000 | 3,156 |
| Certificates of participation in pools of residential mortgages | $285,000 | 4,561 |
| Issued or guaranteed by U.S. | $285,000 | 4,556 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $5,992,000 | 1,533 |
| CMOs issued by government agencies or sponsored agencies | $5,992,000 | 1,469 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $1,435,000 | 817 |
| Commercial mortgage pass-through securities | $924,000 | 619 |
| Other commercial mortgage-backed securities | $511,000 | 637 |
| Held to maturity securities (book value) | $320,000 | 2,122 |
| Available-for-sale securities (fair market value) | $9,699,000 | 4,662 |
| Total debt securities | $10,019,000 | 4,960 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $10,818,000 | 4,981 |
| U.S. Government securities | $10,434,000 | 4,246 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $10,434,000 | 4,130 |
| Securities issued by states & political subdivisions | $320,000 | 4,994 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $64,000 | 899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,433,000 | 3,096 |
| Mortgage-backed securities | $8,442,000 | 3,140 |
| Certificates of participation in pools of residential mortgages | $320,000 | 4,613 |
| Issued or guaranteed by U.S. | $320,000 | 4,610 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,600,000 | 1,522 |
| CMOs issued by government agencies or sponsored agencies | $6,600,000 | 1,461 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $1,522,000 | 762 |
| Commercial mortgage pass-through securities | $1,009,000 | 538 |
| Other commercial mortgage-backed securities | $513,000 | 614 |
| Held to maturity securities (book value) | $320,000 | 2,166 |
| Available-for-sale securities (fair market value) | $10,498,000 | 4,661 |
| Total debt securities | $10,754,000 | 4,967 |
| 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 | $16,030,000 | 4,561 |
| U.S. Government securities | $15,500,000 | 3,722 |
| U.S. Treasury securities | $740,000 | 1,108 |
| U.S. Government agency obligations | $14,760,000 | 3,687 |
| Securities issued by states & political subdivisions | $475,000 | 4,916 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $55,000 | 922 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,500,000 | 2,596 |
| Mortgage-backed securities | $10,669,000 | 2,924 |
| Certificates of participation in pools of residential mortgages | $361,000 | 4,639 |
| Issued or guaranteed by U.S. | $361,000 | 4,633 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $7,719,000 | 1,472 |
| CMOs issued by government agencies or sponsored agencies | $7,719,000 | 1,402 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $2,589,000 | 619 |
| Commercial mortgage pass-through securities | $1,023,000 | 516 |
| Other commercial mortgage-backed securities | $1,566,000 | 477 |
| Held to maturity securities (book value) | $475,000 | 2,103 |
| Available-for-sale securities (fair market value) | $15,555,000 | 4,252 |
| Total debt securities | $15,975,000 | 4,551 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $16,762,000 | 4,564 |
| U.S. Government securities | $16,237,000 | 3,694 |
| U.S. Treasury securities | $740,000 | 1,138 |
| U.S. Government agency obligations | $15,497,000 | 3,654 |
| Securities issued by states & political subdivisions | $475,000 | 5,002 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $50,000 | 937 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,237,000 | 2,549 |
| Mortgage-backed securities | $11,426,000 | 2,891 |
| Certificates of participation in pools of residential mortgages | $395,000 | 4,699 |
| Issued or guaranteed by U.S. | $395,000 | 4,694 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $8,455,000 | 1,428 |
| CMOs issued by government agencies or sponsored agencies | $8,455,000 | 1,360 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $2,576,000 | 608 |
| Commercial mortgage pass-through securities | $1,020,000 | 512 |
| Other commercial mortgage-backed securities | $1,556,000 | 461 |
| Held to maturity securities (book value) | $475,000 | 2,126 |
| Available-for-sale securities (fair market value) | $16,287,000 | 4,226 |
| Total debt securities | $16,712,000 | 4,551 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $16,183,000 | 4,697 |
| U.S. Government securities | $15,649,000 | 3,866 |
| U.S. Treasury securities | $743,000 | 1,149 |
| U.S. Government agency obligations | $14,906,000 | 3,824 |
| Securities issued by states & political subdivisions | $475,000 | 5,056 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $59,000 | 967 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,133,000 | 2,643 |
| Mortgage-backed securities | $10,833,000 | 3,023 |
| Certificates of participation in pools of residential mortgages | $430,000 | 4,766 |
| Issued or guaranteed by U.S. | $430,000 | 4,762 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $7,822,000 | 1,507 |
| CMOs issued by government agencies or sponsored agencies | $7,822,000 | 1,436 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $2,581,000 | 588 |
| Commercial mortgage pass-through securities | $1,024,000 | 506 |
| Other commercial mortgage-backed securities | $1,557,000 | 426 |
| Held to maturity securities (book value) | $475,000 | 2,162 |
| Available-for-sale securities (fair market value) | $15,708,000 | 4,349 |
| Total debt securities | $16,124,000 | 4,684 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $14,813,000 | 4,899 |
| U.S. Government securities | $14,280,000 | 4,078 |
| U.S. Treasury securities | $745,000 | 1,109 |
| U.S. Government agency obligations | $13,535,000 | 4,051 |
| Securities issued by states & political subdivisions | $475,000 | 5,120 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $58,000 | 987 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,280,000 | 2,731 |
| Mortgage-backed securities | $9,442,000 | 3,252 |
| Certificates of participation in pools of residential mortgages | $476,000 | 4,781 |
| Issued or guaranteed by U.S. | $476,000 | 4,779 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,359,000 | 1,665 |
| CMOs issued by government agencies or sponsored agencies | $6,359,000 | 1,592 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $2,607,000 | 589 |
| Commercial mortgage pass-through securities | $1,041,000 | 500 |
| Other commercial mortgage-backed securities | $1,566,000 | 409 |
| Held to maturity securities (book value) | $475,000 | 2,176 |
| Available-for-sale securities (fair market value) | $14,338,000 | 4,539 |
| Total debt securities | $14,755,000 | 4,878 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $15,229,000 | 4,905 |
| U.S. Government securities | $14,574,000 | 4,066 |
| U.S. Treasury securities | $1,496,000 | 779 |
| U.S. Government agency obligations | $13,078,000 | 4,153 |
| Securities issued by states & political subdivisions | $590,000 | 5,078 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $65,000 | 995 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,080,000 | 2,775 |
| Mortgage-backed securities | $8,982,000 | 3,338 |
| Certificates of participation in pools of residential mortgages | $516,000 | 4,804 |
| Issued or guaranteed by U.S. | $516,000 | 4,800 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $5,862,000 | 1,734 |
| CMOs issued by government agencies or sponsored agencies | $5,862,000 | 1,659 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $2,604,000 | 556 |
| Commercial mortgage pass-through securities | $1,041,000 | 487 |
| Other commercial mortgage-backed securities | $1,563,000 | 396 |
| Held to maturity securities (book value) | $590,000 | 2,113 |
| Available-for-sale securities (fair market value) | $14,639,000 | 4,570 |
| Total debt securities | $15,164,000 | 4,890 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $14,901,000 | 4,949 |
| U.S. Government securities | $14,722,000 | 4,036 |
| U.S. Treasury securities | $1,498,000 | 750 |
| U.S. Government agency obligations | $13,224,000 | 4,126 |
| Securities issued by states & political subdivisions | $115,000 | 5,440 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $64,000 | 1,003 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,722,000 | 2,707 |
| Mortgage-backed securities | $9,167,000 | 3,307 |
| Certificates of participation in pools of residential mortgages | $566,000 | 4,815 |
| Issued or guaranteed by U.S. | $566,000 | 4,811 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $6,010,000 | 1,730 |
| CMOs issued by government agencies or sponsored agencies | $6,010,000 | 1,644 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $2,591,000 | 523 |
| Commercial mortgage pass-through securities | $1,037,000 | 447 |
| Other commercial mortgage-backed securities | $1,554,000 | 386 |
| Held to maturity securities (book value) | $115,000 | 2,422 |
| Available-for-sale securities (fair market value) | $14,786,000 | 4,565 |
| Total debt securities | $14,837,000 | 4,931 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $17,212,000 | 4,763 |
| U.S. Government securities | $17,028,000 | 3,821 |
| U.S. Treasury securities | $4,501,000 | 462 |
| U.S. Government agency obligations | $12,527,000 | 4,237 |
| Securities issued by states & political subdivisions | $115,000 | 5,473 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $69,000 | 990 |
| 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 | 2,937 |
| Mortgage-backed securities | $8,444,000 | 3,419 |
| Certificates of participation in pools of residential mortgages | $635,000 | 4,820 |
| Issued or guaranteed by U.S. | $635,000 | 4,815 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $6,249,000 | 1,720 |
| CMOs issued by government agencies or sponsored agencies | $6,249,000 | 1,631 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $1,560,000 | 616 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $1,560,000 | 384 |
| Held to maturity securities (book value) | $115,000 | 2,421 |
| Available-for-sale securities (fair market value) | $17,097,000 | 4,390 |
| Total debt securities | $17,143,000 | 4,740 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $13,447,000 | 5,137 |
| U.S. Government securities | $13,279,000 | 4,232 |
| U.S. Treasury securities | $2,501,000 | 604 |
| U.S. Government agency obligations | $10,778,000 | 4,444 |
| Securities issued by states & political subdivisions | $115,000 | 5,474 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $53,000 | 1,020 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,256,000 | 2,951 |
| Mortgage-backed securities | $7,735,000 | 3,534 |
| Certificates of participation in pools of residential mortgages | $718,000 | 4,764 |
| Issued or guaranteed by U.S. | $718,000 | 4,760 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $7,017,000 | 1,663 |
| CMOs issued by government agencies or sponsored agencies | $7,017,000 | 1,572 |
| 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) | $115,000 | 2,368 |
| Available-for-sale securities (fair market value) | $13,332,000 | 4,772 |
| Total debt securities | $13,394,000 | 5,115 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $12,860,000 | 5,238 |
| U.S. Government securities | $12,370,000 | 4,391 |
| U.S. Treasury securities | $2,513,000 | 628 |
| U.S. Government agency obligations | $9,857,000 | 4,644 |
| Securities issued by states & political subdivisions | $433,000 | 5,278 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $57,000 | 1,037 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,369,000 | 2,983 |
| Mortgage-backed securities | $6,735,000 | 3,751 |
| Certificates of participation in pools of residential mortgages | $802,000 | 4,780 |
| Issued or guaranteed by U.S. | $802,000 | 4,778 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,933,000 | 1,856 |
| CMOs issued by government agencies or sponsored agencies | $5,933,000 | 1,763 |
| 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) | $433,000 | 2,131 |
| Available-for-sale securities (fair market value) | $12,427,000 | 4,908 |
| Total debt securities | $12,803,000 | 5,211 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $13,448,000 | 5,146 |
| U.S. Government securities | $12,956,000 | 4,285 |
| U.S. Treasury securities | $2,515,000 | 618 |
| U.S. Government agency obligations | $10,441,000 | 4,531 |
| Securities issued by states & political subdivisions | $433,000 | 5,309 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $59,000 | 1,012 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,364,000 | 2,972 |
| Mortgage-backed securities | $7,306,000 | 3,677 |
| Certificates of participation in pools of residential mortgages | $898,000 | 4,760 |
| Issued or guaranteed by U.S. | $898,000 | 4,759 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $6,408,000 | 1,841 |
| CMOs issued by government agencies or sponsored agencies | $6,408,000 | 1,746 |
| 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) | $433,000 | 2,160 |
| Available-for-sale securities (fair market value) | $13,015,000 | 4,816 |
| Total debt securities | $13,389,000 | 5,125 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $13,366,000 | 5,229 |
| U.S. Government securities | $12,633,000 | 4,421 |
| U.S. Treasury securities | $2,519,000 | 572 |
| U.S. Government agency obligations | $10,114,000 | 4,675 |
| Securities issued by states & political subdivisions | $683,000 | 5,171 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $50,000 | 1,023 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,547,000 | 2,957 |
| Mortgage-backed securities | $8,077,000 | 3,697 |
| Certificates of participation in pools of residential mortgages | $1,019,000 | 4,817 |
| Issued or guaranteed by U.S. | $1,019,000 | 4,814 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $7,058,000 | 1,832 |
| CMOs issued by government agencies or sponsored agencies | $7,058,000 | 1,740 |
| 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) | $683,000 | 2,070 |
| Available-for-sale securities (fair market value) | $12,683,000 | 4,909 |
| Total debt securities | $13,316,000 | 5,203 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $14,092,000 | 5,163 |
| U.S. Government securities | $13,292,000 | 4,385 |
| U.S. Treasury securities | $2,506,000 | 560 |
| U.S. Government agency obligations | $10,786,000 | 4,671 |
| Securities issued by states & political subdivisions | $753,000 | 5,120 |
| 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 | $47,000 | 1,061 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,672,000 | 3,112 |
| Mortgage-backed securities | $8,755,000 | 3,648 |
| Certificates of participation in pools of residential mortgages | $1,118,000 | 4,800 |
| Issued or guaranteed by U.S. | $1,118,000 | 4,797 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,637,000 | 1,780 |
| CMOs issued by government agencies or sponsored agencies | $7,637,000 | 1,688 |
| 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) | $753,000 | 2,056 |
| Available-for-sale securities (fair market value) | $13,339,000 | 4,870 |
| Total debt securities | $14,045,000 | 5,135 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $15,777,000 | 5,038 |
| U.S. Government securities | $14,003,000 | 4,400 |
| U.S. Treasury securities | $2,508,000 | 598 |
| U.S. Government agency obligations | $11,495,000 | 4,664 |
| Securities issued by states & political subdivisions | $1,733,000 | 4,620 |
| 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 | $41,000 | 1,040 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,033,000 | 2,923 |
| Mortgage-backed securities | $9,461,000 | 3,577 |
| Certificates of participation in pools of residential mortgages | $1,220,000 | 4,774 |
| Issued or guaranteed by U.S. | $1,220,000 | 4,772 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $8,241,000 | 1,740 |
| CMOs issued by government agencies or sponsored agencies | $8,241,000 | 1,646 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $1,733,000 | 1,791 |
| Available-for-sale securities (fair market value) | $14,044,000 | 4,837 |
| Total debt securities | $15,736,000 | 5,018 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $22,184,000 | 4,358 |
| U.S. Government securities | $20,422,000 | 3,600 |
| U.S. Treasury securities | $2,512,000 | 558 |
| U.S. Government agency obligations | $17,910,000 | 3,785 |
| Securities issued by states & political subdivisions | $1,734,000 | 4,611 |
| 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 | $28,000 | 1,079 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,895,000 | 2,166 |
| Mortgage-backed securities | $5,821,000 | 4,073 |
| Certificates of participation in pools of residential mortgages | $1,323,000 | 4,681 |
| Issued or guaranteed by U.S. | $1,323,000 | 4,674 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $4,498,000 | 2,191 |
| CMOs issued by government agencies or sponsored agencies | $4,498,000 | 2,016 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $1,734,000 | 1,861 |
| Available-for-sale securities (fair market value) | $20,450,000 | 4,142 |
| Total debt securities | $22,156,000 | 4,327 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $13,858,000 | 5,204 |
| U.S. Government securities | $11,453,000 | 4,675 |
| U.S. Treasury securities | $3,015,000 | 541 |
| U.S. Government agency obligations | $8,438,000 | 5,095 |
| Securities issued by states & political subdivisions | $2,375,000 | 4,306 |
| 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 | $30,000 | 1,120 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,747,000 | 3,232 |
| Mortgage-backed securities | $6,419,000 | 3,919 |
| Certificates of participation in pools of residential mortgages | $1,452,000 | 4,615 |
| Issued or guaranteed by U.S. | $1,452,000 | 4,603 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $4,967,000 | 2,089 |
| CMOs issued by government agencies or sponsored agencies | $4,967,000 | 1,907 |
| 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) | $2,875,000 | 1,650 |
| Available-for-sale securities (fair market value) | $10,983,000 | 5,169 |
| Total debt securities | $13,828,000 | 5,182 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $14,311,000 | 5,216 |
| U.S. Government securities | $11,906,000 | 4,738 |
| U.S. Treasury securities | $3,015,000 | 605 |
| U.S. Government agency obligations | $8,891,000 | 5,128 |
| Securities issued by states & political subdivisions | $2,375,000 | 4,289 |
| 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 | $30,000 | 1,147 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,930,000 | 3,221 |
| Mortgage-backed securities | $6,863,000 | 3,810 |
| Certificates of participation in pools of residential mortgages | $1,550,000 | 4,567 |
| Issued or guaranteed by U.S. | $1,550,000 | 4,559 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $5,313,000 | 2,025 |
| CMOs issued by government agencies or sponsored agencies | $5,313,000 | 1,838 |
| 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) | $2,876,000 | 1,680 |
| Available-for-sale securities (fair market value) | $11,435,000 | 5,183 |
| Total debt securities | $14,281,000 | 5,188 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $13,819,000 | 5,266 |
| U.S. Government securities | $11,296,000 | 4,801 |
| U.S. Treasury securities | $502,000 | 1,077 |
| U.S. Government agency obligations | $10,794,000 | 4,772 |
| Securities issued by states & political subdivisions | $2,493,000 | 4,218 |
| 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 | $30,000 | 1,166 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,065,000 | 3,387 |
| Mortgage-backed securities | $7,265,000 | 3,681 |
| Certificates of participation in pools of residential mortgages | $1,705,000 | 4,464 |
| Issued or guaranteed by U.S. | $1,705,000 | 4,455 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $5,560,000 | 1,933 |
| CMOs issued by government agencies or sponsored agencies | $5,560,000 | 1,739 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $2,995,000 | 1,671 |
| Available-for-sale securities (fair market value) | $10,824,000 | 5,242 |
| Total debt securities | $13,789,000 | 5,231 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $16,297,000 | 4,868 |
| U.S. Government securities | $13,773,000 | 4,247 |
| U.S. Treasury securities | $503,000 | 1,075 |
| U.S. Government agency obligations | $13,270,000 | 4,222 |
| Securities issued by states & political subdivisions | $2,493,000 | 4,218 |
| 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 | $31,000 | 1,145 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,375,000 | 3,270 |
| Mortgage-backed securities | $7,984,000 | 3,478 |
| Certificates of participation in pools of residential mortgages | $1,867,000 | 4,287 |
| Issued or guaranteed by U.S. | $1,867,000 | 4,282 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,117,000 | 1,845 |
| CMOs issued by government agencies or sponsored agencies | $6,117,000 | 1,643 |
| 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) | $6,208,000 | 1,297 |
| Available-for-sale securities (fair market value) | $10,089,000 | 5,246 |
| Total debt securities | $16,266,000 | 4,831 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $18,894,000 | 4,489 |
| U.S. Government securities | $15,619,000 | 3,958 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $15,619,000 | 3,843 |
| Securities issued by states & political subdivisions | $2,494,000 | 4,144 |
| Other domestic debt securities | $750,000 | 2,352 |
| 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 | $750,000 | 1,542 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $31,000 | 1,190 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,831,000 | 2,933 |
| Mortgage-backed securities | $7,028,000 | 3,614 |
| Certificates of participation in pools of residential mortgages | $2,064,000 | 4,202 |
| Issued or guaranteed by U.S. | $2,064,000 | 4,194 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,964,000 | 1,982 |
| CMOs issued by government agencies or sponsored agencies | $4,964,000 | 1,753 |
| 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) | $9,727,000 | 1,052 |
| Available-for-sale securities (fair market value) | $9,167,000 | 5,345 |
| Total debt securities | $18,863,000 | 4,452 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $22,369,000 | 4,133 |
| U.S. Government securities | $19,093,000 | 3,585 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $19,093,000 | 3,493 |
| Securities issued by states & political subdivisions | $2,495,000 | 4,099 |
| Other domestic debt securities | $751,000 | 2,350 |
| 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 | $751,000 | 1,495 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $30,000 | 1,239 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,924,000 | 2,609 |
| Mortgage-backed securities | $7,491,000 | 3,526 |
| Certificates of participation in pools of residential mortgages | $2,240,000 | 4,203 |
| Issued or guaranteed by U.S. | $2,240,000 | 4,194 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $5,251,000 | 1,868 |
| CMOs issued by government agencies or sponsored agencies | $5,251,000 | 1,624 |
| 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) | $12,776,000 | 938 |
| Available-for-sale securities (fair market value) | $9,593,000 | 5,326 |
| Total debt securities | $22,339,000 | 4,094 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $21,862,000 | 4,234 |
| U.S. Government securities | $18,447,000 | 3,722 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $18,447,000 | 3,639 |
| Securities issued by states & political subdivisions | $2,643,000 | 4,015 |
| Other domestic debt securities | $751,000 | 2,399 |
| 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 | $751,000 | 1,511 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $21,000 | 1,357 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,337,000 | 3,116 |
| Mortgage-backed securities | $6,362,000 | 3,815 |
| Certificates of participation in pools of residential mortgages | $830,000 | 4,992 |
| Issued or guaranteed by U.S. | $830,000 | 4,982 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,532,000 | 1,784 |
| CMOs issued by government agencies or sponsored agencies | $5,532,000 | 1,536 |
| 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) | $13,474,000 | 921 |
| Available-for-sale securities (fair market value) | $8,388,000 | 5,589 |
| Total debt securities | $21,841,000 | 4,201 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $17,667,000 | 4,669 |
| U.S. Government securities | $14,272,000 | 4,232 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $14,272,000 | 4,149 |
| Securities issued by states & political subdivisions | $2,644,000 | 4,037 |
| Other domestic debt securities | $751,000 | 2,467 |
| 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 | $751,000 | 1,548 |
| 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 | $12,619,000 | 2,964 |
| Mortgage-backed securities | $2,918,000 | 4,697 |
| Certificates of participation in pools of residential mortgages | $873,000 | 5,042 |
| Issued or guaranteed by U.S. | $873,000 | 5,033 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,045,000 | 2,455 |
| CMOs issued by government agencies or sponsored agencies | $2,045,000 | 2,140 |
| 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) | $13,746,000 | 915 |
| Available-for-sale securities (fair market value) | $3,921,000 | 6,428 |
| Total debt securities | $17,667,000 | 4,629 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $12,426,000 | 5,427 |
| U.S. Government securities | $9,030,000 | 5,193 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $9,030,000 | 5,095 |
| Securities issued by states & political subdivisions | $2,644,000 | 4,059 |
| Other domestic debt securities | $752,000 | 2,562 |
| 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 | $752,000 | 1,634 |
| 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 | $8,327,000 | 3,659 |
| Mortgage-backed securities | $1,961,000 | 5,106 |
| Certificates of participation in pools of residential mortgages | $934,000 | 5,094 |
| Issued or guaranteed by U.S. | $934,000 | 5,083 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,027,000 | 2,867 |
| CMOs issued by government agencies or sponsored agencies | $1,027,000 | 2,507 |
| 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) | $10,465,000 | 1,105 |
| Available-for-sale securities (fair market value) | $1,961,000 | 6,861 |
| Total debt securities | $12,426,000 | 5,380 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $12,763,000 | 5,366 |
| U.S. Government securities | $9,366,000 | 5,100 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $9,366,000 | 5,002 |
| Securities issued by states & political subdivisions | $2,645,000 | 4,032 |
| Other domestic debt securities | $752,000 | 2,599 |
| 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 | $752,000 | 1,667 |
| 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 | $8,623,000 | 3,604 |
| Mortgage-backed securities | $2,001,000 | 5,132 |
| Certificates of participation in pools of residential mortgages | $975,000 | 5,114 |
| Issued or guaranteed by U.S. | $975,000 | 5,099 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,026,000 | 2,861 |
| CMOs issued by government agencies or sponsored agencies | $1,026,000 | 2,491 |
| 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) | $10,762,000 | 1,112 |
| Available-for-sale securities (fair market value) | $2,001,000 | 6,894 |
| Total debt securities | $12,763,000 | 5,323 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $13,848,000 | 5,254 |
| U.S. Government securities | $10,258,000 | 5,028 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $10,258,000 | 4,944 |
| Securities issued by states & political subdivisions | $2,838,000 | 3,872 |
| Other domestic debt securities | $752,000 | 2,528 |
| 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 | $752,000 | 1,728 |
| 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 | $10,573,000 | 3,314 |
| Mortgage-backed securities | $1,044,000 | 5,580 |
| Certificates of participation in pools of residential mortgages | $1,044,000 | 5,162 |
| Issued or guaranteed by U.S. | $1,044,000 | 5,145 |
| 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) | $12,804,000 | 1,002 |
| Available-for-sale securities (fair market value) | $1,044,000 | 7,110 |
| Total debt securities | $13,848,000 | 5,212 |
| 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 | $17,908,000 | 4,698 |
| U.S. Government securities | $14,317,000 | 4,348 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $14,317,000 | 4,272 |
| Securities issued by states & political subdivisions | $2,839,000 | 3,839 |
| Other domestic debt securities | $752,000 | 2,472 |
| 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 | $752,000 | 1,693 |
| 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 | $15,677,000 | 2,690 |
| Mortgage-backed securities | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| 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) | $17,908,000 | 803 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $17,908,000 | 4,661 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $13,883,000 | 5,236 |
| U.S. Government securities | $10,551,000 | 4,975 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $10,551,000 | 4,891 |
| Securities issued by states & political subdivisions | $2,579,000 | 3,927 |
| Other domestic debt securities | $753,000 | 2,425 |
| 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 | $753,000 | 1,660 |
| 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 | $12,176,000 | 3,109 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| 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) | $13,883,000 | 949 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $13,883,000 | 5,197 |
| 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 | $13,372,000 | 5,337 |
| U.S. Government securities | $10,038,000 | 5,125 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $10,038,000 | 5,037 |
| Securities issued by states & political subdivisions | $2,581,000 | 3,967 |
| Other domestic debt securities | $753,000 | 2,436 |
| 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 | $753,000 | 1,713 |
| 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 | $11,459,000 | 3,176 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| 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) | $13,372,000 | 960 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $13,372,000 | 5,285 |
| 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 | $11,957,000 | 5,600 |
| U.S. Government securities | $9,065,000 | 5,318 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $9,065,000 | 5,229 |
| Securities issued by states & political subdivisions | $2,139,000 | 4,183 |
| Other domestic debt securities | $753,000 | 2,367 |
| 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 | $753,000 | 1,670 |
| 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 | $8,475,000 | 3,642 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| 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) | $11,957,000 | 1,041 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $11,957,000 | 5,527 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $16,993,000 | 4,871 |
| U.S. Government securities | $14,100,000 | 4,461 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $14,100,000 | 4,373 |
| Securities issued by states & political subdivisions | $2,139,000 | 4,208 |
| Other domestic debt securities | $754,000 | 2,198 |
| 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 | $754,000 | 1,553 |
| 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 | $14,760,000 | 2,706 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| 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) | $16,993,000 | 862 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $16,993,000 | 4,820 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| 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 | $9,235,000 | 6,238 |
| U.S. Government securities | $6,341,000 | 6,291 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $6,341,000 | 6,181 |
| Securities issued by states & political subdivisions | $2,140,000 | 4,196 |
| Other domestic debt securities | $754,000 | 2,135 |
| 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 | $754,000 | 1,516 |
| 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 | $7,001,000 | 4,013 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| 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) | $9,235,000 | 1,307 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $9,235,000 | 6,173 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $14,715,000 | 5,256 |
| U.S. Government securities | $11,821,000 | 5,016 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $11,821,000 | 4,909 |
| Securities issued by states & political subdivisions | $2,140,000 | 4,184 |
| Other domestic debt securities | $754,000 | 2,082 |
| 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 | $754,000 | 1,485 |
| 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 | $12,480,000 | 3,021 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| 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) | $14,715,000 | 1,002 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $14,715,000 | 5,212 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| 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 | $17,583,000 | 4,841 |
| U.S. Government securities | $13,824,000 | 4,651 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $13,824,000 | 4,530 |
| Securities issued by states & political subdivisions | $3,005,000 | 3,797 |
| Other domestic debt securities | $754,000 | 2,095 |
| 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 | $754,000 | 1,514 |
| 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 | $15,069,000 | 2,674 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| 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) | $17,583,000 | 896 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $17,583,000 | 4,793 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| 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 | $22,233,000 | 4,251 |
| U.S. Government securities | $18,393,000 | 3,948 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $18,393,000 | 3,843 |
| Securities issued by states & political subdivisions | $3,085,000 | 3,780 |
| Other domestic debt securities | $755,000 | 2,103 |
| 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 | $755,000 | 1,543 |
| 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 | $19,638,000 | 2,234 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| 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) | $22,233,000 | 769 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $22,233,000 | 4,196 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,283 |
| Fair value | $749,000 | 2,280 |
| 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 | $23,031,000 | 4,194 |
| U.S. Government securities | $18,889,000 | 3,919 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $18,889,000 | 3,811 |
| Securities issued by states & political subdivisions | $3,387,000 | 3,621 |
| Other domestic debt securities | $755,000 | 2,119 |
| 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 | $755,000 | 1,561 |
| 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 | $20,135,000 | 2,181 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| 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) | $23,031,000 | 789 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $23,031,000 | 4,139 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,398 |
| Fair value | $748,000 | 2,403 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $17,028,000 | 5,001 |
| U.S. Government securities | $12,884,000 | 4,927 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $12,884,000 | 4,791 |
| Securities issued by states & political subdivisions | $3,389,000 | 3,629 |
| Other domestic debt securities | $755,000 | 2,143 |
| 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 | $755,000 | 1,604 |
| 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 | $14,130,000 | 2,795 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| 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) | $17,028,000 | 994 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $17,028,000 | 4,951 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $12,313,000 | 5,810 |
| U.S. Government securities | $7,900,000 | 6,107 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $7,900,000 | 5,958 |
| Securities issued by states & political subdivisions | $3,658,000 | 3,541 |
| Other domestic debt securities | $755,000 | 2,206 |
| 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 | $755,000 | 1,679 |
| 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 | $7,251,000 | 3,977 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,313,000 | 1,236 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $12,313,000 | 5,755 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,456 |
| Fair value | $745,000 | 2,453 |
| 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 | $13,968,000 | 5,552 |
| U.S. Government securities | $9,552,000 | 5,687 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $9,552,000 | 5,543 |
| Securities issued by states & political subdivisions | $3,660,000 | 3,559 |
| Other domestic debt securities | $756,000 | 2,291 |
| 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 | $756,000 | 1,786 |
| 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 | $9,302,000 | 3,507 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| 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) | $13,968,000 | 1,186 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $13,968,000 | 5,503 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,450 |
| Fair value | $745,000 | 2,448 |
| 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 | $17,478,000 | 4,990 |
| U.S. Government securities | $13,060,000 | 4,883 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $13,060,000 | 4,746 |
| Securities issued by states & political subdivisions | $3,662,000 | 3,547 |
| Other domestic debt securities | $756,000 | 2,320 |
| 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 | $756,000 | 1,845 |
| 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 | $12,808,000 | 2,910 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| 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) | $17,478,000 | 1,016 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $17,478,000 | 4,941 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,409 |
| Fair value | $747,000 | 2,410 |
| 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 | $18,090,000 | 4,913 |
| U.S. Government securities | $13,669,000 | 4,801 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $13,669,000 | 4,666 |
| Securities issued by states & political subdivisions | $3,665,000 | 3,532 |
| Other domestic debt securities | $756,000 | 2,405 |
| 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 | $756,000 | 1,933 |
| 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 | $13,417,000 | 2,811 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| 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) | $18,090,000 | 986 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $18,090,000 | 4,862 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,395 |
| Fair value | $749,000 | 2,397 |
| 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 | $21,455,000 | 4,518 |
| U.S. Government securities | $16,680,000 | 4,341 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $16,680,000 | 4,208 |
| Securities issued by states & political subdivisions | $4,018,000 | 3,386 |
| Other domestic debt securities | $757,000 | 2,478 |
| 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 | $757,000 | 2,031 |
| 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 | $13,397,000 | 2,807 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| 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) | $21,455,000 | 900 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $21,455,000 | 4,458 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,383 |
| Fair value | $747,000 | 2,384 |
| 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 | $14,286,000 | 5,633 |
| U.S. Government securities | $9,508,000 | 5,799 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $9,508,000 | 5,646 |
| Securities issued by states & political subdivisions | $4,021,000 | 3,406 |
| Other domestic debt securities | $757,000 | 2,510 |
| 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 | $757,000 | 2,099 |
| 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 | $9,009,000 | 3,559 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| 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) | $14,286,000 | 1,191 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $14,286,000 | 5,559 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $11,955,000 | 6,110 |
| U.S. Government securities | $6,765,000 | 6,558 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $6,765,000 | 6,398 |
| Securities issued by states & political subdivisions | $4,433,000 | 3,248 |
| Other domestic debt securities | $757,000 | 2,539 |
| 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 | $757,000 | 2,150 |
| 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 | $6,266,000 | 4,185 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| 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) | $11,955,000 | 1,353 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $11,955,000 | 6,043 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $11,104,000 | 6,338 |
| U.S. Government securities | $6,170,000 | 6,836 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $6,170,000 | 6,670 |
| Securities issued by states & political subdivisions | $4,177,000 | 3,359 |
| Other domestic debt securities | $757,000 | 2,646 |
| 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 | $757,000 | 2,261 |
| 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 | $6,170,000 | 4,201 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| 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) | $11,104,000 | 1,408 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $11,104,000 | 6,257 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $11,044,000 | 6,353 |
| U.S. Government securities | $6,177,000 | 6,782 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,177,000 | 6,621 |
| Securities issued by states & political subdivisions | $4,110,000 | 3,387 |
| Other domestic debt securities | $757,000 | 2,730 |
| 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 | $757,000 | 2,338 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,927,000 | 4,958 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| 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) | $11,044,000 | 1,372 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $11,044,000 | 6,270 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $10,773,000 | 6,448 |
| U.S. Government securities | $5,834,000 | 6,990 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,834,000 | 6,807 |
| Securities issued by states & political subdivisions | $4,182,000 | 3,369 |
| Other domestic debt securities | $757,000 | 2,786 |
| 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 | $757,000 | 2,469 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,734,000 | 5,463 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| 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) | $10,773,000 | 1,409 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $10,773,000 | 6,360 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $9,178,000 | 6,715 |
| U.S. Government securities | $4,746,000 | 7,228 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $4,746,000 | 7,051 |
| Securities issued by states & political subdivisions | $3,674,000 | 3,554 |
| Other domestic debt securities | $758,000 | 2,907 |
| 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 | $758,000 | 2,587 |
| 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 | $3,039,000 | 5,279 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| 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) | $9,178,000 | 1,539 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $9,178,000 | 6,620 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $7,466,000 | 7,086 |
| U.S. Government securities | $3,032,000 | 7,821 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $3,032,000 | 7,638 |
| Securities issued by states & political subdivisions | $3,676,000 | 3,537 |
| Other domestic debt securities | $758,000 | 2,990 |
| 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 | $758,000 | 2,657 |
| 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 | $3,032,000 | 5,258 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| 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) | $7,466,000 | 1,705 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $7,466,000 | 6,989 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $7,135,000 | 7,238 |
| U.S. Government securities | $3,039,000 | 7,875 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $3,039,000 | 7,685 |
| Securities issued by states & political subdivisions | $3,338,000 | 3,620 |
| Other domestic debt securities | $758,000 | 3,014 |
| 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 | $758,000 | 2,669 |
| 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 | $3,039,000 | 5,290 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| 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) | $7,135,000 | 1,800 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $7,135,000 | 7,139 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $7,980,000 | 7,029 |
| U.S. Government securities | $4,176,000 | 7,457 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,176,000 | 7,252 |
| Securities issued by states & political subdivisions | $3,046,000 | 3,730 |
| Other domestic debt securities | $758,000 | 3,026 |
| 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 | $758,000 | 2,685 |
| 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 | $3,794,000 | 4,925 |
| Mortgage-backed securities | $31,000 | 7,179 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $31,000 | 4,272 |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 4,083 |
| 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) | $7,980,000 | 1,717 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $7,980,000 | 6,936 |
| 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 | $12,244,000 | 5,959 |
| U.S. Government securities | $9,365,000 | 5,688 |
| U.S. Treasury securities | $524,000 | 2,370 |
| U.S. Government agency obligations | $8,841,000 | 5,598 |
| Securities issued by states & political subdivisions | $2,879,000 | 3,815 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,524,000 | 6,313 |
| Mortgage-backed securities | $205,000 | 6,772 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $205,000 | 4,111 |
| CMOs issued by government agencies or sponsored agencies | $205,000 | 3,926 |
| 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) | $12,244,000 | 1,350 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $12,244,000 | 5,862 |
| 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 | $12,782,000 | 6,047 |
| U.S. Government securities | $9,696,000 | 5,947 |
| U.S. Treasury securities | $955,000 | 2,905 |
| U.S. Government agency obligations | $8,741,000 | 5,918 |
| Securities issued by states & political subdivisions | $2,919,000 | 3,750 |
| 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 | $167,000 | 6,111 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,066,000 | 4,236 |
| Mortgage-backed securities | $269,000 | 6,479 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $269,000 | 3,643 |
| CMOs issued by government agencies or sponsored agencies | $269,000 | 3,469 |
| 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) | $12,615,000 | 1,634 |
| Available-for-sale securities (fair market value) | $167,000 | 9,010 |
| Total debt securities | $12,615,000 | 5,973 |
| 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 | $12,929,000 | 6,301 |
| U.S. Government securities | $10,768,000 | 5,871 |
| U.S. Treasury securities | $3,245,000 | 2,074 |
| U.S. Government agency obligations | $7,523,000 | 6,454 |
| Securities issued by states & political subdivisions | $1,998,000 | 4,624 |
| 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 | $163,000 | 6,061 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,832,000 | 5,814 |
| Mortgage-backed securities | $269,000 | 6,823 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $269,000 | 3,869 |
| CMOs issued by government agencies or sponsored agencies | $269,000 | 3,697 |
| 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) | $12,766,000 | 1,807 |
| Available-for-sale securities (fair market value) | $163,000 | 9,277 |
| Total debt securities | $12,766,000 | 6,226 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $9,863,000 | 7,150 |
| U.S. Government securities | $8,940,000 | 6,437 |
| U.S. Treasury securities | $6,722,000 | 1,800 |
| U.S. Government agency obligations | $2,218,000 | 8,613 |
| Securities issued by states & political subdivisions | $781,000 | 6,099 |
| 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 | $142,000 | 6,009 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,714,000 | 5,603 |
| Mortgage-backed securities | $268,000 | 7,065 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $268,000 | 4,130 |
| CMOs issued by government agencies or sponsored agencies | $268,000 | 3,959 |
| 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) | $9,721,000 | 2,364 |
| Available-for-sale securities (fair market value) | $142,000 | 9,436 |
| Total debt securities | $9,721,000 | 7,055 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $8,477,000 | 7,926 |
| U.S. Government securities | $7,744,000 | 7,365 |
| U.S. Treasury securities | $6,348,000 | 2,649 |
| U.S. Government agency obligations | $1,396,000 | 9,458 |
| Securities issued by states & political subdivisions | $731,000 | 6,304 |
| 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 | $2,000 | 8,208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,503,000 | 6,946 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,475,000 | 3,108 |
| Available-for-sale securities (fair market value) | $2,000 | 10,156 |
| Total debt securities | $8,475,000 | 7,798 |
| Structured notes | ||
| Amortized cost | $200,000 | 2,615 |
| Fair value | $182,000 | 2,776 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $6,980,000 | 8,995 |
| U.S. Government securities | $6,660,000 | 8,399 |
| U.S. Treasury securities | $6,460,000 | 3,183 |
| U.S. Government agency obligations | $200,000 | 10,660 |
| Securities issued by states & political subdivisions | $318,000 | 7,537 |
| 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 | $2,000 | 8,367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,302,000 | 7,468 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,978,000 | 3,967 |
| Available-for-sale securities (fair market value) | $2,000 | 10,524 |
| Total debt securities | $6,978,000 | 8,903 |
| 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 | $8,090,000 | 8,958 |
| U.S. Government securities | $7,974,000 | 8,180 |
| U.S. Treasury securities | $7,774,000 | 3,338 |
| U.S. Government agency obligations | $200,000 | 11,046 |
| Securities issued by states & political subdivisions | $114,000 | 8,555 |
| 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 | $2,000 | 8,510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $766,000 | 8,464 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,088,000 | 3,878 |
| Available-for-sale securities (fair market value) | $2,000 | 11,037 |
| Total debt securities | $8,088,000 | 8,853 |
| 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 | $6,977,000 | 9,939 |
| U.S. Government securities | $6,807,000 | 9,224 |
| U.S. Treasury securities | $6,607,000 | 4,625 |
| U.S. Government agency obligations | $200,000 | 11,559 |
| Securities issued by states & political subdivisions | $68,000 | 9,241 |
| Other domestic debt securities | $100,000 | 5,037 |
| 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 | $100,000 | 3,983 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,694 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $790,000 | 8,794 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,975,000 | 6,922 |
| Available-for-sale securities (fair market value) | $2,000 | 11,214 |
| Total debt securities | $6,975,000 | 9,838 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $4,330,000 | 11,600 |
| U.S. Government securities | $4,224,000 | 10,960 |
| U.S. Treasury securities | $3,954,000 | 6,561 |
| U.S. Government agency obligations | $270,000 | 11,915 |
| Securities issued by states & political subdivisions | $4,000 | 9,837 |
| Other domestic debt securities | $100,000 | 5,775 |
| 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 | $100,000 | 4,513 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,263,000 | 8,074 |
| Mortgage-backed securities | $70,000 | 10,363 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $70,000 | 6,743 |
| CMOs issued by government agencies or sponsored agencies | $70,000 | 6,343 |
| 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 | $4,328,000 | 11,467 |
| 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 | $5,785,000 | 11,183 |
| U.S. Government securities | $5,455,000 | 10,502 |
| U.S. Treasury securities | $5,326,000 | 5,557 |
| U.S. Government agency obligations | $129,000 | 12,521 |
| Securities issued by states & political subdivisions | $4,000 | 9,961 |
| Other domestic debt securities | $324,000 | 5,650 |
| Privately issued residential mortgage-backed securities | $22,000 | 3,963 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $302,000 | 4,357 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $756,000 | 9,202 |
| Mortgage-backed securities | $151,000 | 10,607 |
| 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 | $151,000 | 6,778 |
| CMOs issued by government agencies or sponsored agencies | $129,000 | 6,318 |
| Privately issued | $22,000 | 3,404 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,783,000 | 11,044 |
| 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 |