Home > The First National Bank of Assumption > Securities
The First National Bank of Assumption, Securities
| 2023-12-31 | Rank | |
| Total securities | $7,234,000 | 4,138 |
| U.S. Government securities | $1,716,000 | 4,209 |
| U.S. Treasury securities | $496,000 | 2,647 |
| U.S. Government agency obligations | $1,220,000 | 4,043 |
| Securities issued by states & political subdivisions | $5,518,000 | 2,865 |
| 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 | $5,728,000 | 3,278 |
| Mortgage-backed securities | $124,000 | 3,712 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $62,000 | 3,556 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $62,000 | 2,601 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $2,150,000 | 1,380 |
| Available-for-sale securities (fair market value) | $5,084,000 | 3,963 |
| Total debt securities | $7,234,000 | 4,112 |
| 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 | $7,027,000 | 4,163 |
| U.S. Government securities | $1,691,000 | 4,239 |
| U.S. Treasury securities | $496,000 | 2,710 |
| U.S. Government agency obligations | $1,195,000 | 4,066 |
| Securities issued by states & political subdivisions | $5,336,000 | 2,898 |
| 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 | $5,488,000 | 3,265 |
| Mortgage-backed securities | $128,000 | 3,722 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $64,000 | 3,576 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $64,000 | 2,597 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $2,153,000 | 1,405 |
| Available-for-sale securities (fair market value) | $4,874,000 | 3,981 |
| Total debt securities | $7,026,000 | 4,140 |
| 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 | $7,415,000 | 4,182 |
| U.S. Government securities | $1,713,000 | 4,268 |
| U.S. Treasury securities | $494,000 | 2,732 |
| U.S. Government agency obligations | $1,219,000 | 4,093 |
| Securities issued by states & political subdivisions | $5,702,000 | 2,904 |
| 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 | $5,171,000 | 3,274 |
| Mortgage-backed securities | $140,000 | 3,737 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $70,000 | 3,587 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $70,000 | 2,595 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $2,405,000 | 1,395 |
| Available-for-sale securities (fair market value) | $5,010,000 | 4,004 |
| Total debt securities | $7,415,000 | 4,161 |
| 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 | $7,657,000 | 4,240 |
| U.S. Government securities | $1,732,000 | 4,332 |
| U.S. Treasury securities | $494,000 | 2,800 |
| U.S. Government agency obligations | $1,238,000 | 4,110 |
| Securities issued by states & political subdivisions | $5,925,000 | 2,938 |
| 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 | $5,234,000 | 3,219 |
| Mortgage-backed securities | $150,000 | 3,790 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $75,000 | 3,630 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $75,000 | 2,629 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $2,558,000 | 1,420 |
| Available-for-sale securities (fair market value) | $5,099,000 | 4,075 |
| Total debt securities | $7,657,000 | 4,218 |
| 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 | $7,527,000 | 4,289 |
| U.S. Government securities | $1,729,000 | 4,357 |
| U.S. Treasury securities | $492,000 | 2,844 |
| U.S. Government agency obligations | $1,237,000 | 4,134 |
| Securities issued by states & political subdivisions | $5,798,000 | 2,979 |
| 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 | $5,149,000 | 3,161 |
| Mortgage-backed securities | $158,000 | 3,820 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $79,000 | 3,664 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $79,000 | 2,646 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $2,560,000 | 1,429 |
| Available-for-sale securities (fair market value) | $4,967,000 | 4,108 |
| Total debt securities | $7,527,000 | 4,265 |
| 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 | $8,132,000 | 4,292 |
| U.S. Government securities | $1,732,000 | 4,391 |
| U.S. Treasury securities | $492,000 | 2,867 |
| U.S. Government agency obligations | $1,240,000 | 4,162 |
| Securities issued by states & political subdivisions | $6,400,000 | 2,943 |
| 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 | $3,349,000 | 3,371 |
| Mortgage-backed securities | $163,000 | 3,841 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $81,000 | 3,691 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $82,000 | 2,661 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $2,808,000 | 1,390 |
| Available-for-sale securities (fair market value) | $5,324,000 | 4,130 |
| Total debt securities | $8,132,000 | 4,266 |
| 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 | $8,235,000 | 4,299 |
| U.S. Government securities | $1,540,000 | 4,420 |
| U.S. Treasury securities | $490,000 | 2,832 |
| U.S. Government agency obligations | $1,050,000 | 4,205 |
| Securities issued by states & political subdivisions | $6,695,000 | 2,968 |
| 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 | $6,620,000 | 2,976 |
| Mortgage-backed securities | $184,000 | 3,879 |
| Certificates of participation in pools of residential mortgages | $90,000 | 3,781 |
| Issued or guaranteed by U.S. | $90,000 | 3,711 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $94,000 | 2,754 |
| CMOs issued by government agencies or sponsored agencies | $94,000 | 2,683 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $2,656,000 | 1,336 |
| Available-for-sale securities (fair market value) | $5,579,000 | 4,152 |
| Total debt securities | $8,235,000 | 4,281 |
| 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 | $8,205,000 | 4,258 |
| U.S. Government securities | $1,395,000 | 4,390 |
| U.S. Treasury securities | $490,000 | 2,587 |
| U.S. Government agency obligations | $905,000 | 4,234 |
| Securities issued by states & political subdivisions | $6,810,000 | 2,969 |
| 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 | $6,520,000 | 2,955 |
| Mortgage-backed securities | $207,000 | 3,886 |
| Certificates of participation in pools of residential mortgages | $98,000 | 3,794 |
| Issued or guaranteed by U.S. | $98,000 | 3,730 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $109,000 | 2,731 |
| CMOs issued by government agencies or sponsored agencies | $109,000 | 2,663 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $2,409,000 | 1,257 |
| Available-for-sale securities (fair market value) | $5,796,000 | 4,116 |
| Total debt securities | $8,205,000 | 4,238 |
| 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 | $7,969,000 | 4,238 |
| U.S. Government securities | $975,000 | 4,400 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $975,000 | 4,229 |
| Securities issued by states & political subdivisions | $6,994,000 | 2,985 |
| 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 | $3,925,000 | 3,291 |
| Mortgage-backed securities | $236,000 | 3,894 |
| Certificates of participation in pools of residential mortgages | $110,000 | 3,807 |
| Issued or guaranteed by U.S. | $110,000 | 3,730 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $126,000 | 2,707 |
| CMOs issued by government agencies or sponsored agencies | $126,000 | 2,650 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $2,013,000 | 1,204 |
| Available-for-sale securities (fair market value) | $5,956,000 | 4,107 |
| Total debt securities | $7,975,000 | 4,217 |
| 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 | $7,520,000 | 4,283 |
| U.S. Government securities | $767,000 | 4,463 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $767,000 | 4,319 |
| Securities issued by states & political subdivisions | $6,753,000 | 3,007 |
| 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 | $4,081,000 | 3,279 |
| Mortgage-backed securities | $273,000 | 3,932 |
| Certificates of participation in pools of residential mortgages | $126,000 | 3,848 |
| Issued or guaranteed by U.S. | $126,000 | 3,778 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $147,000 | 2,734 |
| CMOs issued by government agencies or sponsored agencies | $147,000 | 2,671 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $2,117,000 | 1,176 |
| Available-for-sale securities (fair market value) | $5,403,000 | 4,163 |
| Total debt securities | $7,520,000 | 4,258 |
| 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 | $7,196,000 | 4,306 |
| U.S. Government securities | $806,000 | 4,480 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $806,000 | 4,346 |
| Securities issued by states & political subdivisions | $6,390,000 | 3,039 |
| 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 | $3,307,000 | 3,408 |
| Mortgage-backed securities | $310,000 | 3,940 |
| Certificates of participation in pools of residential mortgages | $141,000 | 3,857 |
| Issued or guaranteed by U.S. | $141,000 | 3,781 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $169,000 | 2,708 |
| CMOs issued by government agencies or sponsored agencies | $169,000 | 2,654 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $2,121,000 | 1,164 |
| Available-for-sale securities (fair market value) | $5,075,000 | 4,187 |
| Total debt securities | $7,196,000 | 4,283 |
| 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 | $6,057,000 | 4,327 |
| U.S. Government securities | $852,000 | 4,469 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $852,000 | 4,338 |
| Securities issued by states & political subdivisions | $5,205,000 | 3,176 |
| 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 | $3,113,000 | 3,419 |
| Mortgage-backed securities | $358,000 | 3,922 |
| Certificates of participation in pools of residential mortgages | $155,000 | 3,841 |
| Issued or guaranteed by U.S. | $155,000 | 3,760 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $203,000 | 2,668 |
| CMOs issued by government agencies or sponsored agencies | $203,000 | 2,613 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $2,125,000 | 1,135 |
| Available-for-sale securities (fair market value) | $3,932,000 | 4,238 |
| Total debt securities | $6,058,000 | 4,302 |
| 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 | $5,492,000 | 4,353 |
| U.S. Government securities | $670,000 | 4,453 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $670,000 | 4,335 |
| Securities issued by states & political subdivisions | $4,822,000 | 3,216 |
| 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 | $4,745,000 | 3,165 |
| Mortgage-backed securities | $420,000 | 3,906 |
| Certificates of participation in pools of residential mortgages | $175,000 | 3,824 |
| Issued or guaranteed by U.S. | $175,000 | 3,751 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $245,000 | 2,654 |
| CMOs issued by government agencies or sponsored agencies | $245,000 | 2,596 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $2,189,000 | 1,110 |
| Available-for-sale securities (fair market value) | $3,303,000 | 4,266 |
| Total debt securities | $5,491,000 | 4,328 |
| 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 | $5,140,000 | 4,362 |
| U.S. Government securities | $494,000 | 4,526 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $494,000 | 4,409 |
| Securities issued by states & political subdivisions | $4,646,000 | 3,162 |
| 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 | $3,167,000 | 3,452 |
| Mortgage-backed securities | $494,000 | 3,896 |
| Certificates of participation in pools of residential mortgages | $193,000 | 3,819 |
| Issued or guaranteed by U.S. | $193,000 | 3,746 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $301,000 | 2,636 |
| CMOs issued by government agencies or sponsored agencies | $301,000 | 2,583 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $2,433,000 | 1,077 |
| Available-for-sale securities (fair market value) | $2,707,000 | 4,338 |
| Total debt securities | $5,140,000 | 4,335 |
| 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 | $4,875,000 | 4,415 |
| U.S. Government securities | $564,000 | 4,545 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $564,000 | 4,423 |
| Securities issued by states & political subdivisions | $3,579,000 | 3,291 |
| 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 | $1,963,000 | 3,728 |
| Mortgage-backed securities | $564,000 | 3,890 |
| Certificates of participation in pools of residential mortgages | $214,000 | 3,814 |
| Issued or guaranteed by U.S. | $214,000 | 3,744 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $350,000 | 2,619 |
| CMOs issued by government agencies or sponsored agencies | $350,000 | 2,577 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $2,310,000 | 1,095 |
| Available-for-sale securities (fair market value) | $1,833,000 | 4,433 |
| Total debt securities | $4,143,000 | 4,445 |
| 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 | $5,581,000 | 4,377 |
| U.S. Government securities | $1,106,000 | 4,493 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $1,106,000 | 4,370 |
| Securities issued by states & political subdivisions | $3,747,000 | 3,207 |
| 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 | $728,000 | 85 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,676,000 | 3,384 |
| Mortgage-backed securities | $606,000 | 3,906 |
| Certificates of participation in pools of residential mortgages | $229,000 | 3,832 |
| Issued or guaranteed by U.S. | $229,000 | 3,749 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $377,000 | 2,619 |
| CMOs issued by government agencies or sponsored agencies | $377,000 | 2,572 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $2,512,000 | 1,084 |
| Available-for-sale securities (fair market value) | $3,069,000 | 4,368 |
| Total debt securities | $4,853,000 | 4,423 |
| 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 | $5,891,000 | 4,409 |
| U.S. Government securities | $1,627,000 | 4,486 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $1,627,000 | 4,346 |
| Securities issued by states & political subdivisions | $3,542,000 | 3,249 |
| 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 | $722,000 | 108 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,925,000 | 3,404 |
| Mortgage-backed securities | $238,000 | 4,038 |
| Certificates of participation in pools of residential mortgages | $238,000 | 3,848 |
| Issued or guaranteed by U.S. | $238,000 | 3,780 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $2,286,000 | 1,144 |
| Available-for-sale securities (fair market value) | $3,605,000 | 4,382 |
| Total debt securities | $5,169,000 | 4,455 |
| 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 | $6,399,000 | 4,448 |
| U.S. Government securities | $1,651,000 | 4,573 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,651,000 | 4,430 |
| Securities issued by states & political subdivisions | $4,026,000 | 3,194 |
| 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 | $722,000 | 156 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,671,000 | 3,515 |
| Mortgage-backed securities | $252,000 | 4,075 |
| Certificates of participation in pools of residential mortgages | $252,000 | 3,876 |
| Issued or guaranteed by U.S. | $252,000 | 3,800 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $2,789,000 | 1,157 |
| Available-for-sale securities (fair market value) | $3,610,000 | 4,456 |
| Total debt securities | $5,677,000 | 4,475 |
| 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 | $6,608,000 | 4,483 |
| U.S. Government securities | $1,663,000 | 4,637 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,663,000 | 4,496 |
| Securities issued by states & political subdivisions | $4,229,000 | 3,202 |
| 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 | $716,000 | 172 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,730,000 | 3,557 |
| Mortgage-backed securities | $267,000 | 4,086 |
| Certificates of participation in pools of residential mortgages | $267,000 | 3,888 |
| Issued or guaranteed by U.S. | $267,000 | 3,818 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $2,794,000 | 1,198 |
| Available-for-sale securities (fair market value) | $3,814,000 | 4,492 |
| Total debt securities | $5,892,000 | 4,520 |
| 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 | $6,575,000 | 4,548 |
| U.S. Government securities | $1,644,000 | 4,688 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $1,644,000 | 4,542 |
| Securities issued by states & political subdivisions | $4,222,000 | 3,262 |
| 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 | $709,000 | 182 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,552,000 | 3,645 |
| Mortgage-backed securities | $276,000 | 4,118 |
| Certificates of participation in pools of residential mortgages | $276,000 | 3,912 |
| Issued or guaranteed by U.S. | $276,000 | 3,835 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $2,795,000 | 1,214 |
| Available-for-sale securities (fair market value) | $3,780,000 | 4,540 |
| Total debt securities | $5,866,000 | 4,587 |
| 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 | $6,724,000 | 4,578 |
| U.S. Government securities | $1,610,000 | 4,731 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $1,610,000 | 4,588 |
| Securities issued by states & political subdivisions | $4,418,000 | 3,292 |
| 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 | $696,000 | 287 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,812,000 | 3,622 |
| Mortgage-backed securities | $285,000 | 4,142 |
| Certificates of participation in pools of residential mortgages | $285,000 | 3,939 |
| Issued or guaranteed by U.S. | $285,000 | 3,875 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $3,000,000 | 1,226 |
| Available-for-sale securities (fair market value) | $3,724,000 | 4,584 |
| Total debt securities | $6,028,000 | 4,618 |
| 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 | $6,808,000 | 4,617 |
| U.S. Government securities | $1,598,000 | 4,810 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,598,000 | 4,664 |
| Securities issued by states & political subdivisions | $4,518,000 | 3,314 |
| 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 | $692,000 | 313 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,924,000 | 4,080 |
| Mortgage-backed securities | $295,000 | 4,195 |
| Certificates of participation in pools of residential mortgages | $295,000 | 3,988 |
| Issued or guaranteed by U.S. | $295,000 | 3,963 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $3,105,000 | 1,238 |
| Available-for-sale securities (fair market value) | $3,703,000 | 4,650 |
| Total debt securities | $6,116,000 | 4,654 |
| 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 | $6,868,000 | 4,660 |
| U.S. Government securities | $1,618,000 | 4,837 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $1,618,000 | 4,691 |
| Securities issued by states & political subdivisions | $4,526,000 | 3,356 |
| 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 | $724,000 | 320 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,741,000 | 3,707 |
| Mortgage-backed securities | $311,000 | 4,240 |
| Certificates of participation in pools of residential mortgages | $311,000 | 4,029 |
| Issued or guaranteed by U.S. | $311,000 | 3,892 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $3,109,000 | 1,255 |
| Available-for-sale securities (fair market value) | $3,759,000 | 4,700 |
| Total debt securities | $6,144,000 | 4,712 |
| 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 | $6,904,000 | 4,715 |
| U.S. Government securities | $1,640,000 | 4,905 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $1,640,000 | 4,772 |
| Securities issued by states & political subdivisions | $4,540,000 | 3,401 |
| 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 | $724,000 | 341 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,770,000 | 3,573 |
| Mortgage-backed securities | $327,000 | 4,275 |
| Certificates of participation in pools of residential mortgages | $327,000 | 4,068 |
| Issued or guaranteed by U.S. | $327,000 | 4,061 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $3,114,000 | 1,288 |
| Available-for-sale securities (fair market value) | $3,790,000 | 4,755 |
| Total debt securities | $6,180,000 | 4,768 |
| 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 | $7,335,000 | 4,737 |
| U.S. Government securities | $1,685,000 | 4,952 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,685,000 | 4,828 |
| Securities issued by states & political subdivisions | $4,916,000 | 3,403 |
| 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 | $734,000 | 551 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,208,000 | 3,557 |
| Mortgage-backed securities | $349,000 | 4,310 |
| Certificates of participation in pools of residential mortgages | $349,000 | 4,105 |
| Issued or guaranteed by U.S. | $349,000 | 4,100 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $3,118,000 | 1,312 |
| Available-for-sale securities (fair market value) | $4,217,000 | 4,765 |
| Total debt securities | $6,601,000 | 4,793 |
| 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 | $7,778,000 | 4,754 |
| U.S. Government securities | $1,535,000 | 5,023 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,535,000 | 4,901 |
| Securities issued by states & political subdivisions | $5,502,000 | 3,335 |
| 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 | $741,000 | 566 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,385,000 | 3,743 |
| Mortgage-backed securities | $370,000 | 4,355 |
| Certificates of participation in pools of residential mortgages | $370,000 | 4,151 |
| Issued or guaranteed by U.S. | $370,000 | 4,147 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $3,236,000 | 1,350 |
| Available-for-sale securities (fair market value) | $4,542,000 | 4,789 |
| Total debt securities | $7,037,000 | 4,793 |
| 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 | $7,822,000 | 4,796 |
| U.S. Government securities | $1,556,000 | 5,077 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,556,000 | 4,953 |
| Securities issued by states & political subdivisions | $5,523,000 | 3,362 |
| 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 | $743,000 | 571 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,401,000 | 3,772 |
| Mortgage-backed securities | $388,000 | 4,386 |
| Certificates of participation in pools of residential mortgages | $388,000 | 4,173 |
| Issued or guaranteed by U.S. | $388,000 | 4,168 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $3,197,000 | 1,375 |
| Available-for-sale securities (fair market value) | $4,625,000 | 4,820 |
| Total debt securities | $7,079,000 | 4,824 |
| 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 | $8,076,000 | 4,837 |
| U.S. Government securities | $1,801,000 | 5,101 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,801,000 | 4,982 |
| Securities issued by states & political subdivisions | $5,532,000 | 3,400 |
| 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 | $743,000 | 570 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,637,000 | 3,754 |
| Mortgage-backed securities | $402,000 | 4,447 |
| Certificates of participation in pools of residential mortgages | $402,000 | 4,234 |
| Issued or guaranteed by U.S. | $402,000 | 4,230 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $3,203,000 | 1,404 |
| Available-for-sale securities (fair market value) | $4,873,000 | 4,843 |
| Total debt securities | $7,333,000 | 4,874 |
| 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 | $7,749,000 | 4,885 |
| U.S. Government securities | $1,520,000 | 5,199 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,520,000 | 5,076 |
| Securities issued by states & political subdivisions | $5,485,000 | 3,420 |
| 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 | $744,000 | 569 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,130,000 | 3,711 |
| Mortgage-backed securities | $142,000 | 4,610 |
| Certificates of participation in pools of residential mortgages | $142,000 | 4,430 |
| Issued or guaranteed by U.S. | $142,000 | 4,424 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $3,410,000 | 1,391 |
| Available-for-sale securities (fair market value) | $4,339,000 | 4,915 |
| Total debt securities | $7,005,000 | 4,937 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $7,233,000 | 4,983 |
| U.S. Government securities | $903,000 | 5,383 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $903,000 | 5,276 |
| Securities issued by states & political subdivisions | $5,566,000 | 3,422 |
| 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 | $764,000 | 577 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,039,000 | 3,953 |
| Mortgage-backed securities | $157,000 | 4,646 |
| Certificates of participation in pools of residential mortgages | $157,000 | 4,457 |
| Issued or guaranteed by U.S. | $157,000 | 4,453 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $3,418,000 | 1,395 |
| Available-for-sale securities (fair market value) | $3,815,000 | 5,016 |
| Total debt securities | $6,469,000 | 5,041 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $7,658,000 | 4,997 |
| U.S. Government securities | $1,422,000 | 5,369 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,422,000 | 5,261 |
| Securities issued by states & political subdivisions | $5,471,000 | 3,458 |
| 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 | $765,000 | 595 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,368,000 | 3,951 |
| Mortgage-backed securities | $170,000 | 4,694 |
| Certificates of participation in pools of residential mortgages | $170,000 | 4,509 |
| Issued or guaranteed by U.S. | $170,000 | 4,503 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $3,111,000 | 1,466 |
| Available-for-sale securities (fair market value) | $4,547,000 | 5,014 |
| Total debt securities | $6,893,000 | 5,059 |
| Structured notes | ||
| Amortized cost | $500,000 | 968 |
| Fair value | $500,000 | 993 |
| 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 | $7,634,000 | 5,078 |
| U.S. Government securities | $1,429,000 | 5,448 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,429,000 | 5,342 |
| Securities issued by states & political subdivisions | $5,462,000 | 3,444 |
| 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 | $743,000 | 596 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,229,000 | 3,651 |
| Mortgage-backed securities | $181,000 | 4,726 |
| Certificates of participation in pools of residential mortgages | $181,000 | 4,540 |
| Issued or guaranteed by U.S. | $181,000 | 4,535 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $3,118,000 | 1,507 |
| Available-for-sale securities (fair market value) | $4,516,000 | 5,079 |
| Total debt securities | $6,891,000 | 5,142 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,132 |
| Fair value | $499,000 | 1,192 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $7,604,000 | 5,139 |
| U.S. Government securities | $1,921,000 | 5,426 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,921,000 | 5,322 |
| Securities issued by states & political subdivisions | $4,946,000 | 3,572 |
| 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 | $737,000 | 605 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,960,000 | 3,925 |
| Mortgage-backed securities | $191,000 | 4,756 |
| Certificates of participation in pools of residential mortgages | $191,000 | 4,563 |
| Issued or guaranteed by U.S. | $191,000 | 4,559 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $3,049,000 | 1,549 |
| Available-for-sale securities (fair market value) | $4,555,000 | 5,131 |
| Total debt securities | $6,867,000 | 5,180 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 988 |
| Fair value | $982,000 | 1,107 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $8,154,000 | 5,176 |
| U.S. Government securities | $2,439,000 | 5,403 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $2,439,000 | 5,305 |
| Securities issued by states & political subdivisions | $4,968,000 | 3,611 |
| 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 | $747,000 | 616 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,258,000 | 3,724 |
| Mortgage-backed securities | $204,000 | 4,810 |
| Certificates of participation in pools of residential mortgages | $204,000 | 4,608 |
| Issued or guaranteed by U.S. | $204,000 | 4,603 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $2,953,000 | 1,573 |
| Available-for-sale securities (fair market value) | $5,201,000 | 5,130 |
| Total debt securities | $7,407,000 | 5,217 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,000 |
| Fair value | $1,485,000 | 1,036 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $8,400,000 | 5,227 |
| U.S. Government securities | $2,681,000 | 5,448 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $2,681,000 | 5,353 |
| Securities issued by states & political subdivisions | $4,970,000 | 3,620 |
| 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 | $749,000 | 622 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,219,000 | 3,777 |
| Mortgage-backed securities | $217,000 | 4,882 |
| Certificates of participation in pools of residential mortgages | $217,000 | 4,678 |
| Issued or guaranteed by U.S. | $217,000 | 4,675 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $2,959,000 | 1,603 |
| Available-for-sale securities (fair market value) | $5,441,000 | 5,173 |
| Total debt securities | $7,651,000 | 5,290 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,068 |
| Fair value | $1,721,000 | 1,076 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $8,396,000 | 5,304 |
| U.S. Government securities | $2,718,000 | 5,517 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $2,718,000 | 5,422 |
| Securities issued by states & political subdivisions | $4,921,000 | 3,627 |
| 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 | $757,000 | 628 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,268,000 | 3,803 |
| Mortgage-backed securities | $232,000 | 4,925 |
| Certificates of participation in pools of residential mortgages | $232,000 | 4,727 |
| Issued or guaranteed by U.S. | $232,000 | 4,720 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $2,964,000 | 1,598 |
| Available-for-sale securities (fair market value) | $5,432,000 | 5,239 |
| Total debt securities | $7,639,000 | 5,349 |
| Structured notes | ||
| Amortized cost | $1,749,000 | 1,150 |
| Fair value | $1,739,000 | 1,148 |
| 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 | $8,395,000 | 5,384 |
| U.S. Government securities | $2,689,000 | 5,611 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $2,689,000 | 5,516 |
| Securities issued by states & political subdivisions | $4,945,000 | 3,668 |
| 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 | $761,000 | 627 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,319,000 | 4,045 |
| Mortgage-backed securities | $244,000 | 5,001 |
| Certificates of participation in pools of residential mortgages | $244,000 | 4,790 |
| Issued or guaranteed by U.S. | $244,000 | 4,784 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $3,001,000 | 1,607 |
| Available-for-sale securities (fair market value) | $5,394,000 | 5,331 |
| Total debt securities | $7,634,000 | 5,440 |
| Structured notes | ||
| Amortized cost | $1,749,000 | 1,218 |
| Fair value | $1,703,000 | 1,221 |
| 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 | $9,308,000 | 5,380 |
| U.S. Government securities | $2,955,000 | 5,661 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $2,955,000 | 5,565 |
| Securities issued by states & political subdivisions | $5,593,000 | 3,581 |
| 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 | $760,000 | 641 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,612,000 | 4,038 |
| Mortgage-backed securities | $258,000 | 5,080 |
| Certificates of participation in pools of residential mortgages | $258,000 | 4,865 |
| Issued or guaranteed by U.S. | $258,000 | 4,860 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $3,300,000 | 1,597 |
| Available-for-sale securities (fair market value) | $6,008,000 | 5,343 |
| Total debt securities | $8,548,000 | 5,445 |
| Structured notes | ||
| Amortized cost | $2,049,000 | 1,132 |
| Fair value | $1,967,000 | 1,216 |
| 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 | $9,526,000 | 5,410 |
| U.S. Government securities | $3,158,000 | 5,674 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $3,158,000 | 5,570 |
| Securities issued by states & political subdivisions | $5,606,000 | 3,609 |
| 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 | $762,000 | 652 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,616,000 | 4,063 |
| Mortgage-backed securities | $276,000 | 5,124 |
| Certificates of participation in pools of residential mortgages | $276,000 | 4,900 |
| Issued or guaranteed by U.S. | $276,000 | 4,896 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $3,304,000 | 1,613 |
| Available-for-sale securities (fair market value) | $6,222,000 | 5,358 |
| Total debt securities | $8,764,000 | 5,485 |
| Structured notes | ||
| Amortized cost | $2,049,000 | 1,181 |
| Fair value | $1,952,000 | 1,262 |
| 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 | $9,325,000 | 5,480 |
| U.S. Government securities | $3,107,000 | 5,723 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $3,107,000 | 5,627 |
| Securities issued by states & political subdivisions | $5,445,000 | 3,675 |
| 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 | $773,000 | 652 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,563,000 | 4,100 |
| Mortgage-backed securities | $286,000 | 5,163 |
| Certificates of participation in pools of residential mortgages | $286,000 | 4,935 |
| Issued or guaranteed by U.S. | $286,000 | 4,930 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $3,151,000 | 1,630 |
| Available-for-sale securities (fair market value) | $6,174,000 | 5,422 |
| Total debt securities | $8,552,000 | 5,549 |
| Structured notes | ||
| Amortized cost | $2,049,000 | 1,211 |
| Fair value | $1,906,000 | 1,302 |
| 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 | $9,394,000 | 5,503 |
| U.S. Government securities | $3,057,000 | 5,780 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,057,000 | 5,685 |
| Securities issued by states & political subdivisions | $5,574,000 | 3,667 |
| 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 | $763,000 | 661 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,291,000 | 4,669 |
| Mortgage-backed securities | $299,000 | 5,200 |
| Certificates of participation in pools of residential mortgages | $299,000 | 4,962 |
| Issued or guaranteed by U.S. | $299,000 | 4,957 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $3,301,000 | 1,589 |
| Available-for-sale securities (fair market value) | $6,093,000 | 5,469 |
| Total debt securities | $8,631,000 | 5,554 |
| Structured notes | ||
| Amortized cost | $2,049,000 | 1,184 |
| Fair value | $1,857,000 | 1,290 |
| 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 | $9,177,000 | 5,580 |
| U.S. Government securities | $3,123,000 | 5,838 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,123,000 | 5,743 |
| Securities issued by states & political subdivisions | $5,302,000 | 3,721 |
| 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 | $752,000 | 680 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,066,000 | 4,485 |
| Mortgage-backed securities | $317,000 | 5,238 |
| Certificates of participation in pools of residential mortgages | $317,000 | 4,996 |
| Issued or guaranteed by U.S. | $317,000 | 4,990 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $3,270,000 | 1,567 |
| Available-for-sale securities (fair market value) | $5,907,000 | 5,567 |
| Total debt securities | $8,425,000 | 5,635 |
| Structured notes | ||
| Amortized cost | $2,049,000 | 1,166 |
| Fair value | $1,891,000 | 1,263 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $9,033,000 | 5,617 |
| U.S. Government securities | $3,187,000 | 5,836 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $3,187,000 | 5,731 |
| Securities issued by states & political subdivisions | $5,074,000 | 3,765 |
| 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 | $772,000 | 670 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,570,000 | 4,641 |
| Mortgage-backed securities | $343,000 | 5,234 |
| Certificates of participation in pools of residential mortgages | $343,000 | 4,976 |
| Issued or guaranteed by U.S. | $343,000 | 4,969 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $3,030,000 | 1,535 |
| Available-for-sale securities (fair market value) | $6,003,000 | 5,575 |
| Total debt securities | $8,261,000 | 5,667 |
| Structured notes | ||
| Amortized cost | $2,049,000 | 1,155 |
| Fair value | $1,930,000 | 1,250 |
| 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 | $9,115,000 | 5,649 |
| U.S. Government securities | $3,181,000 | 5,883 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $3,181,000 | 5,778 |
| Securities issued by states & political subdivisions | $5,111,000 | 3,754 |
| 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 | $823,000 | 664 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,320,000 | 4,753 |
| Mortgage-backed securities | $389,000 | 5,267 |
| Certificates of participation in pools of residential mortgages | $389,000 | 4,992 |
| Issued or guaranteed by U.S. | $389,000 | 4,988 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $3,031,000 | 1,512 |
| Available-for-sale securities (fair market value) | $6,084,000 | 5,624 |
| Total debt securities | $8,292,000 | 5,708 |
| Structured notes | ||
| Amortized cost | $2,050,000 | 1,174 |
| Fair value | $2,042,000 | 1,178 |
| 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 | $8,587,000 | 5,712 |
| U.S. Government securities | $2,748,000 | 6,000 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,748,000 | 5,895 |
| Securities issued by states & political subdivisions | $5,009,000 | 3,760 |
| 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 | $830,000 | 654 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,339,000 | 4,757 |
| Mortgage-backed securities | $445,000 | 5,284 |
| Certificates of participation in pools of residential mortgages | $445,000 | 4,981 |
| Issued or guaranteed by U.S. | $445,000 | 4,978 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $3,032,000 | 1,517 |
| Available-for-sale securities (fair market value) | $5,555,000 | 5,720 |
| Total debt securities | $7,757,000 | 5,802 |
| Structured notes | ||
| Amortized cost | $1,550,000 | 1,420 |
| Fair value | $1,550,000 | 1,425 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $8,255,000 | 5,848 |
| U.S. Government securities | $2,713,000 | 6,127 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,713,000 | 6,028 |
| Securities issued by states & political subdivisions | $4,704,000 | 3,801 |
| 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 | $838,000 | 644 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,374,000 | 4,795 |
| Mortgage-backed securities | $512,000 | 5,352 |
| Certificates of participation in pools of residential mortgages | $505,000 | 5,063 |
| Issued or guaranteed by U.S. | $505,000 | 5,057 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $7,000 | 3,825 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,651 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $2,908,000 | 1,557 |
| Available-for-sale securities (fair market value) | $5,347,000 | 5,827 |
| Total debt securities | $7,417,000 | 5,921 |
| Structured notes | ||
| Amortized cost | $1,450,000 | 1,618 |
| Fair value | $1,446,000 | 1,615 |
| 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 | $8,530,000 | 5,872 |
| U.S. Government securities | $2,720,000 | 6,228 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $2,720,000 | 6,133 |
| Securities issued by states & political subdivisions | $4,972,000 | 3,699 |
| 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 | $838,000 | 641 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,974,000 | 4,650 |
| Mortgage-backed securities | $561,000 | 5,364 |
| Certificates of participation in pools of residential mortgages | $554,000 | 5,059 |
| Issued or guaranteed by U.S. | $554,000 | 5,053 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,000 | 3,840 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,662 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $2,910,000 | 1,554 |
| Available-for-sale securities (fair market value) | $5,620,000 | 5,835 |
| Total debt securities | $7,692,000 | 5,952 |
| Structured notes | ||
| Amortized cost | $1,248,000 | 1,876 |
| Fair value | $1,252,000 | 1,871 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $8,383,000 | 5,938 |
| U.S. Government securities | $2,924,000 | 6,278 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $2,924,000 | 6,174 |
| Securities issued by states & political subdivisions | $4,619,000 | 3,719 |
| 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 | $840,000 | 629 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,865,000 | 4,710 |
| Mortgage-backed securities | $17,000 | 5,838 |
| Certificates of participation in pools of residential mortgages | $10,000 | 5,656 |
| Issued or guaranteed by U.S. | $10,000 | 5,647 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $7,000 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,680 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $2,812,000 | 1,589 |
| Available-for-sale securities (fair market value) | $5,571,000 | 5,882 |
| Total debt securities | $7,543,000 | 6,026 |
| Structured notes | ||
| Amortized cost | $1,898,000 | 1,830 |
| Fair value | $1,890,000 | 1,836 |
| 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 | $8,151,000 | 5,985 |
| U.S. Government securities | $3,196,000 | 6,224 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $3,196,000 | 6,126 |
| Securities issued by states & political subdivisions | $4,113,000 | 3,809 |
| 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 | $842,000 | 609 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,832,000 | 4,528 |
| Mortgage-backed securities | $18,000 | 5,850 |
| Certificates of participation in pools of residential mortgages | $10,000 | 5,657 |
| Issued or guaranteed by U.S. | $10,000 | 5,645 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $8,000 | 3,811 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,533 |
| 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) | $2,814,000 | 1,640 |
| Available-for-sale securities (fair market value) | $5,337,000 | 5,914 |
| Total debt securities | $7,309,000 | 6,056 |
| Structured notes | ||
| Amortized cost | $1,898,000 | 1,796 |
| Fair value | $1,898,000 | 1,799 |
| 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 | $8,241,000 | 5,977 |
| U.S. Government securities | $3,464,000 | 6,232 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $3,464,000 | 6,117 |
| Securities issued by states & political subdivisions | $3,935,000 | 3,806 |
| 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 | $842,000 | 619 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,865,000 | 4,515 |
| Mortgage-backed securities | $20,000 | 5,866 |
| Certificates of participation in pools of residential mortgages | $12,000 | 5,670 |
| Issued or guaranteed by U.S. | $12,000 | 5,658 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $8,000 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,525 |
| 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) | $2,656,000 | 1,680 |
| Available-for-sale securities (fair market value) | $5,585,000 | 5,908 |
| Total debt securities | $7,399,000 | 6,055 |
| Structured notes | ||
| Amortized cost | $1,898,000 | 1,885 |
| Fair value | $1,898,000 | 1,887 |
| 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 | $8,323,000 | 6,059 |
| U.S. Government securities | $3,974,000 | 6,249 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $3,974,000 | 6,129 |
| Securities issued by states & political subdivisions | $3,510,000 | 3,894 |
| 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 | $839,000 | 625 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,015,000 | 4,502 |
| Mortgage-backed securities | $21,000 | 5,897 |
| Certificates of participation in pools of residential mortgages | $12,000 | 5,693 |
| Issued or guaranteed by U.S. | $12,000 | 5,686 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $9,000 | 3,804 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,507 |
| 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) | $2,638,000 | 1,720 |
| Available-for-sale securities (fair market value) | $5,685,000 | 5,974 |
| Total debt securities | $7,484,000 | 6,141 |
| Structured notes | ||
| Amortized cost | $1,898,000 | 2,086 |
| Fair value | $1,898,000 | 2,088 |
| 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 | $8,190,000 | 6,067 |
| U.S. Government securities | $5,030,000 | 6,029 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $5,030,000 | 5,900 |
| Securities issued by states & political subdivisions | $2,331,000 | 4,287 |
| 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 | $829,000 | 639 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,940,000 | 4,532 |
| Mortgage-backed securities | $21,000 | 5,916 |
| Certificates of participation in pools of residential mortgages | $12,000 | 5,709 |
| Issued or guaranteed by U.S. | $12,000 | 5,698 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $9,000 | 3,775 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,475 |
| 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) | $2,331,000 | 1,801 |
| Available-for-sale securities (fair market value) | $5,859,000 | 5,952 |
| Total debt securities | $7,361,000 | 6,165 |
| Structured notes | ||
| Amortized cost | $2,148,000 | 1,941 |
| Fair value | $2,091,000 | 1,955 |
| 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 | $7,294,000 | 6,129 |
| U.S. Government securities | $3,347,000 | 6,310 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $3,347,000 | 6,183 |
| Securities issued by states & political subdivisions | $3,121,000 | 3,987 |
| 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 | $826,000 | 637 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,955,000 | 4,507 |
| Mortgage-backed securities | $23,000 | 5,940 |
| Certificates of participation in pools of residential mortgages | $13,000 | 5,698 |
| Issued or guaranteed by U.S. | $13,000 | 5,687 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $10,000 | 3,783 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,461 |
| 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) | $2,250,000 | 1,828 |
| Available-for-sale securities (fair market value) | $5,044,000 | 6,027 |
| Total debt securities | $6,468,000 | 6,237 |
| Structured notes | ||
| Amortized cost | $2,148,000 | 1,813 |
| Fair value | $2,094,000 | 1,822 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $7,624,000 | 6,074 |
| U.S. Government securities | $4,013,000 | 6,155 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,013,000 | 6,037 |
| Securities issued by states & political subdivisions | $2,776,000 | 4,037 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $835,000 | 678 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,454,000 | 4,410 |
| Mortgage-backed securities | $59,000 | 5,913 |
| Certificates of participation in pools of residential mortgages | $49,000 | 5,591 |
| Issued or guaranteed by U.S. | $49,000 | 5,578 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $10,000 | 3,781 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,454 |
| 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) | $1,800,000 | 1,982 |
| Available-for-sale securities (fair market value) | $5,824,000 | 5,902 |
| Total debt securities | $6,789,000 | 6,189 |
| Structured notes | ||
| Amortized cost | $2,398,000 | 1,768 |
| Fair value | $2,414,000 | 1,760 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $8,282,000 | 6,040 |
| U.S. Government securities | $4,673,000 | 6,115 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $4,673,000 | 5,998 |
| Securities issued by states & political subdivisions | $2,763,000 | 3,991 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $846,000 | 704 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,815,000 | 4,361 |
| Mortgage-backed securities | $95,000 | 5,877 |
| Certificates of participation in pools of residential mortgages | $85,000 | 5,569 |
| Issued or guaranteed by U.S. | $85,000 | 5,557 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $10,000 | 3,700 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,376 |
| 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) | $1,800,000 | 2,057 |
| Available-for-sale securities (fair market value) | $6,482,000 | 5,867 |
| Total debt securities | $7,436,000 | 6,154 |
| Structured notes | ||
| Amortized cost | $2,650,000 | 1,755 |
| Fair value | $2,703,000 | 1,754 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $8,246,000 | 6,103 |
| U.S. Government securities | $5,202,000 | 6,082 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $5,202,000 | 5,965 |
| Securities issued by states & political subdivisions | $2,221,000 | 4,202 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $823,000 | 719 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,284,000 | 4,924 |
| Mortgage-backed securities | $108,000 | 5,951 |
| Certificates of participation in pools of residential mortgages | $97,000 | 5,652 |
| Issued or guaranteed by U.S. | $97,000 | 5,640 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $11,000 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,359 |
| 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) | $1,801,000 | 2,080 |
| Available-for-sale securities (fair market value) | $6,445,000 | 5,941 |
| Total debt securities | $7,423,000 | 6,211 |
| Structured notes | ||
| Amortized cost | $2,550,000 | 1,570 |
| Fair value | $2,581,000 | 1,568 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $8,244,000 | 6,097 |
| U.S. Government securities | $7,430,000 | 5,498 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $7,430,000 | 5,400 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $814,000 | 727 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,524,000 | 4,532 |
| Mortgage-backed securities | $119,000 | 5,994 |
| Certificates of participation in pools of residential mortgages | $108,000 | 5,693 |
| Issued or guaranteed by U.S. | $108,000 | 5,678 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $11,000 | 3,719 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,358 |
| 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) | $1,801,000 | 2,102 |
| Available-for-sale securities (fair market value) | $6,443,000 | 5,920 |
| Total debt securities | $7,430,000 | 6,218 |
| Structured notes | ||
| Amortized cost | $2,550,000 | 1,329 |
| Fair value | $2,601,000 | 1,318 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $8,758,000 | 6,051 |
| U.S. Government securities | $5,186,000 | 6,101 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $5,186,000 | 6,013 |
| Securities issued by states & political subdivisions | $2,746,000 | 4,017 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $826,000 | 776 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,114,000 | 4,363 |
| Mortgage-backed securities | $132,000 | 6,050 |
| Certificates of participation in pools of residential mortgages | $120,000 | 5,766 |
| Issued or guaranteed by U.S. | $120,000 | 5,748 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $12,000 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 3,346 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $2,321,000 | 2,052 |
| Available-for-sale securities (fair market value) | $6,437,000 | 5,968 |
| Total debt securities | $7,932,000 | 6,157 |
| Structured notes | ||
| Amortized cost | $1,750,000 | 1,258 |
| Fair value | $1,827,000 | 1,244 |
| 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 | $8,002,000 | 6,190 |
| U.S. Government securities | $4,150,000 | 6,404 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $4,150,000 | 6,311 |
| Securities issued by states & political subdivisions | $3,044,000 | 3,876 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $808,000 | 831 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,415,000 | 4,279 |
| Mortgage-backed securities | $149,000 | 6,086 |
| Certificates of participation in pools of residential mortgages | $137,000 | 5,803 |
| Issued or guaranteed by U.S. | $137,000 | 5,784 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $12,000 | 3,714 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 3,337 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $2,622,000 | 1,989 |
| Available-for-sale securities (fair market value) | $5,380,000 | 6,197 |
| Total debt securities | $7,194,000 | 6,302 |
| Structured notes | ||
| Amortized cost | $1,700,000 | 905 |
| Fair value | $1,772,000 | 875 |
| 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 | $8,046,000 | 6,260 |
| U.S. Government securities | $4,297,000 | 6,495 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $4,297,000 | 6,413 |
| Securities issued by states & political subdivisions | $2,929,000 | 3,836 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $820,000 | 831 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,439,000 | 4,333 |
| Mortgage-backed securities | $176,000 | 6,096 |
| Certificates of participation in pools of residential mortgages | $164,000 | 5,814 |
| Issued or guaranteed by U.S. | $164,000 | 5,795 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $12,000 | 3,722 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 3,334 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,623,000 | 2,022 |
| Available-for-sale securities (fair market value) | $5,423,000 | 6,224 |
| Total debt securities | $7,226,000 | 6,360 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 737 |
| Fair value | $1,581,000 | 726 |
| 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 | $7,895,000 | 6,322 |
| U.S. Government securities | $4,365,000 | 6,583 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,365,000 | 6,488 |
| Securities issued by states & political subdivisions | $2,726,000 | 3,883 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $804,000 | 815 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,476,000 | 4,396 |
| Mortgage-backed securities | $208,000 | 6,085 |
| Certificates of participation in pools of residential mortgages | $195,000 | 5,782 |
| Issued or guaranteed by U.S. | $195,000 | 5,761 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $13,000 | 3,690 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 3,329 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,424,000 | 2,077 |
| Available-for-sale securities (fair market value) | $5,471,000 | 6,254 |
| Total debt securities | $7,091,000 | 6,448 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 780 |
| Fair value | $1,600,000 | 765 |
| 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 | $8,681,000 | 6,146 |
| U.S. Government securities | $4,848,000 | 6,441 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,848,000 | 6,344 |
| Securities issued by states & political subdivisions | $3,062,000 | 3,723 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $771,000 | 823 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,747,000 | 4,322 |
| Mortgage-backed securities | $230,000 | 6,060 |
| Certificates of participation in pools of residential mortgages | $217,000 | 5,753 |
| Issued or guaranteed by U.S. | $217,000 | 5,735 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $13,000 | 3,624 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 3,261 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,761,000 | 2,019 |
| Available-for-sale securities (fair market value) | $5,920,000 | 6,131 |
| Total debt securities | $7,910,000 | 6,244 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 761 |
| Fair value | $1,552,000 | 751 |
| 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 | $9,011,000 | 6,105 |
| U.S. Government securities | $5,281,000 | 6,364 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $5,281,000 | 6,276 |
| Securities issued by states & political subdivisions | $2,961,000 | 3,795 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $769,000 | 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 | $5,731,000 | 4,314 |
| Mortgage-backed securities | $247,000 | 6,067 |
| Certificates of participation in pools of residential mortgages | $233,000 | 5,756 |
| Issued or guaranteed by U.S. | $233,000 | 5,732 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $14,000 | 3,638 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 3,290 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,661,000 | 2,041 |
| Available-for-sale securities (fair market value) | $6,350,000 | 6,089 |
| Total debt securities | $8,242,000 | 6,218 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 803 |
| Fair value | $1,543,000 | 790 |
| 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 | $9,175,000 | 6,098 |
| U.S. Government securities | $5,732,000 | 6,239 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,732,000 | 6,142 |
| Securities issued by states & political subdivisions | $2,661,000 | 3,942 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $782,000 | 1,133 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,802,000 | 4,246 |
| Mortgage-backed securities | $272,000 | 6,039 |
| Certificates of participation in pools of residential mortgages | $257,000 | 5,715 |
| Issued or guaranteed by U.S. | $257,000 | 5,684 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $15,000 | 3,634 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 3,277 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,661,000 | 2,077 |
| Available-for-sale securities (fair market value) | $6,514,000 | 6,089 |
| Total debt securities | $8,393,000 | 6,190 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 872 |
| Fair value | $1,583,000 | 858 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $9,407,000 | 6,129 |
| U.S. Government securities | $5,971,000 | 6,304 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $5,971,000 | 6,206 |
| Securities issued by states & political subdivisions | $2,663,000 | 3,934 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $773,000 | 1,085 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,724,000 | 4,059 |
| Mortgage-backed securities | $287,000 | 5,924 |
| Certificates of participation in pools of residential mortgages | $272,000 | 5,583 |
| Issued or guaranteed by U.S. | $272,000 | 5,561 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $15,000 | 3,570 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 3,234 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,663,000 | 2,140 |
| Available-for-sale securities (fair market value) | $6,744,000 | 6,078 |
| Total debt securities | $8,634,000 | 6,232 |
| Structured notes | ||
| Amortized cost | $2,299,000 | 959 |
| Fair value | $2,348,000 | 950 |
| 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 | $9,363,000 | 6,212 |
| U.S. Government securities | $5,929,000 | 6,408 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $5,929,000 | 6,302 |
| Securities issued by states & political subdivisions | $2,670,000 | 3,936 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $764,000 | 1,071 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,174,000 | 3,974 |
| Mortgage-backed securities | $301,000 | 5,854 |
| Certificates of participation in pools of residential mortgages | $282,000 | 5,495 |
| Issued or guaranteed by U.S. | $282,000 | 5,473 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $19,000 | 3,529 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,184 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,670,000 | 2,172 |
| Available-for-sale securities (fair market value) | $6,693,000 | 6,129 |
| Total debt securities | $8,599,000 | 6,294 |
| Structured notes | ||
| Amortized cost | $2,799,000 | 1,018 |
| Fair value | $2,815,000 | 1,013 |
| 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 | $9,301,000 | 6,236 |
| U.S. Government securities | $5,875,000 | 6,458 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,875,000 | 6,338 |
| Securities issued by states & political subdivisions | $2,671,000 | 3,938 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $755,000 | 1,085 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,923,000 | 4,592 |
| Mortgage-backed securities | $326,000 | 5,838 |
| Certificates of participation in pools of residential mortgages | $298,000 | 5,489 |
| Issued or guaranteed by U.S. | $298,000 | 5,469 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $28,000 | 3,480 |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 3,145 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,671,000 | 2,199 |
| Available-for-sale securities (fair market value) | $6,630,000 | 6,161 |
| Total debt securities | $8,546,000 | 6,334 |
| Structured notes | ||
| Amortized cost | $2,798,000 | 1,082 |
| Fair value | $2,773,000 | 1,081 |
| 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 | $9,243,000 | 6,289 |
| U.S. Government securities | $5,729,000 | 6,560 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $5,729,000 | 6,433 |
| Securities issued by states & political subdivisions | $2,743,000 | 3,912 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $771,000 | 1,097 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,952,000 | 4,601 |
| Mortgage-backed securities | $363,000 | 5,807 |
| Certificates of participation in pools of residential mortgages | $320,000 | 5,469 |
| Issued or guaranteed by U.S. | $320,000 | 5,443 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $43,000 | 3,429 |
| CMOs issued by government agencies or sponsored agencies | $43,000 | 3,123 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,743,000 | 2,212 |
| Available-for-sale securities (fair market value) | $6,500,000 | 6,212 |
| Total debt securities | $8,472,000 | 6,372 |
| Structured notes | ||
| Amortized cost | $2,798,000 | 1,129 |
| Fair value | $2,788,000 | 1,126 |
| 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 | $8,968,000 | 6,380 |
| U.S. Government securities | $5,453,000 | 6,677 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,453,000 | 6,548 |
| Securities issued by states & political subdivisions | $2,744,000 | 3,931 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $771,000 | 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 | $4,456,000 | 4,760 |
| Mortgage-backed securities | $383,000 | 5,799 |
| Certificates of participation in pools of residential mortgages | $331,000 | 5,466 |
| Issued or guaranteed by U.S. | $331,000 | 5,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $52,000 | 3,422 |
| CMOs issued by government agencies or sponsored agencies | $52,000 | 3,121 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,744,000 | 2,261 |
| Available-for-sale securities (fair market value) | $6,224,000 | 6,298 |
| Total debt securities | $8,197,000 | 6,479 |
| Structured notes | ||
| Amortized cost | $2,798,000 | 1,206 |
| Fair value | $2,779,000 | 1,205 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $9,604,000 | 6,294 |
| U.S. Government securities | $5,978,000 | 6,587 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $5,978,000 | 6,457 |
| Securities issued by states & political subdivisions | $2,856,000 | 3,857 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $770,000 | 1,167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,961,000 | 4,616 |
| Mortgage-backed securities | $412,000 | 5,781 |
| Certificates of participation in pools of residential mortgages | $346,000 | 5,469 |
| Issued or guaranteed by U.S. | $346,000 | 5,443 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $66,000 | 3,370 |
| CMOs issued by government agencies or sponsored agencies | $66,000 | 3,072 |
| 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) | $2,856,000 | 2,287 |
| Available-for-sale securities (fair market value) | $6,748,000 | 6,223 |
| Total debt securities | $8,834,000 | 6,408 |
| Structured notes | ||
| Amortized cost | $3,597,000 | 1,064 |
| Fair value | $3,569,000 | 1,058 |
| 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 | $10,021,000 | 6,226 |
| U.S. Government securities | $6,415,000 | 6,459 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $6,415,000 | 6,323 |
| Securities issued by states & political subdivisions | $2,857,000 | 3,842 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $749,000 | 1,179 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,903,000 | 4,671 |
| Mortgage-backed securities | $445,000 | 5,772 |
| Certificates of participation in pools of residential mortgages | $364,000 | 5,477 |
| Issued or guaranteed by U.S. | $364,000 | 5,453 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $81,000 | 3,369 |
| CMOs issued by government agencies or sponsored agencies | $81,000 | 3,053 |
| 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) | $2,857,000 | 2,302 |
| Available-for-sale securities (fair market value) | $7,164,000 | 6,141 |
| Total debt securities | $9,272,000 | 6,323 |
| Structured notes | ||
| Amortized cost | $3,597,000 | 1,124 |
| Fair value | $3,502,000 | 1,120 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $10,211,000 | 6,231 |
| U.S. Government securities | $6,517,000 | 6,483 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $6,517,000 | 6,344 |
| Securities issued by states & political subdivisions | $2,928,000 | 3,842 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $766,000 | 1,197 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,422,000 | 4,801 |
| Mortgage-backed securities | $495,000 | 5,750 |
| Certificates of participation in pools of residential mortgages | $396,000 | 5,458 |
| Issued or guaranteed by U.S. | $396,000 | 5,435 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $99,000 | 3,332 |
| CMOs issued by government agencies or sponsored agencies | $99,000 | 3,015 |
| 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) | $2,928,000 | 2,330 |
| Available-for-sale securities (fair market value) | $7,283,000 | 6,158 |
| Total debt securities | $9,444,000 | 6,368 |
| Structured notes | ||
| Amortized cost | $3,597,000 | 1,133 |
| Fair value | $3,530,000 | 1,132 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $10,022,000 | 6,325 |
| U.S. Government securities | $6,313,000 | 6,547 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $6,313,000 | 6,400 |
| Securities issued by states & political subdivisions | $2,931,000 | 3,861 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $778,000 | 1,214 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,438,000 | 4,780 |
| Mortgage-backed securities | $536,000 | 5,765 |
| Certificates of participation in pools of residential mortgages | $419,000 | 5,474 |
| Issued or guaranteed by U.S. | $419,000 | 5,448 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $117,000 | 3,304 |
| CMOs issued by government agencies or sponsored agencies | $117,000 | 2,997 |
| 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) | $2,931,000 | 2,381 |
| Available-for-sale securities (fair market value) | $7,091,000 | 6,233 |
| Total debt securities | $9,245,000 | 6,443 |
| Structured notes | ||
| Amortized cost | $3,597,000 | 1,134 |
| Fair value | $3,528,000 | 1,135 |
| 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 | $9,913,000 | 6,343 |
| U.S. Government securities | $5,952,000 | 6,664 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,952,000 | 6,529 |
| Securities issued by states & political subdivisions | $3,180,000 | 3,750 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $781,000 | 1,232 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,288,000 | 4,844 |
| Mortgage-backed securities | $598,000 | 5,755 |
| Certificates of participation in pools of residential mortgages | $458,000 | 5,461 |
| Issued or guaranteed by U.S. | $458,000 | 5,439 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $140,000 | 3,292 |
| CMOs issued by government agencies or sponsored agencies | $140,000 | 2,979 |
| 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) | $3,180,000 | 2,330 |
| Available-for-sale securities (fair market value) | $6,733,000 | 6,311 |
| Total debt securities | $9,134,000 | 6,471 |
| Structured notes | ||
| Amortized cost | $3,596,000 | 1,099 |
| Fair value | $3,549,000 | 1,101 |
| 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 | $10,789,000 | 6,212 |
| U.S. Government securities | $6,818,000 | 6,462 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,818,000 | 6,332 |
| Securities issued by states & political subdivisions | $3,182,000 | 3,722 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $789,000 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,355,000 | 4,801 |
| Mortgage-backed securities | $677,000 | 5,747 |
| Certificates of participation in pools of residential mortgages | $514,000 | 5,455 |
| Issued or guaranteed by U.S. | $514,000 | 5,429 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $163,000 | 3,287 |
| CMOs issued by government agencies or sponsored agencies | $163,000 | 2,987 |
| 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) | $3,182,000 | 2,358 |
| Available-for-sale securities (fair market value) | $7,607,000 | 6,147 |
| Total debt securities | $10,000,000 | 6,302 |
| Structured notes | ||
| Amortized cost | $3,596,000 | 1,103 |
| Fair value | $3,570,000 | 1,103 |
| 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 | $10,750,000 | 6,299 |
| U.S. Government securities | $6,851,000 | 6,513 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,851,000 | 6,367 |
| Securities issued by states & political subdivisions | $3,118,000 | 3,737 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $781,000 | 1,286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,352,000 | 4,834 |
| Mortgage-backed securities | $753,000 | 5,758 |
| Certificates of participation in pools of residential mortgages | $561,000 | 5,473 |
| Issued or guaranteed by U.S. | $561,000 | 5,454 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $192,000 | 3,298 |
| CMOs issued by government agencies or sponsored agencies | $192,000 | 3,011 |
| 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) | $3,118,000 | 2,394 |
| Available-for-sale securities (fair market value) | $7,632,000 | 6,191 |
| Total debt securities | $9,969,000 | 6,379 |
| Structured notes | ||
| Amortized cost | $3,596,000 | 1,099 |
| Fair value | $3,523,000 | 1,100 |
| 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 | $10,507,000 | 6,355 |
| U.S. Government securities | $6,712,000 | 6,546 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,712,000 | 6,400 |
| Securities issued by states & political subdivisions | $3,004,000 | 3,813 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $791,000 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,425,000 | 4,795 |
| Mortgage-backed securities | $837,000 | 5,754 |
| Certificates of participation in pools of residential mortgages | $614,000 | 5,463 |
| Issued or guaranteed by U.S. | $614,000 | 5,444 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $223,000 | 3,293 |
| CMOs issued by government agencies or sponsored agencies | $223,000 | 3,000 |
| 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) | $3,004,000 | 2,453 |
| Available-for-sale securities (fair market value) | $7,503,000 | 6,228 |
| Total debt securities | $9,716,000 | 6,465 |
| Structured notes | ||
| Amortized cost | $3,596,000 | 1,084 |
| Fair value | $3,567,000 | 1,085 |
| 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 | $10,849,000 | 6,321 |
| U.S. Government securities | $7,129,000 | 6,463 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $7,129,000 | 6,301 |
| Securities issued by states & political subdivisions | $2,927,000 | 3,859 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $793,000 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,453,000 | 4,799 |
| Mortgage-backed securities | $900,000 | 5,727 |
| Certificates of participation in pools of residential mortgages | $674,000 | 5,429 |
| Issued or guaranteed by U.S. | $674,000 | 5,415 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $226,000 | 3,308 |
| CMOs issued by government agencies or sponsored agencies | $226,000 | 3,020 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,927,000 | 2,506 |
| Available-for-sale securities (fair market value) | $7,922,000 | 6,175 |
| Total debt securities | $10,056,000 | 6,419 |
| Structured notes | ||
| Amortized cost | $4,095,000 | 974 |
| Fair value | $4,077,000 | 974 |
| 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 | $11,291,000 | 6,301 |
| U.S. Government securities | $7,582,000 | 6,406 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $7,582,000 | 6,231 |
| Securities issued by states & political subdivisions | $2,929,000 | 3,847 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $780,000 | 1,363 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,907,000 | 5,015 |
| Mortgage-backed securities | $961,000 | 5,747 |
| Certificates of participation in pools of residential mortgages | $726,000 | 5,446 |
| Issued or guaranteed by U.S. | $726,000 | 5,429 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $235,000 | 3,356 |
| CMOs issued by government agencies or sponsored agencies | $235,000 | 3,073 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,929,000 | 2,523 |
| Available-for-sale securities (fair market value) | $8,362,000 | 6,177 |
| Total debt securities | $10,511,000 | 6,395 |
| Structured notes | ||
| Amortized cost | $4,095,000 | 954 |
| Fair value | $3,992,000 | 958 |
| 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 | $11,648,000 | 6,215 |
| U.S. Government securities | $7,919,000 | 6,255 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $7,919,000 | 6,094 |
| Securities issued by states & political subdivisions | $2,931,000 | 3,858 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $798,000 | 1,428 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,238,000 | 5,745 |
| Mortgage-backed securities | $1,104,000 | 5,685 |
| Certificates of participation in pools of residential mortgages | $865,000 | 5,376 |
| Issued or guaranteed by U.S. | $865,000 | 5,358 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $239,000 | 3,443 |
| CMOs issued by government agencies or sponsored agencies | $239,000 | 3,145 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,931,000 | 2,509 |
| Available-for-sale securities (fair market value) | $8,717,000 | 6,081 |
| Total debt securities | $10,850,000 | 6,305 |
| Structured notes | ||
| Amortized cost | $4,095,000 | 818 |
| Fair value | $4,108,000 | 821 |
| 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 | $10,083,000 | 6,588 |
| U.S. Government securities | $6,357,000 | 6,803 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $6,357,000 | 6,620 |
| Securities issued by states & political subdivisions | $2,933,000 | 3,888 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $793,000 | 1,437 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,205,000 | 6,373 |
| Mortgage-backed securities | $669,000 | 6,041 |
| Certificates of participation in pools of residential mortgages | $430,000 | 5,846 |
| Issued or guaranteed by U.S. | $430,000 | 5,827 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $239,000 | 3,484 |
| CMOs issued by government agencies or sponsored agencies | $239,000 | 3,315 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,933,000 | 2,536 |
| Available-for-sale securities (fair market value) | $7,150,000 | 6,461 |
| Total debt securities | $9,290,000 | 6,699 |
| Structured notes | ||
| Amortized cost | $3,296,000 | 880 |
| Fair value | $3,238,000 | 888 |
| 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 | $9,904,000 | 6,571 |
| U.S. Government securities | $6,163,000 | 6,750 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $6,163,000 | 6,566 |
| Securities issued by states & political subdivisions | $2,936,000 | 3,900 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $805,000 | 1,487 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,634,000 | 6,070 |
| Mortgage-backed securities | $790,000 | 5,992 |
| Certificates of participation in pools of residential mortgages | $526,000 | 5,762 |
| Issued or guaranteed by U.S. | $526,000 | 5,740 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $264,000 | 3,526 |
| CMOs issued by government agencies or sponsored agencies | $264,000 | 3,350 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,936,000 | 2,562 |
| Available-for-sale securities (fair market value) | $6,968,000 | 6,471 |
| Total debt securities | $9,099,000 | 6,645 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 917 |
| Fair value | $2,442,000 | 935 |
| 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 | $10,536,000 | 6,357 |
| U.S. Government securities | $6,885,000 | 6,449 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $6,885,000 | 6,271 |
| Securities issued by states & political subdivisions | $2,845,000 | 3,904 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $806,000 | 1,494 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,288,000 | 5,656 |
| Mortgage-backed securities | $1,092,000 | 5,853 |
| Certificates of participation in pools of residential mortgages | $744,000 | 5,604 |
| Issued or guaranteed by U.S. | $744,000 | 5,582 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $348,000 | 3,614 |
| CMOs issued by government agencies or sponsored agencies | $348,000 | 3,441 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,845,000 | 2,612 |
| Available-for-sale securities (fair market value) | $7,691,000 | 6,254 |
| Total debt securities | $9,730,000 | 6,452 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,048 |
| Fair value | $1,499,000 | 1,069 |
| 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 | $10,387,000 | 6,417 |
| U.S. Government securities | $7,044,000 | 6,438 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $7,044,000 | 6,255 |
| Securities issued by states & political subdivisions | $2,534,000 | 4,000 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $809,000 | 1,489 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,370,000 | 5,658 |
| Mortgage-backed securities | $1,441,000 | 5,650 |
| Certificates of participation in pools of residential mortgages | $976,000 | 5,405 |
| Issued or guaranteed by U.S. | $976,000 | 5,385 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $465,000 | 3,610 |
| CMOs issued by government agencies or sponsored agencies | $465,000 | 3,442 |
| 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) | $2,534,000 | 2,744 |
| Available-for-sale securities (fair market value) | $7,853,000 | 6,227 |
| Total debt securities | $9,578,000 | 6,489 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,105 |
| Fair value | $999,000 | 1,102 |
| 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 | $10,082,000 | 6,488 |
| U.S. Government securities | $6,838,000 | 6,525 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $6,838,000 | 6,335 |
| Securities issued by states & political subdivisions | $2,434,000 | 4,047 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $810,000 | 1,480 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,248,000 | 5,726 |
| Mortgage-backed securities | $1,192,000 | 5,784 |
| Certificates of participation in pools of residential mortgages | $609,000 | 5,709 |
| Issued or guaranteed by U.S. | $609,000 | 5,692 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $583,000 | 3,502 |
| CMOs issued by government agencies or sponsored agencies | $583,000 | 3,349 |
| 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) | $2,434,000 | 2,855 |
| Available-for-sale securities (fair market value) | $7,648,000 | 6,296 |
| Total debt securities | $9,272,000 | 6,598 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $7,779,000 | 7,098 |
| U.S. Government securities | $5,322,000 | 7,089 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $5,322,000 | 6,855 |
| Securities issued by states & political subdivisions | $1,671,000 | 4,575 |
| 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 | $786,000 | 1,439 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,301,000 | 5,751 |
| Mortgage-backed securities | $1,108,000 | 5,803 |
| Certificates of participation in pools of residential mortgages | $239,000 | 6,159 |
| Issued or guaranteed by U.S. | $239,000 | 6,136 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $869,000 | 3,427 |
| CMOs issued by government agencies or sponsored agencies | $869,000 | 3,259 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,671,000 | 3,388 |
| Available-for-sale securities (fair market value) | $6,108,000 | 6,648 |
| Total debt securities | $6,993,000 | 7,223 |
| 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 | $7,466,000 | 7,524 |
| U.S. Government securities | $5,987,000 | 7,319 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $5,987,000 | 6,970 |
| Securities issued by states & political subdivisions | $676,000 | 5,805 |
| 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 | $803,000 | 2,896 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,116,000 | 6,176 |
| Mortgage-backed securities | $1,451,000 | 5,153 |
| Certificates of participation in pools of residential mortgages | $339,000 | 5,756 |
| Issued or guaranteed by U.S. | $339,000 | 5,737 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,112,000 | 2,748 |
| CMOs issued by government agencies or sponsored agencies | $1,112,000 | 2,595 |
| 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) | $676,000 | 4,735 |
| Available-for-sale securities (fair market value) | $6,790,000 | 6,661 |
| Total debt securities | $6,663,000 | 7,671 |
| 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 | $7,194,000 | 7,923 |
| U.S. Government securities | $5,851,000 | 7,686 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $5,851,000 | 7,156 |
| Securities issued by states & political subdivisions | $564,000 | 6,284 |
| 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 | $779,000 | 2,859 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,088,000 | 6,261 |
| Mortgage-backed securities | $1,691,000 | 5,293 |
| Certificates of participation in pools of residential mortgages | $389,000 | 5,960 |
| Issued or guaranteed by U.S. | $389,000 | 5,946 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,302,000 | 2,800 |
| CMOs issued by government agencies or sponsored agencies | $1,302,000 | 2,661 |
| 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) | $564,000 | 5,272 |
| Available-for-sale securities (fair market value) | $6,630,000 | 6,881 |
| Total debt securities | $6,415,000 | 8,072 |
| 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 | $6,767,000 | 8,104 |
| U.S. Government securities | $5,635,000 | 7,746 |
| U.S. Treasury securities | $400,000 | 6,269 |
| U.S. Government agency obligations | $5,235,000 | 7,093 |
| Securities issued by states & political subdivisions | $305,000 | 6,968 |
| 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 | $827,000 | 2,660 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,908,000 | 6,242 |
| Mortgage-backed securities | $2,514,000 | 5,014 |
| Certificates of participation in pools of residential mortgages | $497,000 | 5,978 |
| Issued or guaranteed by U.S. | $497,000 | 5,963 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,017,000 | 2,627 |
| CMOs issued by government agencies or sponsored agencies | $2,017,000 | 2,495 |
| 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) | $705,000 | 5,653 |
| Available-for-sale securities (fair market value) | $6,062,000 | 6,980 |
| Total debt securities | $5,940,000 | 8,306 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $7,774,000 | 8,166 |
| U.S. Government securities | $6,063,000 | 8,059 |
| U.S. Treasury securities | $400,000 | 7,418 |
| U.S. Government agency obligations | $5,663,000 | 6,978 |
| Securities issued by states & political subdivisions | $300,000 | 7,203 |
| 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 | $1,411,000 | 1,848 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,740,000 | 6,742 |
| Mortgage-backed securities | $2,639,000 | 4,991 |
| Certificates of participation in pools of residential mortgages | $302,000 | 6,621 |
| Issued or guaranteed by U.S. | $302,000 | 6,599 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,337,000 | 2,525 |
| CMOs issued by government agencies or sponsored agencies | $2,337,000 | 2,416 |
| 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) | $700,000 | 6,588 |
| Available-for-sale securities (fair market value) | $7,074,000 | 6,673 |
| Total debt securities | $6,363,000 | 8,559 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $6,611,000 | 9,142 |
| U.S. Government securities | $4,860,000 | 9,232 |
| U.S. Treasury securities | $700,000 | 7,761 |
| U.S. Government agency obligations | $4,160,000 | 8,117 |
| Securities issued by states & political subdivisions | $350,000 | 7,442 |
| 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 | $1,401,000 | 1,891 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $835,000 | 8,117 |
| Mortgage-backed securities | $2,723,000 | 5,383 |
| Certificates of participation in pools of residential mortgages | $395,000 | 6,927 |
| Issued or guaranteed by U.S. | $395,000 | 6,908 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,328,000 | 2,872 |
| CMOs issued by government agencies or sponsored agencies | $2,328,000 | 2,749 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,050,000 | 6,956 |
| Available-for-sale securities (fair market value) | $5,561,000 | 7,512 |
| Total debt securities | $5,210,000 | 9,575 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $6,260,000 | 9,662 |
| U.S. Government securities | $4,610,000 | 9,751 |
| U.S. Treasury securities | $1,301,000 | 8,011 |
| U.S. Government agency obligations | $3,309,000 | 8,790 |
| Securities issued by states & political subdivisions | $214,000 | 8,186 |
| 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 | $1,436,000 | 1,759 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $751,000 | 8,485 |
| Mortgage-backed securities | $2,401,000 | 5,929 |
| Certificates of participation in pools of residential mortgages | $250,000 | 7,688 |
| Issued or guaranteed by U.S. | $250,000 | 7,659 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $2,151,000 | 3,317 |
| CMOs issued by government agencies or sponsored agencies | $2,151,000 | 3,160 |
| 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) | $1,515,000 | 7,012 |
| Available-for-sale securities (fair market value) | $4,745,000 | 8,163 |
| Total debt securities | $4,824,000 | 10,179 |
| Structured notes | ||
| Amortized cost | $100,000 | 4,437 |
| Fair value | $101,000 | 4,440 |
| 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 | $6,130,000 | 10,323 |
| U.S. Government securities | $4,470,000 | 10,450 |
| U.S. Treasury securities | $1,303,000 | 9,170 |
| U.S. Government agency obligations | $3,167,000 | 8,969 |
| Securities issued by states & political subdivisions | $314,000 | 8,239 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,346,000 | 1,692 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $746,000 | 8,864 |
| Mortgage-backed securities | $2,332,000 | 6,368 |
| Certificates of participation in pools of residential mortgages | $278,000 | 8,049 |
| Issued or guaranteed by U.S. | $278,000 | 8,024 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,054,000 | 3,583 |
| CMOs issued by government agencies or sponsored agencies | $2,054,000 | 3,407 |
| 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) | $1,617,000 | 10,324 |
| Available-for-sale securities (fair market value) | $4,513,000 | 7,154 |
| Total debt securities | $4,784,000 | 10,861 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $6,754,000 | 10,424 |
| U.S. Government securities | $4,815,000 | 10,639 |
| U.S. Treasury securities | $1,304,000 | 9,442 |
| U.S. Government agency obligations | $3,511,000 | 8,966 |
| Securities issued by states & political subdivisions | $485,000 | 7,947 |
| Other domestic debt securities | $6,000 | 6,492 |
| 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 | $6,000 | 5,057 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,448,000 | 1,725 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $628,000 | 9,236 |
| Mortgage-backed securities | $2,707,000 | 6,645 |
| Certificates of participation in pools of residential mortgages | $745,000 | 7,530 |
| Issued or guaranteed by U.S. | $745,000 | 7,481 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,962,000 | 4,116 |
| CMOs issued by government agencies or sponsored agencies | $1,962,000 | 3,927 |
| 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 | $5,306,000 | 10,985 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $7,142,000 | 10,452 |
| U.S. Government securities | $5,188,000 | 10,660 |
| U.S. Treasury securities | $1,205,000 | 9,971 |
| U.S. Government agency obligations | $3,983,000 | 8,749 |
| Securities issued by states & political subdivisions | $787,000 | 7,013 |
| Other domestic debt securities | $6,000 | 7,427 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,000 | 5,780 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,161,000 | 1,723 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $501,000 | 9,706 |
| Mortgage-backed securities | $2,735,000 | 6,973 |
| Certificates of participation in pools of residential mortgages | $1,935,000 | 6,211 |
| Issued or guaranteed by U.S. | $1,935,000 | 6,143 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $800,000 | 5,387 |
| CMOs issued by government agencies or sponsored agencies | $800,000 | 4,979 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,981,000 | 10,930 |
| 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 |