Home > The First National Bank of Germantown > Securities
The First National Bank of Germantown, Securities
| 2023-12-31 | Rank | |
| Total securities | $18,373,000 | 3,645 |
| U.S. Government securities | $11,996,000 | 3,450 |
| U.S. Treasury securities | $1,672,000 | 2,380 |
| U.S. Government agency obligations | $10,324,000 | 3,210 |
| Securities issued by states & political subdivisions | $6,377,000 | 2,776 |
| 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 | $4,958,000 | 3,339 |
| Mortgage-backed securities | $3,097,000 | 3,221 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,008,000 | 2,851 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $89,000 | 2,572 |
| 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) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $18,373,000 | 3,399 |
| Total debt securities | $18,372,000 | 3,625 |
| 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 | $18,884,000 | 3,636 |
| U.S. Government securities | $12,425,000 | 3,449 |
| U.S. Treasury securities | $2,385,000 | 2,268 |
| U.S. Government agency obligations | $10,040,000 | 3,219 |
| Securities issued by states & political subdivisions | $6,459,000 | 2,789 |
| 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 | $4,977,000 | 3,320 |
| Mortgage-backed securities | $3,028,000 | 3,227 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,940,000 | 2,866 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $88,000 | 2,570 |
| 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) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $18,884,000 | 3,379 |
| Total debt securities | $18,884,000 | 3,615 |
| 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 | $19,133,000 | 3,669 |
| U.S. Government securities | $12,649,000 | 3,475 |
| U.S. Treasury securities | $2,387,000 | 2,303 |
| U.S. Government agency obligations | $10,262,000 | 3,244 |
| Securities issued by states & political subdivisions | $6,484,000 | 2,827 |
| 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 | $4,994,000 | 3,292 |
| Mortgage-backed securities | $3,186,000 | 3,230 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,087,000 | 2,870 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $99,000 | 2,563 |
| 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) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $19,133,000 | 3,412 |
| Total debt securities | $19,133,000 | 3,649 |
| 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 | $20,568,000 | 3,698 |
| U.S. Government securities | $13,457,000 | 3,494 |
| U.S. Treasury securities | $2,910,000 | 2,292 |
| U.S. Government agency obligations | $10,547,000 | 3,255 |
| Securities issued by states & political subdivisions | $7,111,000 | 2,811 |
| 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 | $7,050,000 | 3,052 |
| Mortgage-backed securities | $3,349,000 | 3,268 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,246,000 | 2,892 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $103,000 | 2,597 |
| 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) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $20,568,000 | 3,431 |
| Total debt securities | $20,567,000 | 3,675 |
| 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 | $20,349,000 | 3,729 |
| U.S. Government securities | $13,377,000 | 3,529 |
| U.S. Treasury securities | $2,881,000 | 2,327 |
| U.S. Government agency obligations | $10,496,000 | 3,272 |
| Securities issued by states & political subdivisions | $6,972,000 | 2,861 |
| 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 | $7,050,000 | 2,968 |
| Mortgage-backed securities | $3,400,000 | 3,294 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,293,000 | 2,906 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $107,000 | 2,617 |
| 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) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $20,349,000 | 3,456 |
| Total debt securities | $20,348,000 | 3,705 |
| 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 | $20,507,000 | 3,735 |
| U.S. Government securities | $13,499,000 | 3,534 |
| U.S. Treasury securities | $2,880,000 | 2,363 |
| U.S. Government agency obligations | $10,619,000 | 3,267 |
| Securities issued by states & political subdivisions | $7,008,000 | 2,870 |
| 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 | $7,050,000 | 2,925 |
| Mortgage-backed securities | $3,507,000 | 3,299 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,391,000 | 2,918 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $116,000 | 2,626 |
| 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) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $20,507,000 | 3,456 |
| Total debt securities | $20,507,000 | 3,711 |
| 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 | $21,184,000 | 3,738 |
| U.S. Government securities | $13,918,000 | 3,541 |
| U.S. Treasury securities | $2,927,000 | 2,320 |
| U.S. Government agency obligations | $10,991,000 | 3,276 |
| Securities issued by states & political subdivisions | $7,266,000 | 2,909 |
| 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 | $8,100,000 | 2,822 |
| Mortgage-backed securities | $3,720,000 | 3,328 |
| Certificates of participation in pools of residential mortgages | $3,588,000 | 3,007 |
| Issued or guaranteed by U.S. | $3,588,000 | 2,914 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $132,000 | 2,715 |
| CMOs issued by government agencies or sponsored agencies | $132,000 | 2,646 |
| 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) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $21,184,000 | 3,467 |
| Total debt securities | $21,184,000 | 3,717 |
| 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 | $21,080,000 | 3,700 |
| U.S. Government securities | $13,413,000 | 3,502 |
| U.S. Treasury securities | $1,979,000 | 2,237 |
| U.S. Government agency obligations | $11,434,000 | 3,226 |
| Securities issued by states & political subdivisions | $7,667,000 | 2,883 |
| 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 | $7,835,000 | 2,836 |
| Mortgage-backed securities | $4,154,000 | 3,282 |
| Certificates of participation in pools of residential mortgages | $3,980,000 | 2,956 |
| Issued or guaranteed by U.S. | $3,980,000 | 2,875 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $174,000 | 2,676 |
| CMOs issued by government agencies or sponsored agencies | $174,000 | 2,608 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $21,080,000 | 3,454 |
| Total debt securities | $21,080,000 | 3,680 |
| 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 | $23,028,000 | 3,561 |
| U.S. Government securities | $14,905,000 | 3,244 |
| U.S. Treasury securities | $2,563,000 | 1,673 |
| U.S. Government agency obligations | $12,342,000 | 3,121 |
| Securities issued by states & political subdivisions | $8,123,000 | 2,877 |
| 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 | $5,965,000 | 3,030 |
| Mortgage-backed securities | $4,676,000 | 3,219 |
| Certificates of participation in pools of residential mortgages | $4,434,000 | 2,884 |
| Issued or guaranteed by U.S. | $4,434,000 | 2,793 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $242,000 | 2,629 |
| CMOs issued by government agencies or sponsored agencies | $242,000 | 2,571 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $23,028,000 | 3,348 |
| Total debt securities | $23,028,000 | 3,539 |
| 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 | $21,822,000 | 3,556 |
| U.S. Government securities | $13,897,000 | 3,266 |
| U.S. Treasury securities | $1,003,000 | 1,769 |
| U.S. Government agency obligations | $12,894,000 | 3,094 |
| Securities issued by states & political subdivisions | $7,925,000 | 2,884 |
| 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 | $7,835,000 | 2,855 |
| Mortgage-backed securities | $5,129,000 | 3,208 |
| Certificates of participation in pools of residential mortgages | $4,780,000 | 2,846 |
| Issued or guaranteed by U.S. | $4,780,000 | 2,769 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $349,000 | 2,606 |
| CMOs issued by government agencies or sponsored agencies | $349,000 | 2,543 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $21,822,000 | 3,346 |
| Total debt securities | $21,823,000 | 3,535 |
| 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 | $21,427,000 | 3,539 |
| U.S. Government securities | $13,364,000 | 3,261 |
| U.S. Treasury securities | $1,004,000 | 1,658 |
| U.S. Government agency obligations | $12,360,000 | 3,106 |
| Securities issued by states & political subdivisions | $8,063,000 | 2,861 |
| 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 | $6,178,000 | 3,014 |
| Mortgage-backed securities | $5,615,000 | 3,148 |
| Certificates of participation in pools of residential mortgages | $5,124,000 | 2,791 |
| Issued or guaranteed by U.S. | $5,124,000 | 2,707 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $491,000 | 2,515 |
| CMOs issued by government agencies or sponsored agencies | $491,000 | 2,463 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $21,427,000 | 3,340 |
| Total debt securities | $21,428,000 | 3,516 |
| 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 | $20,801,000 | 3,479 |
| U.S. Government securities | $12,762,000 | 3,203 |
| U.S. Treasury securities | $1,004,000 | 1,364 |
| U.S. Government agency obligations | $11,758,000 | 3,098 |
| Securities issued by states & political subdivisions | $8,039,000 | 2,835 |
| 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 | $6,835,000 | 2,938 |
| Mortgage-backed securities | $6,068,000 | 3,064 |
| Certificates of participation in pools of residential mortgages | $5,393,000 | 2,711 |
| Issued or guaranteed by U.S. | $5,393,000 | 2,631 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $675,000 | 2,402 |
| CMOs issued by government agencies or sponsored agencies | $675,000 | 2,354 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $20,801,000 | 3,270 |
| Total debt securities | $20,802,000 | 3,452 |
| 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 | $18,963,000 | 3,483 |
| U.S. Government securities | $10,766,000 | 3,210 |
| U.S. Treasury securities | $511,000 | 1,077 |
| U.S. Government agency obligations | $10,255,000 | 3,111 |
| Securities issued by states & political subdivisions | $8,197,000 | 2,799 |
| 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 | $6,335,000 | 2,977 |
| Mortgage-backed securities | $6,623,000 | 2,973 |
| Certificates of participation in pools of residential mortgages | $5,745,000 | 2,592 |
| Issued or guaranteed by U.S. | $5,745,000 | 2,521 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $878,000 | 2,342 |
| CMOs issued by government agencies or sponsored agencies | $878,000 | 2,289 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $18,963,000 | 3,270 |
| Total debt securities | $18,963,000 | 3,461 |
| 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 | $15,140,000 | 3,640 |
| U.S. Government securities | $7,323,000 | 3,529 |
| U.S. Treasury securities | $1,013,000 | 967 |
| U.S. Government agency obligations | $6,310,000 | 3,485 |
| Securities issued by states & political subdivisions | $7,817,000 | 2,729 |
| 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 | $5,835,000 | 3,052 |
| Mortgage-backed securities | $2,668,000 | 3,476 |
| Certificates of participation in pools of residential mortgages | $1,515,000 | 3,357 |
| Issued or guaranteed by U.S. | $1,515,000 | 3,266 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,153,000 | 2,274 |
| CMOs issued by government agencies or sponsored agencies | $1,153,000 | 2,228 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $15,140,000 | 3,417 |
| Total debt securities | $15,139,000 | 3,615 |
| 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 | $13,735,000 | 3,745 |
| U.S. Government securities | $6,144,000 | 3,687 |
| U.S. Treasury securities | $1,017,000 | 1,002 |
| U.S. Government agency obligations | $5,127,000 | 3,653 |
| Securities issued by states & political subdivisions | $5,923,000 | 2,929 |
| Other domestic debt securities | $1,668,000 | 1,425 |
| Privately issued residential mortgage-backed securities | $1,668,000 | 342 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,835,000 | 2,833 |
| Mortgage-backed securities | $3,150,000 | 3,406 |
| Certificates of participation in pools of residential mortgages | $1,684,000 | 3,317 |
| Issued or guaranteed by U.S. | $16,000 | 3,909 |
| Privately issued | $1,668,000 | 142 |
| Collaterized mortgage obligations | $1,466,000 | 2,203 |
| CMOs issued by government agencies or sponsored agencies | $1,466,000 | 2,161 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $13,735,000 | 3,509 |
| Total debt securities | $13,735,000 | 3,722 |
| 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 | $14,275,000 | 3,683 |
| U.S. Government securities | $6,876,000 | 3,649 |
| U.S. Treasury securities | $1,421,000 | 968 |
| U.S. Government agency obligations | $5,455,000 | 3,656 |
| Securities issued by states & political subdivisions | $5,625,000 | 2,903 |
| Other domestic debt securities | $1,774,000 | 1,348 |
| Privately issued residential mortgage-backed securities | $1,774,000 | 344 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,835,000 | 2,801 |
| Mortgage-backed securities | $3,574,000 | 3,350 |
| Certificates of participation in pools of residential mortgages | $1,790,000 | 3,306 |
| Issued or guaranteed by U.S. | $16,000 | 3,935 |
| Privately issued | $1,774,000 | 152 |
| Collaterized mortgage obligations | $1,784,000 | 2,132 |
| CMOs issued by government agencies or sponsored agencies | $1,784,000 | 2,088 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $14,275,000 | 3,444 |
| Total debt securities | $14,276,000 | 3,660 |
| 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 | $14,069,000 | 3,752 |
| U.S. Government securities | $7,288,000 | 3,687 |
| U.S. Treasury securities | $1,402,000 | 1,035 |
| U.S. Government agency obligations | $5,886,000 | 3,691 |
| Securities issued by states & political subdivisions | $4,960,000 | 3,001 |
| Other domestic debt securities | $1,821,000 | 1,316 |
| Privately issued residential mortgage-backed securities | $1,821,000 | 330 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,720,000 | 2,855 |
| Mortgage-backed securities | $3,743,000 | 3,316 |
| Certificates of participation in pools of residential mortgages | $1,838,000 | 3,271 |
| Issued or guaranteed by U.S. | $17,000 | 3,968 |
| Privately issued | $1,821,000 | 138 |
| Collaterized mortgage obligations | $1,905,000 | 2,117 |
| CMOs issued by government agencies or sponsored agencies | $1,905,000 | 2,069 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $14,069,000 | 3,508 |
| Total debt securities | $14,067,000 | 3,730 |
| 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 | $13,738,000 | 3,834 |
| U.S. Government securities | $8,970,000 | 3,541 |
| U.S. Treasury securities | $1,901,000 | 998 |
| U.S. Government agency obligations | $7,069,000 | 3,615 |
| Securities issued by states & political subdivisions | $2,833,000 | 3,415 |
| Other domestic debt securities | $1,935,000 | 1,307 |
| Privately issued residential mortgage-backed securities | $1,935,000 | 334 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,120,000 | 3,258 |
| Mortgage-backed securities | $4,023,000 | 3,288 |
| Certificates of participation in pools of residential mortgages | $1,953,000 | 3,255 |
| Issued or guaranteed by U.S. | $18,000 | 3,998 |
| Privately issued | $1,935,000 | 150 |
| Collaterized mortgage obligations | $2,070,000 | 2,103 |
| CMOs issued by government agencies or sponsored agencies | $2,070,000 | 2,057 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $13,738,000 | 3,579 |
| Total debt securities | $13,738,000 | 3,813 |
| 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 | $12,330,000 | 3,995 |
| U.S. Government securities | $8,775,000 | 3,647 |
| U.S. Treasury securities | $1,897,000 | 1,034 |
| U.S. Government agency obligations | $6,878,000 | 3,726 |
| Securities issued by states & political subdivisions | $2,822,000 | 3,459 |
| Other domestic debt securities | $733,000 | 1,633 |
| Privately issued residential mortgage-backed securities | $733,000 | 397 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,970,000 | 3,341 |
| Mortgage-backed securities | $1,641,000 | 3,696 |
| Certificates of participation in pools of residential mortgages | $752,000 | 3,660 |
| Issued or guaranteed by U.S. | $19,000 | 4,024 |
| Privately issued | $733,000 | 156 |
| Collaterized mortgage obligations | $889,000 | 2,406 |
| CMOs issued by government agencies or sponsored agencies | $889,000 | 2,363 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $12,330,000 | 3,731 |
| Total debt securities | $12,330,000 | 3,972 |
| 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 | $13,028,000 | 4,000 |
| U.S. Government securities | $9,959,000 | 3,543 |
| U.S. Treasury securities | $1,879,000 | 1,062 |
| U.S. Government agency obligations | $8,080,000 | 3,614 |
| Securities issued by states & political subdivisions | $3,069,000 | 3,480 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,550,000 | 3,453 |
| Mortgage-backed securities | $1,693,000 | 3,704 |
| Certificates of participation in pools of residential mortgages | $769,000 | 3,687 |
| Issued or guaranteed by U.S. | $769,000 | 3,601 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $924,000 | 2,399 |
| CMOs issued by government agencies or sponsored agencies | $924,000 | 2,356 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $13,028,000 | 3,733 |
| Total debt securities | $13,027,000 | 3,978 |
| 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 | $12,959,000 | 4,039 |
| U.S. Government securities | $9,923,000 | 3,586 |
| U.S. Treasury securities | $1,867,000 | 1,068 |
| U.S. Government agency obligations | $8,056,000 | 3,641 |
| Securities issued by states & political subdivisions | $3,036,000 | 3,547 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,550,000 | 3,483 |
| Mortgage-backed securities | $1,735,000 | 3,712 |
| Certificates of participation in pools of residential mortgages | $784,000 | 3,704 |
| Issued or guaranteed by U.S. | $784,000 | 3,633 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $951,000 | 2,396 |
| CMOs issued by government agencies or sponsored agencies | $951,000 | 2,348 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $12,959,000 | 3,775 |
| Total debt securities | $12,957,000 | 4,019 |
| 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 | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $12,873,000 | 4,095 |
| U.S. Government securities | $9,505,000 | 3,676 |
| U.S. Treasury securities | $1,963,000 | 1,003 |
| U.S. Government agency obligations | $7,542,000 | 3,755 |
| Securities issued by states & political subdivisions | $3,368,000 | 3,510 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,545,000 | 3,532 |
| Mortgage-backed securities | $1,784,000 | 3,749 |
| Certificates of participation in pools of residential mortgages | $802,000 | 3,746 |
| Issued or guaranteed by U.S. | $802,000 | 3,719 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $982,000 | 2,388 |
| CMOs issued by government agencies or sponsored agencies | $982,000 | 2,339 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $12,873,000 | 3,819 |
| Total debt securities | $12,871,000 | 4,070 |
| 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 | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $12,496,000 | 4,195 |
| U.S. Government securities | $9,117,000 | 3,731 |
| U.S. Treasury securities | $1,966,000 | 982 |
| U.S. Government agency obligations | $7,151,000 | 3,814 |
| Securities issued by states & political subdivisions | $3,379,000 | 3,553 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,545,000 | 3,747 |
| Mortgage-backed securities | $1,883,000 | 3,774 |
| Certificates of participation in pools of residential mortgages | $839,000 | 3,787 |
| Issued or guaranteed by U.S. | $839,000 | 3,615 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,044,000 | 2,377 |
| CMOs issued by government agencies or sponsored agencies | $1,044,000 | 2,326 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $12,496,000 | 3,920 |
| Total debt securities | $12,496,000 | 4,172 |
| 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 | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $11,634,000 | 4,323 |
| U.S. Government securities | $8,244,000 | 3,908 |
| U.S. Treasury securities | $1,475,000 | 1,033 |
| U.S. Government agency obligations | $6,769,000 | 3,959 |
| Securities issued by states & political subdivisions | $3,390,000 | 3,600 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,545,000 | 3,789 |
| Mortgage-backed securities | $1,983,000 | 3,777 |
| Certificates of participation in pools of residential mortgages | $877,000 | 3,820 |
| Issued or guaranteed by U.S. | $877,000 | 3,812 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,106,000 | 2,360 |
| CMOs issued by government agencies or sponsored agencies | $1,106,000 | 2,301 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $11,634,000 | 4,039 |
| Total debt securities | $11,634,000 | 4,299 |
| 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 | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $10,855,000 | 4,440 |
| U.S. Government securities | $7,428,000 | 4,041 |
| U.S. Treasury securities | $995,000 | 1,065 |
| U.S. Government agency obligations | $6,433,000 | 4,052 |
| Securities issued by states & political subdivisions | $3,427,000 | 3,658 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,545,000 | 3,848 |
| Mortgage-backed securities | $2,100,000 | 3,789 |
| Certificates of participation in pools of residential mortgages | $929,000 | 3,839 |
| Issued or guaranteed by U.S. | $929,000 | 3,833 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,171,000 | 2,330 |
| CMOs issued by government agencies or sponsored agencies | $1,171,000 | 2,270 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $10,855,000 | 4,155 |
| Total debt securities | $10,854,000 | 4,414 |
| 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 | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $9,407,000 | 4,620 |
| U.S. Government securities | $5,543,000 | 4,386 |
| U.S. Treasury securities | $1,004,000 | 1,020 |
| U.S. Government agency obligations | $4,539,000 | 4,410 |
| Securities issued by states & political subdivisions | $3,864,000 | 3,627 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,545,000 | 3,903 |
| Mortgage-backed securities | $1,172,000 | 4,068 |
| Certificates of participation in pools of residential mortgages | $973,000 | 3,865 |
| Issued or guaranteed by U.S. | $973,000 | 3,859 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $199,000 | 2,833 |
| CMOs issued by government agencies or sponsored agencies | $199,000 | 2,761 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $9,407,000 | 4,334 |
| Total debt securities | $9,407,000 | 4,597 |
| 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 | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $9,499,000 | 4,656 |
| U.S. Government securities | $5,617,000 | 4,419 |
| U.S. Treasury securities | $1,007,000 | 1,032 |
| U.S. Government agency obligations | $4,610,000 | 4,440 |
| Securities issued by states & political subdivisions | $3,882,000 | 3,666 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,545,000 | 3,933 |
| Mortgage-backed securities | $1,233,000 | 4,095 |
| Certificates of participation in pools of residential mortgages | $1,016,000 | 3,891 |
| Issued or guaranteed by U.S. | $1,016,000 | 3,884 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $217,000 | 2,854 |
| CMOs issued by government agencies or sponsored agencies | $217,000 | 2,774 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $9,499,000 | 4,368 |
| Total debt securities | $9,497,000 | 4,632 |
| 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 | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $9,470,000 | 4,704 |
| U.S. Government securities | $5,617,000 | 4,471 |
| U.S. Treasury securities | $1,003,000 | 1,069 |
| U.S. Government agency obligations | $4,614,000 | 4,484 |
| Securities issued by states & political subdivisions | $3,853,000 | 3,706 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,330,000 | 4,025 |
| Mortgage-backed securities | $1,275,000 | 4,147 |
| Certificates of participation in pools of residential mortgages | $1,039,000 | 3,953 |
| Issued or guaranteed by U.S. | $1,039,000 | 3,948 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $236,000 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $236,000 | 2,799 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $9,470,000 | 4,399 |
| Total debt securities | $9,472,000 | 4,681 |
| 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 | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $9,014,000 | 4,768 |
| U.S. Government securities | $5,168,000 | 4,547 |
| U.S. Treasury securities | $499,000 | 1,231 |
| U.S. Government agency obligations | $4,669,000 | 4,489 |
| Securities issued by states & political subdivisions | $3,846,000 | 3,741 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,330,000 | 4,061 |
| Mortgage-backed securities | $1,341,000 | 4,159 |
| Certificates of participation in pools of residential mortgages | $1,088,000 | 3,960 |
| Issued or guaranteed by U.S. | $1,088,000 | 3,952 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $253,000 | 2,876 |
| CMOs issued by government agencies or sponsored agencies | $253,000 | 2,782 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $9,014,000 | 4,453 |
| Total debt securities | $9,013,000 | 4,743 |
| 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 | $9,426,000 | 4,754 |
| U.S. Government securities | $5,685,000 | 4,513 |
| U.S. Treasury securities | $502,000 | 1,088 |
| U.S. Government agency obligations | $5,183,000 | 4,458 |
| Securities issued by states & political subdivisions | $3,741,000 | 3,772 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,330,000 | 4,100 |
| Mortgage-backed securities | $1,478,000 | 4,169 |
| Certificates of participation in pools of residential mortgages | $1,197,000 | 3,964 |
| Issued or guaranteed by U.S. | $1,197,000 | 3,961 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $281,000 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $281,000 | 2,799 |
| 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) | $37,000 | 2,173 |
| Available-for-sale securities (fair market value) | $9,389,000 | 4,423 |
| Total debt securities | $9,425,000 | 4,727 |
| 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 | $8,290,000 | 4,935 |
| U.S. Government securities | $5,196,000 | 4,659 |
| U.S. Treasury securities | $505,000 | 1,118 |
| U.S. Government agency obligations | $4,691,000 | 4,622 |
| Securities issued by states & political subdivisions | $3,094,000 | 3,929 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,278,000 | 4,198 |
| Mortgage-backed securities | $1,628,000 | 4,179 |
| Certificates of participation in pools of residential mortgages | $1,273,000 | 3,973 |
| Issued or guaranteed by U.S. | $1,273,000 | 3,968 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $355,000 | 2,869 |
| CMOs issued by government agencies or sponsored agencies | $355,000 | 2,770 |
| 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) | $37,000 | 2,225 |
| Available-for-sale securities (fair market value) | $8,253,000 | 4,601 |
| Total debt securities | $8,290,000 | 4,911 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $8,349,000 | 5,001 |
| U.S. Government securities | $5,572,000 | 4,697 |
| U.S. Treasury securities | $1,528,000 | 874 |
| U.S. Government agency obligations | $4,044,000 | 4,828 |
| Securities issued by states & political subdivisions | $2,777,000 | 4,011 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,278,000 | 4,245 |
| Mortgage-backed securities | $1,483,000 | 4,232 |
| Certificates of participation in pools of residential mortgages | $42,000 | 4,679 |
| Issued or guaranteed by U.S. | $42,000 | 4,676 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,441,000 | 2,393 |
| CMOs issued by government agencies or sponsored agencies | $1,441,000 | 2,322 |
| 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) | $72,000 | 2,227 |
| Available-for-sale securities (fair market value) | $8,277,000 | 4,665 |
| Total debt securities | $8,349,000 | 4,979 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $8,148,000 | 5,088 |
| U.S. Government securities | $5,692,000 | 4,730 |
| U.S. Treasury securities | $1,534,000 | 923 |
| U.S. Government agency obligations | $4,158,000 | 4,875 |
| Securities issued by states & political subdivisions | $2,456,000 | 4,133 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,278,000 | 4,286 |
| Mortgage-backed securities | $1,607,000 | 4,220 |
| Certificates of participation in pools of residential mortgages | $45,000 | 4,718 |
| Issued or guaranteed by U.S. | $45,000 | 4,714 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,562,000 | 2,381 |
| CMOs issued by government agencies or sponsored agencies | $1,562,000 | 2,310 |
| 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) | $72,000 | 2,267 |
| Available-for-sale securities (fair market value) | $8,076,000 | 4,746 |
| Total debt securities | $8,148,000 | 5,066 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $8,160,000 | 5,175 |
| U.S. Government securities | $5,893,000 | 4,798 |
| U.S. Treasury securities | $1,548,000 | 867 |
| U.S. Government agency obligations | $4,345,000 | 4,948 |
| Securities issued by states & political subdivisions | $2,267,000 | 4,232 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,278,000 | 4,359 |
| Mortgage-backed securities | $1,771,000 | 4,244 |
| Certificates of participation in pools of residential mortgages | $47,000 | 4,770 |
| Issued or guaranteed by U.S. | $47,000 | 4,765 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,724,000 | 2,347 |
| CMOs issued by government agencies or sponsored agencies | $1,724,000 | 2,276 |
| 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) | $107,000 | 2,245 |
| Available-for-sale securities (fair market value) | $8,053,000 | 4,821 |
| Total debt securities | $8,162,000 | 5,150 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $8,034,000 | 5,273 |
| U.S. Government securities | $6,081,000 | 4,887 |
| U.S. Treasury securities | $1,556,000 | 888 |
| U.S. Government agency obligations | $4,525,000 | 5,028 |
| Securities issued by states & political subdivisions | $1,953,000 | 4,351 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,278,000 | 4,404 |
| Mortgage-backed securities | $1,965,000 | 4,283 |
| Certificates of participation in pools of residential mortgages | $49,000 | 4,840 |
| Issued or guaranteed by U.S. | $49,000 | 4,837 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,916,000 | 2,349 |
| CMOs issued by government agencies or sponsored agencies | $1,916,000 | 2,273 |
| 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) | $107,000 | 2,288 |
| Available-for-sale securities (fair market value) | $7,927,000 | 4,917 |
| Total debt securities | $8,033,000 | 5,249 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $8,019,000 | 5,347 |
| U.S. Government securities | $6,364,000 | 4,919 |
| U.S. Treasury securities | $1,566,000 | 880 |
| U.S. Government agency obligations | $4,798,000 | 5,065 |
| Securities issued by states & political subdivisions | $1,655,000 | 4,449 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,778,000 | 4,605 |
| Mortgage-backed securities | $2,222,000 | 4,282 |
| Certificates of participation in pools of residential mortgages | $52,000 | 4,890 |
| Issued or guaranteed by U.S. | $52,000 | 4,883 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,170,000 | 2,306 |
| CMOs issued by government agencies or sponsored agencies | $2,170,000 | 2,227 |
| 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) | $150,000 | 2,259 |
| Available-for-sale securities (fair market value) | $7,869,000 | 4,991 |
| Total debt securities | $8,019,000 | 5,323 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $8,045,000 | 5,425 |
| U.S. Government securities | $6,517,000 | 4,974 |
| U.S. Treasury securities | $1,569,000 | 895 |
| U.S. Government agency obligations | $4,948,000 | 5,126 |
| Securities issued by states & political subdivisions | $1,528,000 | 4,569 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,778,000 | 4,671 |
| Mortgage-backed securities | $2,396,000 | 4,327 |
| Certificates of participation in pools of residential mortgages | $53,000 | 4,960 |
| Issued or guaranteed by U.S. | $53,000 | 4,953 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,343,000 | 2,296 |
| CMOs issued by government agencies or sponsored agencies | $2,343,000 | 2,218 |
| 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) | $159,000 | 2,282 |
| Available-for-sale securities (fair market value) | $7,886,000 | 5,057 |
| Total debt securities | $8,045,000 | 5,402 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $8,675,000 | 5,449 |
| U.S. Government securities | $6,710,000 | 5,041 |
| U.S. Treasury securities | $1,577,000 | 896 |
| U.S. Government agency obligations | $5,133,000 | 5,164 |
| Securities issued by states & political subdivisions | $1,965,000 | 4,467 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,274,000 | 4,585 |
| Mortgage-backed securities | $2,588,000 | 4,357 |
| Certificates of participation in pools of residential mortgages | $55,000 | 5,046 |
| Issued or guaranteed by U.S. | $55,000 | 5,041 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,533,000 | 2,291 |
| CMOs issued by government agencies or sponsored agencies | $2,533,000 | 2,210 |
| 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) | $651,000 | 2,076 |
| Available-for-sale securities (fair market value) | $8,024,000 | 5,130 |
| Total debt securities | $8,675,000 | 5,429 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $8,997,000 | 5,483 |
| U.S. Government securities | $6,935,000 | 5,078 |
| U.S. Treasury securities | $1,586,000 | 847 |
| U.S. Government agency obligations | $5,349,000 | 5,218 |
| Securities issued by states & political subdivisions | $2,062,000 | 4,484 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,274,000 | 4,624 |
| Mortgage-backed securities | $2,799,000 | 4,363 |
| Certificates of participation in pools of residential mortgages | $57,000 | 5,091 |
| Issued or guaranteed by U.S. | $57,000 | 5,086 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,742,000 | 2,274 |
| CMOs issued by government agencies or sponsored agencies | $2,742,000 | 2,195 |
| 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) | $749,000 | 2,063 |
| Available-for-sale securities (fair market value) | $8,248,000 | 5,154 |
| Total debt securities | $8,996,000 | 5,461 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $9,227,000 | 5,491 |
| U.S. Government securities | $7,125,000 | 5,081 |
| U.S. Treasury securities | $1,589,000 | 762 |
| U.S. Government agency obligations | $5,536,000 | 5,226 |
| Securities issued by states & political subdivisions | $2,102,000 | 4,483 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,274,000 | 4,647 |
| Mortgage-backed securities | $2,993,000 | 4,354 |
| Certificates of participation in pools of residential mortgages | $59,000 | 5,145 |
| Issued or guaranteed by U.S. | $59,000 | 5,139 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,934,000 | 2,229 |
| CMOs issued by government agencies or sponsored agencies | $2,934,000 | 2,151 |
| 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) | $790,000 | 2,054 |
| Available-for-sale securities (fair market value) | $8,437,000 | 5,189 |
| Total debt securities | $9,229,000 | 5,466 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $9,822,000 | 5,455 |
| U.S. Government securities | $7,241,000 | 5,049 |
| U.S. Treasury securities | $1,600,000 | 728 |
| U.S. Government agency obligations | $5,641,000 | 5,218 |
| Securities issued by states & political subdivisions | $2,581,000 | 4,377 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,774,000 | 4,826 |
| Mortgage-backed securities | $3,099,000 | 4,342 |
| Certificates of participation in pools of residential mortgages | $61,000 | 5,186 |
| Issued or guaranteed by U.S. | $61,000 | 5,179 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $3,038,000 | 2,189 |
| CMOs issued by government agencies or sponsored agencies | $3,038,000 | 2,108 |
| 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) | $838,000 | 2,035 |
| Available-for-sale securities (fair market value) | $8,984,000 | 5,157 |
| Total debt securities | $9,822,000 | 5,430 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $9,584,000 | 5,536 |
| U.S. Government securities | $7,485,000 | 5,048 |
| U.S. Treasury securities | $1,606,000 | 710 |
| U.S. Government agency obligations | $5,879,000 | 5,222 |
| Securities issued by states & political subdivisions | $2,099,000 | 4,519 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,774,000 | 4,877 |
| Mortgage-backed securities | $3,337,000 | 4,342 |
| Certificates of participation in pools of residential mortgages | $63,000 | 5,233 |
| Issued or guaranteed by U.S. | $63,000 | 5,226 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $3,274,000 | 2,169 |
| CMOs issued by government agencies or sponsored agencies | $3,274,000 | 2,083 |
| 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) | $878,000 | 2,009 |
| Available-for-sale securities (fair market value) | $8,706,000 | 5,249 |
| Total debt securities | $9,585,000 | 5,509 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $10,036,000 | 5,492 |
| U.S. Government securities | $7,829,000 | 4,990 |
| U.S. Treasury securities | $1,609,000 | 725 |
| U.S. Government agency obligations | $6,220,000 | 5,165 |
| Securities issued by states & political subdivisions | $2,207,000 | 4,503 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,774,000 | 4,886 |
| Mortgage-backed securities | $3,678,000 | 4,285 |
| Certificates of participation in pools of residential mortgages | $66,000 | 5,228 |
| Issued or guaranteed by U.S. | $66,000 | 5,220 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,612,000 | 2,143 |
| CMOs issued by government agencies or sponsored agencies | $3,612,000 | 2,055 |
| 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) | $973,000 | 1,927 |
| Available-for-sale securities (fair market value) | $9,063,000 | 5,222 |
| Total debt securities | $10,036,000 | 5,459 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $8,664,000 | 5,700 |
| U.S. Government securities | $7,387,000 | 5,123 |
| U.S. Treasury securities | $1,638,000 | 741 |
| U.S. Government agency obligations | $5,749,000 | 5,295 |
| Securities issued by states & political subdivisions | $1,277,000 | 4,819 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,774,000 | 4,932 |
| Mortgage-backed securities | $4,122,000 | 4,249 |
| Certificates of participation in pools of residential mortgages | $70,000 | 5,274 |
| Issued or guaranteed by U.S. | $70,000 | 5,267 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,052,000 | 2,122 |
| CMOs issued by government agencies or sponsored agencies | $4,052,000 | 2,032 |
| 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) | $1,012,000 | 1,898 |
| Available-for-sale securities (fair market value) | $7,652,000 | 5,446 |
| Total debt securities | $8,661,000 | 5,662 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $8,023,000 | 5,795 |
| U.S. Government securities | $6,701,000 | 5,239 |
| U.S. Treasury securities | $1,645,000 | 722 |
| U.S. Government agency obligations | $5,056,000 | 5,434 |
| Securities issued by states & political subdivisions | $1,322,000 | 4,832 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,750,000 | 4,617 |
| Mortgage-backed securities | $4,424,000 | 4,209 |
| Certificates of participation in pools of residential mortgages | $71,000 | 5,303 |
| Issued or guaranteed by U.S. | $71,000 | 5,297 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $4,353,000 | 2,139 |
| CMOs issued by government agencies or sponsored agencies | $4,353,000 | 2,045 |
| 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) | $1,056,000 | 1,899 |
| Available-for-sale securities (fair market value) | $6,967,000 | 5,531 |
| Total debt securities | $8,024,000 | 5,766 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $8,284,000 | 5,842 |
| U.S. Government securities | $6,923,000 | 5,305 |
| U.S. Treasury securities | $1,656,000 | 684 |
| U.S. Government agency obligations | $5,267,000 | 5,524 |
| Securities issued by states & political subdivisions | $1,361,000 | 4,823 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,750,000 | 4,690 |
| Mortgage-backed securities | $4,629,000 | 4,292 |
| Certificates of participation in pools of residential mortgages | $73,000 | 5,400 |
| Issued or guaranteed by U.S. | $73,000 | 5,390 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,556,000 | 2,189 |
| CMOs issued by government agencies or sponsored agencies | $4,556,000 | 2,089 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $1,094,000 | 1,918 |
| Available-for-sale securities (fair market value) | $7,190,000 | 5,591 |
| Total debt securities | $8,285,000 | 5,817 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $8,480,000 | 5,880 |
| U.S. Government securities | $7,077,000 | 5,392 |
| U.S. Treasury securities | $1,655,000 | 668 |
| U.S. Government agency obligations | $5,422,000 | 5,586 |
| Securities issued by states & political subdivisions | $1,403,000 | 4,786 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,750,000 | 4,729 |
| Mortgage-backed securities | $4,785,000 | 4,305 |
| Certificates of participation in pools of residential mortgages | $75,000 | 5,439 |
| Issued or guaranteed by U.S. | $75,000 | 5,428 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,710,000 | 2,175 |
| CMOs issued by government agencies or sponsored agencies | $4,710,000 | 2,078 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $1,137,000 | 1,918 |
| Available-for-sale securities (fair market value) | $7,343,000 | 5,627 |
| Total debt securities | $8,477,000 | 5,853 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $7,422,000 | 6,062 |
| U.S. Government securities | $6,548,000 | 5,583 |
| U.S. Treasury securities | $1,636,000 | 724 |
| U.S. Government agency obligations | $4,912,000 | 5,788 |
| Securities issued by states & political subdivisions | $874,000 | 5,021 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,050,000 | 4,977 |
| Mortgage-backed securities | $4,912,000 | 4,298 |
| Certificates of participation in pools of residential mortgages | $76,000 | 5,476 |
| Issued or guaranteed by U.S. | $76,000 | 5,467 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,836,000 | 2,167 |
| CMOs issued by government agencies or sponsored agencies | $4,836,000 | 2,061 |
| 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) | $874,000 | 2,059 |
| Available-for-sale securities (fair market value) | $6,548,000 | 5,748 |
| Total debt securities | $7,418,000 | 6,037 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $7,619,000 | 6,051 |
| U.S. Government securities | $6,703,000 | 5,547 |
| U.S. Treasury securities | $1,656,000 | 675 |
| U.S. Government agency obligations | $5,047,000 | 5,740 |
| Securities issued by states & political subdivisions | $916,000 | 4,992 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,050,000 | 4,760 |
| Mortgage-backed securities | $5,047,000 | 4,211 |
| Certificates of participation in pools of residential mortgages | $79,000 | 5,466 |
| Issued or guaranteed by U.S. | $79,000 | 5,452 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $4,968,000 | 2,123 |
| CMOs issued by government agencies or sponsored agencies | $4,968,000 | 1,953 |
| 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) | $916,000 | 2,140 |
| Available-for-sale securities (fair market value) | $6,703,000 | 5,732 |
| Total debt securities | $7,621,000 | 6,021 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $5,523,000 | 6,367 |
| U.S. Government securities | $4,571,000 | 5,987 |
| U.S. Treasury securities | $1,107,000 | 768 |
| U.S. Government agency obligations | $3,464,000 | 6,117 |
| Securities issued by states & political subdivisions | $952,000 | 4,959 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,050,000 | 4,772 |
| Mortgage-backed securities | $1,162,000 | 5,149 |
| Certificates of participation in pools of residential mortgages | $81,000 | 5,473 |
| Issued or guaranteed by U.S. | $81,000 | 5,458 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,081,000 | 3,068 |
| CMOs issued by government agencies or sponsored agencies | $1,081,000 | 2,828 |
| 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) | $952,000 | 2,152 |
| Available-for-sale securities (fair market value) | $4,571,000 | 6,061 |
| Total debt securities | $5,523,000 | 6,331 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $7,960,000 | 6,111 |
| U.S. Government securities | $6,767,000 | 5,662 |
| U.S. Treasury securities | $1,560,000 | 800 |
| U.S. Government agency obligations | $5,207,000 | 5,853 |
| Securities issued by states & political subdivisions | $1,193,000 | 4,796 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,750,000 | 4,908 |
| Mortgage-backed securities | $85,000 | 5,760 |
| Certificates of participation in pools of residential mortgages | $85,000 | 5,485 |
| Issued or guaranteed by U.S. | $85,000 | 5,475 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $993,000 | 2,159 |
| Available-for-sale securities (fair market value) | $6,967,000 | 5,787 |
| Total debt securities | $7,962,000 | 6,077 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $7,892,000 | 6,108 |
| U.S. Government securities | $6,669,000 | 5,682 |
| U.S. Treasury securities | $523,000 | 1,046 |
| U.S. Government agency obligations | $6,146,000 | 5,653 |
| Securities issued by states & political subdivisions | $1,223,000 | 4,779 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,750,000 | 4,920 |
| Mortgage-backed securities | $89,000 | 5,763 |
| Certificates of participation in pools of residential mortgages | $89,000 | 5,481 |
| Issued or guaranteed by U.S. | $89,000 | 5,469 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $1,029,000 | 2,135 |
| Available-for-sale securities (fair market value) | $6,863,000 | 5,797 |
| Total debt securities | $7,891,000 | 6,075 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $7,924,000 | 6,026 |
| U.S. Government securities | $6,662,000 | 5,530 |
| U.S. Treasury securities | $526,000 | 1,044 |
| U.S. Government agency obligations | $6,136,000 | 5,527 |
| Securities issued by states & political subdivisions | $1,262,000 | 4,766 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,250,000 | 5,123 |
| Mortgage-backed securities | $90,000 | 5,794 |
| Certificates of participation in pools of residential mortgages | $90,000 | 5,469 |
| Issued or guaranteed by U.S. | $90,000 | 5,458 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $1,068,000 | 2,148 |
| Available-for-sale securities (fair market value) | $6,856,000 | 5,729 |
| Total debt securities | $7,924,000 | 5,992 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $5,812,000 | 6,410 |
| U.S. Government securities | $4,709,000 | 5,980 |
| U.S. Treasury securities | $532,000 | 965 |
| U.S. Government agency obligations | $4,177,000 | 5,986 |
| Securities issued by states & political subdivisions | $1,103,000 | 4,795 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 5,499 |
| Mortgage-backed securities | $92,000 | 5,846 |
| Certificates of participation in pools of residential mortgages | $92,000 | 5,496 |
| Issued or guaranteed by U.S. | $92,000 | 5,484 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $1,103,000 | 2,170 |
| Available-for-sale securities (fair market value) | $4,709,000 | 6,101 |
| Total debt securities | $5,812,000 | 6,369 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $8,291,000 | 6,039 |
| U.S. Government securities | $6,263,000 | 5,734 |
| U.S. Treasury securities | $540,000 | 898 |
| U.S. Government agency obligations | $5,723,000 | 5,752 |
| Securities issued by states & political subdivisions | $2,028,000 | 4,290 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 5,541 |
| Mortgage-backed securities | $1,628,000 | 4,946 |
| Certificates of participation in pools of residential mortgages | $1,628,000 | 4,442 |
| Issued or guaranteed by U.S. | $1,628,000 | 4,433 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $1,142,000 | 2,227 |
| Available-for-sale securities (fair market value) | $7,149,000 | 5,742 |
| Total debt securities | $8,292,000 | 5,997 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $8,857,000 | 6,013 |
| U.S. Government securities | $6,386,000 | 5,787 |
| U.S. Treasury securities | $540,000 | 911 |
| U.S. Government agency obligations | $5,846,000 | 5,783 |
| Securities issued by states & political subdivisions | $2,471,000 | 4,082 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,575,000 | 4,821 |
| Mortgage-backed securities | $1,774,000 | 4,998 |
| Certificates of participation in pools of residential mortgages | $1,774,000 | 4,510 |
| Issued or guaranteed by U.S. | $1,774,000 | 4,501 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $1,176,000 | 2,251 |
| Available-for-sale securities (fair market value) | $7,681,000 | 5,718 |
| Total debt securities | $8,856,000 | 5,967 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $5,935,000 | 6,548 |
| U.S. Government securities | $3,428,000 | 6,556 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,428,000 | 6,463 |
| Securities issued by states & political subdivisions | $2,507,000 | 4,092 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000 | 6,395 |
| Mortgage-backed securities | $1,925,000 | 5,041 |
| Certificates of participation in pools of residential mortgages | $1,925,000 | 4,538 |
| Issued or guaranteed by U.S. | $1,925,000 | 4,531 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $1,213,000 | 2,281 |
| Available-for-sale securities (fair market value) | $4,722,000 | 6,265 |
| Total debt securities | $5,936,000 | 6,510 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $8,373,000 | 6,110 |
| U.S. Government securities | $4,403,000 | 6,320 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $4,403,000 | 6,228 |
| Securities issued by states & political subdivisions | $3,970,000 | 3,581 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,690,000 | 5,608 |
| Mortgage-backed securities | $2,894,000 | 4,809 |
| Certificates of participation in pools of residential mortgages | $2,894,000 | 4,270 |
| Issued or guaranteed by U.S. | $2,894,000 | 4,263 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $1,247,000 | 2,352 |
| Available-for-sale securities (fair market value) | $7,126,000 | 5,844 |
| Total debt securities | $8,373,000 | 6,065 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $9,755,000 | 5,866 |
| U.S. Government securities | $5,150,000 | 6,116 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $5,150,000 | 6,028 |
| Securities issued by states & political subdivisions | $4,605,000 | 3,338 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,752,000 | 5,604 |
| Mortgage-backed securities | $3,132,000 | 4,764 |
| Certificates of participation in pools of residential mortgages | $3,132,000 | 4,244 |
| Issued or guaranteed by U.S. | $3,132,000 | 4,230 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $1,284,000 | 2,367 |
| Available-for-sale securities (fair market value) | $8,471,000 | 5,595 |
| Total debt securities | $9,753,000 | 5,818 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $9,121,000 | 6,060 |
| U.S. Government securities | $4,467,000 | 6,445 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $4,467,000 | 6,365 |
| Securities issued by states & political subdivisions | $4,654,000 | 3,251 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,829,000 | 5,626 |
| Mortgage-backed securities | $3,445,000 | 4,754 |
| Certificates of participation in pools of residential mortgages | $3,445,000 | 4,224 |
| Issued or guaranteed by U.S. | $3,445,000 | 4,211 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,316,000 | 2,389 |
| Available-for-sale securities (fair market value) | $7,805,000 | 5,768 |
| Total debt securities | $9,121,000 | 6,009 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $11,068,000 | 5,734 |
| U.S. Government securities | $6,392,000 | 6,022 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $6,392,000 | 5,936 |
| Securities issued by states & political subdivisions | $4,676,000 | 3,195 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,785,000 | 4,935 |
| Mortgage-backed securities | $3,654,000 | 4,672 |
| Certificates of participation in pools of residential mortgages | $3,654,000 | 4,139 |
| Issued or guaranteed by U.S. | $3,654,000 | 4,126 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,352,000 | 2,397 |
| Available-for-sale securities (fair market value) | $9,716,000 | 5,439 |
| Total debt securities | $11,068,000 | 5,690 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $11,202,000 | 5,665 |
| U.S. Government securities | $6,566,000 | 5,945 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $6,566,000 | 5,860 |
| Securities issued by states & political subdivisions | $4,636,000 | 3,206 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,500,000 | 5,044 |
| Mortgage-backed securities | $3,844,000 | 4,536 |
| Certificates of participation in pools of residential mortgages | $3,844,000 | 3,997 |
| Issued or guaranteed by U.S. | $3,844,000 | 3,986 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,384,000 | 2,394 |
| Available-for-sale securities (fair market value) | $9,818,000 | 5,385 |
| Total debt securities | $11,203,000 | 5,627 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $11,550,000 | 5,661 |
| U.S. Government securities | $6,909,000 | 5,895 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $6,909,000 | 5,811 |
| Securities issued by states & political subdivisions | $4,641,000 | 3,216 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,500,000 | 5,037 |
| Mortgage-backed securities | $3,182,000 | 4,740 |
| Certificates of participation in pools of residential mortgages | $3,182,000 | 4,232 |
| Issued or guaranteed by U.S. | $3,182,000 | 4,216 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,419,000 | 2,394 |
| Available-for-sale securities (fair market value) | $10,131,000 | 5,386 |
| Total debt securities | $11,546,000 | 5,602 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $11,888,000 | 5,612 |
| U.S. Government securities | $7,103,000 | 5,862 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,103,000 | 5,771 |
| Securities issued by states & political subdivisions | $4,785,000 | 3,182 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,784,000 | 4,904 |
| Mortgage-backed securities | $2,822,000 | 4,780 |
| Certificates of participation in pools of residential mortgages | $2,822,000 | 4,273 |
| Issued or guaranteed by U.S. | $2,822,000 | 4,256 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,450,000 | 2,429 |
| Available-for-sale securities (fair market value) | $10,438,000 | 5,321 |
| Total debt securities | $11,889,000 | 5,537 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $12,535,000 | 5,590 |
| U.S. Government securities | $7,779,000 | 5,802 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $7,779,000 | 5,694 |
| Securities issued by states & political subdivisions | $4,756,000 | 3,177 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,568,000 | 5,414 |
| Mortgage-backed securities | $3,056,000 | 4,449 |
| Certificates of participation in pools of residential mortgages | $3,056,000 | 3,876 |
| Issued or guaranteed by U.S. | $3,056,000 | 3,860 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,486,000 | 2,471 |
| Available-for-sale securities (fair market value) | $11,049,000 | 5,266 |
| Total debt securities | $12,535,000 | 5,532 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $12,646,000 | 5,609 |
| U.S. Government securities | $7,903,000 | 5,865 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $7,903,000 | 5,760 |
| Securities issued by states & political subdivisions | $4,743,000 | 3,170 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,655,000 | 5,396 |
| Mortgage-backed securities | $3,209,000 | 4,256 |
| Certificates of participation in pools of residential mortgages | $3,209,000 | 3,649 |
| Issued or guaranteed by U.S. | $3,209,000 | 3,633 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,514,000 | 2,514 |
| Available-for-sale securities (fair market value) | $11,132,000 | 5,287 |
| Total debt securities | $12,652,000 | 5,560 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $12,020,000 | 5,721 |
| U.S. Government securities | $8,058,000 | 5,829 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $8,058,000 | 5,717 |
| Securities issued by states & political subdivisions | $3,962,000 | 3,406 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,545,000 | 5,961 |
| Mortgage-backed securities | $3,407,000 | 4,154 |
| Certificates of participation in pools of residential mortgages | $3,407,000 | 3,540 |
| Issued or guaranteed by U.S. | $3,407,000 | 3,526 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $795,000 | 2,874 |
| Available-for-sale securities (fair market value) | $11,225,000 | 5,269 |
| Total debt securities | $12,022,000 | 5,664 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $12,923,000 | 5,577 |
| U.S. Government securities | $8,849,000 | 5,689 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $8,849,000 | 5,573 |
| Securities issued by states & political subdivisions | $4,074,000 | 3,393 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,677,000 | 5,930 |
| Mortgage-backed securities | $3,686,000 | 4,033 |
| Certificates of participation in pools of residential mortgages | $3,686,000 | 3,419 |
| Issued or guaranteed by U.S. | $3,686,000 | 3,399 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $824,000 | 2,893 |
| Available-for-sale securities (fair market value) | $12,099,000 | 5,114 |
| Total debt securities | $12,922,000 | 5,536 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $14,435,000 | 5,367 |
| U.S. Government securities | $10,020,000 | 5,454 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $10,020,000 | 5,332 |
| Securities issued by states & political subdivisions | $4,415,000 | 3,295 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,787,000 | 5,882 |
| Mortgage-backed securities | $3,878,000 | 3,973 |
| Certificates of participation in pools of residential mortgages | $3,878,000 | 3,355 |
| Issued or guaranteed by U.S. | $3,878,000 | 3,341 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $829,000 | 2,960 |
| Available-for-sale securities (fair market value) | $13,606,000 | 4,899 |
| Total debt securities | $14,435,000 | 5,324 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| 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 | $14,890,000 | 5,337 |
| U.S. Government securities | $12,229,000 | 5,055 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $12,229,000 | 4,933 |
| Securities issued by states & political subdivisions | $2,661,000 | 3,949 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,976,000 | 5,836 |
| Mortgage-backed securities | $2,610,000 | 4,431 |
| Certificates of participation in pools of residential mortgages | $2,610,000 | 3,861 |
| Issued or guaranteed by U.S. | $2,610,000 | 3,839 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $234,000 | 3,508 |
| Available-for-sale securities (fair market value) | $14,656,000 | 4,740 |
| Total debt securities | $14,890,000 | 5,293 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $15,298,000 | 5,278 |
| U.S. Government securities | $13,346,000 | 4,830 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $13,346,000 | 4,695 |
| Securities issued by states & political subdivisions | $1,952,000 | 4,337 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,091,000 | 5,769 |
| Mortgage-backed securities | $2,820,000 | 4,355 |
| Certificates of participation in pools of residential mortgages | $2,820,000 | 3,785 |
| Issued or guaranteed by U.S. | $2,820,000 | 3,769 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $355,000 | 3,426 |
| Available-for-sale securities (fair market value) | $14,943,000 | 4,685 |
| Total debt securities | $15,298,000 | 5,221 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $13,658,000 | 5,611 |
| U.S. Government securities | $12,633,000 | 5,014 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $12,633,000 | 4,875 |
| Securities issued by states & political subdivisions | $1,025,000 | 5,031 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,265,000 | 5,664 |
| Mortgage-backed securities | $3,062,000 | 4,286 |
| Certificates of participation in pools of residential mortgages | $3,062,000 | 3,710 |
| Issued or guaranteed by U.S. | $3,062,000 | 3,694 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $359,000 | 3,478 |
| Available-for-sale securities (fair market value) | $13,299,000 | 5,003 |
| Total debt securities | $13,659,000 | 5,556 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $14,526,000 | 5,463 |
| U.S. Government securities | $13,840,000 | 4,766 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $13,840,000 | 4,624 |
| Securities issued by states & political subdivisions | $686,000 | 5,376 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,414,000 | 5,638 |
| Mortgage-backed securities | $3,264,000 | 4,230 |
| Certificates of participation in pools of residential mortgages | $3,264,000 | 3,635 |
| Issued or guaranteed by U.S. | $3,264,000 | 3,620 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $363,000 | 3,545 |
| Available-for-sale securities (fair market value) | $14,163,000 | 4,846 |
| Total debt securities | $14,527,000 | 5,414 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $11,907,000 | 5,928 |
| U.S. Government securities | $11,215,000 | 5,273 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $11,215,000 | 5,119 |
| Securities issued by states & political subdivisions | $692,000 | 5,391 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,733,000 | 5,513 |
| Mortgage-backed securities | $3,589,000 | 4,163 |
| Certificates of participation in pools of residential mortgages | $3,589,000 | 3,569 |
| Issued or guaranteed by U.S. | $3,589,000 | 3,555 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $368,000 | 3,583 |
| Available-for-sale securities (fair market value) | $11,539,000 | 5,302 |
| Total debt securities | $11,907,000 | 5,864 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $9,385,000 | 6,491 |
| U.S. Government securities | $8,688,000 | 5,931 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $8,688,000 | 5,787 |
| Securities issued by states & political subdivisions | $697,000 | 5,378 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,936,000 | 5,404 |
| Mortgage-backed securities | $4,044,000 | 4,095 |
| Certificates of participation in pools of residential mortgages | $4,044,000 | 3,495 |
| Issued or guaranteed by U.S. | $4,044,000 | 3,478 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $372,000 | 3,640 |
| Available-for-sale securities (fair market value) | $9,013,000 | 5,834 |
| Total debt securities | $9,385,000 | 6,432 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $9,694,000 | 6,502 |
| U.S. Government securities | $8,995,000 | 5,930 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,995,000 | 5,788 |
| Securities issued by states & political subdivisions | $699,000 | 5,390 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,199,000 | 5,313 |
| Mortgage-backed securities | $4,394,000 | 4,063 |
| Certificates of participation in pools of residential mortgages | $4,394,000 | 3,439 |
| Issued or guaranteed by U.S. | $4,394,000 | 3,429 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $377,000 | 3,688 |
| Available-for-sale securities (fair market value) | $9,317,000 | 5,844 |
| Total debt securities | $9,695,000 | 6,442 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $5,458,000 | 7,520 |
| U.S. Government securities | $4,752,000 | 7,181 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,752,000 | 7,023 |
| Securities issued by states & political subdivisions | $706,000 | 5,402 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,424,000 | 5,213 |
| Mortgage-backed securities | $4,752,000 | 4,012 |
| Certificates of participation in pools of residential mortgages | $4,752,000 | 3,380 |
| Issued or guaranteed by U.S. | $4,752,000 | 3,368 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $381,000 | 3,752 |
| Available-for-sale securities (fair market value) | $5,077,000 | 6,818 |
| Total debt securities | $5,458,000 | 7,451 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $11,333,000 | 6,233 |
| U.S. Government securities | $10,620,000 | 5,556 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $10,620,000 | 5,399 |
| Securities issued by states & political subdivisions | $713,000 | 5,433 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,901 |
| Mortgage-backed securities | $5,168,000 | 3,901 |
| Certificates of participation in pools of residential mortgages | $5,168,000 | 3,275 |
| Issued or guaranteed by U.S. | $5,168,000 | 3,269 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $385,000 | 3,811 |
| Available-for-sale securities (fair market value) | $10,948,000 | 5,548 |
| Total debt securities | $11,333,000 | 6,166 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $11,729,000 | 6,217 |
| U.S. Government securities | $11,015,000 | 5,541 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $11,015,000 | 5,386 |
| Securities issued by states & political subdivisions | $714,000 | 5,467 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 6,225 |
| Mortgage-backed securities | $5,605,000 | 3,852 |
| Certificates of participation in pools of residential mortgages | $5,605,000 | 3,235 |
| Issued or guaranteed by U.S. | $5,605,000 | 3,227 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $390,000 | 3,851 |
| Available-for-sale securities (fair market value) | $11,339,000 | 5,542 |
| Total debt securities | $11,729,000 | 6,143 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $19,485,000 | 4,842 |
| U.S. Government securities | $18,758,000 | 4,016 |
| U.S. Treasury securities | $503,000 | 1,676 |
| U.S. Government agency obligations | $18,255,000 | 3,941 |
| Securities issued by states & political subdivisions | $727,000 | 5,455 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 6,211 |
| Mortgage-backed securities | $6,383,000 | 3,709 |
| Certificates of participation in pools of residential mortgages | $6,383,000 | 3,066 |
| Issued or guaranteed by U.S. | $6,383,000 | 3,055 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $394,000 | 3,888 |
| Available-for-sale securities (fair market value) | $19,091,000 | 4,293 |
| Total debt securities | $19,484,000 | 4,774 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $24,515,000 | 4,273 |
| U.S. Government securities | $24,117,000 | 3,429 |
| U.S. Treasury securities | $499,000 | 1,858 |
| U.S. Government agency obligations | $23,618,000 | 3,359 |
| Securities issued by states & political subdivisions | $398,000 | 5,960 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,030,000 | 5,830 |
| Mortgage-backed securities | $6,691,000 | 3,615 |
| Certificates of participation in pools of residential mortgages | $6,691,000 | 3,013 |
| Issued or guaranteed by U.S. | $6,691,000 | 2,999 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $398,000 | 3,943 |
| Available-for-sale securities (fair market value) | $24,117,000 | 3,730 |
| Total debt securities | $24,515,000 | 4,196 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $22,949,000 | 4,380 |
| U.S. Government securities | $22,442,000 | 3,511 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $22,442,000 | 3,385 |
| Securities issued by states & political subdivisions | $507,000 | 5,833 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 5,836 |
| Mortgage-backed securities | $4,453,000 | 4,222 |
| Certificates of participation in pools of residential mortgages | $4,453,000 | 3,586 |
| Issued or guaranteed by U.S. | $4,453,000 | 3,574 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $507,000 | 3,844 |
| Available-for-sale securities (fair market value) | $22,442,000 | 3,843 |
| Total debt securities | $22,958,000 | 4,293 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,004 |
| Fair value | $2,004,000 | 1,038 |
| 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 | $17,268,000 | 5,092 |
| U.S. Government securities | $16,757,000 | 4,166 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $16,757,000 | 4,009 |
| Securities issued by states & political subdivisions | $511,000 | 5,826 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,058,000 | 5,783 |
| Mortgage-backed securities | $531,000 | 6,299 |
| Certificates of participation in pools of residential mortgages | $531,000 | 5,809 |
| Issued or guaranteed by U.S. | $531,000 | 5,790 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $511,000 | 3,862 |
| Available-for-sale securities (fair market value) | $16,757,000 | 4,505 |
| Total debt securities | $17,265,000 | 4,997 |
| Structured notes | ||
| Amortized cost | $16,563,000 | 95 |
| Fair value | $16,737,000 | 95 |
| 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 | $14,448,000 | 5,585 |
| U.S. Government securities | $13,933,000 | 4,703 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $13,933,000 | 4,537 |
| Securities issued by states & political subdivisions | $515,000 | 5,781 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,543,000 | 6,178 |
| Mortgage-backed securities | $752,000 | 6,131 |
| Certificates of participation in pools of residential mortgages | $752,000 | 5,601 |
| Issued or guaranteed by U.S. | $752,000 | 5,582 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $515,000 | 3,916 |
| Available-for-sale securities (fair market value) | $13,933,000 | 4,964 |
| Total debt securities | $14,458,000 | 5,489 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $9,078,000 | 6,731 |
| U.S. Government securities | $8,560,000 | 6,003 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $8,560,000 | 5,801 |
| Securities issued by states & political subdivisions | $518,000 | 5,782 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,077,000 | 4,797 |
| Mortgage-backed securities | $939,000 | 5,980 |
| Certificates of participation in pools of residential mortgages | $939,000 | 5,404 |
| Issued or guaranteed by U.S. | $939,000 | 5,385 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $518,000 | 4,005 |
| Available-for-sale securities (fair market value) | $8,560,000 | 6,063 |
| Total debt securities | $9,078,000 | 6,635 |
| 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 | $8,284,000 | 6,959 |
| U.S. Government securities | $7,032,000 | 6,447 |
| U.S. Treasury securities | $510,000 | 2,495 |
| U.S. Government agency obligations | $6,522,000 | 6,404 |
| Securities issued by states & political subdivisions | $1,183,000 | 5,029 |
| 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 | $69,000 | 2,077 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,406,000 | 3,857 |
| Mortgage-backed securities | $68,000 | 7,070 |
| Certificates of participation in pools of residential mortgages | $68,000 | 6,621 |
| Issued or guaranteed by U.S. | $68,000 | 6,599 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,183,000 | 3,684 |
| Available-for-sale securities (fair market value) | $7,101,000 | 6,374 |
| Total debt securities | $8,216,000 | 6,874 |
| 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 | $13,450,000 | 5,890 |
| U.S. Government securities | $11,552,000 | 5,372 |
| U.S. Treasury securities | $1,111,000 | 2,481 |
| U.S. Government agency obligations | $10,441,000 | 5,411 |
| Securities issued by states & political subdivisions | $1,725,000 | 4,604 |
| 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 | $173,000 | 6,052 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,893,000 | 3,686 |
| Mortgage-backed securities | $78,000 | 6,967 |
| Certificates of participation in pools of residential mortgages | $78,000 | 6,488 |
| Issued or guaranteed by U.S. | $78,000 | 6,467 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,725,000 | 4,005 |
| Available-for-sale securities (fair market value) | $11,725,000 | 5,296 |
| Total debt securities | $13,277,000 | 5,802 |
| 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 | $14,726,000 | 5,860 |
| U.S. Government securities | $12,217,000 | 5,449 |
| U.S. Treasury securities | $2,406,000 | 2,484 |
| U.S. Government agency obligations | $9,811,000 | 5,659 |
| Securities issued by states & political subdivisions | $2,351,000 | 4,348 |
| 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 | $158,000 | 6,104 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,414,000 | 4,476 |
| Mortgage-backed securities | $89,000 | 7,309 |
| Certificates of participation in pools of residential mortgages | $89,000 | 6,784 |
| Issued or guaranteed by U.S. | $89,000 | 6,766 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,351,000 | 4,050 |
| Available-for-sale securities (fair market value) | $12,375,000 | 5,290 |
| Total debt securities | $14,568,000 | 5,791 |
| 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 | $16,853,000 | 5,398 |
| U.S. Government securities | $14,047,000 | 4,989 |
| U.S. Treasury securities | $3,270,000 | 2,955 |
| U.S. Government agency obligations | $10,777,000 | 5,050 |
| Securities issued by states & political subdivisions | $2,782,000 | 4,134 |
| 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 | $24,000 | 7,557 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,588,000 | 4,496 |
| Mortgage-backed securities | $177,000 | 7,287 |
| Certificates of participation in pools of residential mortgages | $177,000 | 6,715 |
| Issued or guaranteed by U.S. | $177,000 | 6,694 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,782,000 | 4,304 |
| Available-for-sale securities (fair market value) | $14,071,000 | 4,821 |
| Total debt securities | $16,829,000 | 5,275 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,269 |
| Fair value | $299,000 | 1,294 |
| 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 | $13,690,000 | 6,332 |
| U.S. Government securities | $10,925,000 | 6,173 |
| U.S. Treasury securities | $4,340,000 | 3,486 |
| U.S. Government agency obligations | $6,585,000 | 6,552 |
| Securities issued by states & political subdivisions | $2,741,000 | 4,011 |
| 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 | $24,000 | 7,560 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,082,000 | 4,462 |
| Mortgage-backed securities | $270,000 | 7,428 |
| Certificates of participation in pools of residential mortgages | $270,000 | 6,715 |
| Issued or guaranteed by U.S. | $270,000 | 6,694 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,741,000 | 5,178 |
| Available-for-sale securities (fair market value) | $10,949,000 | 5,467 |
| Total debt securities | $13,666,000 | 6,207 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,328 |
| Fair value | $292,000 | 2,407 |
| 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 | $14,393,000 | 6,585 |
| U.S. Government securities | $11,166,000 | 6,610 |
| U.S. Treasury securities | $5,718,000 | 3,466 |
| U.S. Government agency obligations | $5,448,000 | 7,407 |
| Securities issued by states & political subdivisions | $3,203,000 | 3,788 |
| 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 | $24,000 | 7,643 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,624,000 | 4,308 |
| Mortgage-backed securities | $329,000 | 7,861 |
| Certificates of participation in pools of residential mortgages | $329,000 | 7,085 |
| Issued or guaranteed by U.S. | $329,000 | 7,065 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,203,000 | 5,555 |
| Available-for-sale securities (fair market value) | $11,190,000 | 5,638 |
| Total debt securities | $14,369,000 | 6,458 |
| Structured notes | ||
| Amortized cost | $300,000 | 3,044 |
| Fair value | $290,000 | 3,144 |
| 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 | $11,362,000 | 7,814 |
| U.S. Government securities | $8,852,000 | 7,782 |
| U.S. Treasury securities | $5,137,000 | 4,464 |
| U.S. Government agency obligations | $3,715,000 | 8,502 |
| Securities issued by states & political subdivisions | $2,486,000 | 4,401 |
| 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 | $24,000 | 7,704 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,645,000 | 4,894 |
| Mortgage-backed securities | $432,000 | 8,126 |
| Certificates of participation in pools of residential mortgages | $432,000 | 7,167 |
| Issued or guaranteed by U.S. | $432,000 | 7,132 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,486,000 | 6,317 |
| Available-for-sale securities (fair market value) | $8,876,000 | 6,510 |
| Total debt securities | $11,338,000 | 7,694 |
| Structured notes | ||
| Amortized cost | $1,150,000 | 2,392 |
| Fair value | $1,135,000 | 2,395 |
| 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 | $15,256,000 | 7,056 |
| U.S. Government securities | $11,996,000 | 6,967 |
| U.S. Treasury securities | $6,965,000 | 4,455 |
| U.S. Government agency obligations | $5,031,000 | 7,679 |
| Securities issued by states & political subdivisions | $3,206,000 | 4,013 |
| Other domestic debt securities | $30,000 | 5,518 |
| Privately issued residential mortgage-backed securities | $30,000 | 2,587 |
| 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 | $24,000 | 7,745 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,631,000 | 5,592 |
| Mortgage-backed securities | $525,000 | 8,466 |
| Certificates of participation in pools of residential mortgages | $495,000 | 7,406 |
| Issued or guaranteed by U.S. | $495,000 | 7,378 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $30,000 | 6,464 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $30,000 | 2,252 |
| 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) | $3,206,000 | 9,178 |
| Available-for-sale securities (fair market value) | $12,050,000 | 4,218 |
| Total debt securities | $15,232,000 | 6,950 |
| 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 | $13,714,000 | 7,806 |
| U.S. Government securities | $10,671,000 | 7,736 |
| U.S. Treasury securities | $6,485,000 | 4,833 |
| U.S. Government agency obligations | $4,186,000 | 8,457 |
| Securities issued by states & political subdivisions | $2,971,000 | 4,304 |
| Other domestic debt securities | $48,000 | 6,175 |
| Privately issued residential mortgage-backed securities | $48,000 | 3,033 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,000 | 7,628 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,950,000 | 5,295 |
| Mortgage-backed securities | $805,000 | 8,744 |
| Certificates of participation in pools of residential mortgages | $757,000 | 7,511 |
| Issued or guaranteed by U.S. | $757,000 | 7,461 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $48,000 | 6,817 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $48,000 | 2,591 |
| 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 | $13,690,000 | 7,647 |
| 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 | $10,760,000 | 8,833 |
| U.S. Government securities | $8,763,000 | 8,621 |
| U.S. Treasury securities | $5,180,000 | 5,641 |
| U.S. Government agency obligations | $3,583,000 | 9,038 |
| Securities issued by states & political subdivisions | $1,904,000 | 5,155 |
| Other domestic debt securities | $69,000 | 6,935 |
| Privately issued residential mortgage-backed securities | $69,000 | 3,672 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $24,000 | 7,441 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,397,000 | 5,625 |
| Mortgage-backed securities | $1,195,000 | 8,646 |
| Certificates of participation in pools of residential mortgages | $1,126,000 | 7,309 |
| Issued or guaranteed by U.S. | $1,126,000 | 7,251 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $69,000 | 7,070 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $69,000 | 3,156 |
| 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 | $10,736,000 | 8,713 |
| 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 |