Home > The First National Bank of Moose Lake > Securities
The First National Bank of Moose Lake, Securities
| 2023-12-31 | Rank | |
| Total securities | $31,334,000 | 3,154 |
| U.S. Government securities | $11,758,000 | 3,470 |
| U.S. Treasury securities | $969,000 | 2,551 |
| U.S. Government agency obligations | $10,789,000 | 3,177 |
| Securities issued by states & political subdivisions | $19,089,000 | 1,826 |
| Other domestic debt securities | $487,000 | 2,141 |
| 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 | $487,000 | 1,722 |
| 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 | $13,901,000 | 2,689 |
| Mortgage-backed securities | $9,328,000 | 2,613 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,590,000 | 2,265 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $823,000 | 2,219 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $430,000 | 1,425 |
| Other commercial mortgage-backed securities | $485,000 | 1,232 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $31,334,000 | 2,909 |
| Total debt securities | $31,334,000 | 3,132 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 747 |
| Fair value | $821,000 | 881 |
| 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 | $29,582,000 | 3,202 |
| U.S. Government securities | $11,418,000 | 3,504 |
| U.S. Treasury securities | $952,000 | 2,612 |
| U.S. Government agency obligations | $10,466,000 | 3,193 |
| Securities issued by states & political subdivisions | $17,693,000 | 1,894 |
| Other domestic debt securities | $471,000 | 2,154 |
| 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 | $471,000 | 1,738 |
| 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 | $11,662,000 | 2,787 |
| Mortgage-backed securities | $9,042,000 | 2,624 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,363,000 | 2,285 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $804,000 | 2,199 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $408,000 | 1,406 |
| Other commercial mortgage-backed securities | $467,000 | 1,234 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $29,582,000 | 2,952 |
| Total debt securities | $29,582,000 | 3,181 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 768 |
| Fair value | $771,000 | 904 |
| 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 | $31,121,000 | 3,207 |
| U.S. Government securities | $12,040,000 | 3,512 |
| U.S. Treasury securities | $952,000 | 2,631 |
| U.S. Government agency obligations | $11,088,000 | 3,192 |
| Securities issued by states & political subdivisions | $18,601,000 | 1,905 |
| Other domestic debt securities | $480,000 | 2,170 |
| 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 | $480,000 | 1,743 |
| 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 | $12,225,000 | 2,737 |
| Mortgage-backed securities | $9,604,000 | 2,615 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,834,000 | 2,277 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $867,000 | 2,181 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $421,000 | 1,400 |
| Other commercial mortgage-backed securities | $482,000 | 1,230 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $31,121,000 | 2,956 |
| Total debt securities | $31,120,000 | 3,183 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 811 |
| Fair value | $795,000 | 953 |
| 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 | $27,767,000 | 3,423 |
| U.S. Government securities | $8,455,000 | 3,842 |
| U.S. Treasury securities | $965,000 | 2,695 |
| U.S. Government agency obligations | $7,490,000 | 3,493 |
| Securities issued by states & political subdivisions | $18,837,000 | 1,950 |
| Other domestic debt securities | $475,000 | 2,226 |
| 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 | $475,000 | 1,798 |
| 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 | $12,392,000 | 2,643 |
| Mortgage-backed securities | $5,941,000 | 2,990 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,120,000 | 2,751 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $904,000 | 2,205 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $428,000 | 1,415 |
| Other commercial mortgage-backed securities | $489,000 | 1,237 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $27,767,000 | 3,154 |
| Total debt securities | $27,765,000 | 3,397 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 845 |
| Fair value | $816,000 | 979 |
| 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 | $27,340,000 | 3,475 |
| U.S. Government securities | $8,439,000 | 3,868 |
| U.S. Treasury securities | $951,000 | 2,751 |
| U.S. Government agency obligations | $7,488,000 | 3,509 |
| Securities issued by states & political subdivisions | $18,423,000 | 2,016 |
| Other domestic debt securities | $478,000 | 2,258 |
| 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 | $478,000 | 1,813 |
| 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 | $10,103,000 | 2,712 |
| Mortgage-backed securities | $5,926,000 | 3,032 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,139,000 | 2,759 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $891,000 | 2,228 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $418,000 | 1,413 |
| Other commercial mortgage-backed securities | $478,000 | 1,229 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $27,340,000 | 3,208 |
| Total debt securities | $27,340,000 | 3,449 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 869 |
| Fair value | $783,000 | 1,011 |
| 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 | $27,045,000 | 3,491 |
| U.S. Government securities | $8,620,000 | 3,869 |
| U.S. Treasury securities | $949,000 | 2,767 |
| U.S. Government agency obligations | $7,671,000 | 3,513 |
| Securities issued by states & political subdivisions | $17,950,000 | 2,042 |
| Other domestic debt securities | $475,000 | 2,228 |
| 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 | $475,000 | 1,826 |
| 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 | $9,988,000 | 2,664 |
| Mortgage-backed securities | $6,047,000 | 3,036 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,225,000 | 2,774 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $918,000 | 2,236 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $423,000 | 1,426 |
| Other commercial mortgage-backed securities | $481,000 | 1,269 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $27,045,000 | 3,224 |
| Total debt securities | $27,044,000 | 3,466 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 861 |
| Fair value | $790,000 | 998 |
| 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 | $28,943,000 | 3,444 |
| U.S. Government securities | $9,341,000 | 3,831 |
| U.S. Treasury securities | $972,000 | 2,712 |
| U.S. Government agency obligations | $8,369,000 | 3,481 |
| Securities issued by states & political subdivisions | $19,116,000 | 2,019 |
| Other domestic debt securities | $486,000 | 2,090 |
| 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 | $486,000 | 1,813 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,594,000 | 2,623 |
| Mortgage-backed securities | $6,438,000 | 3,043 |
| Certificates of participation in pools of residential mortgages | $4,506,000 | 2,859 |
| Issued or guaranteed by U.S. | $4,506,000 | 2,776 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $985,000 | 2,307 |
| CMOs issued by government agencies or sponsored agencies | $985,000 | 2,235 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $947,000 | 1,732 |
| Commercial mortgage pass-through securities | $444,000 | 1,420 |
| Other commercial mortgage-backed securities | $503,000 | 1,341 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $28,943,000 | 3,193 |
| Total debt securities | $28,943,000 | 3,424 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 840 |
| Fair value | $836,000 | 975 |
| 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 | $31,216,000 | 3,334 |
| U.S. Government securities | $10,046,000 | 3,704 |
| U.S. Treasury securities | $990,000 | 2,454 |
| U.S. Government agency obligations | $9,056,000 | 3,405 |
| Securities issued by states & political subdivisions | $20,664,000 | 1,968 |
| Other domestic debt securities | $506,000 | 2,027 |
| 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 | $506,000 | 1,733 |
| 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 | $11,375,000 | 2,528 |
| Mortgage-backed securities | $6,972,000 | 3,002 |
| Certificates of participation in pools of residential mortgages | $4,909,000 | 2,819 |
| Issued or guaranteed by U.S. | $4,909,000 | 2,741 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,075,000 | 2,273 |
| CMOs issued by government agencies or sponsored agencies | $1,075,000 | 2,210 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $988,000 | 1,699 |
| Commercial mortgage pass-through securities | $467,000 | 1,394 |
| Other commercial mortgage-backed securities | $521,000 | 1,317 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $31,216,000 | 3,118 |
| Total debt securities | $31,216,000 | 3,315 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 740 |
| Fair value | $901,000 | 860 |
| 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 | $32,288,000 | 3,224 |
| U.S. Government securities | $10,018,000 | 3,604 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $10,018,000 | 3,306 |
| Securities issued by states & political subdivisions | $22,270,000 | 1,936 |
| 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 | $12,370,000 | 2,482 |
| Mortgage-backed securities | $7,643,000 | 2,948 |
| Certificates of participation in pools of residential mortgages | $5,407,000 | 2,745 |
| Issued or guaranteed by U.S. | $5,407,000 | 2,662 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,168,000 | 2,246 |
| CMOs issued by government agencies or sponsored agencies | $1,168,000 | 2,191 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,068,000 | 1,657 |
| Commercial mortgage pass-through securities | $503,000 | 1,360 |
| Other commercial mortgage-backed securities | $565,000 | 1,286 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $32,288,000 | 3,043 |
| Total debt securities | $32,288,000 | 3,201 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 656 |
| Fair value | $978,000 | 736 |
| 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 | $24,500,000 | 3,444 |
| U.S. Government securities | $12,991,000 | 3,325 |
| U.S. Treasury securities | $3,709,000 | 1,312 |
| U.S. Government agency obligations | $9,282,000 | 3,363 |
| Securities issued by states & political subdivisions | $11,509,000 | 2,555 |
| 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 | $7,754,000 | 2,866 |
| Mortgage-backed securities | $4,311,000 | 3,299 |
| Certificates of participation in pools of residential mortgages | $2,523,000 | 3,193 |
| Issued or guaranteed by U.S. | $2,523,000 | 3,107 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $211,000 | 2,696 |
| CMOs issued by government agencies or sponsored agencies | $211,000 | 2,636 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $1,577,000 | 1,573 |
| Commercial mortgage pass-through securities | $511,000 | 1,372 |
| Other commercial mortgage-backed securities | $1,066,000 | 1,167 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $24,500,000 | 3,249 |
| Total debt securities | $24,499,000 | 3,423 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 586 |
| Fair value | $991,000 | 656 |
| 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 | $19,434,000 | 3,643 |
| U.S. Government securities | $8,800,000 | 3,614 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $8,800,000 | 3,380 |
| Securities issued by states & political subdivisions | $10,634,000 | 2,611 |
| 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 | $6,359,000 | 2,988 |
| Mortgage-backed securities | $4,075,000 | 3,321 |
| Certificates of participation in pools of residential mortgages | $2,798,000 | 3,136 |
| Issued or guaranteed by U.S. | $2,798,000 | 3,041 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $262,000 | 2,650 |
| CMOs issued by government agencies or sponsored agencies | $262,000 | 2,600 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $1,015,000 | 1,688 |
| Commercial mortgage pass-through securities | $514,000 | 1,380 |
| Other commercial mortgage-backed securities | $501,000 | 1,293 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $19,434,000 | 3,428 |
| Total debt securities | $19,435,000 | 3,620 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 511 |
| Fair value | $983,000 | 597 |
| 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 | $20,347,000 | 3,508 |
| U.S. Government securities | $9,235,000 | 3,474 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $9,235,000 | 3,293 |
| Securities issued by states & political subdivisions | $11,112,000 | 2,528 |
| 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 | $6,549,000 | 2,961 |
| Mortgage-backed securities | $3,957,000 | 3,312 |
| Certificates of participation in pools of residential mortgages | $2,644,000 | 3,115 |
| Issued or guaranteed by U.S. | $2,644,000 | 3,023 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $305,000 | 2,599 |
| CMOs issued by government agencies or sponsored agencies | $305,000 | 2,549 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,008,000 | 1,677 |
| Commercial mortgage pass-through securities | $507,000 | 1,381 |
| Other commercial mortgage-backed securities | $501,000 | 1,273 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $20,347,000 | 3,299 |
| Total debt securities | $20,347,000 | 3,482 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 361 |
| Fair value | $971,000 | 424 |
| 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 | $17,164,000 | 3,575 |
| U.S. Government securities | $6,486,000 | 3,618 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $6,486,000 | 3,467 |
| Securities issued by states & political subdivisions | $10,678,000 | 2,545 |
| 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 | $6,690,000 | 2,940 |
| Mortgage-backed securities | $3,866,000 | 3,290 |
| Certificates of participation in pools of residential mortgages | $3,018,000 | 3,003 |
| Issued or guaranteed by U.S. | $3,018,000 | 2,927 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $348,000 | 2,594 |
| CMOs issued by government agencies or sponsored agencies | $348,000 | 2,539 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $500,000 | 1,813 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $500,000 | 1,244 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $17,164,000 | 3,362 |
| Total debt securities | $17,164,000 | 3,554 |
| 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 | $15,880,000 | 3,597 |
| U.S. Government securities | $8,026,000 | 3,458 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $8,026,000 | 3,302 |
| Securities issued by states & political subdivisions | $7,854,000 | 2,718 |
| 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 | $5,561,000 | 3,082 |
| Mortgage-backed securities | $3,845,000 | 3,293 |
| Certificates of participation in pools of residential mortgages | $3,441,000 | 2,917 |
| Issued or guaranteed by U.S. | $3,441,000 | 2,831 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $404,000 | 2,585 |
| CMOs issued by government agencies or sponsored agencies | $404,000 | 2,531 |
| 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) | $15,880,000 | 3,376 |
| Total debt securities | $15,880,000 | 3,574 |
| 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 | $15,164,000 | 3,642 |
| U.S. Government securities | $10,204,000 | 3,237 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $10,204,000 | 3,088 |
| Securities issued by states & political subdivisions | $4,960,000 | 3,067 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,279,000 | 3,014 |
| Mortgage-backed securities | $4,370,000 | 3,235 |
| Certificates of participation in pools of residential mortgages | $3,915,000 | 2,830 |
| Issued or guaranteed by U.S. | $3,915,000 | 2,750 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $455,000 | 2,578 |
| CMOs issued by government agencies or sponsored agencies | $455,000 | 2,537 |
| 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) | $15,164,000 | 3,408 |
| Total debt securities | $15,164,000 | 3,620 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $15,185,000 | 3,622 |
| U.S. Government securities | $11,174,000 | 3,190 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $11,174,000 | 3,050 |
| Securities issued by states & political subdivisions | $4,011,000 | 3,158 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,630,000 | 3,071 |
| Mortgage-backed securities | $4,756,000 | 3,186 |
| Certificates of participation in pools of residential mortgages | $4,292,000 | 2,779 |
| Issued or guaranteed by U.S. | $4,292,000 | 2,689 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $464,000 | 2,578 |
| CMOs issued by government agencies or sponsored agencies | $464,000 | 2,532 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $15,185,000 | 3,393 |
| Total debt securities | $15,184,000 | 3,601 |
| 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 | $15,748,000 | 3,624 |
| U.S. Government securities | $11,466,000 | 3,245 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $11,466,000 | 3,088 |
| Securities issued by states & political subdivisions | $4,282,000 | 3,123 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,302,000 | 3,026 |
| Mortgage-backed securities | $4,926,000 | 3,156 |
| Certificates of participation in pools of residential mortgages | $4,433,000 | 2,708 |
| Issued or guaranteed by U.S. | $4,433,000 | 2,624 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $493,000 | 2,576 |
| CMOs issued by government agencies or sponsored agencies | $493,000 | 2,534 |
| 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) | $15,748,000 | 3,383 |
| Total debt securities | $15,746,000 | 3,603 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $12,051,000 | 3,971 |
| U.S. Government securities | $8,764,000 | 3,573 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $8,764,000 | 3,416 |
| Securities issued by states & political subdivisions | $3,287,000 | 3,331 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,223,000 | 3,241 |
| Mortgage-backed securities | $3,653,000 | 3,332 |
| Certificates of participation in pools of residential mortgages | $3,653,000 | 2,840 |
| Issued or guaranteed by U.S. | $3,653,000 | 2,753 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $12,051,000 | 3,706 |
| Total debt securities | $12,049,000 | 3,946 |
| 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 | $8,869,000 | 4,307 |
| U.S. Government securities | $6,908,000 | 3,883 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $6,908,000 | 3,721 |
| Securities issued by states & political subdivisions | $1,961,000 | 3,667 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,229,000 | 3,289 |
| Mortgage-backed securities | $2,100,000 | 3,605 |
| Certificates of participation in pools of residential mortgages | $2,100,000 | 3,215 |
| Issued or guaranteed by U.S. | $2,100,000 | 3,127 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $8,869,000 | 4,035 |
| Total debt securities | $8,869,000 | 4,282 |
| 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 | $9,784,000 | 4,275 |
| U.S. Government securities | $6,641,000 | 3,953 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $6,641,000 | 3,787 |
| Securities issued by states & political subdivisions | $3,143,000 | 3,470 |
| 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 | $7,015,000 | 3,085 |
| Mortgage-backed securities | $1,653,000 | 3,712 |
| Certificates of participation in pools of residential mortgages | $1,653,000 | 3,348 |
| Issued or guaranteed by U.S. | $1,653,000 | 3,268 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $9,784,000 | 4,002 |
| Total debt securities | $9,782,000 | 4,252 |
| Structured notes | ||
| Amortized cost | $500,000 | 744 |
| Fair value | $499,000 | 752 |
| 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 | $11,075,000 | 4,208 |
| U.S. Government securities | $7,189,000 | 3,904 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $7,189,000 | 3,739 |
| Securities issued by states & political subdivisions | $3,886,000 | 3,389 |
| 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 | $6,958,000 | 3,128 |
| Mortgage-backed securities | $1,716,000 | 3,715 |
| Certificates of participation in pools of residential mortgages | $1,713,000 | 3,354 |
| Issued or guaranteed by U.S. | $1,713,000 | 3,282 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,000 | 2,961 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 2,893 |
| 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) | $11,075,000 | 3,931 |
| Total debt securities | $11,076,000 | 4,187 |
| Structured notes | ||
| Amortized cost | $501,000 | 770 |
| Fair value | $498,000 | 780 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $10,238,000 | 4,327 |
| U.S. Government securities | $6,252,000 | 4,084 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $6,252,000 | 3,942 |
| Securities issued by states & political subdivisions | $3,986,000 | 3,416 |
| 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 | $7,685,000 | 3,048 |
| Mortgage-backed securities | $1,312,000 | 3,860 |
| Certificates of participation in pools of residential mortgages | $1,305,000 | 3,541 |
| Issued or guaranteed by U.S. | $1,305,000 | 3,514 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $7,000 | 2,957 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 2,886 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $10,238,000 | 4,052 |
| Total debt securities | $10,238,000 | 4,304 |
| Structured notes | ||
| Amortized cost | $501,000 | 749 |
| Fair value | $497,000 | 753 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $8,235,000 | 4,556 |
| U.S. Government securities | $5,277,000 | 4,254 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $5,277,000 | 4,104 |
| Securities issued by states & political subdivisions | $2,958,000 | 3,653 |
| 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 | $7,734,000 | 3,082 |
| Mortgage-backed securities | $338,000 | 4,232 |
| Certificates of participation in pools of residential mortgages | $328,000 | 4,020 |
| Issued or guaranteed by U.S. | $328,000 | 3,881 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $10,000 | 2,983 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 2,904 |
| 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) | $8,235,000 | 4,282 |
| Total debt securities | $8,236,000 | 4,528 |
| Structured notes | ||
| Amortized cost | $502,000 | 748 |
| Fair value | $496,000 | 757 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $8,781,000 | 4,560 |
| U.S. Government securities | $5,809,000 | 4,238 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $5,809,000 | 4,092 |
| Securities issued by states & political subdivisions | $2,972,000 | 3,695 |
| 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 | $7,787,000 | 3,109 |
| Mortgage-backed securities | $368,000 | 4,259 |
| Certificates of participation in pools of residential mortgages | $355,000 | 4,047 |
| Issued or guaranteed by U.S. | $355,000 | 4,040 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $13,000 | 2,978 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 2,898 |
| 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) | $8,781,000 | 4,276 |
| Total debt securities | $8,782,000 | 4,533 |
| Structured notes | ||
| Amortized cost | $502,000 | 717 |
| Fair value | $497,000 | 726 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $8,520,000 | 4,645 |
| U.S. Government securities | $5,386,000 | 4,356 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $5,386,000 | 4,215 |
| Securities issued by states & political subdivisions | $3,134,000 | 3,733 |
| 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 | $7,876,000 | 3,134 |
| Mortgage-backed securities | $405,000 | 4,289 |
| Certificates of participation in pools of residential mortgages | $389,000 | 4,085 |
| Issued or guaranteed by U.S. | $389,000 | 4,080 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $16,000 | 2,985 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 2,900 |
| 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) | $8,520,000 | 4,370 |
| Total debt securities | $8,521,000 | 4,622 |
| Structured notes | ||
| Amortized cost | $522,000 | 721 |
| Fair value | $517,000 | 721 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $7,803,000 | 4,751 |
| U.S. Government securities | $4,445,000 | 4,558 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $4,445,000 | 4,435 |
| Securities issued by states & political subdivisions | $3,358,000 | 3,728 |
| 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 | $7,310,000 | 3,265 |
| Mortgage-backed securities | $442,000 | 4,330 |
| Certificates of participation in pools of residential mortgages | $422,000 | 4,123 |
| Issued or guaranteed by U.S. | $422,000 | 4,119 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $20,000 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 2,922 |
| 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) | $7,803,000 | 4,467 |
| Total debt securities | $7,804,000 | 4,724 |
| Structured notes | ||
| Amortized cost | $523,000 | 751 |
| Fair value | $522,000 | 750 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $7,552,000 | 4,817 |
| U.S. Government securities | $3,985,000 | 4,655 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $3,985,000 | 4,528 |
| Securities issued by states & political subdivisions | $3,567,000 | 3,721 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,867,000 | 3,345 |
| Mortgage-backed securities | $482,000 | 4,348 |
| Certificates of participation in pools of residential mortgages | $458,000 | 4,138 |
| Issued or guaranteed by U.S. | $458,000 | 4,133 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $24,000 | 3,033 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 2,938 |
| 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) | $7,552,000 | 4,523 |
| Total debt securities | $7,553,000 | 4,787 |
| Structured notes | ||
| Amortized cost | $21,000 | 1,077 |
| Fair value | $22,000 | 1,078 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $8,182,000 | 4,824 |
| U.S. Government securities | $4,522,000 | 4,628 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $4,522,000 | 4,494 |
| Securities issued by states & political subdivisions | $3,660,000 | 3,746 |
| 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 | $6,416,000 | 3,446 |
| Mortgage-backed securities | $520,000 | 4,400 |
| Certificates of participation in pools of residential mortgages | $491,000 | 4,187 |
| Issued or guaranteed by U.S. | $491,000 | 4,183 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $29,000 | 3,068 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 2,975 |
| 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) | $8,182,000 | 4,510 |
| Total debt securities | $8,183,000 | 4,795 |
| Structured notes | ||
| Amortized cost | $522,000 | 844 |
| Fair value | $522,000 | 842 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $7,482,000 | 4,909 |
| U.S. Government securities | $3,562,000 | 4,776 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,562,000 | 4,654 |
| Securities issued by states & political subdivisions | $3,920,000 | 3,725 |
| 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 | $6,473,000 | 3,455 |
| Mortgage-backed securities | $558,000 | 4,415 |
| Certificates of participation in pools of residential mortgages | $525,000 | 4,197 |
| Issued or guaranteed by U.S. | $525,000 | 4,190 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $33,000 | 3,075 |
| CMOs issued by government agencies or sponsored agencies | $33,000 | 2,971 |
| 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) | $7,482,000 | 4,590 |
| Total debt securities | $7,481,000 | 4,881 |
| Structured notes | ||
| Amortized cost | $24,000 | 1,161 |
| Fair value | $25,000 | 1,161 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $7,695,000 | 4,936 |
| U.S. Government securities | $3,640,000 | 4,819 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $3,640,000 | 4,705 |
| Securities issued by states & political subdivisions | $4,055,000 | 3,717 |
| 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 | $5,604,000 | 3,667 |
| Mortgage-backed securities | $613,000 | 4,442 |
| Certificates of participation in pools of residential mortgages | $576,000 | 4,211 |
| Issued or guaranteed by U.S. | $576,000 | 4,208 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $37,000 | 3,102 |
| CMOs issued by government agencies or sponsored agencies | $37,000 | 3,002 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $7,695,000 | 4,608 |
| Total debt securities | $7,696,000 | 4,913 |
| Structured notes | ||
| Amortized cost | $26,000 | 1,148 |
| Fair value | $27,000 | 1,150 |
| 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 | $8,757,000 | 4,891 |
| U.S. Government securities | $3,949,000 | 4,865 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $3,949,000 | 4,739 |
| Securities issued by states & political subdivisions | $4,808,000 | 3,587 |
| 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 | $5,934,000 | 3,653 |
| Mortgage-backed securities | $660,000 | 4,476 |
| Certificates of participation in pools of residential mortgages | $618,000 | 4,247 |
| Issued or guaranteed by U.S. | $618,000 | 4,242 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $42,000 | 3,135 |
| CMOs issued by government agencies or sponsored agencies | $42,000 | 3,023 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $8,757,000 | 4,545 |
| Total debt securities | $8,757,000 | 4,867 |
| Structured notes | ||
| Amortized cost | $1,028,000 | 714 |
| Fair value | $1,031,000 | 717 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $7,888,000 | 5,052 |
| U.S. Government securities | $3,000,000 | 5,121 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $3,000,000 | 5,015 |
| Securities issued by states & political subdivisions | $4,888,000 | 3,566 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,886,000 | 3,537 |
| Mortgage-backed securities | $712,000 | 4,496 |
| Certificates of participation in pools of residential mortgages | $663,000 | 4,263 |
| Issued or guaranteed by U.S. | $663,000 | 4,259 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $49,000 | 3,145 |
| CMOs issued by government agencies or sponsored agencies | $49,000 | 3,042 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $7,888,000 | 4,713 |
| Total debt securities | $7,888,000 | 5,027 |
| Structured notes | ||
| Amortized cost | $1,031,000 | 855 |
| Fair value | $1,034,000 | 855 |
| 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 | $8,241,000 | 5,076 |
| U.S. Government securities | $3,030,000 | 5,187 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,030,000 | 5,076 |
| Securities issued by states & political subdivisions | $5,211,000 | 3,515 |
| 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 | $6,221,000 | 3,682 |
| Mortgage-backed securities | $755,000 | 4,509 |
| Certificates of participation in pools of residential mortgages | $701,000 | 4,275 |
| Issued or guaranteed by U.S. | $701,000 | 4,272 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $54,000 | 3,168 |
| CMOs issued by government agencies or sponsored agencies | $54,000 | 3,066 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $8,241,000 | 4,727 |
| Total debt securities | $8,241,000 | 5,056 |
| Structured notes | ||
| Amortized cost | $1,033,000 | 981 |
| Fair value | $1,025,000 | 979 |
| 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 | $8,489,000 | 5,143 |
| U.S. Government securities | $3,113,000 | 5,270 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $3,113,000 | 5,166 |
| Securities issued by states & political subdivisions | $5,376,000 | 3,527 |
| 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 | $6,431,000 | 3,689 |
| Mortgage-backed securities | $813,000 | 4,552 |
| Certificates of participation in pools of residential mortgages | $750,000 | 4,312 |
| Issued or guaranteed by U.S. | $750,000 | 4,307 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $63,000 | 3,208 |
| CMOs issued by government agencies or sponsored agencies | $63,000 | 3,105 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $8,489,000 | 4,769 |
| Total debt securities | $8,489,000 | 5,120 |
| Structured notes | ||
| Amortized cost | $35,000 | 1,812 |
| Fair value | $38,000 | 1,813 |
| 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 | $8,044,000 | 5,270 |
| U.S. Government securities | $2,676,000 | 5,451 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $2,676,000 | 5,356 |
| Securities issued by states & political subdivisions | $5,368,000 | 3,544 |
| 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 | $6,496,000 | 3,723 |
| Mortgage-backed securities | $875,000 | 4,612 |
| Certificates of participation in pools of residential mortgages | $804,000 | 4,370 |
| Issued or guaranteed by U.S. | $804,000 | 4,366 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $71,000 | 3,239 |
| CMOs issued by government agencies or sponsored agencies | $71,000 | 3,134 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $8,044,000 | 4,902 |
| Total debt securities | $8,043,000 | 5,246 |
| Structured notes | ||
| Amortized cost | $38,000 | 1,952 |
| Fair value | $41,000 | 1,952 |
| 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 | $8,509,000 | 5,290 |
| U.S. Government securities | $3,257,000 | 5,417 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $3,257,000 | 5,321 |
| Securities issued by states & political subdivisions | $5,252,000 | 3,570 |
| 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 | $7,136,000 | 3,636 |
| Mortgage-backed securities | $945,000 | 4,644 |
| Certificates of participation in pools of residential mortgages | $868,000 | 4,399 |
| Issued or guaranteed by U.S. | $868,000 | 4,394 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $77,000 | 3,265 |
| CMOs issued by government agencies or sponsored agencies | $77,000 | 3,155 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $8,509,000 | 4,923 |
| Total debt securities | $8,509,000 | 5,269 |
| Structured notes | ||
| Amortized cost | $42,000 | 2,083 |
| Fair value | $45,000 | 2,082 |
| 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 | $8,742,000 | 5,345 |
| U.S. Government securities | $3,304,000 | 5,501 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $3,304,000 | 5,406 |
| Securities issued by states & political subdivisions | $5,438,000 | 3,572 |
| 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 | $7,225,000 | 3,666 |
| Mortgage-backed securities | $1,002,000 | 4,712 |
| Certificates of participation in pools of residential mortgages | $918,000 | 4,457 |
| Issued or guaranteed by U.S. | $918,000 | 4,450 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $84,000 | 3,299 |
| CMOs issued by government agencies or sponsored agencies | $84,000 | 3,191 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $8,742,000 | 4,958 |
| Total debt securities | $8,741,000 | 5,323 |
| Structured notes | ||
| Amortized cost | $44,000 | 2,182 |
| Fair value | $49,000 | 2,180 |
| 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 | $8,761,000 | 5,440 |
| U.S. Government securities | $3,361,000 | 5,579 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $3,361,000 | 5,479 |
| Securities issued by states & political subdivisions | $5,400,000 | 3,616 |
| 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 | $7,504,000 | 3,662 |
| Mortgage-backed securities | $1,059,000 | 4,775 |
| Certificates of participation in pools of residential mortgages | $966,000 | 4,526 |
| Issued or guaranteed by U.S. | $966,000 | 4,523 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $93,000 | 3,353 |
| CMOs issued by government agencies or sponsored agencies | $93,000 | 3,234 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $8,761,000 | 5,061 |
| Total debt securities | $8,761,000 | 5,420 |
| Structured notes | ||
| Amortized cost | $48,000 | 2,283 |
| Fair value | $53,000 | 2,281 |
| 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 | $8,988,000 | 5,485 |
| U.S. Government securities | $3,689,000 | 5,593 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $3,689,000 | 5,484 |
| Securities issued by states & political subdivisions | $5,299,000 | 3,670 |
| 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 | $7,851,000 | 3,617 |
| Mortgage-backed securities | $1,128,000 | 4,805 |
| Certificates of participation in pools of residential mortgages | $1,026,000 | 4,538 |
| Issued or guaranteed by U.S. | $1,026,000 | 4,536 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $102,000 | 3,382 |
| CMOs issued by government agencies or sponsored agencies | $102,000 | 3,265 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $8,988,000 | 5,088 |
| Total debt securities | $8,988,000 | 5,463 |
| Structured notes | ||
| Amortized cost | $52,000 | 2,343 |
| Fair value | $57,000 | 2,343 |
| 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 | $9,498,000 | 5,462 |
| U.S. Government securities | $4,254,000 | 5,545 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $4,254,000 | 5,445 |
| Securities issued by states & political subdivisions | $5,244,000 | 3,709 |
| 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 | $7,487,000 | 3,718 |
| Mortgage-backed securities | $1,194,000 | 4,826 |
| Certificates of participation in pools of residential mortgages | $1,080,000 | 4,553 |
| Issued or guaranteed by U.S. | $1,080,000 | 4,549 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $114,000 | 3,409 |
| CMOs issued by government agencies or sponsored agencies | $114,000 | 3,287 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $9,498,000 | 5,070 |
| Total debt securities | $9,498,000 | 5,439 |
| Structured notes | ||
| Amortized cost | $555,000 | 1,931 |
| Fair value | $561,000 | 1,930 |
| 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 | $8,438,000 | 5,603 |
| U.S. Government securities | $3,816,000 | 5,651 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,816,000 | 5,554 |
| Securities issued by states & political subdivisions | $4,622,000 | 3,851 |
| 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 | $6,975,000 | 3,829 |
| Mortgage-backed securities | $1,271,000 | 4,831 |
| Certificates of participation in pools of residential mortgages | $1,144,000 | 4,554 |
| Issued or guaranteed by U.S. | $1,144,000 | 4,548 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $127,000 | 3,409 |
| CMOs issued by government agencies or sponsored agencies | $127,000 | 3,281 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $8,438,000 | 5,222 |
| Total debt securities | $8,438,000 | 5,578 |
| Structured notes | ||
| Amortized cost | $310,000 | 2,173 |
| Fair value | $314,000 | 2,173 |
| 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 | $8,374,000 | 5,673 |
| U.S. Government securities | $4,191,000 | 5,642 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,191,000 | 5,546 |
| Securities issued by states & political subdivisions | $4,183,000 | 3,958 |
| 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 | $7,257,000 | 3,764 |
| Mortgage-backed securities | $1,375,000 | 4,842 |
| Certificates of participation in pools of residential mortgages | $1,231,000 | 4,560 |
| Issued or guaranteed by U.S. | $1,231,000 | 4,556 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $144,000 | 3,428 |
| CMOs issued by government agencies or sponsored agencies | $144,000 | 3,296 |
| 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) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $8,374,000 | 5,285 |
| Total debt securities | $8,374,000 | 5,644 |
| Structured notes | ||
| Amortized cost | $568,000 | 1,913 |
| Fair value | $575,000 | 1,906 |
| 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 | $8,354,000 | 5,689 |
| U.S. Government securities | $4,340,000 | 5,619 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $4,340,000 | 5,514 |
| Securities issued by states & political subdivisions | $4,014,000 | 4,001 |
| 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 | $6,459,000 | 3,936 |
| Mortgage-backed securities | $1,503,000 | 4,808 |
| Certificates of participation in pools of residential mortgages | $1,342,000 | 4,497 |
| Issued or guaranteed by U.S. | $1,342,000 | 4,493 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $161,000 | 3,436 |
| CMOs issued by government agencies or sponsored agencies | $161,000 | 3,299 |
| 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) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $8,354,000 | 5,303 |
| Total debt securities | $8,355,000 | 5,655 |
| Structured notes | ||
| Amortized cost | $581,000 | 1,888 |
| Fair value | $589,000 | 1,880 |
| 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 | $7,769,000 | 5,797 |
| U.S. Government securities | $3,607,000 | 5,796 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $3,607,000 | 5,695 |
| Securities issued by states & political subdivisions | $4,162,000 | 3,962 |
| 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 | $3,880,000 | 4,604 |
| Mortgage-backed securities | $1,717,000 | 4,800 |
| Certificates of participation in pools of residential mortgages | $1,519,000 | 4,472 |
| Issued or guaranteed by U.S. | $1,519,000 | 4,470 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $198,000 | 3,451 |
| CMOs issued by government agencies or sponsored agencies | $198,000 | 3,298 |
| 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) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $7,769,000 | 5,429 |
| Total debt securities | $7,769,000 | 5,763 |
| Structured notes | ||
| Amortized cost | $1,095,000 | 1,551 |
| Fair value | $1,105,000 | 1,552 |
| 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 | $7,706,000 | 5,839 |
| U.S. Government securities | $3,832,000 | 5,794 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $3,832,000 | 5,690 |
| Securities issued by states & political subdivisions | $3,874,000 | 4,029 |
| 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 | $3,948,000 | 4,560 |
| Mortgage-backed securities | $1,922,000 | 4,773 |
| Certificates of participation in pools of residential mortgages | $1,681,000 | 4,437 |
| Issued or guaranteed by U.S. | $1,681,000 | 4,436 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $241,000 | 3,464 |
| CMOs issued by government agencies or sponsored agencies | $241,000 | 3,315 |
| 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) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $7,706,000 | 5,460 |
| Total debt securities | $7,706,000 | 5,810 |
| Structured notes | ||
| Amortized cost | $1,110,000 | 1,573 |
| Fair value | $1,122,000 | 1,575 |
| 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 | $7,717,000 | 5,917 |
| U.S. Government securities | $4,844,000 | 5,715 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $4,844,000 | 5,609 |
| Securities issued by states & political subdivisions | $2,873,000 | 4,294 |
| 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 | $4,895,000 | 4,369 |
| Mortgage-backed securities | $2,159,000 | 4,802 |
| Certificates of participation in pools of residential mortgages | $1,867,000 | 4,497 |
| Issued or guaranteed by U.S. | $1,867,000 | 4,496 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $292,000 | 3,504 |
| CMOs issued by government agencies or sponsored agencies | $292,000 | 3,350 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $7,717,000 | 5,535 |
| Total debt securities | $7,714,000 | 5,888 |
| Structured notes | ||
| Amortized cost | $1,126,000 | 1,708 |
| Fair value | $1,140,000 | 1,708 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $7,187,000 | 6,044 |
| U.S. Government securities | $4,563,000 | 5,857 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $4,563,000 | 5,763 |
| Securities issued by states & political subdivisions | $2,624,000 | 4,345 |
| 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 | $4,195,000 | 4,580 |
| Mortgage-backed securities | $1,856,000 | 4,934 |
| Certificates of participation in pools of residential mortgages | $1,500,000 | 4,654 |
| Issued or guaranteed by U.S. | $1,500,000 | 4,652 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $356,000 | 3,469 |
| CMOs issued by government agencies or sponsored agencies | $356,000 | 3,314 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $7,187,000 | 5,645 |
| Total debt securities | $7,189,000 | 6,018 |
| Structured notes | ||
| Amortized cost | $1,144,000 | 1,910 |
| Fair value | $1,160,000 | 1,905 |
| 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 | $7,395,000 | 6,065 |
| U.S. Government securities | $4,798,000 | 5,909 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $4,798,000 | 5,805 |
| Securities issued by states & political subdivisions | $2,597,000 | 4,272 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,324,000 | 4,557 |
| Mortgage-backed securities | $2,063,000 | 4,904 |
| Certificates of participation in pools of residential mortgages | $1,636,000 | 4,621 |
| Issued or guaranteed by U.S. | $1,636,000 | 4,617 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $427,000 | 3,455 |
| CMOs issued by government agencies or sponsored agencies | $427,000 | 3,293 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $7,395,000 | 5,655 |
| Total debt securities | $7,395,000 | 6,040 |
| Structured notes | ||
| Amortized cost | $661,000 | 2,605 |
| Fair value | $681,000 | 2,602 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $9,015,000 | 5,864 |
| U.S. Government securities | $6,286,000 | 5,624 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $6,286,000 | 5,513 |
| Securities issued by states & political subdivisions | $2,729,000 | 4,214 |
| 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 | $5,407,000 | 4,084 |
| Mortgage-backed securities | $2,272,000 | 4,820 |
| Certificates of participation in pools of residential mortgages | $1,772,000 | 4,520 |
| Issued or guaranteed by U.S. | $1,772,000 | 4,513 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $500,000 | 3,359 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 3,114 |
| 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) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $9,015,000 | 5,439 |
| Total debt securities | $9,016,000 | 5,832 |
| Structured notes | ||
| Amortized cost | $676,000 | 2,489 |
| Fair value | $699,000 | 2,482 |
| 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 | $6,945,000 | 6,149 |
| U.S. Government securities | $5,213,000 | 5,845 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $5,213,000 | 5,733 |
| Securities issued by states & political subdivisions | $1,732,000 | 4,558 |
| 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 | $4,678,000 | 4,288 |
| Mortgage-backed securities | $1,433,000 | 5,070 |
| Certificates of participation in pools of residential mortgages | $855,000 | 4,892 |
| Issued or guaranteed by U.S. | $855,000 | 4,883 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $578,000 | 3,308 |
| CMOs issued by government agencies or sponsored agencies | $578,000 | 3,050 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $6,945,000 | 5,706 |
| Total debt securities | $6,945,000 | 6,116 |
| Structured notes | ||
| Amortized cost | $427,000 | 2,828 |
| Fair value | $449,000 | 2,823 |
| 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 | $5,745,000 | 6,429 |
| U.S. Government securities | $4,053,000 | 6,224 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $4,053,000 | 6,104 |
| Securities issued by states & political subdivisions | $1,692,000 | 4,559 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,143,000 | 4,455 |
| Mortgage-backed securities | $1,049,000 | 5,186 |
| Certificates of participation in pools of residential mortgages | $399,000 | 5,175 |
| Issued or guaranteed by U.S. | $399,000 | 5,161 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $650,000 | 3,241 |
| CMOs issued by government agencies or sponsored agencies | $650,000 | 2,977 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $5,745,000 | 5,965 |
| Total debt securities | $5,747,000 | 6,397 |
| Structured notes | ||
| Amortized cost | $438,000 | 2,966 |
| Fair value | $459,000 | 2,959 |
| 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 | $7,464,000 | 6,176 |
| U.S. Government securities | $5,805,000 | 5,855 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $5,805,000 | 5,725 |
| Securities issued by states & political subdivisions | $1,659,000 | 4,558 |
| 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 | $3,716,000 | 4,603 |
| Mortgage-backed securities | $1,183,000 | 5,109 |
| Certificates of participation in pools of residential mortgages | $460,000 | 5,108 |
| Issued or guaranteed by U.S. | $460,000 | 5,096 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $723,000 | 3,155 |
| CMOs issued by government agencies or sponsored agencies | $723,000 | 2,885 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $7,464,000 | 5,711 |
| Total debt securities | $7,464,000 | 6,146 |
| Structured notes | ||
| Amortized cost | $1,700,000 | 2,183 |
| Fair value | $1,718,000 | 2,173 |
| 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 | $7,663,000 | 6,071 |
| U.S. Government securities | $6,000,000 | 5,680 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $6,000,000 | 5,561 |
| Securities issued by states & political subdivisions | $1,663,000 | 4,560 |
| 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 | $3,738,000 | 4,598 |
| Mortgage-backed securities | $1,347,000 | 5,019 |
| Certificates of participation in pools of residential mortgages | $523,000 | 4,999 |
| Issued or guaranteed by U.S. | $523,000 | 4,986 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $824,000 | 3,104 |
| CMOs issued by government agencies or sponsored agencies | $824,000 | 2,823 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $7,663,000 | 5,614 |
| Total debt securities | $7,663,000 | 6,036 |
| Structured notes | ||
| Amortized cost | $1,468,000 | 2,172 |
| Fair value | $1,488,000 | 2,131 |
| 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 | $4,813,000 | 6,587 |
| U.S. Government securities | $3,570,000 | 6,271 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $3,570,000 | 6,154 |
| Securities issued by states & political subdivisions | $1,243,000 | 4,696 |
| 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 | $1,333,000 | 5,557 |
| Mortgage-backed securities | $1,531,000 | 4,977 |
| Certificates of participation in pools of residential mortgages | $589,000 | 4,970 |
| Issued or guaranteed by U.S. | $589,000 | 4,958 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $942,000 | 3,020 |
| CMOs issued by government agencies or sponsored agencies | $942,000 | 2,734 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $4,813,000 | 6,071 |
| Total debt securities | $4,813,000 | 6,551 |
| Structured notes | ||
| Amortized cost | $1,237,000 | 2,302 |
| Fair value | $1,264,000 | 2,285 |
| 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 | $4,124,000 | 6,805 |
| U.S. Government securities | $3,563,000 | 6,418 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $3,563,000 | 6,300 |
| Securities issued by states & political subdivisions | $561,000 | 5,148 |
| 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 | $1,109,000 | 5,701 |
| Mortgage-backed securities | $1,684,000 | 4,922 |
| Certificates of participation in pools of residential mortgages | $650,000 | 4,986 |
| Issued or guaranteed by U.S. | $650,000 | 4,977 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,034,000 | 2,889 |
| CMOs issued by government agencies or sponsored agencies | $1,034,000 | 2,583 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $4,124,000 | 6,292 |
| Total debt securities | $4,124,000 | 6,761 |
| Structured notes | ||
| Amortized cost | $1,321,000 | 2,352 |
| Fair value | $1,350,000 | 2,351 |
| 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 | $3,552,000 | 7,002 |
| U.S. Government securities | $3,003,000 | 6,667 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $3,003,000 | 6,560 |
| Securities issued by states & political subdivisions | $549,000 | 5,183 |
| 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 | $651,000 | 6,008 |
| Mortgage-backed securities | $1,918,000 | 4,939 |
| Certificates of participation in pools of residential mortgages | $783,000 | 5,023 |
| Issued or guaranteed by U.S. | $783,000 | 5,013 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,135,000 | 2,811 |
| CMOs issued by government agencies or sponsored agencies | $1,135,000 | 2,487 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $3,552,000 | 6,478 |
| Total debt securities | $3,553,000 | 6,958 |
| Structured notes | ||
| Amortized cost | $536,000 | 2,639 |
| Fair value | $554,000 | 2,625 |
| 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 | $3,723,000 | 6,984 |
| U.S. Government securities | $3,182,000 | 6,622 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,182,000 | 6,523 |
| Securities issued by states & political subdivisions | $541,000 | 5,228 |
| 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 | $645,000 | 6,063 |
| Mortgage-backed securities | $2,116,000 | 4,949 |
| Certificates of participation in pools of residential mortgages | $886,000 | 5,034 |
| Issued or guaranteed by U.S. | $886,000 | 5,025 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,230,000 | 2,769 |
| CMOs issued by government agencies or sponsored agencies | $1,230,000 | 2,436 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $3,723,000 | 6,460 |
| Total debt securities | $3,723,000 | 6,943 |
| Structured notes | ||
| Amortized cost | $552,000 | 2,372 |
| Fair value | $565,000 | 2,365 |
| 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 | $3,716,000 | 7,039 |
| U.S. Government securities | $3,166,000 | 6,660 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,166,000 | 6,564 |
| Securities issued by states & political subdivisions | $550,000 | 5,255 |
| 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 | $659,000 | 6,077 |
| Mortgage-backed securities | $1,778,000 | 5,158 |
| Certificates of participation in pools of residential mortgages | $985,000 | 5,067 |
| Issued or guaranteed by U.S. | $985,000 | 5,055 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $793,000 | 3,016 |
| CMOs issued by government agencies or sponsored agencies | $793,000 | 2,658 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $3,716,000 | 6,509 |
| Total debt securities | $3,716,000 | 7,002 |
| Structured notes | ||
| Amortized cost | $317,000 | 2,260 |
| Fair value | $333,000 | 2,251 |
| 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 | $3,873,000 | 7,034 |
| U.S. Government securities | $3,351,000 | 6,644 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,351,000 | 6,555 |
| Securities issued by states & political subdivisions | $522,000 | 5,308 |
| 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 | $683,000 | 6,101 |
| Mortgage-backed securities | $1,941,000 | 5,162 |
| Certificates of participation in pools of residential mortgages | $1,086,000 | 5,049 |
| Issued or guaranteed by U.S. | $1,086,000 | 5,035 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $855,000 | 2,988 |
| CMOs issued by government agencies or sponsored agencies | $855,000 | 2,619 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $3,873,000 | 6,503 |
| Total debt securities | $3,873,000 | 6,991 |
| Structured notes | ||
| Amortized cost | $337,000 | 1,773 |
| Fair value | $360,000 | 1,764 |
| 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 | $4,091,000 | 7,035 |
| U.S. Government securities | $3,584,000 | 6,679 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $3,584,000 | 6,591 |
| Securities issued by states & political subdivisions | $507,000 | 5,266 |
| 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 | $702,000 | 6,136 |
| Mortgage-backed securities | $2,133,000 | 5,172 |
| Certificates of participation in pools of residential mortgages | $1,201,000 | 5,081 |
| Issued or guaranteed by U.S. | $1,201,000 | 5,064 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $932,000 | 2,975 |
| CMOs issued by government agencies or sponsored agencies | $932,000 | 2,597 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $4,091,000 | 6,496 |
| Total debt securities | $4,091,000 | 6,994 |
| Structured notes | ||
| Amortized cost | $362,000 | 1,489 |
| Fair value | $382,000 | 1,468 |
| 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 | $2,814,000 | 7,414 |
| U.S. Government securities | $2,318,000 | 7,170 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $2,318,000 | 7,089 |
| Securities issued by states & political subdivisions | $496,000 | 5,248 |
| 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 | $1,009,000 | 6,027 |
| Mortgage-backed securities | $379,000 | 5,937 |
| Certificates of participation in pools of residential mortgages | $379,000 | 5,593 |
| Issued or guaranteed by U.S. | $379,000 | 5,576 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $2,814,000 | 6,820 |
| Total debt securities | $2,814,000 | 7,372 |
| Structured notes | ||
| Amortized cost | $379,000 | 1,514 |
| Fair value | $383,000 | 1,507 |
| 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 | $3,093,000 | 7,368 |
| U.S. Government securities | $2,767,000 | 7,073 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $2,767,000 | 6,980 |
| Securities issued by states & political subdivisions | $326,000 | 5,427 |
| 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 | $646,000 | 6,238 |
| Mortgage-backed securities | $410,000 | 5,911 |
| Certificates of participation in pools of residential mortgages | $410,000 | 5,568 |
| Issued or guaranteed by U.S. | $410,000 | 5,551 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $3,093,000 | 6,754 |
| Total debt securities | $3,093,000 | 7,327 |
| Structured notes | ||
| Amortized cost | $386,000 | 1,510 |
| Fair value | $391,000 | 1,504 |
| 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 | $3,152,000 | 7,427 |
| U.S. Government securities | $2,814,000 | 7,129 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $2,814,000 | 7,032 |
| Securities issued by states & political subdivisions | $338,000 | 5,472 |
| 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 | $678,000 | 6,260 |
| Mortgage-backed securities | $436,000 | 5,913 |
| Certificates of participation in pools of residential mortgages | $436,000 | 5,561 |
| Issued or guaranteed by U.S. | $436,000 | 5,537 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $3,152,000 | 6,812 |
| Total debt securities | $3,152,000 | 7,372 |
| Structured notes | ||
| Amortized cost | $395,000 | 1,551 |
| Fair value | $401,000 | 1,539 |
| 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 | $3,226,000 | 7,432 |
| U.S. Government securities | $2,889,000 | 7,119 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,889,000 | 7,016 |
| Securities issued by states & political subdivisions | $337,000 | 5,481 |
| 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 | $707,000 | 6,250 |
| Mortgage-backed securities | $469,000 | 5,874 |
| Certificates of participation in pools of residential mortgages | $469,000 | 5,505 |
| Issued or guaranteed by U.S. | $469,000 | 5,476 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $3,226,000 | 6,818 |
| Total debt securities | $3,226,000 | 7,376 |
| Structured notes | ||
| Amortized cost | $408,000 | 1,678 |
| Fair value | $419,000 | 1,678 |
| 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 | $1,207,000 | 7,953 |
| U.S. Government securities | $919,000 | 7,840 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $919,000 | 7,735 |
| Securities issued by states & political subdivisions | $288,000 | 5,569 |
| 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 | $725,000 | 6,297 |
| Mortgage-backed securities | $489,000 | 5,732 |
| Certificates of participation in pools of residential mortgages | $489,000 | 5,333 |
| Issued or guaranteed by U.S. | $489,000 | 5,312 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $1,207,000 | 7,296 |
| Total debt securities | $1,207,000 | 7,909 |
| Structured notes | ||
| Amortized cost | $419,000 | 2,162 |
| Fair value | $430,000 | 2,158 |
| 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 | $2,382,000 | 7,740 |
| U.S. Government securities | $1,943,000 | 7,595 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $1,943,000 | 7,485 |
| Securities issued by states & political subdivisions | $439,000 | 5,419 |
| 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 | $741,000 | 6,318 |
| Mortgage-backed securities | $513,000 | 5,651 |
| Certificates of participation in pools of residential mortgages | $513,000 | 5,222 |
| Issued or guaranteed by U.S. | $513,000 | 5,203 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $2,382,000 | 7,065 |
| Total debt securities | $2,382,000 | 7,697 |
| Structured notes | ||
| Amortized cost | $428,000 | 2,390 |
| Fair value | $428,000 | 2,393 |
| 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 | $2,409,000 | 7,787 |
| U.S. Government securities | $1,969,000 | 7,626 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $1,969,000 | 7,512 |
| Securities issued by states & political subdivisions | $440,000 | 5,441 |
| 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 | $763,000 | 6,358 |
| Mortgage-backed securities | $535,000 | 5,634 |
| Certificates of participation in pools of residential mortgages | $534,000 | 5,212 |
| Issued or guaranteed by U.S. | $534,000 | 5,194 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,000 | 3,656 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,295 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $2,409,000 | 7,100 |
| Total debt securities | $2,409,000 | 7,740 |
| Structured notes | ||
| Amortized cost | $440,000 | 2,482 |
| Fair value | $441,000 | 2,481 |
| 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 | $1,939,000 | 7,937 |
| U.S. Government securities | $1,548,000 | 7,788 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $1,548,000 | 7,673 |
| Securities issued by states & political subdivisions | $391,000 | 5,548 |
| 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 | $808,000 | 6,356 |
| Mortgage-backed securities | $575,000 | 5,611 |
| Certificates of participation in pools of residential mortgages | $573,000 | 5,191 |
| Issued or guaranteed by U.S. | $573,000 | 5,170 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,000 | 3,627 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,293 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $1,939,000 | 7,225 |
| Total debt securities | $1,939,000 | 7,888 |
| Structured notes | ||
| Amortized cost | $454,000 | 2,534 |
| Fair value | $468,000 | 2,535 |
| 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 | $2,047,000 | 7,945 |
| U.S. Government securities | $1,594,000 | 7,818 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $1,594,000 | 7,702 |
| Securities issued by states & political subdivisions | $453,000 | 5,511 |
| 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 | $842,000 | 6,378 |
| Mortgage-backed securities | $613,000 | 5,600 |
| Certificates of participation in pools of residential mortgages | $611,000 | 5,160 |
| Issued or guaranteed by U.S. | $611,000 | 5,140 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,000 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,299 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $2,047,000 | 7,215 |
| Total debt securities | $2,047,000 | 7,892 |
| Structured notes | ||
| Amortized cost | $468,000 | 2,635 |
| Fair value | $475,000 | 2,633 |
| 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 | $1,756,000 | 8,099 |
| U.S. Government securities | $1,152,000 | 8,035 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $1,152,000 | 7,921 |
| Securities issued by states & political subdivisions | $604,000 | 5,388 |
| 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 | $878,000 | 6,435 |
| Mortgage-backed securities | $649,000 | 5,582 |
| Certificates of participation in pools of residential mortgages | $645,000 | 5,142 |
| Issued or guaranteed by U.S. | $645,000 | 5,118 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $4,000 | 3,610 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,276 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $1,756,000 | 7,355 |
| Total debt securities | $1,756,000 | 8,055 |
| Structured notes | ||
| Amortized cost | $479,000 | 2,764 |
| Fair value | $489,000 | 2,731 |
| 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 | $2,012,000 | 8,084 |
| U.S. Government securities | $1,391,000 | 8,017 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $1,391,000 | 7,893 |
| Securities issued by states & political subdivisions | $621,000 | 5,385 |
| 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 | $862,000 | 6,472 |
| Mortgage-backed securities | $693,000 | 5,578 |
| Certificates of participation in pools of residential mortgages | $688,000 | 5,133 |
| Issued or guaranteed by U.S. | $688,000 | 5,110 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,000 | 3,619 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,265 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $2,012,000 | 7,307 |
| Total debt securities | $2,012,000 | 8,036 |
| Structured notes | ||
| Amortized cost | $491,000 | 2,812 |
| Fair value | $485,000 | 2,763 |
| 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 | $1,627,000 | 8,224 |
| U.S. Government securities | $1,003,000 | 8,158 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $1,003,000 | 8,036 |
| Securities issued by states & political subdivisions | $624,000 | 5,406 |
| 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 | $955,000 | 6,462 |
| Mortgage-backed securities | $791,000 | 5,529 |
| Certificates of participation in pools of residential mortgages | $784,000 | 5,069 |
| Issued or guaranteed by U.S. | $784,000 | 5,049 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $7,000 | 3,609 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,256 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $1,627,000 | 7,459 |
| Total debt securities | $1,627,000 | 8,184 |
| 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 | $1,788,000 | 8,241 |
| U.S. Government securities | $1,071,000 | 8,185 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $1,071,000 | 8,060 |
| Securities issued by states & political subdivisions | $717,000 | 5,349 |
| 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 | $1,015,000 | 6,381 |
| Mortgage-backed securities | $853,000 | 5,532 |
| Certificates of participation in pools of residential mortgages | $845,000 | 5,052 |
| Issued or guaranteed by U.S. | $845,000 | 5,033 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $8,000 | 3,632 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,275 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $1,788,000 | 7,465 |
| Total debt securities | $1,788,000 | 8,193 |
| 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 | $2,100,000 | 8,183 |
| U.S. Government securities | $1,155,000 | 8,191 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $1,155,000 | 8,071 |
| Securities issued by states & political subdivisions | $945,000 | 5,148 |
| 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 | $1,093,000 | 6,359 |
| Mortgage-backed securities | $936,000 | 5,502 |
| Certificates of participation in pools of residential mortgages | $926,000 | 5,023 |
| Issued or guaranteed by U.S. | $926,000 | 5,004 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $10,000 | 3,628 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,276 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $2,100,000 | 7,394 |
| Total debt securities | $2,100,000 | 8,134 |
| 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 | $2,271,000 | 8,176 |
| U.S. Government securities | $1,258,000 | 8,195 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $1,258,000 | 8,070 |
| Securities issued by states & political subdivisions | $1,013,000 | 5,064 |
| 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 | $1,192,000 | 6,315 |
| Mortgage-backed securities | $1,038,000 | 5,483 |
| Certificates of participation in pools of residential mortgages | $1,027,000 | 4,998 |
| Issued or guaranteed by U.S. | $1,027,000 | 4,979 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $11,000 | 3,645 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,300 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $2,271,000 | 7,388 |
| Total debt securities | $2,271,000 | 8,127 |
| 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 | $2,413,000 | 8,220 |
| U.S. Government securities | $1,333,000 | 8,242 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,333,000 | 8,111 |
| Securities issued by states & political subdivisions | $1,080,000 | 5,017 |
| 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 | $1,265,000 | 6,305 |
| Mortgage-backed securities | $1,114,000 | 5,505 |
| Certificates of participation in pools of residential mortgages | $1,100,000 | 4,995 |
| Issued or guaranteed by U.S. | $1,100,000 | 4,982 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $14,000 | 3,682 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 3,347 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $2,413,000 | 7,417 |
| Total debt securities | $2,413,000 | 8,164 |
| 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 | $2,811,000 | 8,178 |
| U.S. Government securities | $1,426,000 | 8,250 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,426,000 | 8,121 |
| Securities issued by states & political subdivisions | $1,385,000 | 4,777 |
| 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 | $1,353,000 | 6,253 |
| Mortgage-backed securities | $1,205,000 | 5,500 |
| Certificates of participation in pools of residential mortgages | $1,189,000 | 4,974 |
| Issued or guaranteed by U.S. | $1,189,000 | 4,961 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $16,000 | 3,708 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 3,373 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $2,811,000 | 7,372 |
| Total debt securities | $2,811,000 | 8,116 |
| 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 | $3,273,000 | 8,100 |
| U.S. Government securities | $1,550,000 | 8,247 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $1,550,000 | 8,115 |
| Securities issued by states & political subdivisions | $1,723,000 | 4,553 |
| 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 | $1,396,000 | 6,276 |
| Mortgage-backed securities | $1,324,000 | 5,434 |
| Certificates of participation in pools of residential mortgages | $1,305,000 | 4,913 |
| Issued or guaranteed by U.S. | $1,305,000 | 4,902 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $19,000 | 3,720 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,385 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $3,273,000 | 7,286 |
| Total debt securities | $3,273,000 | 8,036 |
| 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 | $3,644,000 | 8,073 |
| U.S. Government securities | $1,996,000 | 8,189 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,996,000 | 8,037 |
| Securities issued by states & political subdivisions | $1,648,000 | 4,615 |
| 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 | $1,908,000 | 6,000 |
| Mortgage-backed securities | $1,467,000 | 5,428 |
| Certificates of participation in pools of residential mortgages | $1,445,000 | 4,903 |
| Issued or guaranteed by U.S. | $1,445,000 | 4,890 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $22,000 | 3,777 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,447 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $3,644,000 | 7,280 |
| Total debt securities | $3,644,000 | 8,010 |
| 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 | $4,053,000 | 7,973 |
| U.S. Government securities | $2,230,000 | 8,069 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $2,230,000 | 7,910 |
| Securities issued by states & political subdivisions | $1,823,000 | 4,480 |
| 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 | $2,132,000 | 5,800 |
| Mortgage-backed securities | $1,669,000 | 5,348 |
| Certificates of participation in pools of residential mortgages | $1,644,000 | 4,815 |
| Issued or guaranteed by U.S. | $1,644,000 | 4,801 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $25,000 | 3,840 |
| CMOs issued by government agencies or sponsored agencies | $25,000 | 3,504 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $4,053,000 | 7,183 |
| Total debt securities | $4,053,000 | 7,898 |
| 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 | $5,247,000 | 7,738 |
| U.S. Government securities | $3,196,000 | 7,824 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $3,196,000 | 7,645 |
| Securities issued by states & political subdivisions | $2,051,000 | 4,361 |
| 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 | $2,787,000 | 5,438 |
| Mortgage-backed securities | $1,859,000 | 5,247 |
| Certificates of participation in pools of residential mortgages | $1,831,000 | 4,696 |
| Issued or guaranteed by U.S. | $1,831,000 | 4,678 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $28,000 | 3,888 |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 3,705 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $5,247,000 | 6,914 |
| Total debt securities | $5,247,000 | 7,659 |
| 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 | $6,140,000 | 7,485 |
| U.S. Government securities | $3,953,000 | 7,493 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $3,953,000 | 7,311 |
| Securities issued by states & political subdivisions | $2,187,000 | 4,292 |
| 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 | $2,714,000 | 5,436 |
| Mortgage-backed securities | $2,100,000 | 5,137 |
| Certificates of participation in pools of residential mortgages | $2,065,000 | 4,541 |
| Issued or guaranteed by U.S. | $2,065,000 | 4,519 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $35,000 | 3,964 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 3,764 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $6,140,000 | 6,673 |
| Total debt securities | $6,140,000 | 7,401 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $6,021,000 | 7,488 |
| U.S. Government securities | $3,931,000 | 7,466 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $3,931,000 | 7,285 |
| Securities issued by states & political subdivisions | $2,090,000 | 4,313 |
| 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 | $3,160,000 | 5,178 |
| Mortgage-backed securities | $2,568,000 | 5,020 |
| Certificates of participation in pools of residential mortgages | $2,526,000 | 4,368 |
| Issued or guaranteed by U.S. | $2,526,000 | 4,350 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $42,000 | 4,117 |
| CMOs issued by government agencies or sponsored agencies | $42,000 | 3,919 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $6,021,000 | 6,668 |
| Total debt securities | $6,021,000 | 7,390 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $5,939,000 | 7,545 |
| U.S. Government securities | $3,850,000 | 7,577 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $3,850,000 | 7,381 |
| Securities issued by states & political subdivisions | $2,089,000 | 4,239 |
| 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 | $3,360,000 | 5,105 |
| Mortgage-backed securities | $2,289,000 | 5,193 |
| Certificates of participation in pools of residential mortgages | $2,240,000 | 4,538 |
| Issued or guaranteed by U.S. | $2,240,000 | 4,522 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $49,000 | 4,175 |
| CMOs issued by government agencies or sponsored agencies | $49,000 | 3,984 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $5,939,000 | 6,714 |
| Total debt securities | $5,939,000 | 7,451 |
| 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 | $6,568,000 | 7,381 |
| U.S. Government securities | $4,398,000 | 7,388 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,398,000 | 7,186 |
| Securities issued by states & political subdivisions | $2,170,000 | 4,191 |
| 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 | $3,851,000 | 4,900 |
| Mortgage-backed securities | $2,801,000 | 4,956 |
| Certificates of participation in pools of residential mortgages | $2,744,000 | 4,277 |
| Issued or guaranteed by U.S. | $2,744,000 | 4,262 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $57,000 | 4,211 |
| CMOs issued by government agencies or sponsored agencies | $57,000 | 4,026 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $6,568,000 | 6,541 |
| Total debt securities | $6,568,000 | 7,295 |
| 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 | $8,388,000 | 6,922 |
| U.S. Government securities | $6,153,000 | 6,771 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $6,153,000 | 6,533 |
| Securities issued by states & political subdivisions | $2,235,000 | 4,158 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,660,000 | 4,539 |
| Mortgage-backed securities | $3,440,000 | 4,516 |
| Certificates of participation in pools of residential mortgages | $3,348,000 | 3,720 |
| Issued or guaranteed by U.S. | $3,348,000 | 3,707 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $92,000 | 4,276 |
| CMOs issued by government agencies or sponsored agencies | $92,000 | 4,088 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $8,388,000 | 6,030 |
| Total debt securities | $8,388,000 | 6,814 |
| 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 | $9,455,000 | 6,966 |
| U.S. Government securities | $6,400,000 | 7,155 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $6,400,000 | 6,799 |
| Securities issued by states & political subdivisions | $2,885,000 | 3,774 |
| 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 | $170,000 | 6,078 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,418,000 | 4,477 |
| Mortgage-backed securities | $4,164,000 | 3,688 |
| Certificates of participation in pools of residential mortgages | $4,034,000 | 2,958 |
| Issued or guaranteed by U.S. | $4,034,000 | 2,941 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $130,000 | 3,889 |
| CMOs issued by government agencies or sponsored agencies | $130,000 | 3,706 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $9,455,000 | 5,867 |
| Total debt securities | $9,285,000 | 6,879 |
| 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 | $10,746,000 | 6,853 |
| U.S. Government securities | $7,570,000 | 6,947 |
| U.S. Treasury securities | $1,561,000 | 3,066 |
| U.S. Government agency obligations | $6,009,000 | 7,073 |
| Securities issued by states & political subdivisions | $3,049,000 | 3,881 |
| 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 | $127,000 | 6,436 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,250,000 | 4,965 |
| Mortgage-backed securities | $3,418,000 | 4,270 |
| Certificates of participation in pools of residential mortgages | $3,250,000 | 3,471 |
| Issued or guaranteed by U.S. | $3,250,000 | 3,457 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $168,000 | 4,060 |
| CMOs issued by government agencies or sponsored agencies | $168,000 | 3,876 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $10,746,000 | 5,663 |
| Total debt securities | $10,619,000 | 6,777 |
| Structured notes | ||
| Amortized cost | $249,000 | 1,159 |
| Fair value | $249,000 | 1,100 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $9,914,000 | 7,136 |
| U.S. Government securities | $7,048,000 | 7,126 |
| U.S. Treasury securities | $2,034,000 | 3,810 |
| U.S. Government agency obligations | $5,014,000 | 7,208 |
| Securities issued by states & political subdivisions | $2,749,000 | 4,149 |
| 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 | $117,000 | 6,302 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,742,000 | 4,432 |
| Mortgage-backed securities | $2,418,000 | 5,061 |
| Certificates of participation in pools of residential mortgages | $2,169,000 | 4,261 |
| Issued or guaranteed by U.S. | $2,169,000 | 4,242 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $249,000 | 4,170 |
| CMOs issued by government agencies or sponsored agencies | $249,000 | 4,004 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $9,914,000 | 5,799 |
| Total debt securities | $9,797,000 | 7,030 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,336 |
| Fair value | $252,000 | 1,337 |
| 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 | $9,272,000 | 7,642 |
| U.S. Government securities | $6,613,000 | 7,827 |
| U.S. Treasury securities | $2,215,000 | 4,911 |
| U.S. Government agency obligations | $4,398,000 | 7,631 |
| Securities issued by states & political subdivisions | $2,650,000 | 4,079 |
| 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 | $9,000 | 7,961 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,824,000 | 5,130 |
| Mortgage-backed securities | $1,491,000 | 5,838 |
| Certificates of participation in pools of residential mortgages | $1,237,000 | 5,080 |
| Issued or guaranteed by U.S. | $1,237,000 | 5,062 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $254,000 | 4,384 |
| CMOs issued by government agencies or sponsored agencies | $254,000 | 4,225 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $9,272,000 | 5,963 |
| Total debt securities | $9,263,000 | 7,510 |
| Structured notes | ||
| Amortized cost | $850,000 | 1,543 |
| Fair value | $846,000 | 1,542 |
| 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 | $9,766,000 | 8,037 |
| U.S. Government securities | $7,235,000 | 8,164 |
| U.S. Treasury securities | $2,805,000 | 5,239 |
| U.S. Government agency obligations | $4,430,000 | 7,976 |
| Securities issued by states & political subdivisions | $2,268,000 | 4,550 |
| Other domestic debt securities | $254,000 | 3,199 |
| Privately issued residential mortgage-backed securities | $254,000 | 1,222 |
| 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 | $9,000 | 8,085 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,507,000 | 6,271 |
| Mortgage-backed securities | $1,223,000 | 6,579 |
| Certificates of participation in pools of residential mortgages | $969,000 | 5,875 |
| Issued or guaranteed by U.S. | $969,000 | 5,861 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $254,000 | 4,876 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $254,000 | 984 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $9,766,000 | 6,082 |
| Total debt securities | $9,757,000 | 7,914 |
| Structured notes | ||
| Amortized cost | $1,050,000 | 1,631 |
| Fair value | $1,034,000 | 1,640 |
| 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 | $9,081,000 | 8,608 |
| U.S. Government securities | $6,892,000 | 8,677 |
| U.S. Treasury securities | $4,437,000 | 4,959 |
| U.S. Government agency obligations | $2,455,000 | 9,406 |
| Securities issued by states & political subdivisions | $1,930,000 | 4,980 |
| Other domestic debt securities | $250,000 | 3,826 |
| Privately issued residential mortgage-backed securities | $250,000 | 1,494 |
| 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 | $9,000 | 8,203 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,512,000 | 6,372 |
| Mortgage-backed securities | $397,000 | 8,203 |
| Certificates of participation in pools of residential mortgages | $147,000 | 8,047 |
| Issued or guaranteed by U.S. | $147,000 | 8,016 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $250,000 | 5,348 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $250,000 | 1,211 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $9,081,000 | 6,442 |
| Total debt securities | $9,072,000 | 8,485 |
| Structured notes | ||
| Amortized cost | $1,050,000 | 2,465 |
| Fair value | $1,011,000 | 2,499 |
| 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 | $9,570,000 | 8,894 |
| U.S. Government securities | $7,474,000 | 8,908 |
| U.S. Treasury securities | $5,399,000 | 5,298 |
| U.S. Government agency obligations | $2,075,000 | 9,847 |
| Securities issued by states & political subdivisions | $2,087,000 | 5,085 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 8,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,300,000 | 6,737 |
| Mortgage-backed securities | $509,000 | 8,498 |
| Certificates of participation in pools of residential mortgages | $259,000 | 8,119 |
| Issued or guaranteed by U.S. | $259,000 | 8,092 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $250,000 | 5,761 |
| CMOs issued by government agencies or sponsored agencies | $250,000 | 5,508 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,561,000 | 5,848 |
| Available-for-sale securities (fair market value) | $9,000 | 11,159 |
| Total debt securities | $9,542,000 | 8,799 |
| 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 | $8,984,000 | 9,473 |
| U.S. Government securities | $6,466,000 | 9,712 |
| U.S. Treasury securities | $4,293,000 | 6,200 |
| U.S. Government agency obligations | $2,173,000 | 10,080 |
| Securities issued by states & political subdivisions | $2,385,000 | 4,860 |
| Other domestic debt securities | $124,000 | 5,647 |
| Privately issued residential mortgage-backed securities | $24,000 | 3,204 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 4,513 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 8,364 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,101,000 | 6,856 |
| Mortgage-backed securities | $640,000 | 8,985 |
| Certificates of participation in pools of residential mortgages | $586,000 | 7,872 |
| Issued or guaranteed by U.S. | $562,000 | 7,865 |
| Privately issued | $24,000 | 679 |
| Collaterized mortgage obligations | $54,000 | 6,798 |
| CMOs issued by government agencies or sponsored agencies | $54,000 | 6,370 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $8,901,000 | 9,360 |
| 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 | $9,574,000 | 9,335 |
| U.S. Government securities | $7,032,000 | 9,560 |
| U.S. Treasury securities | $4,693,000 | 6,024 |
| U.S. Government agency obligations | $2,339,000 | 10,184 |
| Securities issued by states & political subdivisions | $2,316,000 | 4,691 |
| Other domestic debt securities | $217,000 | 6,077 |
| Privately issued residential mortgage-backed securities | $41,000 | 3,846 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $176,000 | 4,884 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 8,271 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,900,000 | 7,287 |
| Mortgage-backed securities | $1,178,000 | 8,667 |
| Certificates of participation in pools of residential mortgages | $919,000 | 7,674 |
| Issued or guaranteed by U.S. | $878,000 | 7,693 |
| Privately issued | $41,000 | 762 |
| Collaterized mortgage obligations | $259,000 | 6,452 |
| CMOs issued by government agencies or sponsored agencies | $259,000 | 5,979 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $9,515,000 | 9,219 |
| 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 |