Home > The Lauderdale County Bank > Securities
The Lauderdale County Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $19,167,000 | 3,613 |
| U.S. Government securities | $16,252,000 | 3,191 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $16,252,000 | 2,817 |
| Securities issued by states & political subdivisions | $2,915,000 | 3,179 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,482,000 | 3,298 |
| Mortgage-backed securities | $11,086,000 | 2,501 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,203,000 | 2,105 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $113,000 | 2,555 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $549,000 | 1,360 |
| Other commercial mortgage-backed securities | $1,221,000 | 1,058 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $19,167,000 | 3,366 |
| Total debt securities | $19,167,000 | 3,590 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $18,744,000 | 3,641 |
| U.S. Government securities | $16,065,000 | 3,216 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $16,065,000 | 2,817 |
| Securities issued by states & political subdivisions | $2,679,000 | 3,235 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,360,000 | 3,286 |
| Mortgage-backed securities | $10,955,000 | 2,484 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,033,000 | 2,110 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $152,000 | 2,522 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $529,000 | 1,341 |
| Other commercial mortgage-backed securities | $1,241,000 | 1,040 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $18,744,000 | 3,383 |
| Total debt securities | $18,744,000 | 3,620 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $20,041,000 | 3,633 |
| U.S. Government securities | $17,172,000 | 3,196 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $17,172,000 | 2,808 |
| Securities issued by states & political subdivisions | $2,869,000 | 3,248 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,116,000 | 3,279 |
| Mortgage-backed securities | $11,875,000 | 2,467 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,821,000 | 2,085 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $206,000 | 2,486 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $542,000 | 1,331 |
| Other commercial mortgage-backed securities | $1,306,000 | 1,039 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $20,041,000 | 3,374 |
| Total debt securities | $20,041,000 | 3,611 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $20,878,000 | 3,682 |
| U.S. Government securities | $17,969,000 | 3,222 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $17,969,000 | 2,765 |
| Securities issued by states & political subdivisions | $2,909,000 | 3,298 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,048,000 | 3,239 |
| Mortgage-backed securities | $12,493,000 | 2,483 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,250,000 | 2,099 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $292,000 | 2,475 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $547,000 | 1,355 |
| Other commercial mortgage-backed securities | $1,404,000 | 1,045 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $20,878,000 | 3,417 |
| Total debt securities | $20,878,000 | 3,659 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $20,842,000 | 3,715 |
| U.S. Government securities | $18,018,000 | 3,225 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $18,018,000 | 2,753 |
| Securities issued by states & political subdivisions | $2,824,000 | 3,360 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,991,000 | 3,183 |
| Mortgage-backed securities | $12,469,000 | 2,510 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,480,000 | 2,097 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 2,733 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $541,000 | 1,349 |
| Other commercial mortgage-backed securities | $1,431,000 | 1,034 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $20,842,000 | 3,439 |
| Total debt securities | $20,842,000 | 3,692 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $20,829,000 | 3,725 |
| U.S. Government securities | $18,078,000 | 3,238 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $18,078,000 | 2,775 |
| Securities issued by states & political subdivisions | $2,751,000 | 3,406 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,791,000 | 3,164 |
| Mortgage-backed securities | $12,385,000 | 2,529 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,346,000 | 2,116 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 2,743 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $532,000 | 1,365 |
| Other commercial mortgage-backed securities | $1,488,000 | 1,067 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $20,829,000 | 3,448 |
| Total debt securities | $20,829,000 | 3,702 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $21,970,000 | 3,701 |
| U.S. Government securities | $19,028,000 | 3,212 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $19,028,000 | 2,763 |
| Securities issued by states & political subdivisions | $2,942,000 | 3,419 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,949,000 | 3,155 |
| Mortgage-backed securities | $13,242,000 | 2,528 |
| Certificates of participation in pools of residential mortgages | $11,070,000 | 2,166 |
| Issued or guaranteed by U.S. | $11,070,000 | 2,110 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $20,000 | 2,840 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 2,769 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $2,152,000 | 1,487 |
| Commercial mortgage pass-through securities | $555,000 | 1,357 |
| Other commercial mortgage-backed securities | $1,597,000 | 1,119 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $21,970,000 | 3,438 |
| Total debt securities | $21,970,000 | 3,682 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $22,474,000 | 3,631 |
| U.S. Government securities | $19,681,000 | 3,101 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $19,681,000 | 2,713 |
| Securities issued by states & political subdivisions | $2,793,000 | 3,449 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,996,000 | 3,141 |
| Mortgage-backed securities | $14,523,000 | 2,480 |
| Certificates of participation in pools of residential mortgages | $12,127,000 | 2,120 |
| Issued or guaranteed by U.S. | $12,127,000 | 2,073 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $29,000 | 2,822 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 2,756 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $2,367,000 | 1,457 |
| Commercial mortgage pass-through securities | $575,000 | 1,335 |
| Other commercial mortgage-backed securities | $1,792,000 | 1,083 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $22,474,000 | 3,401 |
| Total debt securities | $22,474,000 | 3,612 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $21,911,000 | 3,606 |
| U.S. Government securities | $19,473,000 | 2,968 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $19,473,000 | 2,689 |
| Securities issued by states & political subdivisions | $2,438,000 | 3,554 |
| 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 | $4,796,000 | 3,176 |
| Mortgage-backed securities | $14,910,000 | 2,455 |
| Certificates of participation in pools of residential mortgages | $12,839,000 | 2,067 |
| Issued or guaranteed by U.S. | $12,839,000 | 2,006 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $34,000 | 2,812 |
| CMOs issued by government agencies or sponsored agencies | $34,000 | 2,755 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $2,037,000 | 1,483 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $2,037,000 | 1,037 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $21,911,000 | 3,395 |
| Total debt securities | $21,911,000 | 3,586 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $21,524,000 | 3,575 |
| U.S. Government securities | $19,069,000 | 2,937 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $19,069,000 | 2,713 |
| Securities issued by states & political subdivisions | $2,455,000 | 3,579 |
| 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 | $5,569,000 | 3,077 |
| Mortgage-backed securities | $14,510,000 | 2,496 |
| Certificates of participation in pools of residential mortgages | $12,673,000 | 2,077 |
| Issued or guaranteed by U.S. | $12,673,000 | 2,022 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $35,000 | 2,846 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 2,787 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $1,802,000 | 1,536 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $1,802,000 | 1,065 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $21,524,000 | 3,366 |
| Total debt securities | $21,524,000 | 3,552 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $20,971,000 | 3,568 |
| U.S. Government securities | $18,919,000 | 2,893 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $18,919,000 | 2,696 |
| Securities issued by states & political subdivisions | $2,052,000 | 3,654 |
| 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 | $6,005,000 | 3,030 |
| Mortgage-backed securities | $14,144,000 | 2,479 |
| Certificates of participation in pools of residential mortgages | $12,444,000 | 2,064 |
| Issued or guaranteed by U.S. | $12,444,000 | 2,010 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $40,000 | 2,827 |
| CMOs issued by government agencies or sponsored agencies | $40,000 | 2,776 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $1,660,000 | 1,546 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $1,660,000 | 1,055 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $20,971,000 | 3,365 |
| Total debt securities | $20,971,000 | 3,545 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $20,388,000 | 3,506 |
| U.S. Government securities | $18,330,000 | 2,782 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $18,330,000 | 2,610 |
| Securities issued by states & political subdivisions | $2,058,000 | 3,650 |
| 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 | $4,622,000 | 3,175 |
| Mortgage-backed securities | $13,431,000 | 2,471 |
| Certificates of participation in pools of residential mortgages | $12,056,000 | 2,030 |
| Issued or guaranteed by U.S. | $12,056,000 | 1,972 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $41,000 | 2,804 |
| CMOs issued by government agencies or sponsored agencies | $41,000 | 2,751 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,334,000 | 1,592 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $1,334,000 | 1,073 |
| Held to maturity securities (book value) | $8,000 | 1,644 |
| Available-for-sale securities (fair market value) | $20,380,000 | 3,296 |
| Total debt securities | $20,388,000 | 3,480 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $19,900,000 | 3,438 |
| U.S. Government securities | $18,006,000 | 2,643 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $18,006,000 | 2,514 |
| Securities issued by states & political subdivisions | $1,894,000 | 3,696 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,510,000 | 3,198 |
| Mortgage-backed securities | $13,148,000 | 2,409 |
| Certificates of participation in pools of residential mortgages | $11,413,000 | 1,965 |
| Issued or guaranteed by U.S. | $11,413,000 | 1,915 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $45,000 | 2,807 |
| CMOs issued by government agencies or sponsored agencies | $45,000 | 2,751 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $1,690,000 | 1,471 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $1,690,000 | 975 |
| Held to maturity securities (book value) | $8,000 | 1,636 |
| Available-for-sale securities (fair market value) | $19,892,000 | 3,228 |
| Total debt securities | $19,900,000 | 3,413 |
| 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 | $17,242,000 | 3,516 |
| U.S. Government securities | $16,334,000 | 2,714 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $16,334,000 | 2,582 |
| Securities issued by states & political subdivisions | $908,000 | 3,889 |
| 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 | $4,894,000 | 3,180 |
| Mortgage-backed securities | $11,628,000 | 2,506 |
| Certificates of participation in pools of residential mortgages | $9,743,000 | 2,082 |
| Issued or guaranteed by U.S. | $9,743,000 | 2,019 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $49,000 | 2,809 |
| CMOs issued by government agencies or sponsored agencies | $49,000 | 2,755 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $1,836,000 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $1,836,000 | 940 |
| Held to maturity securities (book value) | $8,000 | 1,639 |
| Available-for-sale securities (fair market value) | $17,234,000 | 3,301 |
| Total debt securities | $17,242,000 | 3,493 |
| 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 | $17,002,000 | 3,515 |
| U.S. Government securities | $15,994,000 | 2,748 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $15,994,000 | 2,616 |
| Securities issued by states & political subdivisions | $1,008,000 | 3,859 |
| 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 | $4,637,000 | 3,234 |
| Mortgage-backed securities | $11,902,000 | 2,489 |
| Certificates of participation in pools of residential mortgages | $9,811,000 | 2,060 |
| Issued or guaranteed by U.S. | $9,811,000 | 2,005 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $63,000 | 2,797 |
| CMOs issued by government agencies or sponsored agencies | $63,000 | 2,750 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $2,028,000 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $2,028,000 | 885 |
| Held to maturity securities (book value) | $8,000 | 1,656 |
| Available-for-sale securities (fair market value) | $16,994,000 | 3,283 |
| Total debt securities | $17,002,000 | 3,489 |
| 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 | $15,931,000 | 3,571 |
| U.S. Government securities | $14,484,000 | 2,902 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $14,484,000 | 2,751 |
| Securities issued by states & political subdivisions | $1,447,000 | 3,722 |
| 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 | $4,754,000 | 3,211 |
| Mortgage-backed securities | $11,494,000 | 2,530 |
| Certificates of participation in pools of residential mortgages | $10,029,000 | 2,041 |
| Issued or guaranteed by U.S. | $10,029,000 | 1,983 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $65,000 | 2,802 |
| CMOs issued by government agencies or sponsored agencies | $65,000 | 2,749 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,400,000 | 1,487 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $1,400,000 | 960 |
| Held to maturity securities (book value) | $9,000 | 1,668 |
| Available-for-sale securities (fair market value) | $15,922,000 | 3,342 |
| Total debt securities | $15,931,000 | 3,547 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $14,546,000 | 3,709 |
| U.S. Government securities | $13,058,000 | 3,089 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $13,058,000 | 2,927 |
| Securities issued by states & political subdivisions | $1,488,000 | 3,718 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,440,000 | 3,304 |
| Mortgage-backed securities | $9,675,000 | 2,645 |
| Certificates of participation in pools of residential mortgages | $8,414,000 | 2,153 |
| Issued or guaranteed by U.S. | $8,414,000 | 2,095 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $1,261,000 | 1,491 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $1,261,000 | 938 |
| Held to maturity securities (book value) | $9,000 | 1,713 |
| Available-for-sale securities (fair market value) | $14,537,000 | 3,470 |
| Total debt securities | $14,546,000 | 3,687 |
| 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 | $14,006,000 | 3,814 |
| U.S. Government securities | $12,364,000 | 3,198 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $12,364,000 | 3,046 |
| Securities issued by states & political subdivisions | $1,642,000 | 3,699 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,597,000 | 3,344 |
| Mortgage-backed securities | $8,466,000 | 2,741 |
| Certificates of participation in pools of residential mortgages | $7,308,000 | 2,252 |
| Issued or guaranteed by U.S. | $7,308,000 | 2,186 |
| 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 | $1,158,000 | 1,491 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $1,158,000 | 929 |
| Held to maturity securities (book value) | $9,000 | 1,785 |
| Available-for-sale securities (fair market value) | $13,997,000 | 3,563 |
| Total debt securities | $14,006,000 | 3,794 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $12,621,000 | 3,975 |
| U.S. Government securities | $10,691,000 | 3,418 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $10,691,000 | 3,263 |
| Securities issued by states & political subdivisions | $1,930,000 | 3,677 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,442,000 | 3,418 |
| Mortgage-backed securities | $6,501,000 | 2,953 |
| Certificates of participation in pools of residential mortgages | $6,245,000 | 2,404 |
| Issued or guaranteed by U.S. | $6,245,000 | 2,350 |
| 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 | $256,000 | 1,763 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $256,000 | 1,133 |
| Held to maturity securities (book value) | $10,000 | 1,830 |
| Available-for-sale securities (fair market value) | $12,611,000 | 3,711 |
| Total debt securities | $12,621,000 | 3,951 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $13,137,000 | 3,992 |
| U.S. Government securities | $10,936,000 | 3,428 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $10,936,000 | 3,261 |
| Securities issued by states & political subdivisions | $2,201,000 | 3,659 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,097,000 | 3,535 |
| Mortgage-backed securities | $6,494,000 | 2,969 |
| Certificates of participation in pools of residential mortgages | $6,494,000 | 2,385 |
| Issued or guaranteed by U.S. | $6,494,000 | 2,330 |
| 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) | $11,000 | 1,856 |
| Available-for-sale securities (fair market value) | $13,126,000 | 3,722 |
| Total debt securities | $13,137,000 | 3,969 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $13,259,000 | 4,009 |
| U.S. Government securities | $11,095,000 | 3,445 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $11,095,000 | 3,287 |
| Securities issued by states & political subdivisions | $2,164,000 | 3,731 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,102,000 | 3,565 |
| Mortgage-backed securities | $6,803,000 | 2,935 |
| Certificates of participation in pools of residential mortgages | $6,638,000 | 2,374 |
| Issued or guaranteed by U.S. | $6,638,000 | 2,340 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $165,000 | 2,796 |
| CMOs issued by government agencies or sponsored agencies | $165,000 | 2,740 |
| 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) | $12,000 | 1,901 |
| Available-for-sale securities (fair market value) | $13,247,000 | 3,752 |
| Total debt securities | $13,259,000 | 3,989 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $13,670,000 | 4,026 |
| U.S. Government securities | $11,524,000 | 3,464 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $11,524,000 | 3,305 |
| Securities issued by states & political subdivisions | $2,146,000 | 3,792 |
| 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 | $3,899,000 | 3,646 |
| Mortgage-backed securities | $6,715,000 | 2,982 |
| Certificates of participation in pools of residential mortgages | $6,532,000 | 2,434 |
| Issued or guaranteed by U.S. | $6,532,000 | 2,422 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $183,000 | 2,796 |
| CMOs issued by government agencies or sponsored agencies | $183,000 | 2,736 |
| 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) | $13,000 | 1,940 |
| Available-for-sale securities (fair market value) | $13,657,000 | 3,756 |
| Total debt securities | $13,670,000 | 4,001 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $14,371,000 | 4,035 |
| U.S. Government securities | $12,201,000 | 3,384 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $12,201,000 | 3,234 |
| Securities issued by states & political subdivisions | $2,170,000 | 3,831 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,398,000 | 3,779 |
| Mortgage-backed securities | $6,896,000 | 2,989 |
| Certificates of participation in pools of residential mortgages | $6,896,000 | 2,416 |
| Issued or guaranteed by U.S. | $6,896,000 | 2,303 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $15,000 | 1,970 |
| Available-for-sale securities (fair market value) | $14,356,000 | 3,750 |
| Total debt securities | $14,371,000 | 4,010 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $14,416,000 | 4,086 |
| U.S. Government securities | $11,838,000 | 3,487 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $11,838,000 | 3,354 |
| Securities issued by states & political subdivisions | $2,578,000 | 3,782 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,392,000 | 3,827 |
| Mortgage-backed securities | $6,415,000 | 3,056 |
| Certificates of participation in pools of residential mortgages | $6,415,000 | 2,539 |
| Issued or guaranteed by U.S. | $6,415,000 | 2,537 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $17,000 | 2,000 |
| Available-for-sale securities (fair market value) | $14,399,000 | 3,802 |
| Total debt securities | $14,416,000 | 4,060 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $15,301,000 | 4,078 |
| U.S. Government securities | $12,680,000 | 3,416 |
| U.S. Treasury securities | $199,000 | 1,296 |
| U.S. Government agency obligations | $12,481,000 | 3,297 |
| Securities issued by states & political subdivisions | $2,621,000 | 3,843 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,441,000 | 3,867 |
| Mortgage-backed securities | $7,004,000 | 3,012 |
| Certificates of participation in pools of residential mortgages | $6,805,000 | 2,515 |
| Issued or guaranteed by U.S. | $6,805,000 | 2,513 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $199,000 | 2,811 |
| CMOs issued by government agencies or sponsored agencies | $199,000 | 2,736 |
| 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) | $19,000 | 2,027 |
| Available-for-sale securities (fair market value) | $15,282,000 | 3,800 |
| Total debt securities | $15,301,000 | 4,054 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $14,634,000 | 4,175 |
| U.S. Government securities | $11,955,000 | 3,542 |
| U.S. Treasury securities | $199,000 | 1,277 |
| U.S. Government agency obligations | $11,756,000 | 3,419 |
| Securities issued by states & political subdivisions | $2,679,000 | 3,875 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,500,000 | 3,912 |
| Mortgage-backed securities | $6,230,000 | 3,134 |
| Certificates of participation in pools of residential mortgages | $6,007,000 | 2,674 |
| Issued or guaranteed by U.S. | $6,007,000 | 2,673 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $223,000 | 2,818 |
| CMOs issued by government agencies or sponsored agencies | $223,000 | 2,745 |
| 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) | $21,000 | 2,082 |
| Available-for-sale securities (fair market value) | $14,613,000 | 3,882 |
| Total debt securities | $14,634,000 | 4,152 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $15,082,000 | 4,178 |
| U.S. Government securities | $12,390,000 | 3,538 |
| U.S. Treasury securities | $199,000 | 1,315 |
| U.S. Government agency obligations | $12,191,000 | 3,423 |
| Securities issued by states & political subdivisions | $2,692,000 | 3,900 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,527,000 | 3,937 |
| Mortgage-backed securities | $6,558,000 | 3,139 |
| Certificates of participation in pools of residential mortgages | $6,334,000 | 2,659 |
| Issued or guaranteed by U.S. | $6,334,000 | 2,658 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $224,000 | 2,845 |
| CMOs issued by government agencies or sponsored agencies | $224,000 | 2,766 |
| 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) | $25,000 | 2,105 |
| Available-for-sale securities (fair market value) | $15,057,000 | 3,885 |
| Total debt securities | $15,082,000 | 4,155 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $15,598,000 | 4,186 |
| U.S. Government securities | $12,734,000 | 3,546 |
| U.S. Treasury securities | $200,000 | 1,350 |
| U.S. Government agency obligations | $12,534,000 | 3,431 |
| Securities issued by states & political subdivisions | $2,864,000 | 3,908 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,508,000 | 3,987 |
| Mortgage-backed securities | $6,829,000 | 3,151 |
| Certificates of participation in pools of residential mortgages | $6,580,000 | 2,670 |
| Issued or guaranteed by U.S. | $6,580,000 | 2,669 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $249,000 | 2,873 |
| CMOs issued by government agencies or sponsored agencies | $249,000 | 2,793 |
| 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) | $28,000 | 2,141 |
| Available-for-sale securities (fair market value) | $15,570,000 | 3,882 |
| Total debt securities | $15,598,000 | 4,162 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $15,932,000 | 4,164 |
| U.S. Government securities | $13,027,000 | 3,499 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $13,027,000 | 3,368 |
| Securities issued by states & political subdivisions | $2,905,000 | 3,929 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,421,000 | 4,044 |
| Mortgage-backed securities | $7,065,000 | 3,119 |
| Certificates of participation in pools of residential mortgages | $6,817,000 | 2,651 |
| Issued or guaranteed by U.S. | $6,817,000 | 2,647 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $248,000 | 2,881 |
| CMOs issued by government agencies or sponsored agencies | $248,000 | 2,787 |
| 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) | $30,000 | 2,161 |
| Available-for-sale securities (fair market value) | $15,902,000 | 3,851 |
| Total debt securities | $15,932,000 | 4,140 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $16,527,000 | 4,129 |
| U.S. Government securities | $13,755,000 | 3,422 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $13,755,000 | 3,303 |
| Securities issued by states & political subdivisions | $2,772,000 | 3,983 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,516,000 | 4,065 |
| Mortgage-backed securities | $7,500,000 | 3,070 |
| Certificates of participation in pools of residential mortgages | $7,214,000 | 2,614 |
| Issued or guaranteed by U.S. | $7,214,000 | 2,613 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $286,000 | 2,883 |
| CMOs issued by government agencies or sponsored agencies | $286,000 | 2,796 |
| 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) | $33,000 | 2,183 |
| Available-for-sale securities (fair market value) | $16,494,000 | 3,804 |
| Total debt securities | $16,527,000 | 4,103 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $17,169,000 | 4,142 |
| U.S. Government securities | $14,369,000 | 3,465 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $14,369,000 | 3,338 |
| Securities issued by states & political subdivisions | $2,800,000 | 3,993 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,571,000 | 4,138 |
| Mortgage-backed securities | $7,588,000 | 3,108 |
| Certificates of participation in pools of residential mortgages | $7,301,000 | 2,648 |
| Issued or guaranteed by U.S. | $7,301,000 | 2,644 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $287,000 | 2,919 |
| CMOs issued by government agencies or sponsored agencies | $287,000 | 2,818 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $37,000 | 2,225 |
| Available-for-sale securities (fair market value) | $17,132,000 | 3,811 |
| Total debt securities | $17,169,000 | 4,120 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $17,457,000 | 4,180 |
| U.S. Government securities | $15,220,000 | 3,447 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $15,220,000 | 3,327 |
| Securities issued by states & political subdivisions | $2,237,000 | 4,154 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,652,000 | 4,163 |
| Mortgage-backed securities | $6,970,000 | 3,200 |
| Certificates of participation in pools of residential mortgages | $6,660,000 | 2,765 |
| Issued or guaranteed by U.S. | $6,660,000 | 2,761 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $310,000 | 2,920 |
| CMOs issued by government agencies or sponsored agencies | $310,000 | 2,829 |
| 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) | $40,000 | 2,262 |
| Available-for-sale securities (fair market value) | $17,417,000 | 3,843 |
| Total debt securities | $17,457,000 | 4,159 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $17,633,000 | 4,211 |
| U.S. Government securities | $15,292,000 | 3,510 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $15,292,000 | 3,383 |
| Securities issued by states & political subdivisions | $2,341,000 | 4,164 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,653,000 | 4,202 |
| Mortgage-backed securities | $6,070,000 | 3,331 |
| Certificates of participation in pools of residential mortgages | $5,763,000 | 2,907 |
| Issued or guaranteed by U.S. | $5,763,000 | 2,905 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $307,000 | 2,971 |
| CMOs issued by government agencies or sponsored agencies | $307,000 | 2,879 |
| 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) | $44,000 | 2,299 |
| Available-for-sale securities (fair market value) | $17,589,000 | 3,866 |
| Total debt securities | $17,633,000 | 4,185 |
| Structured notes | ||
| Amortized cost | $149,000 | 1,568 |
| Fair value | $147,000 | 1,568 |
| 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 | $16,959,000 | 4,350 |
| U.S. Government securities | $14,722,000 | 3,636 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $14,722,000 | 3,520 |
| Securities issued by states & political subdivisions | $2,237,000 | 4,239 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,695,000 | 4,247 |
| Mortgage-backed securities | $6,003,000 | 3,384 |
| Certificates of participation in pools of residential mortgages | $5,662,000 | 2,968 |
| Issued or guaranteed by U.S. | $5,662,000 | 2,964 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $341,000 | 2,999 |
| CMOs issued by government agencies or sponsored agencies | $341,000 | 2,905 |
| 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) | $47,000 | 2,308 |
| Available-for-sale securities (fair market value) | $16,912,000 | 3,999 |
| Total debt securities | $16,959,000 | 4,323 |
| Structured notes | ||
| Amortized cost | $149,000 | 1,754 |
| Fair value | $147,000 | 1,756 |
| 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 | $16,890,000 | 4,434 |
| U.S. Government securities | $14,658,000 | 3,735 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $14,658,000 | 3,621 |
| Securities issued by states & political subdivisions | $2,232,000 | 4,261 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,712,000 | 4,301 |
| Mortgage-backed securities | $5,971,000 | 3,473 |
| Certificates of participation in pools of residential mortgages | $5,629,000 | 3,046 |
| Issued or guaranteed by U.S. | $5,629,000 | 3,043 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $342,000 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $342,000 | 2,948 |
| 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) | $50,000 | 2,348 |
| Available-for-sale securities (fair market value) | $16,840,000 | 4,078 |
| Total debt securities | $16,890,000 | 4,414 |
| Structured notes | ||
| Amortized cost | $149,000 | 1,894 |
| Fair value | $147,000 | 1,896 |
| 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 | $18,114,000 | 4,380 |
| U.S. Government securities | $15,298,000 | 3,742 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $15,298,000 | 3,618 |
| Securities issued by states & political subdivisions | $2,816,000 | 4,107 |
| 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 | $3,576,000 | 4,392 |
| Mortgage-backed securities | $6,353,000 | 3,472 |
| Certificates of participation in pools of residential mortgages | $5,978,000 | 3,045 |
| Issued or guaranteed by U.S. | $5,978,000 | 3,042 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $375,000 | 3,055 |
| CMOs issued by government agencies or sponsored agencies | $375,000 | 2,956 |
| 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) | $54,000 | 2,352 |
| Available-for-sale securities (fair market value) | $18,060,000 | 4,024 |
| Total debt securities | $18,115,000 | 4,359 |
| Structured notes | ||
| Amortized cost | $149,000 | 2,022 |
| Fair value | $151,000 | 2,021 |
| 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 | $18,000,000 | 4,445 |
| U.S. Government securities | $15,192,000 | 3,808 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $15,192,000 | 3,681 |
| Securities issued by states & political subdivisions | $2,808,000 | 4,163 |
| 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 | $3,591,000 | 4,443 |
| Mortgage-backed securities | $6,565,000 | 3,511 |
| Certificates of participation in pools of residential mortgages | $6,193,000 | 3,070 |
| Issued or guaranteed by U.S. | $6,193,000 | 3,067 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $372,000 | 3,110 |
| CMOs issued by government agencies or sponsored agencies | $372,000 | 3,011 |
| 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) | $58,000 | 2,379 |
| Available-for-sale securities (fair market value) | $17,942,000 | 4,080 |
| Total debt securities | $18,000,000 | 4,426 |
| Structured notes | ||
| Amortized cost | $149,000 | 2,120 |
| Fair value | $149,000 | 2,122 |
| 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 | $17,943,000 | 4,548 |
| U.S. Government securities | $15,121,000 | 3,918 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $15,121,000 | 3,793 |
| Securities issued by states & political subdivisions | $2,822,000 | 4,202 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,637,000 | 4,484 |
| Mortgage-backed securities | $6,384,000 | 3,620 |
| Certificates of participation in pools of residential mortgages | $5,994,000 | 3,171 |
| Issued or guaranteed by U.S. | $5,994,000 | 3,168 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $390,000 | 3,153 |
| CMOs issued by government agencies or sponsored agencies | $390,000 | 3,038 |
| 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) | $62,000 | 2,416 |
| Available-for-sale securities (fair market value) | $17,881,000 | 4,171 |
| Total debt securities | $17,943,000 | 4,525 |
| Structured notes | ||
| Amortized cost | $449,000 | 2,027 |
| Fair value | $444,000 | 2,026 |
| 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 | $16,783,000 | 4,713 |
| U.S. Government securities | $13,965,000 | 4,114 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $13,965,000 | 4,002 |
| Securities issued by states & political subdivisions | $2,818,000 | 4,246 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,423,000 | 4,581 |
| Mortgage-backed securities | $6,303,000 | 3,688 |
| Certificates of participation in pools of residential mortgages | $5,915,000 | 3,249 |
| Issued or guaranteed by U.S. | $5,915,000 | 3,248 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $388,000 | 3,192 |
| CMOs issued by government agencies or sponsored agencies | $388,000 | 3,084 |
| 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) | $67,000 | 2,436 |
| Available-for-sale securities (fair market value) | $16,716,000 | 4,319 |
| Total debt securities | $16,783,000 | 4,696 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,128 |
| Fair value | $298,000 | 2,140 |
| 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 | $16,723,000 | 4,764 |
| U.S. Government securities | $13,834,000 | 4,159 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $13,834,000 | 4,063 |
| Securities issued by states & political subdivisions | $2,889,000 | 4,268 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,426,000 | 4,606 |
| Mortgage-backed securities | $5,903,000 | 3,774 |
| Certificates of participation in pools of residential mortgages | $5,498,000 | 3,373 |
| Issued or guaranteed by U.S. | $5,498,000 | 3,373 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $405,000 | 3,206 |
| CMOs issued by government agencies or sponsored agencies | $405,000 | 3,096 |
| 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) | $71,000 | 2,447 |
| Available-for-sale securities (fair market value) | $16,652,000 | 4,374 |
| Total debt securities | $16,723,000 | 4,744 |
| Structured notes | ||
| Amortized cost | $293,000 | 2,195 |
| Fair value | $300,000 | 2,179 |
| 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 | $15,176,000 | 4,909 |
| U.S. Government securities | $12,307,000 | 4,349 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $12,307,000 | 4,250 |
| Securities issued by states & political subdivisions | $2,869,000 | 4,299 |
| 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 | $3,460,000 | 4,618 |
| Mortgage-backed securities | $5,245,000 | 3,899 |
| Certificates of participation in pools of residential mortgages | $4,586,000 | 3,561 |
| Issued or guaranteed by U.S. | $4,586,000 | 3,558 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $659,000 | 3,054 |
| CMOs issued by government agencies or sponsored agencies | $659,000 | 2,945 |
| 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) | $76,000 | 2,466 |
| Available-for-sale securities (fair market value) | $15,100,000 | 4,526 |
| Total debt securities | $15,174,000 | 4,886 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,177 |
| Fair value | $286,000 | 2,193 |
| 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 | $14,371,000 | 5,044 |
| U.S. Government securities | $11,492,000 | 4,495 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,492,000 | 4,392 |
| Securities issued by states & political subdivisions | $2,879,000 | 4,304 |
| 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 | $3,526,000 | 4,647 |
| Mortgage-backed securities | $5,576,000 | 3,882 |
| Certificates of participation in pools of residential mortgages | $4,878,000 | 3,527 |
| Issued or guaranteed by U.S. | $4,878,000 | 3,523 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $698,000 | 3,067 |
| CMOs issued by government agencies or sponsored agencies | $698,000 | 2,948 |
| 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) | $81,000 | 2,464 |
| Available-for-sale securities (fair market value) | $14,290,000 | 4,655 |
| Total debt securities | $14,370,000 | 5,016 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,173 |
| Fair value | $290,000 | 2,187 |
| 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 | $14,161,000 | 5,065 |
| U.S. Government securities | $11,399,000 | 4,479 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $11,399,000 | 4,375 |
| Securities issued by states & political subdivisions | $2,762,000 | 4,348 |
| 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 | $3,584,000 | 4,638 |
| Mortgage-backed securities | $5,932,000 | 3,843 |
| Certificates of participation in pools of residential mortgages | $5,224,000 | 3,428 |
| Issued or guaranteed by U.S. | $5,224,000 | 3,424 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $708,000 | 3,093 |
| CMOs issued by government agencies or sponsored agencies | $708,000 | 2,971 |
| 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) | $87,000 | 2,405 |
| Available-for-sale securities (fair market value) | $14,074,000 | 4,696 |
| Total debt securities | $14,161,000 | 5,033 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,166 |
| Fair value | $290,000 | 2,184 |
| 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 | $14,581,000 | 5,047 |
| U.S. Government securities | $11,564,000 | 4,496 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $11,564,000 | 4,395 |
| Securities issued by states & political subdivisions | $3,017,000 | 4,255 |
| 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 | $3,473,000 | 4,706 |
| Mortgage-backed securities | $6,596,000 | 3,783 |
| Certificates of participation in pools of residential mortgages | $5,831,000 | 3,344 |
| Issued or guaranteed by U.S. | $5,831,000 | 3,341 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $765,000 | 3,114 |
| CMOs issued by government agencies or sponsored agencies | $765,000 | 2,979 |
| 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) | $96,000 | 2,397 |
| Available-for-sale securities (fair market value) | $14,485,000 | 4,696 |
| Total debt securities | $14,582,000 | 5,012 |
| Structured notes | ||
| Amortized cost | $301,000 | 2,216 |
| Fair value | $300,000 | 2,224 |
| 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 | $12,811,000 | 5,226 |
| U.S. Government securities | $9,501,000 | 4,773 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $9,501,000 | 4,678 |
| Securities issued by states & political subdivisions | $3,310,000 | 4,168 |
| 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 | $3,546,000 | 4,677 |
| Mortgage-backed securities | $5,396,000 | 3,996 |
| Certificates of participation in pools of residential mortgages | $4,626,000 | 3,616 |
| Issued or guaranteed by U.S. | $4,626,000 | 3,614 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $770,000 | 3,151 |
| CMOs issued by government agencies or sponsored agencies | $770,000 | 3,008 |
| 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) | $104,000 | 2,413 |
| Available-for-sale securities (fair market value) | $12,707,000 | 4,855 |
| Total debt securities | $12,811,000 | 5,195 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,261 |
| Fair value | $301,000 | 2,266 |
| 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 | $12,398,000 | 5,360 |
| U.S. Government securities | $8,938,000 | 4,952 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $8,938,000 | 4,862 |
| Securities issued by states & political subdivisions | $3,460,000 | 4,121 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,675,000 | 4,707 |
| Mortgage-backed securities | $5,739,000 | 4,073 |
| Certificates of participation in pools of residential mortgages | $4,931,000 | 3,700 |
| Issued or guaranteed by U.S. | $4,931,000 | 3,698 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $808,000 | 3,225 |
| CMOs issued by government agencies or sponsored agencies | $808,000 | 3,077 |
| 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) | $112,000 | 2,457 |
| Available-for-sale securities (fair market value) | $12,286,000 | 4,967 |
| Total debt securities | $12,398,000 | 5,333 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $12,728,000 | 5,355 |
| U.S. Government securities | $9,682,000 | 4,939 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $9,682,000 | 4,843 |
| Securities issued by states & political subdivisions | $3,046,000 | 4,210 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,436,000 | 4,811 |
| Mortgage-backed securities | $5,959,000 | 4,073 |
| Certificates of participation in pools of residential mortgages | $5,153,000 | 3,663 |
| Issued or guaranteed by U.S. | $5,153,000 | 3,660 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $806,000 | 3,237 |
| CMOs issued by government agencies or sponsored agencies | $806,000 | 3,078 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $121,000 | 2,482 |
| Available-for-sale securities (fair market value) | $12,607,000 | 4,980 |
| Total debt securities | $12,728,000 | 5,328 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $12,679,000 | 5,414 |
| U.S. Government securities | $10,038,000 | 4,974 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $10,038,000 | 4,877 |
| Securities issued by states & political subdivisions | $2,641,000 | 4,254 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,426,000 | 4,857 |
| Mortgage-backed securities | $6,088,000 | 4,089 |
| Certificates of participation in pools of residential mortgages | $5,577,000 | 3,570 |
| Issued or guaranteed by U.S. | $5,577,000 | 3,566 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $511,000 | 3,407 |
| CMOs issued by government agencies or sponsored agencies | $511,000 | 3,241 |
| 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) | $330,000 | 2,344 |
| Available-for-sale securities (fair market value) | $12,349,000 | 5,052 |
| Total debt securities | $12,679,000 | 5,386 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $12,189,000 | 5,460 |
| U.S. Government securities | $9,553,000 | 5,006 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $9,553,000 | 4,911 |
| Securities issued by states & political subdivisions | $2,636,000 | 4,249 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,500,000 | 4,632 |
| Mortgage-backed securities | $6,174,000 | 4,012 |
| Certificates of participation in pools of residential mortgages | $5,661,000 | 3,469 |
| Issued or guaranteed by U.S. | $5,661,000 | 3,467 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $513,000 | 3,352 |
| CMOs issued by government agencies or sponsored agencies | $513,000 | 3,106 |
| 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) | $341,000 | 2,436 |
| Available-for-sale securities (fair market value) | $11,848,000 | 5,092 |
| Total debt securities | $12,189,000 | 5,431 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $11,847,000 | 5,467 |
| U.S. Government securities | $9,205,000 | 5,045 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $9,205,000 | 4,948 |
| Securities issued by states & political subdivisions | $2,642,000 | 4,214 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,617,000 | 4,589 |
| Mortgage-backed securities | $6,878,000 | 3,832 |
| Certificates of participation in pools of residential mortgages | $5,971,000 | 3,339 |
| Issued or guaranteed by U.S. | $5,971,000 | 3,336 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $907,000 | 3,175 |
| CMOs issued by government agencies or sponsored agencies | $907,000 | 2,923 |
| 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) | $351,000 | 2,448 |
| Available-for-sale securities (fair market value) | $11,496,000 | 5,084 |
| Total debt securities | $11,848,000 | 5,430 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $11,850,000 | 5,554 |
| U.S. Government securities | $9,228,000 | 5,174 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $9,228,000 | 5,063 |
| Securities issued by states & political subdivisions | $2,622,000 | 4,196 |
| 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 | $3,567,000 | 4,654 |
| Mortgage-backed securities | $7,044,000 | 3,778 |
| Certificates of participation in pools of residential mortgages | $6,122,000 | 3,280 |
| Issued or guaranteed by U.S. | $6,122,000 | 3,272 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $922,000 | 3,114 |
| CMOs issued by government agencies or sponsored agencies | $922,000 | 2,866 |
| 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) | $566,000 | 2,330 |
| Available-for-sale securities (fair market value) | $11,284,000 | 5,203 |
| Total debt securities | $11,850,000 | 5,518 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $10,251,000 | 5,748 |
| U.S. Government securities | $7,678,000 | 5,462 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $7,678,000 | 5,351 |
| Securities issued by states & political subdivisions | $2,573,000 | 4,179 |
| 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 | $3,232,000 | 4,771 |
| Mortgage-backed securities | $6,069,000 | 3,883 |
| Certificates of participation in pools of residential mortgages | $5,514,000 | 3,339 |
| Issued or guaranteed by U.S. | $5,514,000 | 3,332 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $555,000 | 3,245 |
| CMOs issued by government agencies or sponsored agencies | $555,000 | 2,972 |
| 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) | $577,000 | 2,342 |
| Available-for-sale securities (fair market value) | $9,674,000 | 5,398 |
| Total debt securities | $10,251,000 | 5,714 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $9,869,000 | 5,723 |
| U.S. Government securities | $7,430,000 | 5,366 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $7,430,000 | 5,253 |
| Securities issued by states & political subdivisions | $2,439,000 | 4,235 |
| 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 | $3,317,000 | 4,741 |
| Mortgage-backed securities | $5,820,000 | 3,855 |
| Certificates of participation in pools of residential mortgages | $5,260,000 | 3,290 |
| Issued or guaranteed by U.S. | $5,260,000 | 3,283 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $560,000 | 3,250 |
| CMOs issued by government agencies or sponsored agencies | $560,000 | 2,958 |
| 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) | $590,000 | 2,350 |
| Available-for-sale securities (fair market value) | $9,279,000 | 5,360 |
| Total debt securities | $9,869,000 | 5,685 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $9,537,000 | 5,737 |
| U.S. Government securities | $6,996,000 | 5,421 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $6,996,000 | 5,297 |
| Securities issued by states & political subdivisions | $2,541,000 | 4,123 |
| 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 | $3,530,000 | 4,719 |
| Mortgage-backed securities | $5,907,000 | 3,824 |
| Certificates of participation in pools of residential mortgages | $5,907,000 | 3,099 |
| Issued or guaranteed by U.S. | $5,907,000 | 3,091 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $608,000 | 2,399 |
| Available-for-sale securities (fair market value) | $8,929,000 | 5,387 |
| Total debt securities | $9,537,000 | 5,705 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $10,316,000 | 5,674 |
| U.S. Government securities | $7,838,000 | 5,380 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $7,838,000 | 5,265 |
| Securities issued by states & political subdivisions | $2,478,000 | 4,108 |
| 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 | $3,602,000 | 4,750 |
| Mortgage-backed securities | $6,444,000 | 3,722 |
| Certificates of participation in pools of residential mortgages | $6,444,000 | 3,037 |
| Issued or guaranteed by U.S. | $6,444,000 | 3,029 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $625,000 | 2,460 |
| Available-for-sale securities (fair market value) | $9,691,000 | 5,312 |
| Total debt securities | $10,316,000 | 5,635 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $10,555,000 | 5,690 |
| U.S. Government securities | $8,089,000 | 5,405 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $8,089,000 | 5,291 |
| Securities issued by states & political subdivisions | $2,466,000 | 4,086 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,431,000 | 4,874 |
| Mortgage-backed securities | $6,898,000 | 3,701 |
| Certificates of participation in pools of residential mortgages | $6,898,000 | 3,026 |
| Issued or guaranteed by U.S. | $6,898,000 | 3,018 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $648,000 | 2,495 |
| Available-for-sale securities (fair market value) | $9,907,000 | 5,324 |
| Total debt securities | $10,555,000 | 5,648 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $10,948,000 | 5,630 |
| U.S. Government securities | $8,613,000 | 5,244 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $8,613,000 | 5,144 |
| Securities issued by states & political subdivisions | $2,275,000 | 4,195 |
| 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 | $60,000 | 1,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,531,000 | 4,869 |
| Mortgage-backed securities | $7,415,000 | 3,651 |
| Certificates of participation in pools of residential mortgages | $7,415,000 | 2,988 |
| Issued or guaranteed by U.S. | $7,415,000 | 2,981 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $663,000 | 2,533 |
| Available-for-sale securities (fair market value) | $10,285,000 | 5,269 |
| Total debt securities | $10,888,000 | 5,595 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $11,184,000 | 5,624 |
| U.S. Government securities | $9,080,000 | 5,181 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $9,080,000 | 5,081 |
| Securities issued by states & political subdivisions | $2,104,000 | 4,314 |
| 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 | $3,658,000 | 4,839 |
| Mortgage-backed securities | $8,070,000 | 3,617 |
| Certificates of participation in pools of residential mortgages | $8,070,000 | 2,960 |
| Issued or guaranteed by U.S. | $8,070,000 | 2,950 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $684,000 | 2,594 |
| Available-for-sale securities (fair market value) | $10,500,000 | 5,261 |
| Total debt securities | $11,184,000 | 5,582 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $11,468,000 | 5,571 |
| U.S. Government securities | $9,438,000 | 5,086 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $9,438,000 | 4,988 |
| Securities issued by states & political subdivisions | $2,030,000 | 4,330 |
| 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 | $3,700,000 | 4,846 |
| Mortgage-backed securities | $8,481,000 | 3,597 |
| Certificates of participation in pools of residential mortgages | $8,481,000 | 2,964 |
| Issued or guaranteed by U.S. | $8,481,000 | 2,950 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $705,000 | 2,620 |
| Available-for-sale securities (fair market value) | $10,763,000 | 5,197 |
| Total debt securities | $11,468,000 | 5,532 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $12,231,000 | 5,502 |
| U.S. Government securities | $10,362,000 | 5,009 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $10,362,000 | 4,923 |
| Securities issued by states & political subdivisions | $1,869,000 | 4,338 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,729,000 | 4,905 |
| Mortgage-backed securities | $8,555,000 | 3,641 |
| Certificates of participation in pools of residential mortgages | $8,555,000 | 2,985 |
| Issued or guaranteed by U.S. | $8,555,000 | 2,972 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $728,000 | 2,651 |
| Available-for-sale securities (fair market value) | $11,503,000 | 5,123 |
| Total debt securities | $12,231,000 | 5,456 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $12,436,000 | 5,513 |
| U.S. Government securities | $10,602,000 | 5,020 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $10,602,000 | 4,927 |
| Securities issued by states & political subdivisions | $1,834,000 | 4,307 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,435,000 | 5,048 |
| Mortgage-backed securities | $7,777,000 | 3,719 |
| Certificates of participation in pools of residential mortgages | $7,777,000 | 3,092 |
| Issued or guaranteed by U.S. | $7,777,000 | 3,080 |
| 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) | $743,000 | 2,666 |
| Available-for-sale securities (fair market value) | $11,693,000 | 5,117 |
| Total debt securities | $12,436,000 | 5,468 |
| Structured notes | ||
| Amortized cost | $699,000 | 1,229 |
| Fair value | $702,000 | 1,224 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $11,827,000 | 5,566 |
| U.S. Government securities | $10,454,000 | 5,004 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $10,454,000 | 4,921 |
| Securities issued by states & political subdivisions | $1,373,000 | 4,543 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,597,000 | 5,001 |
| Mortgage-backed securities | $7,368,000 | 3,680 |
| Certificates of participation in pools of residential mortgages | $7,368,000 | 3,065 |
| Issued or guaranteed by U.S. | $7,368,000 | 3,055 |
| 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) | $757,000 | 2,684 |
| Available-for-sale securities (fair market value) | $11,070,000 | 5,156 |
| Total debt securities | $11,827,000 | 5,525 |
| Structured notes | ||
| Amortized cost | $699,000 | 1,202 |
| Fair value | $702,000 | 1,193 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $13,402,000 | 5,332 |
| U.S. Government securities | $11,980,000 | 4,755 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $11,980,000 | 4,670 |
| Securities issued by states & political subdivisions | $1,422,000 | 4,553 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,155,000 | 5,161 |
| Mortgage-backed securities | $6,847,000 | 3,791 |
| Certificates of participation in pools of residential mortgages | $6,847,000 | 3,198 |
| Issued or guaranteed by U.S. | $6,847,000 | 3,183 |
| 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) | $773,000 | 2,679 |
| Available-for-sale securities (fair market value) | $12,629,000 | 4,983 |
| Total debt securities | $13,402,000 | 5,280 |
| Structured notes | ||
| Amortized cost | $2,099,000 | 627 |
| Fair value | $2,087,000 | 623 |
| 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 | $12,998,000 | 5,424 |
| U.S. Government securities | $12,234,000 | 4,705 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $12,234,000 | 4,618 |
| Securities issued by states & political subdivisions | $764,000 | 5,045 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,903,000 | 5,233 |
| Mortgage-backed securities | $4,999,000 | 4,099 |
| Certificates of participation in pools of residential mortgages | $4,999,000 | 3,521 |
| Issued or guaranteed by U.S. | $4,999,000 | 3,507 |
| 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) | $796,000 | 2,700 |
| Available-for-sale securities (fair market value) | $12,202,000 | 5,051 |
| Total debt securities | $12,998,000 | 5,350 |
| Structured notes | ||
| Amortized cost | $4,099,000 | 358 |
| Fair value | $4,105,000 | 362 |
| 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 | $14,067,000 | 5,305 |
| U.S. Government securities | $13,309,000 | 4,612 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $13,309,000 | 4,519 |
| Securities issued by states & political subdivisions | $758,000 | 5,066 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,937,000 | 5,272 |
| Mortgage-backed securities | $3,567,000 | 4,279 |
| Certificates of participation in pools of residential mortgages | $3,567,000 | 3,691 |
| Issued or guaranteed by U.S. | $3,567,000 | 3,677 |
| 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) | $816,000 | 2,762 |
| Available-for-sale securities (fair market value) | $13,251,000 | 4,894 |
| Total debt securities | $14,067,000 | 5,246 |
| Structured notes | ||
| Amortized cost | $5,198,000 | 483 |
| Fair value | $5,176,000 | 485 |
| 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 | $14,028,000 | 5,364 |
| U.S. Government securities | $13,272,000 | 4,716 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $13,272,000 | 4,617 |
| Securities issued by states & political subdivisions | $756,000 | 5,104 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,906,000 | 5,302 |
| Mortgage-backed securities | $3,471,000 | 4,164 |
| Certificates of participation in pools of residential mortgages | $3,471,000 | 3,559 |
| Issued or guaranteed by U.S. | $3,471,000 | 3,543 |
| 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) | $833,000 | 2,825 |
| Available-for-sale securities (fair market value) | $13,195,000 | 4,925 |
| Total debt securities | $14,028,000 | 5,316 |
| Structured notes | ||
| Amortized cost | $5,198,000 | 601 |
| Fair value | $5,096,000 | 603 |
| 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 | $13,126,000 | 5,539 |
| U.S. Government securities | $12,376,000 | 4,910 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $12,376,000 | 4,802 |
| Securities issued by states & political subdivisions | $750,000 | 5,132 |
| 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 | $2,829,000 | 5,375 |
| Mortgage-backed securities | $3,248,000 | 4,224 |
| Certificates of participation in pools of residential mortgages | $3,248,000 | 3,613 |
| Issued or guaranteed by U.S. | $3,248,000 | 3,599 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $853,000 | 2,847 |
| Available-for-sale securities (fair market value) | $12,273,000 | 5,076 |
| Total debt securities | $13,126,000 | 5,492 |
| Structured notes | ||
| Amortized cost | $5,198,000 | 625 |
| Fair value | $4,947,000 | 643 |
| 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 | $13,418,000 | 5,514 |
| U.S. Government securities | $12,659,000 | 4,869 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $12,659,000 | 4,742 |
| Securities issued by states & political subdivisions | $759,000 | 5,172 |
| 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 | $2,889,000 | 5,373 |
| Mortgage-backed securities | $3,466,000 | 4,122 |
| Certificates of participation in pools of residential mortgages | $3,466,000 | 3,506 |
| Issued or guaranteed by U.S. | $3,466,000 | 3,487 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $870,000 | 2,871 |
| Available-for-sale securities (fair market value) | $12,548,000 | 5,037 |
| Total debt securities | $13,418,000 | 5,468 |
| Structured notes | ||
| Amortized cost | $5,198,000 | 672 |
| Fair value | $5,068,000 | 675 |
| 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 | $12,591,000 | 5,675 |
| U.S. Government securities | $11,832,000 | 5,084 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $11,832,000 | 4,961 |
| Securities issued by states & political subdivisions | $759,000 | 5,195 |
| 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 | $2,873,000 | 5,386 |
| Mortgage-backed securities | $2,989,000 | 4,274 |
| Certificates of participation in pools of residential mortgages | $2,989,000 | 3,691 |
| Issued or guaranteed by U.S. | $2,989,000 | 3,680 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $890,000 | 2,927 |
| Available-for-sale securities (fair market value) | $11,701,000 | 5,229 |
| Total debt securities | $12,590,000 | 5,632 |
| Structured notes | ||
| Amortized cost | $5,398,000 | 691 |
| Fair value | $5,227,000 | 692 |
| 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 | $12,606,000 | 5,728 |
| U.S. Government securities | $11,896,000 | 5,117 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $11,896,000 | 5,007 |
| Securities issued by states & political subdivisions | $710,000 | 5,268 |
| 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 | $2,849,000 | 5,431 |
| Mortgage-backed securities | $3,099,000 | 4,241 |
| Certificates of participation in pools of residential mortgages | $3,099,000 | 3,654 |
| Issued or guaranteed by U.S. | $3,099,000 | 3,633 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $921,000 | 2,976 |
| Available-for-sale securities (fair market value) | $11,685,000 | 5,260 |
| Total debt securities | $12,606,000 | 5,676 |
| Structured notes | ||
| Amortized cost | $5,397,000 | 748 |
| Fair value | $5,168,000 | 758 |
| 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 | $12,353,000 | 5,788 |
| U.S. Government securities | $11,646,000 | 5,196 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $11,646,000 | 5,059 |
| Securities issued by states & political subdivisions | $707,000 | 5,307 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,906,000 | 5,416 |
| Mortgage-backed securities | $3,094,000 | 4,239 |
| Certificates of participation in pools of residential mortgages | $3,094,000 | 3,665 |
| Issued or guaranteed by U.S. | $3,094,000 | 3,650 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $943,000 | 2,989 |
| Available-for-sale securities (fair market value) | $11,410,000 | 5,298 |
| Total debt securities | $12,353,000 | 5,733 |
| Structured notes | ||
| Amortized cost | $5,198,000 | 818 |
| Fair value | $4,875,000 | 855 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $12,633,000 | 5,762 |
| U.S. Government securities | $11,924,000 | 5,158 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $11,924,000 | 5,016 |
| Securities issued by states & political subdivisions | $709,000 | 5,328 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,939,000 | 5,393 |
| Mortgage-backed securities | $3,266,000 | 4,214 |
| Certificates of participation in pools of residential mortgages | $3,266,000 | 3,632 |
| Issued or guaranteed by U.S. | $3,266,000 | 3,616 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $966,000 | 3,036 |
| Available-for-sale securities (fair market value) | $11,667,000 | 5,271 |
| Total debt securities | $12,633,000 | 5,709 |
| Structured notes | ||
| Amortized cost | $5,198,000 | 829 |
| Fair value | $4,933,000 | 857 |
| 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 | $12,731,000 | 5,776 |
| U.S. Government securities | $12,021,000 | 5,111 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $12,021,000 | 4,959 |
| Securities issued by states & political subdivisions | $710,000 | 5,353 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,953,000 | 5,413 |
| Mortgage-backed securities | $3,417,000 | 4,172 |
| Certificates of participation in pools of residential mortgages | $3,417,000 | 3,584 |
| Issued or guaranteed by U.S. | $3,417,000 | 3,569 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $990,000 | 3,085 |
| Available-for-sale securities (fair market value) | $11,741,000 | 5,269 |
| Total debt securities | $12,731,000 | 5,719 |
| Structured notes | ||
| Amortized cost | $5,198,000 | 837 |
| Fair value | $4,955,000 | 862 |
| 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 | $12,695,000 | 5,779 |
| U.S. Government securities | $11,978,000 | 5,104 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $11,978,000 | 4,954 |
| Securities issued by states & political subdivisions | $717,000 | 5,363 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,005,000 | 5,366 |
| Mortgage-backed securities | $3,652,000 | 4,142 |
| Certificates of participation in pools of residential mortgages | $3,652,000 | 3,545 |
| Issued or guaranteed by U.S. | $3,652,000 | 3,531 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,020,000 | 3,080 |
| Available-for-sale securities (fair market value) | $11,675,000 | 5,278 |
| Total debt securities | $12,696,000 | 5,714 |
| Structured notes | ||
| Amortized cost | $5,198,000 | 823 |
| Fair value | $5,057,000 | 827 |
| 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 | $12,925,000 | 5,776 |
| U.S. Government securities | $12,207,000 | 5,098 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $12,207,000 | 4,958 |
| Securities issued by states & political subdivisions | $718,000 | 5,349 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,011,000 | 5,340 |
| Mortgage-backed securities | $3,867,000 | 4,157 |
| Certificates of participation in pools of residential mortgages | $3,867,000 | 3,560 |
| Issued or guaranteed by U.S. | $3,867,000 | 3,544 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,052,000 | 3,117 |
| Available-for-sale securities (fair market value) | $11,873,000 | 5,260 |
| Total debt securities | $12,925,000 | 5,712 |
| Structured notes | ||
| Amortized cost | $5,198,000 | 804 |
| Fair value | $5,061,000 | 810 |
| 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 | $12,742,000 | 5,884 |
| U.S. Government securities | $12,025,000 | 5,211 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,025,000 | 5,058 |
| Securities issued by states & political subdivisions | $717,000 | 5,358 |
| 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 | $2,968,000 | 5,421 |
| Mortgage-backed securities | $4,038,000 | 4,186 |
| Certificates of participation in pools of residential mortgages | $4,038,000 | 3,580 |
| Issued or guaranteed by U.S. | $4,038,000 | 3,570 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,098,000 | 3,144 |
| Available-for-sale securities (fair market value) | $11,644,000 | 5,378 |
| Total debt securities | $12,742,000 | 5,823 |
| Structured notes | ||
| Amortized cost | $5,198,000 | 812 |
| Fair value | $4,953,000 | 837 |
| 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 | $13,025,000 | 5,870 |
| U.S. Government securities | $12,304,000 | 5,166 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,304,000 | 5,006 |
| Securities issued by states & political subdivisions | $721,000 | 5,376 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,991,000 | 5,431 |
| Mortgage-backed securities | $4,024,000 | 4,239 |
| Certificates of participation in pools of residential mortgages | $4,024,000 | 3,620 |
| Issued or guaranteed by U.S. | $4,024,000 | 3,612 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,121,000 | 3,164 |
| Available-for-sale securities (fair market value) | $11,904,000 | 5,339 |
| Total debt securities | $13,025,000 | 5,803 |
| Structured notes | ||
| Amortized cost | $5,198,000 | 782 |
| Fair value | $5,015,000 | 792 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $11,989,000 | 6,096 |
| U.S. Government securities | $11,560,000 | 5,348 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $11,560,000 | 5,189 |
| Securities issued by states & political subdivisions | $429,000 | 5,803 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,881,000 | 5,465 |
| Mortgage-backed securities | $3,117,000 | 4,583 |
| Certificates of participation in pools of residential mortgages | $3,117,000 | 3,986 |
| Issued or guaranteed by U.S. | $3,117,000 | 3,976 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,142,000 | 3,203 |
| Available-for-sale securities (fair market value) | $10,847,000 | 5,567 |
| Total debt securities | $11,989,000 | 6,030 |
| Structured notes | ||
| Amortized cost | $5,198,000 | 794 |
| Fair value | $5,062,000 | 807 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $11,846,000 | 6,185 |
| U.S. Government securities | $11,846,000 | 5,347 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $11,846,000 | 5,191 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,781,000 | 5,517 |
| Mortgage-backed securities | $1,484,000 | 5,418 |
| Certificates of participation in pools of residential mortgages | $1,484,000 | 4,878 |
| Issued or guaranteed by U.S. | $1,484,000 | 4,866 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $68,000 | 4,349 |
| Available-for-sale securities (fair market value) | $11,778,000 | 5,461 |
| Total debt securities | $11,846,000 | 6,111 |
| Structured notes | ||
| Amortized cost | $7,238,000 | 591 |
| Fair value | $6,821,000 | 624 |
| 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 | $12,359,000 | 6,056 |
| U.S. Government securities | $12,359,000 | 5,161 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $12,359,000 | 5,019 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,638,000 | 5,549 |
| Mortgage-backed securities | $1,646,000 | 5,369 |
| Certificates of participation in pools of residential mortgages | $1,646,000 | 4,813 |
| Issued or guaranteed by U.S. | $1,646,000 | 4,799 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $79,000 | 4,380 |
| Available-for-sale securities (fair market value) | $12,280,000 | 5,354 |
| Total debt securities | $12,359,000 | 5,978 |
| Structured notes | ||
| Amortized cost | $7,237,000 | 520 |
| Fair value | $7,176,000 | 519 |
| 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 | $12,953,000 | 6,011 |
| U.S. Government securities | $12,786,000 | 5,133 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $12,786,000 | 4,983 |
| Securities issued by states & political subdivisions | $167,000 | 6,397 |
| 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 | $2,757,000 | 5,447 |
| Mortgage-backed securities | $1,486,000 | 5,474 |
| Certificates of participation in pools of residential mortgages | $1,486,000 | 4,919 |
| Issued or guaranteed by U.S. | $1,486,000 | 4,900 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $92,000 | 4,416 |
| Available-for-sale securities (fair market value) | $12,861,000 | 5,278 |
| Total debt securities | $12,953,000 | 5,916 |
| Structured notes | ||
| Amortized cost | $7,936,000 | 409 |
| Fair value | $7,666,000 | 413 |
| 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 | $14,791,000 | 5,577 |
| U.S. Government securities | $14,628,000 | 4,605 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $14,628,000 | 4,447 |
| Securities issued by states & political subdivisions | $163,000 | 6,455 |
| 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 | $2,836,000 | 5,382 |
| Mortgage-backed securities | $260,000 | 6,547 |
| Certificates of participation in pools of residential mortgages | $260,000 | 6,134 |
| Issued or guaranteed by U.S. | $260,000 | 6,107 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $114,000 | 4,388 |
| Available-for-sale securities (fair market value) | $14,677,000 | 4,894 |
| Total debt securities | $14,791,000 | 5,491 |
| Structured notes | ||
| Amortized cost | $8,539,000 | 296 |
| Fair value | $8,311,000 | 303 |
| 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 | $11,537,000 | 6,138 |
| U.S. Government securities | $11,097,000 | 5,293 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $11,097,000 | 5,127 |
| Securities issued by states & political subdivisions | $171,000 | 6,449 |
| Other domestic debt securities | $269,000 | 3,519 |
| 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 | $269,000 | 3,127 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,885,000 | 5,347 |
| Mortgage-backed securities | $330,000 | 6,504 |
| Certificates of participation in pools of residential mortgages | $330,000 | 6,064 |
| Issued or guaranteed by U.S. | $330,000 | 6,043 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $129,000 | 4,396 |
| Available-for-sale securities (fair market value) | $11,408,000 | 5,430 |
| Total debt securities | $11,537,000 | 6,049 |
| Structured notes | ||
| Amortized cost | $6,544,000 | 293 |
| Fair value | $6,566,000 | 295 |
| 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 | $11,227,000 | 6,256 |
| U.S. Government securities | $11,169,000 | 5,322 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $11,169,000 | 5,142 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $58,000 | 3,908 |
| 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 | $58,000 | 3,453 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,885,000 | 5,392 |
| Mortgage-backed securities | $384,000 | 6,468 |
| Certificates of participation in pools of residential mortgages | $384,000 | 5,993 |
| Issued or guaranteed by U.S. | $384,000 | 5,974 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $142,000 | 4,438 |
| Available-for-sale securities (fair market value) | $11,085,000 | 5,502 |
| Total debt securities | $11,227,000 | 6,165 |
| Structured notes | ||
| Amortized cost | $6,146,000 | 218 |
| Fair value | $6,166,000 | 219 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $9,306,000 | 6,678 |
| U.S. Government securities | $9,252,000 | 5,785 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $9,252,000 | 5,590 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $54,000 | 3,955 |
| 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 | $54,000 | 3,494 |
| 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 | $2,666,000 | 5,513 |
| Mortgage-backed securities | $408,000 | 6,452 |
| Certificates of participation in pools of residential mortgages | $408,000 | 5,947 |
| Issued or guaranteed by U.S. | $408,000 | 5,927 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $153,000 | 4,492 |
| Available-for-sale securities (fair market value) | $9,153,000 | 5,913 |
| Total debt securities | $9,306,000 | 6,583 |
| Structured notes | ||
| Amortized cost | $4,460,000 | 240 |
| Fair value | $4,451,000 | 240 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $7,674,000 | 7,123 |
| U.S. Government securities | $7,574,000 | 6,239 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $7,574,000 | 6,019 |
| Securities issued by states & political subdivisions | $100,000 | 6,778 |
| 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 | $3,051,000 | 5,323 |
| Mortgage-backed securities | $227,000 | 6,728 |
| Certificates of participation in pools of residential mortgages | $227,000 | 6,178 |
| Issued or guaranteed by U.S. | $227,000 | 6,155 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $715,000 | 4,072 |
| Available-for-sale securities (fair market value) | $6,959,000 | 6,421 |
| Total debt securities | $7,674,000 | 7,022 |
| Structured notes | ||
| Amortized cost | $300,000 | 708 |
| Fair value | $300,000 | 713 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $7,368,000 | 7,557 |
| U.S. Government securities | $6,573,000 | 7,091 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $6,573,000 | 6,727 |
| Securities issued by states & political subdivisions | $657,000 | 5,833 |
| 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 | $138,000 | 6,402 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,100,000 | 4,607 |
| Mortgage-backed securities | $325,000 | 6,395 |
| Certificates of participation in pools of residential mortgages | $325,000 | 5,777 |
| Issued or guaranteed by U.S. | $325,000 | 5,757 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,827,000 | 3,488 |
| Available-for-sale securities (fair market value) | $4,541,000 | 7,381 |
| Total debt securities | $7,230,000 | 7,481 |
| 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 | $6,494,000 | 8,170 |
| U.S. Government securities | $5,607,000 | 7,771 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $5,607,000 | 7,255 |
| Securities issued by states & political subdivisions | $659,000 | 6,127 |
| 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 | $228,000 | 5,445 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,600,000 | 5,944 |
| Mortgage-backed securities | $508,000 | 6,436 |
| Certificates of participation in pools of residential mortgages | $508,000 | 5,725 |
| Issued or guaranteed by U.S. | $508,000 | 5,711 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,661,000 | 3,908 |
| Available-for-sale securities (fair market value) | $3,833,000 | 7,818 |
| Total debt securities | $6,266,000 | 8,125 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $4,704,000 | 8,860 |
| U.S. Government securities | $3,862,000 | 8,589 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $3,862,000 | 7,782 |
| Securities issued by states & political subdivisions | $722,000 | 6,194 |
| 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 | $120,000 | 6,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,348,000 | 5,873 |
| Mortgage-backed securities | $660,000 | 6,479 |
| Certificates of participation in pools of residential mortgages | $660,000 | 5,721 |
| Issued or guaranteed by U.S. | $660,000 | 5,704 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $353,000 | 6,047 |
| Available-for-sale securities (fair market value) | $4,351,000 | 7,601 |
| Total debt securities | $4,584,000 | 8,777 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $2,984,000 | 9,985 |
| U.S. Government securities | $2,242,000 | 9,915 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $2,242,000 | 8,885 |
| Securities issued by states & political subdivisions | $630,000 | 6,479 |
| 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 | $112,000 | 6,275 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,092,000 | 6,361 |
| Mortgage-backed securities | $245,000 | 7,494 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $245,000 | 4,449 |
| CMOs issued by government agencies or sponsored agencies | $245,000 | 4,285 |
| 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) | $301,000 | 6,947 |
| Available-for-sale securities (fair market value) | $2,683,000 | 8,450 |
| Total debt securities | $2,872,000 | 9,923 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $3,034,000 | 10,536 |
| U.S. Government securities | $1,709,000 | 10,720 |
| U.S. Treasury securities | $301,000 | 8,367 |
| U.S. Government agency obligations | $1,408,000 | 9,880 |
| Securities issued by states & political subdivisions | $1,105,000 | 5,917 |
| Other domestic debt securities | $130,000 | 3,640 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $130,000 | 2,811 |
| Foreign debt securities | NA | NA |
| Equity securities | $90,000 | 6,481 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,957,000 | 6,797 |
| Mortgage-backed securities | $321,000 | 7,870 |
| Certificates of participation in pools of residential mortgages | $78,000 | 7,985 |
| Issued or guaranteed by U.S. | $78,000 | 7,965 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $243,000 | 4,927 |
| CMOs issued by government agencies or sponsored agencies | $243,000 | 4,740 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $827,000 | 7,149 |
| Available-for-sale securities (fair market value) | $2,207,000 | 8,924 |
| Total debt securities | $2,944,000 | 10,474 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $2,750,000 | 11,114 |
| U.S. Government securities | $1,732,000 | 11,217 |
| U.S. Treasury securities | $301,000 | 9,775 |
| U.S. Government agency obligations | $1,431,000 | 10,184 |
| Securities issued by states & political subdivisions | $935,000 | 6,451 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $83,000 | 6,445 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,570,000 | 7,354 |
| Mortgage-backed securities | $441,000 | 8,103 |
| Certificates of participation in pools of residential mortgages | $92,000 | 8,330 |
| Issued or guaranteed by U.S. | $92,000 | 8,295 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $349,000 | 5,166 |
| CMOs issued by government agencies or sponsored agencies | $349,000 | 4,966 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $727,000 | 7,610 |
| Available-for-sale securities (fair market value) | $2,023,000 | 9,391 |
| Total debt securities | $2,667,000 | 11,042 |
| Structured notes | ||
| Amortized cost | $100,000 | 4,437 |
| Fair value | $101,000 | 4,440 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $3,068,000 | 11,674 |
| U.S. Government securities | $2,084,000 | 11,715 |
| U.S. Treasury securities | $298,000 | 10,789 |
| U.S. Government agency obligations | $1,786,000 | 10,136 |
| Securities issued by states & political subdivisions | $912,000 | 6,818 |
| 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 | $72,000 | 6,453 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $802,000 | 8,747 |
| Mortgage-backed securities | $602,000 | 8,348 |
| Certificates of participation in pools of residential mortgages | $120,000 | 8,711 |
| Issued or guaranteed by U.S. | $120,000 | 8,681 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $482,000 | 5,304 |
| CMOs issued by government agencies or sponsored agencies | $482,000 | 5,072 |
| 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) | $2,393,000 | 9,741 |
| Available-for-sale securities (fair market value) | $675,000 | 9,957 |
| Total debt securities | $2,996,000 | 11,602 |
| 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 | $3,256,000 | 12,053 |
| U.S. Government securities | $2,380,000 | 11,998 |
| U.S. Treasury securities | $101,000 | 11,471 |
| U.S. Government agency obligations | $2,279,000 | 9,996 |
| Securities issued by states & political subdivisions | $813,000 | 7,182 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $63,000 | 6,364 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,435,000 | 7,851 |
| Mortgage-backed securities | $1,452,000 | 7,857 |
| Certificates of participation in pools of residential mortgages | $265,000 | 8,768 |
| Issued or guaranteed by U.S. | $265,000 | 8,714 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,187,000 | 4,741 |
| CMOs issued by government agencies or sponsored agencies | $1,187,000 | 4,532 |
| 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 | $3,193,000 | 11,962 |
| 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 | $3,077,000 | 12,541 |
| U.S. Government securities | $2,586,000 | 12,347 |
| U.S. Treasury securities | $205,000 | 11,858 |
| U.S. Government agency obligations | $2,381,000 | 10,139 |
| Securities issued by states & political subdivisions | $428,000 | 7,954 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $63,000 | 5,933 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $575,000 | 9,569 |
| Mortgage-backed securities | $888,000 | 9,123 |
| Certificates of participation in pools of residential mortgages | $490,000 | 8,619 |
| Issued or guaranteed by U.S. | $490,000 | 8,555 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $398,000 | 6,125 |
| CMOs issued by government agencies or sponsored agencies | $398,000 | 5,713 |
| 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 | $3,015,000 | 12,461 |
| 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 |