Home > Wahoo State Bank > Securities
Wahoo State Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $16,207,000 | 3,728 |
| U.S. Government securities | $6,081,000 | 3,888 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $6,081,000 | 3,573 |
| Securities issued by states & political subdivisions | $5,826,000 | 2,838 |
| Other domestic debt securities | $4,300,000 | 1,427 |
| Privately issued residential mortgage-backed securities | $4,300,000 | 385 |
| 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 | $15,445,000 | 2,592 |
| Mortgage-backed securities | $8,527,000 | 2,703 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,417,000 | 2,954 |
| Privately issued | $4,300,000 | 100 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,810,000 | 1,947 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $6,739,000 | 1,085 |
| Available-for-sale securities (fair market value) | $9,468,000 | 3,772 |
| Total debt securities | $16,207,000 | 3,706 |
| 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 | $16,230,000 | 3,754 |
| U.S. Government securities | $6,263,000 | 3,897 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $6,263,000 | 3,562 |
| Securities issued by states & political subdivisions | $5,677,000 | 2,862 |
| Other domestic debt securities | $4,290,000 | 1,413 |
| Privately issued residential mortgage-backed securities | $4,290,000 | 363 |
| 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 | $13,878,000 | 2,656 |
| Mortgage-backed securities | $8,600,000 | 2,682 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,398,000 | 2,959 |
| Privately issued | $4,290,000 | 95 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,912,000 | 1,881 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $6,800,000 | 1,103 |
| Available-for-sale securities (fair market value) | $9,430,000 | 3,776 |
| Total debt securities | $16,230,000 | 3,731 |
| 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 | $16,353,000 | 3,782 |
| U.S. Government securities | $6,668,000 | 3,916 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $6,668,000 | 3,557 |
| Securities issued by states & political subdivisions | $5,208,000 | 2,959 |
| Other domestic debt securities | $4,477,000 | 1,397 |
| Privately issued residential mortgage-backed securities | $4,477,000 | 362 |
| 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 | $11,501,000 | 2,786 |
| Mortgage-backed securities | $9,060,000 | 2,683 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,585,000 | 2,956 |
| Privately issued | $4,477,000 | 98 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,998,000 | 1,873 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $6,879,000 | 1,114 |
| Available-for-sale securities (fair market value) | $9,474,000 | 3,808 |
| Total debt securities | $16,353,000 | 3,760 |
| 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 | $16,879,000 | 3,843 |
| U.S. Government securities | $11,653,000 | 3,612 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $11,653,000 | 3,176 |
| Securities issued by states & political subdivisions | $5,226,000 | 3,007 |
| 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 | $10,264,000 | 2,794 |
| Mortgage-backed securities | $9,427,000 | 2,695 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,351,000 | 2,385 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,076,000 | 1,895 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $6,941,000 | 1,145 |
| Available-for-sale securities (fair market value) | $9,938,000 | 3,852 |
| Total debt securities | $16,879,000 | 3,820 |
| 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 | $17,211,000 | 3,859 |
| U.S. Government securities | $12,018,000 | 3,618 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $12,018,000 | 3,144 |
| Securities issued by states & political subdivisions | $5,193,000 | 3,051 |
| 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 | $10,443,000 | 2,681 |
| Mortgage-backed securities | $9,617,000 | 2,714 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,483,000 | 2,399 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,134,000 | 1,898 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $7,011,000 | 1,159 |
| Available-for-sale securities (fair market value) | $10,200,000 | 3,866 |
| Total debt securities | $17,210,000 | 3,837 |
| 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 | $17,680,000 | 3,859 |
| U.S. Government securities | $12,537,000 | 3,595 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $12,537,000 | 3,121 |
| Securities issued by states & political subdivisions | $5,143,000 | 3,067 |
| 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 | $8,964,000 | 2,759 |
| Mortgage-backed securities | $9,886,000 | 2,708 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,668,000 | 2,393 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,218,000 | 1,891 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $7,135,000 | 1,142 |
| Available-for-sale securities (fair market value) | $10,545,000 | 3,886 |
| Total debt securities | $17,679,000 | 3,835 |
| 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 | $18,737,000 | 3,832 |
| U.S. Government securities | $13,527,000 | 3,558 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $13,527,000 | 3,091 |
| Securities issued by states & political subdivisions | $5,210,000 | 3,111 |
| 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 | $9,563,000 | 2,710 |
| Mortgage-backed securities | $10,519,000 | 2,708 |
| Certificates of participation in pools of residential mortgages | $8,178,000 | 2,443 |
| Issued or guaranteed by U.S. | $8,178,000 | 2,377 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $2,341,000 | 1,971 |
| CMOs issued by government agencies or sponsored agencies | $2,341,000 | 1,896 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $7,241,000 | 1,060 |
| Available-for-sale securities (fair market value) | $11,496,000 | 3,879 |
| Total debt securities | $18,738,000 | 3,816 |
| 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 | $19,912,000 | 3,745 |
| U.S. Government securities | $14,595,000 | 3,419 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $14,595,000 | 3,010 |
| Securities issued by states & political subdivisions | $5,317,000 | 3,121 |
| 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 | $10,121,000 | 2,625 |
| Mortgage-backed securities | $11,342,000 | 2,669 |
| Certificates of participation in pools of residential mortgages | $8,857,000 | 2,383 |
| Issued or guaranteed by U.S. | $8,857,000 | 2,325 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $2,485,000 | 1,947 |
| CMOs issued by government agencies or sponsored agencies | $2,485,000 | 1,882 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $610,000 | 1,515 |
| Available-for-sale securities (fair market value) | $19,302,000 | 3,528 |
| Total debt securities | $19,912,000 | 3,726 |
| 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 | $21,429,000 | 3,628 |
| U.S. Government securities | $17,500,000 | 3,094 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $17,500,000 | 2,807 |
| Securities issued by states & political subdivisions | $3,929,000 | 3,319 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,602,000 | 2,772 |
| Mortgage-backed securities | $12,695,000 | 2,576 |
| Certificates of participation in pools of residential mortgages | $9,853,000 | 2,297 |
| Issued or guaranteed by U.S. | $9,853,000 | 2,233 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,842,000 | 1,870 |
| CMOs issued by government agencies or sponsored agencies | $2,842,000 | 1,813 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $1,112,000 | 1,324 |
| Available-for-sale securities (fair market value) | $20,317,000 | 3,461 |
| Total debt securities | $21,429,000 | 3,607 |
| 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 | $22,911,000 | 3,514 |
| U.S. Government securities | $17,530,000 | 3,028 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $17,530,000 | 2,801 |
| Securities issued by states & political subdivisions | $5,381,000 | 3,181 |
| 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 | $9,399,000 | 2,704 |
| Mortgage-backed securities | $13,618,000 | 2,540 |
| Certificates of participation in pools of residential mortgages | $10,557,000 | 2,248 |
| Issued or guaranteed by U.S. | $10,557,000 | 2,193 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $3,061,000 | 1,839 |
| CMOs issued by government agencies or sponsored agencies | $3,061,000 | 1,792 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $1,245,000 | 1,303 |
| Available-for-sale securities (fair market value) | $21,666,000 | 3,353 |
| Total debt securities | $22,911,000 | 3,494 |
| 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 | $23,123,000 | 3,468 |
| U.S. Government securities | $17,732,000 | 2,956 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $17,732,000 | 2,760 |
| Securities issued by states & political subdivisions | $5,391,000 | 3,170 |
| 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 | $10,005,000 | 2,636 |
| Mortgage-backed securities | $14,337,000 | 2,471 |
| Certificates of participation in pools of residential mortgages | $11,105,000 | 2,170 |
| Issued or guaranteed by U.S. | $11,105,000 | 2,115 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $3,232,000 | 1,781 |
| CMOs issued by government agencies or sponsored agencies | $3,232,000 | 1,742 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $1,248,000 | 1,292 |
| Available-for-sale securities (fair market value) | $21,875,000 | 3,320 |
| Total debt securities | $23,120,000 | 3,447 |
| 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 | $17,459,000 | 3,653 |
| U.S. Government securities | $13,698,000 | 3,122 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $13,698,000 | 2,936 |
| Securities issued by states & political subdivisions | $3,761,000 | 3,368 |
| 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 | $10,451,000 | 2,582 |
| Mortgage-backed securities | $10,278,000 | 2,712 |
| Certificates of participation in pools of residential mortgages | $9,132,000 | 2,283 |
| Issued or guaranteed by U.S. | $9,132,000 | 2,214 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,146,000 | 2,213 |
| CMOs issued by government agencies or sponsored agencies | $1,146,000 | 2,166 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $1,251,000 | 1,267 |
| Available-for-sale securities (fair market value) | $16,208,000 | 3,501 |
| Total debt securities | $17,459,000 | 3,628 |
| 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 | $14,452,000 | 3,739 |
| U.S. Government securities | $11,634,000 | 3,150 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $11,634,000 | 3,003 |
| Securities issued by states & political subdivisions | $2,818,000 | 3,513 |
| 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 | $9,894,000 | 2,610 |
| Mortgage-backed securities | $7,909,000 | 2,850 |
| Certificates of participation in pools of residential mortgages | $6,637,000 | 2,460 |
| Issued or guaranteed by U.S. | $6,637,000 | 2,388 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,272,000 | 2,212 |
| CMOs issued by government agencies or sponsored agencies | $1,272,000 | 2,166 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $1,254,000 | 1,253 |
| Available-for-sale securities (fair market value) | $13,198,000 | 3,599 |
| Total debt securities | $14,452,000 | 3,719 |
| 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 | $16,493,000 | 3,559 |
| U.S. Government securities | $12,968,000 | 2,991 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $12,968,000 | 2,847 |
| Securities issued by states & political subdivisions | $3,525,000 | 3,332 |
| 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 | $8,238,000 | 2,781 |
| Mortgage-backed securities | $9,149,000 | 2,720 |
| Certificates of participation in pools of residential mortgages | $7,730,000 | 2,308 |
| Issued or guaranteed by U.S. | $7,730,000 | 2,238 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,419,000 | 2,192 |
| CMOs issued by government agencies or sponsored agencies | $1,419,000 | 2,146 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $1,507,000 | 1,206 |
| Available-for-sale securities (fair market value) | $14,986,000 | 3,433 |
| Total debt securities | $16,494,000 | 3,537 |
| 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 | $17,023,000 | 3,513 |
| U.S. Government securities | $13,496,000 | 2,961 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $13,496,000 | 2,820 |
| Securities issued by states & political subdivisions | $3,527,000 | 3,306 |
| 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 | $8,835,000 | 2,717 |
| Mortgage-backed securities | $9,494,000 | 2,680 |
| Certificates of participation in pools of residential mortgages | $7,936,000 | 2,257 |
| Issued or guaranteed by U.S. | $7,936,000 | 2,195 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,558,000 | 2,185 |
| CMOs issued by government agencies or sponsored agencies | $1,558,000 | 2,139 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $1,510,000 | 1,208 |
| Available-for-sale securities (fair market value) | $15,513,000 | 3,379 |
| Total debt securities | $17,025,000 | 3,488 |
| 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 | $18,141,000 | 3,418 |
| U.S. Government securities | $14,700,000 | 2,887 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $14,700,000 | 2,740 |
| Securities issued by states & political subdivisions | $3,441,000 | 3,270 |
| 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 | $6,985,000 | 2,898 |
| Mortgage-backed securities | $10,613,000 | 2,594 |
| Certificates of participation in pools of residential mortgages | $8,911,000 | 2,156 |
| Issued or guaranteed by U.S. | $8,911,000 | 2,090 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,702,000 | 2,155 |
| CMOs issued by government agencies or sponsored agencies | $1,702,000 | 2,111 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $1,512,000 | 1,216 |
| Available-for-sale securities (fair market value) | $16,629,000 | 3,292 |
| Total debt securities | $18,140,000 | 3,392 |
| 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 | $16,001,000 | 3,614 |
| U.S. Government securities | $12,814,000 | 3,116 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $12,814,000 | 2,958 |
| Securities issued by states & political subdivisions | $3,187,000 | 3,319 |
| 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 | $7,683,000 | 2,861 |
| Mortgage-backed securities | $8,476,000 | 2,758 |
| Certificates of participation in pools of residential mortgages | $6,732,000 | 2,358 |
| Issued or guaranteed by U.S. | $6,732,000 | 2,297 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,744,000 | 2,159 |
| CMOs issued by government agencies or sponsored agencies | $1,744,000 | 2,110 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $2,050,000 | 1,185 |
| Available-for-sale securities (fair market value) | $13,951,000 | 3,521 |
| Total debt securities | $16,000,000 | 3,590 |
| 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 | $16,246,000 | 3,645 |
| U.S. Government securities | $13,002,000 | 3,136 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $13,002,000 | 2,980 |
| Securities issued by states & political subdivisions | $3,244,000 | 3,340 |
| 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 | $7,218,000 | 2,951 |
| Mortgage-backed securities | $8,455,000 | 2,744 |
| Certificates of participation in pools of residential mortgages | $6,606,000 | 2,352 |
| Issued or guaranteed by U.S. | $6,606,000 | 2,281 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,849,000 | 2,151 |
| CMOs issued by government agencies or sponsored agencies | $1,849,000 | 2,106 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $2,103,000 | 1,235 |
| Available-for-sale securities (fair market value) | $14,143,000 | 3,550 |
| Total debt securities | $16,245,000 | 3,625 |
| 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 | $16,043,000 | 3,721 |
| U.S. Government securities | $12,803,000 | 3,208 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $12,803,000 | 3,051 |
| Securities issued by states & political subdivisions | $3,240,000 | 3,373 |
| 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 | $7,672,000 | 2,969 |
| Mortgage-backed securities | $8,276,000 | 2,766 |
| Certificates of participation in pools of residential mortgages | $7,073,000 | 2,279 |
| Issued or guaranteed by U.S. | $7,073,000 | 2,232 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,203,000 | 2,301 |
| CMOs issued by government agencies or sponsored agencies | $1,203,000 | 2,252 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $2,106,000 | 1,272 |
| Available-for-sale securities (fair market value) | $13,937,000 | 3,618 |
| Total debt securities | $16,043,000 | 3,701 |
| 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 | $16,484,000 | 3,742 |
| U.S. Government securities | $13,286,000 | 3,185 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $13,286,000 | 3,017 |
| Securities issued by states & political subdivisions | $3,198,000 | 3,460 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,806,000 | 3,005 |
| Mortgage-backed securities | $8,674,000 | 2,734 |
| Certificates of participation in pools of residential mortgages | $7,422,000 | 2,258 |
| Issued or guaranteed by U.S. | $7,422,000 | 2,209 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,252,000 | 2,289 |
| CMOs issued by government agencies or sponsored agencies | $1,252,000 | 2,239 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $2,264,000 | 1,270 |
| Available-for-sale securities (fair market value) | $14,220,000 | 3,645 |
| Total debt securities | $16,482,000 | 3,721 |
| 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 | $17,154,000 | 3,745 |
| U.S. Government securities | $13,965,000 | 3,178 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $13,965,000 | 3,010 |
| Securities issued by states & political subdivisions | $3,189,000 | 3,525 |
| 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 | $8,114,000 | 2,976 |
| Mortgage-backed securities | $9,076,000 | 2,700 |
| Certificates of participation in pools of residential mortgages | $7,769,000 | 2,221 |
| Issued or guaranteed by U.S. | $7,769,000 | 2,187 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,307,000 | 2,283 |
| CMOs issued by government agencies or sponsored agencies | $1,307,000 | 2,233 |
| 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) | $2,267,000 | 1,312 |
| Available-for-sale securities (fair market value) | $14,887,000 | 3,629 |
| Total debt securities | $17,155,000 | 3,723 |
| 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 | $17,777,000 | 3,735 |
| U.S. Government securities | $14,451,000 | 3,167 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $14,451,000 | 3,007 |
| Securities issued by states & political subdivisions | $3,326,000 | 3,516 |
| 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 | $8,485,000 | 2,943 |
| Mortgage-backed securities | $9,436,000 | 2,675 |
| Certificates of participation in pools of residential mortgages | $8,089,000 | 2,206 |
| Issued or guaranteed by U.S. | $8,089,000 | 2,195 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,347,000 | 2,269 |
| CMOs issued by government agencies or sponsored agencies | $1,347,000 | 2,218 |
| 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) | $2,409,000 | 1,321 |
| Available-for-sale securities (fair market value) | $15,368,000 | 3,626 |
| Total debt securities | $17,777,000 | 3,714 |
| 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 | $16,760,000 | 3,858 |
| U.S. Government securities | $13,418,000 | 3,253 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $13,418,000 | 3,107 |
| Securities issued by states & political subdivisions | $3,342,000 | 3,565 |
| 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 | $8,487,000 | 2,976 |
| Mortgage-backed securities | $8,986,000 | 2,757 |
| Certificates of participation in pools of residential mortgages | $7,555,000 | 2,315 |
| Issued or guaranteed by U.S. | $7,555,000 | 2,209 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,431,000 | 2,256 |
| CMOs issued by government agencies or sponsored agencies | $1,431,000 | 2,205 |
| 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) | $2,412,000 | 1,340 |
| Available-for-sale securities (fair market value) | $14,348,000 | 3,751 |
| Total debt securities | $16,760,000 | 3,838 |
| 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 | $17,373,000 | 3,849 |
| U.S. Government securities | $13,882,000 | 3,291 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $13,882,000 | 3,135 |
| Securities issued by states & political subdivisions | $3,491,000 | 3,584 |
| 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 | $8,531,000 | 3,008 |
| Mortgage-backed securities | $9,136,000 | 2,738 |
| Certificates of participation in pools of residential mortgages | $7,619,000 | 2,356 |
| Issued or guaranteed by U.S. | $7,619,000 | 2,353 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,517,000 | 2,227 |
| CMOs issued by government agencies or sponsored agencies | $1,517,000 | 2,171 |
| 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) | $2,565,000 | 1,347 |
| Available-for-sale securities (fair market value) | $14,808,000 | 3,768 |
| Total debt securities | $17,373,000 | 3,826 |
| 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 | $14,988,000 | 4,097 |
| U.S. Government securities | $11,459,000 | 3,551 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $11,459,000 | 3,417 |
| Securities issued by states & political subdivisions | $3,529,000 | 3,638 |
| 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 | $8,996,000 | 2,972 |
| Mortgage-backed securities | $6,411,000 | 3,071 |
| Certificates of participation in pools of residential mortgages | $5,608,000 | 2,696 |
| Issued or guaranteed by U.S. | $5,608,000 | 2,694 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $803,000 | 2,497 |
| CMOs issued by government agencies or sponsored agencies | $803,000 | 2,437 |
| 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) | $2,568,000 | 1,380 |
| Available-for-sale securities (fair market value) | $12,420,000 | 4,015 |
| Total debt securities | $14,986,000 | 4,075 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $14,949,000 | 4,155 |
| U.S. Government securities | $11,521,000 | 3,574 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $11,521,000 | 3,432 |
| Securities issued by states & political subdivisions | $3,428,000 | 3,710 |
| 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 | $8,968,000 | 3,030 |
| Mortgage-backed securities | $6,188,000 | 3,145 |
| Certificates of participation in pools of residential mortgages | $5,333,000 | 2,783 |
| Issued or guaranteed by U.S. | $5,333,000 | 2,780 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $855,000 | 2,485 |
| CMOs issued by government agencies or sponsored agencies | $855,000 | 2,426 |
| 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) | $2,470,000 | 1,444 |
| Available-for-sale securities (fair market value) | $12,479,000 | 4,049 |
| Total debt securities | $14,949,000 | 4,130 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $15,059,000 | 4,180 |
| U.S. Government securities | $11,627,000 | 3,618 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $11,627,000 | 3,484 |
| Securities issued by states & political subdivisions | $3,432,000 | 3,752 |
| 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 | $7,993,000 | 3,186 |
| Mortgage-backed securities | $6,041,000 | 3,208 |
| Certificates of participation in pools of residential mortgages | $5,104,000 | 2,876 |
| Issued or guaranteed by U.S. | $5,104,000 | 2,874 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $937,000 | 2,476 |
| CMOs issued by government agencies or sponsored agencies | $937,000 | 2,410 |
| 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) | $2,473,000 | 1,468 |
| Available-for-sale securities (fair market value) | $12,586,000 | 4,082 |
| Total debt securities | $15,059,000 | 4,158 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $15,663,000 | 4,182 |
| U.S. Government securities | $12,086,000 | 3,616 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $12,086,000 | 3,482 |
| Securities issued by states & political subdivisions | $3,577,000 | 3,753 |
| 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 | $8,194,000 | 3,193 |
| Mortgage-backed securities | $6,455,000 | 3,197 |
| Certificates of participation in pools of residential mortgages | $5,454,000 | 2,862 |
| Issued or guaranteed by U.S. | $5,454,000 | 2,859 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,001,000 | 2,485 |
| CMOs issued by government agencies or sponsored agencies | $1,001,000 | 2,419 |
| 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) | $2,536,000 | 1,487 |
| Available-for-sale securities (fair market value) | $13,127,000 | 4,064 |
| Total debt securities | $15,662,000 | 4,159 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $15,802,000 | 4,175 |
| U.S. Government securities | $12,758,000 | 3,526 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $12,758,000 | 3,393 |
| Securities issued by states & political subdivisions | $3,044,000 | 3,901 |
| 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 | $8,517,000 | 3,151 |
| Mortgage-backed securities | $6,875,000 | 3,139 |
| Certificates of participation in pools of residential mortgages | $5,807,000 | 2,825 |
| Issued or guaranteed by U.S. | $5,807,000 | 2,821 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,068,000 | 2,467 |
| CMOs issued by government agencies or sponsored agencies | $1,068,000 | 2,392 |
| 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) | $2,005,000 | 1,561 |
| Available-for-sale securities (fair market value) | $13,797,000 | 4,012 |
| Total debt securities | $15,802,000 | 4,151 |
| 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 | $15,418,000 | 4,220 |
| U.S. Government securities | $12,535,000 | 3,557 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $12,535,000 | 3,435 |
| Securities issued by states & political subdivisions | $2,883,000 | 3,953 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,518,000 | 3,493 |
| Mortgage-backed securities | $6,478,000 | 3,215 |
| Certificates of participation in pools of residential mortgages | $5,299,000 | 2,942 |
| Issued or guaranteed by U.S. | $5,299,000 | 2,941 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,179,000 | 2,438 |
| CMOs issued by government agencies or sponsored agencies | $1,179,000 | 2,369 |
| 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) | $2,006,000 | 1,572 |
| Available-for-sale securities (fair market value) | $13,412,000 | 4,066 |
| Total debt securities | $15,428,000 | 4,189 |
| 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 | $16,323,000 | 4,206 |
| U.S. Government securities | $13,425,000 | 3,559 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $13,425,000 | 3,441 |
| Securities issued by states & political subdivisions | $2,898,000 | 3,975 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,854,000 | 3,488 |
| Mortgage-backed securities | $7,053,000 | 3,180 |
| Certificates of participation in pools of residential mortgages | $5,756,000 | 2,918 |
| Issued or guaranteed by U.S. | $5,756,000 | 2,916 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,297,000 | 2,425 |
| CMOs issued by government agencies or sponsored agencies | $1,297,000 | 2,354 |
| 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) | $2,007,000 | 1,626 |
| Available-for-sale securities (fair market value) | $14,316,000 | 4,053 |
| Total debt securities | $16,323,000 | 4,184 |
| 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 | $16,329,000 | 4,270 |
| U.S. Government securities | $14,163,000 | 3,567 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $14,163,000 | 3,440 |
| Securities issued by states & political subdivisions | $2,166,000 | 4,173 |
| 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 | $7,285,000 | 3,455 |
| Mortgage-backed securities | $7,164,000 | 3,175 |
| Certificates of participation in pools of residential mortgages | $5,737,000 | 2,922 |
| Issued or guaranteed by U.S. | $5,737,000 | 2,922 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,427,000 | 2,398 |
| CMOs issued by government agencies or sponsored agencies | $1,427,000 | 2,327 |
| 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) | $1,705,000 | 1,711 |
| Available-for-sale securities (fair market value) | $14,624,000 | 4,057 |
| Total debt securities | $16,330,000 | 4,246 |
| 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 | $15,729,000 | 4,365 |
| U.S. Government securities | $13,565,000 | 3,671 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $13,565,000 | 3,541 |
| Securities issued by states & political subdivisions | $2,164,000 | 4,212 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,959,000 | 3,547 |
| Mortgage-backed securities | $7,019,000 | 3,205 |
| Certificates of participation in pools of residential mortgages | $5,526,000 | 2,941 |
| Issued or guaranteed by U.S. | $5,526,000 | 2,940 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,493,000 | 2,408 |
| CMOs issued by government agencies or sponsored agencies | $1,493,000 | 2,338 |
| 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) | $1,705,000 | 1,743 |
| Available-for-sale securities (fair market value) | $14,024,000 | 4,169 |
| Total debt securities | $15,728,000 | 4,342 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $15,453,000 | 4,480 |
| U.S. Government securities | $13,648,000 | 3,742 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $13,648,000 | 3,621 |
| Securities issued by states & political subdivisions | $1,805,000 | 4,367 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,741,000 | 3,630 |
| Mortgage-backed securities | $6,988,000 | 3,250 |
| Certificates of participation in pools of residential mortgages | $5,941,000 | 2,919 |
| Issued or guaranteed by U.S. | $5,941,000 | 2,915 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,047,000 | 2,599 |
| CMOs issued by government agencies or sponsored agencies | $1,047,000 | 2,525 |
| 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) | $1,705,000 | 1,745 |
| Available-for-sale securities (fair market value) | $13,748,000 | 4,275 |
| Total debt securities | $15,453,000 | 4,456 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $14,179,000 | 4,667 |
| U.S. Government securities | $12,094,000 | 4,035 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $12,094,000 | 3,911 |
| Securities issued by states & political subdivisions | $2,085,000 | 4,309 |
| 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 | $4,890,000 | 4,029 |
| Mortgage-backed securities | $6,325,000 | 3,421 |
| Certificates of participation in pools of residential mortgages | $5,842,000 | 3,018 |
| Issued or guaranteed by U.S. | $5,842,000 | 3,015 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $483,000 | 2,945 |
| CMOs issued by government agencies or sponsored agencies | $483,000 | 2,851 |
| 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) | $1,985,000 | 1,733 |
| Available-for-sale securities (fair market value) | $12,194,000 | 4,480 |
| Total debt securities | $14,180,000 | 4,646 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $14,175,000 | 4,729 |
| U.S. Government securities | $11,950,000 | 4,131 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $11,950,000 | 4,013 |
| Securities issued by states & political subdivisions | $2,225,000 | 4,287 |
| 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 | $5,230,000 | 4,013 |
| Mortgage-backed securities | $6,791,000 | 3,407 |
| Certificates of participation in pools of residential mortgages | $6,263,000 | 3,003 |
| Issued or guaranteed by U.S. | $6,263,000 | 3,000 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $528,000 | 2,958 |
| CMOs issued by government agencies or sponsored agencies | $528,000 | 2,860 |
| 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) | $1,985,000 | 1,728 |
| Available-for-sale securities (fair market value) | $12,190,000 | 4,551 |
| Total debt securities | $14,175,000 | 4,708 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $11,091,000 | 5,101 |
| U.S. Government securities | $8,865,000 | 4,585 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $8,865,000 | 4,468 |
| Securities issued by states & political subdivisions | $2,226,000 | 4,351 |
| 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 | $0 | 5,563 |
| Mortgage-backed securities | $5,131,000 | 3,738 |
| Certificates of participation in pools of residential mortgages | $4,588,000 | 3,382 |
| Issued or guaranteed by U.S. | $4,588,000 | 3,377 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $543,000 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $543,000 | 2,911 |
| 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) | $1,985,000 | 1,754 |
| Available-for-sale securities (fair market value) | $9,106,000 | 4,908 |
| Total debt securities | $11,091,000 | 5,078 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $11,113,000 | 5,198 |
| U.S. Government securities | $8,660,000 | 4,726 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $8,660,000 | 4,610 |
| Securities issued by states & political subdivisions | $2,453,000 | 4,322 |
| 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 | $4,480,000 | 4,285 |
| Mortgage-backed securities | $5,430,000 | 3,770 |
| Certificates of participation in pools of residential mortgages | $4,870,000 | 3,400 |
| Issued or guaranteed by U.S. | $4,870,000 | 3,398 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $560,000 | 3,051 |
| CMOs issued by government agencies or sponsored agencies | $560,000 | 2,942 |
| 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) | $2,210,000 | 1,731 |
| Available-for-sale securities (fair market value) | $8,903,000 | 5,043 |
| Total debt securities | $11,113,000 | 5,175 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $11,751,000 | 5,202 |
| U.S. Government securities | $9,212,000 | 4,709 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $9,212,000 | 4,597 |
| Securities issued by states & political subdivisions | $2,539,000 | 4,338 |
| 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 | $4,899,000 | 4,221 |
| Mortgage-backed securities | $5,821,000 | 3,768 |
| Certificates of participation in pools of residential mortgages | $5,226,000 | 3,391 |
| Issued or guaranteed by U.S. | $5,226,000 | 3,391 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $595,000 | 3,071 |
| CMOs issued by government agencies or sponsored agencies | $595,000 | 2,967 |
| 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) | $2,295,000 | 1,738 |
| Available-for-sale securities (fair market value) | $9,456,000 | 5,032 |
| Total debt securities | $11,749,000 | 5,179 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $12,214,000 | 5,200 |
| U.S. Government securities | $9,675,000 | 4,680 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $9,675,000 | 4,583 |
| Securities issued by states & political subdivisions | $2,539,000 | 4,366 |
| 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 | $5,050,000 | 4,198 |
| Mortgage-backed securities | $6,226,000 | 3,724 |
| Certificates of participation in pools of residential mortgages | $5,612,000 | 3,342 |
| Issued or guaranteed by U.S. | $5,612,000 | 3,342 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $614,000 | 3,086 |
| CMOs issued by government agencies or sponsored agencies | $614,000 | 2,986 |
| 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) | $2,295,000 | 1,740 |
| Available-for-sale securities (fair market value) | $9,919,000 | 5,014 |
| Total debt securities | $12,214,000 | 5,172 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $12,727,000 | 5,164 |
| U.S. Government securities | $10,172,000 | 4,617 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $10,172,000 | 4,519 |
| Securities issued by states & political subdivisions | $2,555,000 | 4,381 |
| 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 | $5,221,000 | 4,184 |
| Mortgage-backed securities | $6,571,000 | 3,666 |
| Certificates of participation in pools of residential mortgages | $5,936,000 | 3,276 |
| Issued or guaranteed by U.S. | $5,936,000 | 3,273 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $635,000 | 3,067 |
| CMOs issued by government agencies or sponsored agencies | $635,000 | 2,957 |
| 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) | $2,295,000 | 1,725 |
| Available-for-sale securities (fair market value) | $10,432,000 | 4,992 |
| Total debt securities | $12,726,000 | 5,135 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $12,214,000 | 5,272 |
| U.S. Government securities | $9,659,000 | 4,725 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,659,000 | 4,627 |
| Securities issued by states & political subdivisions | $2,555,000 | 4,384 |
| 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 | $5,433,000 | 4,162 |
| Mortgage-backed securities | $5,992,000 | 3,804 |
| Certificates of participation in pools of residential mortgages | $5,313,000 | 3,429 |
| Issued or guaranteed by U.S. | $5,313,000 | 3,426 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $679,000 | 3,079 |
| CMOs issued by government agencies or sponsored agencies | $679,000 | 2,961 |
| 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) | $2,295,000 | 1,701 |
| Available-for-sale securities (fair market value) | $9,919,000 | 5,114 |
| Total debt securities | $12,214,000 | 5,238 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $10,021,000 | 5,493 |
| U.S. Government securities | $7,666,000 | 5,023 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $7,666,000 | 4,911 |
| Securities issued by states & political subdivisions | $2,355,000 | 4,444 |
| 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 | $5,157,000 | 4,231 |
| Mortgage-backed securities | $5,511,000 | 3,917 |
| Certificates of participation in pools of residential mortgages | $5,295,000 | 3,412 |
| Issued or guaranteed by U.S. | $5,295,000 | 3,408 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $216,000 | 3,389 |
| CMOs issued by government agencies or sponsored agencies | $216,000 | 3,254 |
| 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) | $2,095,000 | 1,677 |
| Available-for-sale securities (fair market value) | $7,926,000 | 5,355 |
| Total debt securities | $10,021,000 | 5,462 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $10,018,000 | 5,557 |
| U.S. Government securities | $7,661,000 | 5,075 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $7,661,000 | 4,967 |
| Securities issued by states & political subdivisions | $2,357,000 | 4,427 |
| 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 | $4,112,000 | 4,522 |
| Mortgage-backed securities | $5,993,000 | 3,891 |
| Certificates of participation in pools of residential mortgages | $5,729,000 | 3,364 |
| Issued or guaranteed by U.S. | $5,729,000 | 3,359 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $264,000 | 3,401 |
| CMOs issued by government agencies or sponsored agencies | $264,000 | 3,253 |
| 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) | $2,095,000 | 1,638 |
| Available-for-sale securities (fair market value) | $7,923,000 | 5,410 |
| Total debt securities | $10,018,000 | 5,522 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $7,432,000 | 5,864 |
| U.S. Government securities | $5,665,000 | 5,439 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $5,665,000 | 5,324 |
| Securities issued by states & political subdivisions | $1,767,000 | 4,650 |
| 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 | $4,282,000 | 4,459 |
| Mortgage-backed securities | $3,938,000 | 4,309 |
| Certificates of participation in pools of residential mortgages | $3,623,000 | 3,853 |
| Issued or guaranteed by U.S. | $3,623,000 | 3,850 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $315,000 | 3,407 |
| CMOs issued by government agencies or sponsored agencies | $315,000 | 3,263 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $1,495,000 | 1,765 |
| Available-for-sale securities (fair market value) | $5,937,000 | 5,672 |
| Total debt securities | $7,432,000 | 5,838 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $7,533,000 | 5,937 |
| U.S. Government securities | $5,894,000 | 5,529 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $5,894,000 | 5,413 |
| Securities issued by states & political subdivisions | $1,639,000 | 4,711 |
| 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 | $7,109,000 | 3,869 |
| Mortgage-backed securities | $4,610,000 | 4,297 |
| Certificates of participation in pools of residential mortgages | $4,610,000 | 3,782 |
| Issued or guaranteed by U.S. | $4,610,000 | 3,780 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $1,355,000 | 1,842 |
| Available-for-sale securities (fair market value) | $6,178,000 | 5,723 |
| Total debt securities | $7,533,000 | 5,908 |
| 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 | $7,143,000 | 6,046 |
| U.S. Government securities | $5,764,000 | 5,618 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $5,764,000 | 5,508 |
| Securities issued by states & political subdivisions | $1,379,000 | 4,795 |
| 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 | $6,393,000 | 4,046 |
| Mortgage-backed securities | $4,433,000 | 4,371 |
| Certificates of participation in pools of residential mortgages | $4,433,000 | 3,829 |
| Issued or guaranteed by U.S. | $4,433,000 | 3,827 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $1,095,000 | 1,928 |
| Available-for-sale securities (fair market value) | $6,048,000 | 5,773 |
| Total debt securities | $7,143,000 | 6,020 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $7,180,000 | 6,095 |
| U.S. Government securities | $5,756,000 | 5,708 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $5,756,000 | 5,597 |
| Securities issued by states & political subdivisions | $1,424,000 | 4,741 |
| 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 | $6,627,000 | 3,996 |
| Mortgage-backed securities | $4,414,000 | 4,400 |
| Certificates of participation in pools of residential mortgages | $4,414,000 | 3,839 |
| Issued or guaranteed by U.S. | $4,414,000 | 3,835 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $1,140,000 | 1,959 |
| Available-for-sale securities (fair market value) | $6,040,000 | 5,814 |
| Total debt securities | $7,180,000 | 6,068 |
| 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 | $6,915,000 | 6,145 |
| U.S. Government securities | $5,471,000 | 5,766 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $5,471,000 | 5,656 |
| Securities issued by states & political subdivisions | $1,444,000 | 4,741 |
| 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 | $6,872,000 | 3,766 |
| Mortgage-backed securities | $4,087,000 | 4,406 |
| Certificates of participation in pools of residential mortgages | $4,087,000 | 3,819 |
| Issued or guaranteed by U.S. | $4,087,000 | 3,814 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $1,140,000 | 2,042 |
| Available-for-sale securities (fair market value) | $5,775,000 | 5,854 |
| Total debt securities | $6,915,000 | 6,114 |
| 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 | $7,127,000 | 6,122 |
| U.S. Government securities | $5,682,000 | 5,746 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $5,682,000 | 5,638 |
| Securities issued by states & political subdivisions | $1,445,000 | 4,701 |
| 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 | $6,558,000 | 3,804 |
| Mortgage-backed securities | $4,293,000 | 4,322 |
| Certificates of participation in pools of residential mortgages | $4,293,000 | 3,711 |
| Issued or guaranteed by U.S. | $4,293,000 | 3,702 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| 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) | $1,140,000 | 2,061 |
| Available-for-sale securities (fair market value) | $5,987,000 | 5,850 |
| Total debt securities | $7,127,000 | 6,089 |
| 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 | $5,977,000 | 6,389 |
| U.S. Government securities | $4,496,000 | 6,142 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $4,496,000 | 6,022 |
| Securities issued by states & political subdivisions | $1,481,000 | 4,649 |
| 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 | $3,713,000 | 4,607 |
| Mortgage-backed securities | $3,070,000 | 4,574 |
| Certificates of participation in pools of residential mortgages | $3,070,000 | 4,020 |
| Issued or guaranteed by U.S. | $3,070,000 | 4,006 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $1,180,000 | 2,071 |
| Available-for-sale securities (fair market value) | $4,797,000 | 6,112 |
| Total debt securities | $5,977,000 | 6,359 |
| 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 | $5,160,000 | 6,548 |
| U.S. Government securities | $3,678,000 | 6,318 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $3,678,000 | 6,197 |
| Securities issued by states & political subdivisions | $1,482,000 | 4,647 |
| 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 | $3,752,000 | 4,591 |
| Mortgage-backed securities | $2,245,000 | 4,756 |
| Certificates of participation in pools of residential mortgages | $2,245,000 | 4,258 |
| Issued or guaranteed by U.S. | $2,245,000 | 4,248 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $1,180,000 | 2,086 |
| Available-for-sale securities (fair market value) | $3,980,000 | 6,251 |
| Total debt securities | $5,160,000 | 6,515 |
| 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 | $5,007,000 | 6,529 |
| U.S. Government securities | $3,436,000 | 6,297 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $3,436,000 | 6,170 |
| Securities issued by states & political subdivisions | $1,571,000 | 4,601 |
| 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 | $3,964,000 | 4,504 |
| Mortgage-backed securities | $1,981,000 | 4,777 |
| Certificates of participation in pools of residential mortgages | $1,981,000 | 4,247 |
| Issued or guaranteed by U.S. | $1,981,000 | 4,241 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $1,270,000 | 2,075 |
| Available-for-sale securities (fair market value) | $3,737,000 | 6,260 |
| Total debt securities | $5,007,000 | 6,499 |
| 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 | $2,608,000 | 7,005 |
| U.S. Government securities | $1,026,000 | 6,975 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,026,000 | 6,862 |
| Securities issued by states & political subdivisions | $1,582,000 | 4,522 |
| 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 | $2,589,000 | 5,053 |
| Mortgage-backed securities | $1,021,000 | 5,191 |
| Certificates of participation in pools of residential mortgages | $1,021,000 | 4,693 |
| Issued or guaranteed by U.S. | $1,021,000 | 4,685 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $1,270,000 | 2,107 |
| Available-for-sale securities (fair market value) | $1,338,000 | 6,727 |
| Total debt securities | $2,608,000 | 6,972 |
| 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 | $2,416,000 | 7,142 |
| U.S. Government securities | $1,373,000 | 7,011 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,373,000 | 6,907 |
| Securities issued by states & political subdivisions | $1,043,000 | 4,815 |
| 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 | $2,258,000 | 5,224 |
| Mortgage-backed securities | $1,368,000 | 5,062 |
| Certificates of participation in pools of residential mortgages | $1,368,000 | 4,567 |
| Issued or guaranteed by U.S. | $1,368,000 | 4,560 |
| 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) | $740,000 | 2,392 |
| Available-for-sale securities (fair market value) | $1,676,000 | 6,739 |
| Total debt securities | $2,416,000 | 7,105 |
| 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 | $2,552,000 | 7,182 |
| U.S. Government securities | $1,572,000 | 7,044 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $1,572,000 | 6,936 |
| Securities issued by states & political subdivisions | $980,000 | 4,868 |
| 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 | $746,000 | 5,974 |
| Mortgage-backed securities | $1,566,000 | 5,079 |
| Certificates of participation in pools of residential mortgages | $1,566,000 | 4,613 |
| Issued or guaranteed by U.S. | $1,566,000 | 4,601 |
| 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) | $980,000 | 2,348 |
| Available-for-sale securities (fair market value) | $1,572,000 | 6,828 |
| Total debt securities | $2,552,000 | 7,143 |
| 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 | $3,903,000 | 6,953 |
| U.S. Government securities | $2,728,000 | 6,739 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,728,000 | 6,642 |
| Securities issued by states & political subdivisions | $1,175,000 | 4,772 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $961,000 | 5,940 |
| Mortgage-backed securities | $1,722,000 | 5,106 |
| Certificates of participation in pools of residential mortgages | $1,722,000 | 4,618 |
| Issued or guaranteed by U.S. | $1,722,000 | 4,609 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $1,175,000 | 2,302 |
| Available-for-sale securities (fair market value) | $2,728,000 | 6,634 |
| Total debt securities | $3,903,000 | 6,911 |
| 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 | $7,018,000 | 6,369 |
| U.S. Government securities | $5,988,000 | 5,902 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $5,988,000 | 5,809 |
| Securities issued by states & political subdivisions | $1,030,000 | 4,893 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,037,000 | 5,884 |
| Mortgage-backed securities | $1,982,000 | 5,097 |
| Certificates of participation in pools of residential mortgages | $1,982,000 | 4,609 |
| Issued or guaranteed by U.S. | $1,982,000 | 4,600 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $1,030,000 | 2,436 |
| Available-for-sale securities (fair market value) | $5,988,000 | 6,066 |
| Total debt securities | $7,018,000 | 6,328 |
| 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 | $8,297,000 | 6,128 |
| U.S. Government securities | $7,227,000 | 5,575 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $7,227,000 | 5,491 |
| Securities issued by states & political subdivisions | $1,070,000 | 4,871 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,248,000 | 5,827 |
| Mortgage-backed securities | $2,221,000 | 5,054 |
| Certificates of participation in pools of residential mortgages | $2,221,000 | 4,563 |
| Issued or guaranteed by U.S. | $2,221,000 | 4,551 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $1,070,000 | 2,453 |
| Available-for-sale securities (fair market value) | $7,227,000 | 5,836 |
| Total debt securities | $8,297,000 | 6,085 |
| 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 | $2,941,000 | 7,301 |
| U.S. Government securities | $1,871,000 | 7,215 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $1,871,000 | 7,127 |
| Securities issued by states & political subdivisions | $1,070,000 | 4,794 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,273,000 | 5,867 |
| Mortgage-backed securities | $1,864,000 | 5,264 |
| Certificates of participation in pools of residential mortgages | $1,864,000 | 4,811 |
| Issued or guaranteed by U.S. | $1,864,000 | 4,795 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,070,000 | 2,487 |
| Available-for-sale securities (fair market value) | $1,871,000 | 6,974 |
| Total debt securities | $2,941,000 | 7,256 |
| 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 | $1,331,000 | 7,709 |
| U.S. Government securities | $261,000 | 7,760 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $261,000 | 7,681 |
| Securities issued by states & political subdivisions | $1,070,000 | 4,755 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,289,000 | 5,901 |
| Mortgage-backed securities | $251,000 | 6,045 |
| Certificates of participation in pools of residential mortgages | $251,000 | 5,715 |
| Issued or guaranteed by U.S. | $251,000 | 5,695 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,070,000 | 2,498 |
| Available-for-sale securities (fair market value) | $261,000 | 7,373 |
| Total debt securities | $1,331,000 | 7,675 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $3,359,000 | 7,313 |
| U.S. Government securities | $2,289,000 | 7,221 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $2,289,000 | 7,130 |
| Securities issued by states & political subdivisions | $1,070,000 | 4,753 |
| 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 | $1,321,000 | 5,913 |
| Mortgage-backed securities | $284,000 | 6,011 |
| Certificates of participation in pools of residential mortgages | $284,000 | 5,673 |
| Issued or guaranteed by U.S. | $284,000 | 5,655 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,070,000 | 2,509 |
| Available-for-sale securities (fair market value) | $2,289,000 | 6,937 |
| Total debt securities | $3,359,000 | 7,275 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $1,585,000 | 7,761 |
| U.S. Government securities | $320,000 | 7,843 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $320,000 | 7,764 |
| Securities issued by states & political subdivisions | $1,265,000 | 4,650 |
| 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 | $1,541,000 | 5,833 |
| Mortgage-backed securities | $303,000 | 6,013 |
| Certificates of participation in pools of residential mortgages | $303,000 | 5,668 |
| Issued or guaranteed by U.S. | $303,000 | 5,643 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,105,000 | 2,504 |
| Available-for-sale securities (fair market value) | $480,000 | 7,418 |
| Total debt securities | $1,585,000 | 7,709 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $1,608,000 | 7,797 |
| U.S. Government securities | $343,000 | 7,880 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $343,000 | 7,804 |
| Securities issued by states & political subdivisions | $1,265,000 | 4,667 |
| 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 | $1,563,000 | 5,822 |
| Mortgage-backed securities | $324,000 | 5,995 |
| Certificates of participation in pools of residential mortgages | $324,000 | 5,631 |
| Issued or guaranteed by U.S. | $324,000 | 5,602 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,105,000 | 2,539 |
| Available-for-sale securities (fair market value) | $503,000 | 7,453 |
| Total debt securities | $1,608,000 | 7,742 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $1,640,000 | 7,861 |
| U.S. Government securities | $376,000 | 7,971 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $376,000 | 7,876 |
| Securities issued by states & political subdivisions | $1,264,000 | 4,685 |
| 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 | $1,440,000 | 5,947 |
| Mortgage-backed securities | $356,000 | 5,851 |
| Certificates of participation in pools of residential mortgages | $356,000 | 5,469 |
| Issued or guaranteed by U.S. | $356,000 | 5,448 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,105,000 | 2,615 |
| Available-for-sale securities (fair market value) | $535,000 | 7,458 |
| Total debt securities | $1,640,000 | 7,810 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $1,898,000 | 7,855 |
| U.S. Government securities | $636,000 | 7,958 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $636,000 | 7,853 |
| Securities issued by states & political subdivisions | $1,262,000 | 4,687 |
| 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 | $1,151,000 | 6,104 |
| Mortgage-backed securities | $409,000 | 5,749 |
| Certificates of participation in pools of residential mortgages | $409,000 | 5,335 |
| Issued or guaranteed by U.S. | $409,000 | 5,316 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,305,000 | 2,590 |
| Available-for-sale securities (fair market value) | $593,000 | 7,482 |
| Total debt securities | $1,898,000 | 7,808 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $1,402,000 | 8,011 |
| U.S. Government securities | $656,000 | 8,001 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $656,000 | 7,895 |
| Securities issued by states & political subdivisions | $746,000 | 5,135 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,163,000 | 6,150 |
| Mortgage-backed securities | $427,000 | 5,738 |
| Certificates of participation in pools of residential mortgages | $427,000 | 5,329 |
| Issued or guaranteed by U.S. | $427,000 | 5,310 |
| 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) | $790,000 | 2,877 |
| Available-for-sale securities (fair market value) | $612,000 | 7,511 |
| Total debt securities | $1,402,000 | 7,971 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $1,430,000 | 8,050 |
| U.S. Government securities | $685,000 | 8,039 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $685,000 | 7,933 |
| Securities issued by states & political subdivisions | $745,000 | 5,184 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,186,000 | 6,151 |
| Mortgage-backed securities | $454,000 | 5,714 |
| Certificates of participation in pools of residential mortgages | $454,000 | 5,311 |
| Issued or guaranteed by U.S. | $454,000 | 5,289 |
| 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) | $790,000 | 2,912 |
| Available-for-sale securities (fair market value) | $640,000 | 7,530 |
| Total debt securities | $1,430,000 | 8,007 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $1,454,000 | 8,091 |
| U.S. Government securities | $709,000 | 8,081 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $709,000 | 7,977 |
| Securities issued by states & political subdivisions | $745,000 | 5,202 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,248,000 | 6,137 |
| Mortgage-backed securities | $476,000 | 5,698 |
| Certificates of participation in pools of residential mortgages | $476,000 | 5,284 |
| Issued or guaranteed by U.S. | $476,000 | 5,265 |
| 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) | $790,000 | 2,977 |
| Available-for-sale securities (fair market value) | $664,000 | 7,575 |
| Total debt securities | $1,454,000 | 8,045 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $1,540,000 | 8,143 |
| U.S. Government securities | $756,000 | 8,149 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $756,000 | 8,044 |
| Securities issued by states & political subdivisions | $784,000 | 5,202 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,307,000 | 6,157 |
| Mortgage-backed securities | $508,000 | 5,674 |
| Certificates of participation in pools of residential mortgages | $508,000 | 5,259 |
| Issued or guaranteed by U.S. | $508,000 | 5,235 |
| 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) | $830,000 | 3,021 |
| Available-for-sale securities (fair market value) | $710,000 | 7,617 |
| Total debt securities | $1,540,000 | 8,097 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $1,571,000 | 8,189 |
| U.S. Government securities | $788,000 | 8,191 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $788,000 | 8,076 |
| Securities issued by states & political subdivisions | $783,000 | 5,240 |
| 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 | $1,333,000 | 6,183 |
| Mortgage-backed securities | $537,000 | 5,675 |
| Certificates of participation in pools of residential mortgages | $537,000 | 5,261 |
| Issued or guaranteed by U.S. | $537,000 | 5,239 |
| 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) | $830,000 | 3,044 |
| Available-for-sale securities (fair market value) | $741,000 | 7,652 |
| Total debt securities | $1,571,000 | 8,148 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $1,619,000 | 8,226 |
| U.S. Government securities | $835,000 | 8,226 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $835,000 | 8,110 |
| Securities issued by states & political subdivisions | $784,000 | 5,263 |
| 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 | $1,366,000 | 6,172 |
| Mortgage-backed securities | $580,000 | 5,673 |
| Certificates of participation in pools of residential mortgages | $580,000 | 5,250 |
| Issued or guaranteed by U.S. | $580,000 | 5,232 |
| 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) | $830,000 | 3,105 |
| Available-for-sale securities (fair market value) | $789,000 | 7,673 |
| Total debt securities | $1,619,000 | 8,186 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $1,664,000 | 8,264 |
| U.S. Government securities | $879,000 | 8,265 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $879,000 | 8,142 |
| Securities issued by states & political subdivisions | $785,000 | 5,283 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,446,000 | 6,160 |
| Mortgage-backed securities | $618,000 | 5,699 |
| Certificates of participation in pools of residential mortgages | $618,000 | 5,254 |
| Issued or guaranteed by U.S. | $618,000 | 5,234 |
| 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) | $830,000 | 3,178 |
| Available-for-sale securities (fair market value) | $834,000 | 7,698 |
| Total debt securities | $1,664,000 | 8,216 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $1,885,000 | 8,249 |
| U.S. Government securities | $929,000 | 8,289 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $929,000 | 8,179 |
| Securities issued by states & political subdivisions | $956,000 | 5,137 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,660,000 | 6,050 |
| Mortgage-backed securities | $663,000 | 5,696 |
| Certificates of participation in pools of residential mortgages | $663,000 | 5,247 |
| Issued or guaranteed by U.S. | $663,000 | 5,229 |
| 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) | $1,000,000 | 3,094 |
| Available-for-sale securities (fair market value) | $885,000 | 7,722 |
| Total debt securities | $1,885,000 | 8,197 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $1,945,000 | 8,269 |
| U.S. Government securities | $990,000 | 8,290 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $990,000 | 8,173 |
| Securities issued by states & political subdivisions | $955,000 | 5,125 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,749,000 | 5,998 |
| Mortgage-backed securities | $715,000 | 5,713 |
| Certificates of participation in pools of residential mortgages | $715,000 | 5,252 |
| Issued or guaranteed by U.S. | $715,000 | 5,231 |
| 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) | $1,000,000 | 3,148 |
| Available-for-sale securities (fair market value) | $945,000 | 7,732 |
| Total debt securities | $1,945,000 | 8,220 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $2,421,000 | 8,219 |
| U.S. Government securities | $1,024,000 | 8,316 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,024,000 | 8,184 |
| Securities issued by states & political subdivisions | $1,397,000 | 4,760 |
| 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 | $2,131,000 | 5,810 |
| Mortgage-backed securities | $745,000 | 5,770 |
| Certificates of participation in pools of residential mortgages | $745,000 | 5,301 |
| Issued or guaranteed by U.S. | $745,000 | 5,285 |
| 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) | $1,440,000 | 2,985 |
| Available-for-sale securities (fair market value) | $981,000 | 7,798 |
| Total debt securities | $2,421,000 | 8,163 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $2,811,000 | 8,178 |
| U.S. Government securities | $1,412,000 | 8,254 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,412,000 | 8,125 |
| Securities issued by states & political subdivisions | $1,399,000 | 4,768 |
| 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 | $2,309,000 | 5,724 |
| Mortgage-backed securities | $830,000 | 5,759 |
| Certificates of participation in pools of residential mortgages | $830,000 | 5,271 |
| Issued or guaranteed by U.S. | $830,000 | 5,255 |
| 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) | $1,440,000 | 3,013 |
| Available-for-sale securities (fair market value) | $1,371,000 | 7,720 |
| Total debt securities | $2,811,000 | 8,116 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $2,669,000 | 8,259 |
| U.S. Government securities | $1,485,000 | 8,287 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $1,485,000 | 8,154 |
| Securities issued by states & political subdivisions | $1,184,000 | 4,989 |
| 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 | $2,439,000 | 5,677 |
| Mortgage-backed securities | $874,000 | 5,743 |
| Certificates of participation in pools of residential mortgages | $874,000 | 5,249 |
| Issued or guaranteed by U.S. | $874,000 | 5,236 |
| 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) | $1,225,000 | 3,160 |
| Available-for-sale securities (fair market value) | $1,444,000 | 7,749 |
| Total debt securities | $2,669,000 | 8,202 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $2,740,000 | 8,311 |
| U.S. Government securities | $1,559,000 | 8,323 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,559,000 | 8,180 |
| Securities issued by states & political subdivisions | $1,181,000 | 4,986 |
| 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 | $2,489,000 | 5,667 |
| Mortgage-backed securities | $938,000 | 5,768 |
| Certificates of participation in pools of residential mortgages | $938,000 | 5,266 |
| Issued or guaranteed by U.S. | $938,000 | 5,250 |
| 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) | $1,225,000 | 3,183 |
| Available-for-sale securities (fair market value) | $1,515,000 | 7,793 |
| Total debt securities | $2,740,000 | 8,260 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $2,977,000 | 8,250 |
| U.S. Government securities | $1,680,000 | 8,251 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,680,000 | 8,105 |
| Securities issued by states & political subdivisions | $1,297,000 | 4,884 |
| 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 | $2,123,000 | 5,804 |
| Mortgage-backed securities | $1,051,000 | 5,727 |
| Certificates of participation in pools of residential mortgages | $1,051,000 | 5,211 |
| Issued or guaranteed by U.S. | $1,051,000 | 5,194 |
| 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) | $1,335,000 | 3,125 |
| Available-for-sale securities (fair market value) | $1,642,000 | 7,765 |
| Total debt securities | $2,977,000 | 8,182 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $3,032,000 | 8,288 |
| U.S. Government securities | $1,737,000 | 8,316 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $1,737,000 | 8,169 |
| Securities issued by states & political subdivisions | $1,295,000 | 4,932 |
| 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 | $2,164,000 | 5,736 |
| Mortgage-backed securities | $1,098,000 | 5,691 |
| Certificates of participation in pools of residential mortgages | $1,098,000 | 5,197 |
| Issued or guaranteed by U.S. | $1,098,000 | 5,176 |
| 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) | $1,335,000 | 3,168 |
| Available-for-sale securities (fair market value) | $1,697,000 | 7,825 |
| Total debt securities | $3,032,000 | 8,214 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $3,215,000 | 8,236 |
| U.S. Government securities | $1,845,000 | 8,259 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,845,000 | 8,101 |
| Securities issued by states & political subdivisions | $1,370,000 | 4,885 |
| 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 | $2,078,000 | 5,772 |
| Mortgage-backed securities | $1,187,000 | 5,648 |
| Certificates of participation in pools of residential mortgages | $1,187,000 | 5,132 |
| Issued or guaranteed by U.S. | $1,187,000 | 5,111 |
| 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) | $1,410,000 | 3,167 |
| Available-for-sale securities (fair market value) | $1,805,000 | 7,801 |
| Total debt securities | $3,215,000 | 8,149 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $2,723,000 | 8,398 |
| U.S. Government securities | $1,389,000 | 8,434 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,389,000 | 8,284 |
| Securities issued by states & political subdivisions | $1,334,000 | 4,890 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,375,000 | 5,609 |
| Mortgage-backed securities | $902,000 | 6,004 |
| Certificates of participation in pools of residential mortgages | $902,000 | 5,451 |
| Issued or guaranteed by U.S. | $902,000 | 5,430 |
| 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) | $1,334,000 | 3,245 |
| Available-for-sale securities (fair market value) | $1,389,000 | 7,923 |
| Total debt securities | $2,723,000 | 8,317 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $2,955,000 | 8,395 |
| U.S. Government securities | $1,600,000 | 8,434 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $1,600,000 | 8,261 |
| Securities issued by states & political subdivisions | $1,355,000 | 4,803 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,594,000 | 5,522 |
| Mortgage-backed securities | $1,062,000 | 5,888 |
| Certificates of participation in pools of residential mortgages | $1,062,000 | 5,303 |
| Issued or guaranteed by U.S. | $1,062,000 | 5,283 |
| 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) | $1,355,000 | 3,279 |
| Available-for-sale securities (fair market value) | $1,600,000 | 7,901 |
| Total debt securities | $2,955,000 | 8,315 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $2,792,000 | 8,490 |
| U.S. Government securities | $1,537,000 | 8,506 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,537,000 | 8,341 |
| Securities issued by states & political subdivisions | $1,255,000 | 4,907 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,708,000 | 5,486 |
| Mortgage-backed securities | $958,000 | 5,962 |
| Certificates of participation in pools of residential mortgages | $958,000 | 5,389 |
| Issued or guaranteed by U.S. | $958,000 | 5,370 |
| 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) | $1,255,000 | 3,423 |
| Available-for-sale securities (fair market value) | $1,537,000 | 7,952 |
| Total debt securities | $2,792,000 | 8,397 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $3,980,000 | 8,259 |
| U.S. Government securities | $2,465,000 | 8,305 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $2,465,000 | 8,091 |
| Securities issued by states & political subdivisions | $1,515,000 | 4,720 |
| 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 | $3,139,000 | 5,257 |
| Mortgage-backed securities | $1,339,000 | 5,671 |
| Certificates of participation in pools of residential mortgages | $1,213,000 | 5,054 |
| Issued or guaranteed by U.S. | $1,213,000 | 5,028 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $126,000 | 4,226 |
| CMOs issued by government agencies or sponsored agencies | $126,000 | 4,037 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,515,000 | 3,464 |
| Available-for-sale securities (fair market value) | $2,465,000 | 7,791 |
| Total debt securities | $3,980,000 | 8,157 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $4,337,000 | 8,590 |
| U.S. Government securities | $2,870,000 | 8,661 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $2,870,000 | 8,327 |
| Securities issued by states & political subdivisions | $1,182,000 | 5,108 |
| 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 | $285,000 | 5,079 |
| 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 | 5,443 |
| Mortgage-backed securities | $1,895,000 | 4,839 |
| Certificates of participation in pools of residential mortgages | $1,448,000 | 4,388 |
| Issued or guaranteed by U.S. | $1,448,000 | 4,365 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $447,000 | 3,414 |
| CMOs issued by government agencies or sponsored agencies | $447,000 | 3,247 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,182,000 | 4,332 |
| Available-for-sale securities (fair market value) | $3,155,000 | 7,821 |
| Total debt securities | $4,052,000 | 8,568 |
| 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 | $3,566,000 | 9,163 |
| U.S. Government securities | $2,486,000 | 9,132 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $2,486,000 | 8,674 |
| Securities issued by states & political subdivisions | $875,000 | 5,814 |
| 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 | $205,000 | 5,656 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,703,000 | 5,891 |
| Mortgage-backed securities | $1,923,000 | 5,129 |
| Certificates of participation in pools of residential mortgages | $1,321,000 | 4,723 |
| Issued or guaranteed by U.S. | $1,321,000 | 4,708 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $602,000 | 3,386 |
| CMOs issued by government agencies or sponsored agencies | $602,000 | 3,236 |
| 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) | $893,000 | 4,963 |
| Available-for-sale securities (fair market value) | $2,673,000 | 8,184 |
| Total debt securities | $3,361,000 | 9,119 |
| 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 | $3,194,000 | 9,415 |
| U.S. Government securities | $2,126,000 | 9,372 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $2,126,000 | 8,669 |
| Securities issued by states & political subdivisions | $876,000 | 5,943 |
| 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 | $192,000 | 5,506 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,512,000 | 5,739 |
| Mortgage-backed securities | $1,196,000 | 5,907 |
| Certificates of participation in pools of residential mortgages | $582,000 | 5,835 |
| Issued or guaranteed by U.S. | $582,000 | 5,821 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $614,000 | 3,644 |
| CMOs issued by government agencies or sponsored agencies | $614,000 | 3,491 |
| 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) | $891,000 | 5,520 |
| Available-for-sale securities (fair market value) | $2,303,000 | 8,370 |
| Total debt securities | $3,002,000 | 9,372 |
| 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 | $2,627,000 | 10,108 |
| U.S. Government securities | $1,742,000 | 10,151 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $1,742,000 | 9,224 |
| Securities issued by states & political subdivisions | $706,000 | 6,343 |
| Other domestic debt securities | $9,000 | 3,809 |
| Privately issued residential mortgage-backed securities | $9,000 | 1,689 |
| 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 | $170,000 | 5,669 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,825,000 | 6,646 |
| Mortgage-backed securities | $145,000 | 7,741 |
| Certificates of participation in pools of residential mortgages | $136,000 | 7,134 |
| Issued or guaranteed by U.S. | $136,000 | 7,108 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $9,000 | 5,080 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $9,000 | 1,436 |
| 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) | $750,000 | 6,541 |
| Available-for-sale securities (fair market value) | $1,877,000 | 8,788 |
| Total debt securities | $2,457,000 | 10,072 |
| 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 | $2,921,000 | 10,578 |
| U.S. Government securities | $1,849,000 | 10,668 |
| U.S. Treasury securities | $200,000 | 8,577 |
| U.S. Government agency obligations | $1,649,000 | 9,697 |
| Securities issued by states & political subdivisions | $702,000 | 6,642 |
| Other domestic debt securities | $211,000 | 3,352 |
| Privately issued residential mortgage-backed securities | $10,000 | 2,023 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $201,000 | 2,606 |
| Foreign debt securities | NA | NA |
| Equity securities | $159,000 | 5,648 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,787,000 | 6,936 |
| Mortgage-backed securities | $56,000 | 8,686 |
| Certificates of participation in pools of residential mortgages | $46,000 | 8,162 |
| Issued or guaranteed by U.S. | $46,000 | 8,139 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $10,000 | 5,562 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $10,000 | 1,724 |
| 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) | $758,000 | 7,209 |
| Available-for-sale securities (fair market value) | $2,163,000 | 8,941 |
| Total debt securities | $2,762,000 | 10,532 |
| 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 | $3,766,000 | 10,724 |
| U.S. Government securities | $2,179,000 | 11,012 |
| U.S. Treasury securities | $706,000 | 9,062 |
| U.S. Government agency obligations | $1,473,000 | 10,157 |
| Securities issued by states & political subdivisions | $926,000 | 6,471 |
| Other domestic debt securities | $514,000 | 3,112 |
| Privately issued residential mortgage-backed securities | $59,000 | 2,084 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $455,000 | 2,608 |
| Foreign debt securities | NA | NA |
| Equity securities | $147,000 | 5,595 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,860,000 | 6,091 |
| Mortgage-backed securities | $529,000 | 7,953 |
| Certificates of participation in pools of residential mortgages | $470,000 | 7,073 |
| Issued or guaranteed by U.S. | $470,000 | 7,041 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $59,000 | 5,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $59,000 | 1,763 |
| 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) | $1,007,000 | 7,362 |
| Available-for-sale securities (fair market value) | $2,759,000 | 9,045 |
| Total debt securities | $3,619,000 | 10,676 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $3,747,000 | 11,353 |
| U.S. Government securities | $1,926,000 | 11,808 |
| U.S. Treasury securities | $1,288,000 | 9,204 |
| U.S. Government agency obligations | $638,000 | 11,189 |
| Securities issued by states & political subdivisions | $956,000 | 6,744 |
| Other domestic debt securities | $728,000 | 3,133 |
| Privately issued residential mortgage-backed securities | $192,000 | 1,841 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $536,000 | 2,758 |
| Foreign debt securities | NA | NA |
| Equity securities | $137,000 | 5,468 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,966,000 | 6,140 |
| Mortgage-backed securities | $276,000 | 9,030 |
| Certificates of participation in pools of residential mortgages | $84,000 | 8,896 |
| Issued or guaranteed by U.S. | $84,000 | 8,868 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $192,000 | 5,932 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $192,000 | 1,551 |
| 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) | $1,135,000 | 10,657 |
| Available-for-sale securities (fair market value) | $2,612,000 | 8,396 |
| Total debt securities | $3,610,000 | 11,331 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $4,319,000 | 11,605 |
| U.S. Government securities | $2,359,000 | 12,006 |
| U.S. Treasury securities | $1,298,000 | 9,465 |
| U.S. Government agency obligations | $1,061,000 | 11,130 |
| Securities issued by states & political subdivisions | $841,000 | 7,130 |
| Other domestic debt securities | $1,084,000 | 3,192 |
| Privately issued residential mortgage-backed securities | $300,000 | 2,049 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $784,000 | 2,814 |
| Foreign debt securities | NA | NA |
| Equity securities | $35,000 | 7,184 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,973,000 | 6,028 |
| Mortgage-backed securities | $458,000 | 9,336 |
| Certificates of participation in pools of residential mortgages | $158,000 | 9,182 |
| Issued or guaranteed by U.S. | $158,000 | 9,129 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $300,000 | 6,104 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $300,000 | 1,692 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,284,000 | 11,486 |
| 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 | $4,282,000 | 11,978 |
| U.S. Government securities | $2,421,000 | 12,444 |
| U.S. Treasury securities | $1,396,000 | 9,731 |
| U.S. Government agency obligations | $1,025,000 | 11,526 |
| Securities issued by states & political subdivisions | $500,000 | 7,718 |
| Other domestic debt securities | $1,328,000 | 3,628 |
| Privately issued residential mortgage-backed securities | $626,000 | 2,160 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $702,000 | 3,409 |
| Foreign debt securities | NA | NA |
| Equity securities | $33,000 | 6,981 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,713,000 | 6,274 |
| Mortgage-backed securities | $1,098,000 | 8,764 |
| Certificates of participation in pools of residential mortgages | $218,000 | 9,392 |
| Issued or guaranteed by U.S. | $218,000 | 9,319 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $880,000 | 5,283 |
| CMOs issued by government agencies or sponsored agencies | $254,000 | 5,995 |
| Privately issued | $626,000 | 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) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,249,000 | 11,855 |
| 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 |