Home > Waldo State Bank > Securities
Waldo State Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $17,332,000 | 3,689 |
| U.S. Government securities | $12,714,000 | 3,408 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $12,714,000 | 3,043 |
| Securities issued by states & political subdivisions | $4,618,000 | 2,964 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,175,000 | 3,526 |
| Mortgage-backed securities | $4,339,000 | 3,074 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,332,000 | 2,796 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,007,000 | 2,161 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $17,332,000 | 3,444 |
| Total debt securities | $17,332,000 | 3,667 |
| Structured notes | ||
| Amortized cost | $5,726,000 | 272 |
| Fair value | $5,151,000 | 269 |
| 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 | $16,700,000 | 3,734 |
| U.S. Government securities | $12,202,000 | 3,467 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $12,202,000 | 3,065 |
| Securities issued by states & political subdivisions | $4,498,000 | 2,990 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,012,000 | 3,537 |
| Mortgage-backed securities | $4,182,000 | 3,094 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,180,000 | 2,821 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,002,000 | 2,136 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $16,700,000 | 3,476 |
| Total debt securities | $16,700,000 | 3,712 |
| Structured notes | ||
| Amortized cost | $5,725,000 | 284 |
| Fair value | $4,923,000 | 284 |
| 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 | $17,437,000 | 3,741 |
| U.S. Government securities | $12,739,000 | 3,464 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $12,739,000 | 3,070 |
| Securities issued by states & political subdivisions | $4,698,000 | 3,010 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,126,000 | 3,509 |
| Mortgage-backed securities | $4,537,000 | 3,073 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,475,000 | 2,809 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,062,000 | 2,114 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $17,437,000 | 3,476 |
| Total debt securities | $17,437,000 | 3,719 |
| Structured notes | ||
| Amortized cost | $5,724,000 | 314 |
| Fair value | $5,031,000 | 302 |
| 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 | $17,863,000 | 3,805 |
| U.S. Government securities | $12,900,000 | 3,531 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $12,900,000 | 3,077 |
| Securities issued by states & political subdivisions | $4,963,000 | 3,029 |
| 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 | $3,121,000 | 3,474 |
| Mortgage-backed securities | $4,685,000 | 3,108 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,574,000 | 2,843 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,111,000 | 2,137 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $17,863,000 | 3,535 |
| Total debt securities | $17,864,000 | 3,783 |
| Structured notes | ||
| Amortized cost | $5,273,000 | 347 |
| Fair value | $5,032,000 | 326 |
| 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 | $17,798,000 | 3,836 |
| U.S. Government securities | $12,868,000 | 3,561 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $12,868,000 | 3,072 |
| Securities issued by states & political subdivisions | $4,930,000 | 3,075 |
| 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 | $6,377,000 | 3,031 |
| Mortgage-backed securities | $4,730,000 | 3,139 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,605,000 | 2,857 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,125,000 | 2,153 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $17,798,000 | 3,566 |
| Total debt securities | $17,798,000 | 3,814 |
| Structured notes | ||
| Amortized cost | $5,772,000 | 354 |
| Fair value | $4,974,000 | 354 |
| 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 | $17,238,000 | 3,872 |
| U.S. Government securities | $12,478,000 | 3,599 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $12,478,000 | 3,126 |
| Securities issued by states & political subdivisions | $4,760,000 | 3,110 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,085,000 | 3,402 |
| Mortgage-backed securities | $4,342,000 | 3,207 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,692,000 | 2,868 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $650,000 | 2,353 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $17,238,000 | 3,595 |
| Total debt securities | $17,237,000 | 3,849 |
| Structured notes | ||
| Amortized cost | $5,721,000 | 352 |
| Fair value | $4,964,000 | 351 |
| 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 | $18,238,000 | 3,852 |
| U.S. Government securities | $13,151,000 | 3,582 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $13,151,000 | 3,118 |
| Securities issued by states & political subdivisions | $5,087,000 | 3,132 |
| 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 | $3,246,000 | 3,387 |
| Mortgage-backed securities | $4,658,000 | 3,229 |
| Certificates of participation in pools of residential mortgages | $3,959,000 | 2,936 |
| Issued or guaranteed by U.S. | $3,959,000 | 2,849 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $699,000 | 2,425 |
| CMOs issued by government agencies or sponsored agencies | $699,000 | 2,353 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $18,238,000 | 3,598 |
| Total debt securities | $18,232,000 | 3,836 |
| Structured notes | ||
| Amortized cost | $5,721,000 | 337 |
| Fair value | $5,227,000 | 333 |
| 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 | $15,910,000 | 3,918 |
| U.S. Government securities | $11,390,000 | 3,625 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $11,390,000 | 3,231 |
| Securities issued by states & political subdivisions | $4,520,000 | 3,221 |
| 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 | $2,668,000 | 3,475 |
| Mortgage-backed securities | $5,102,000 | 3,180 |
| Certificates of participation in pools of residential mortgages | $4,359,000 | 2,893 |
| Issued or guaranteed by U.S. | $4,359,000 | 2,812 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $743,000 | 2,408 |
| CMOs issued by government agencies or sponsored agencies | $743,000 | 2,338 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $15,910,000 | 3,664 |
| Total debt securities | $15,910,000 | 3,898 |
| Structured notes | ||
| Amortized cost | $5,220,000 | 312 |
| Fair value | $4,903,000 | 319 |
| 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 | $16,822,000 | 3,811 |
| U.S. Government securities | $11,187,000 | 3,498 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $11,187,000 | 3,207 |
| Securities issued by states & political subdivisions | $5,635,000 | 3,133 |
| 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 | $842,000 | 3,852 |
| Mortgage-backed securities | $5,744,000 | 3,115 |
| Certificates of participation in pools of residential mortgages | $4,924,000 | 2,819 |
| Issued or guaranteed by U.S. | $4,924,000 | 2,731 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $820,000 | 2,365 |
| CMOs issued by government agencies or sponsored agencies | $820,000 | 2,306 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $16,822,000 | 3,600 |
| Total debt securities | $16,821,000 | 3,794 |
| 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 | $14,459,000 | 3,918 |
| U.S. Government securities | $8,574,000 | 3,652 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $8,574,000 | 3,421 |
| Securities issued by states & political subdivisions | $5,885,000 | 3,123 |
| 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 | $1,905,000 | 3,643 |
| Mortgage-backed securities | $6,100,000 | 3,109 |
| Certificates of participation in pools of residential mortgages | $5,224,000 | 2,789 |
| Issued or guaranteed by U.S. | $5,224,000 | 2,713 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $876,000 | 2,379 |
| CMOs issued by government agencies or sponsored agencies | $876,000 | 2,320 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $14,459,000 | 3,712 |
| Total debt securities | $14,456,000 | 3,896 |
| 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 | $13,987,000 | 3,921 |
| U.S. Government securities | $8,478,000 | 3,634 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $8,478,000 | 3,407 |
| Securities issued by states & political subdivisions | $5,509,000 | 3,157 |
| 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 | $2,100,000 | 3,598 |
| Mortgage-backed securities | $5,985,000 | 3,103 |
| Certificates of participation in pools of residential mortgages | $5,055,000 | 2,800 |
| Issued or guaranteed by U.S. | $5,055,000 | 2,715 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $930,000 | 2,338 |
| CMOs issued by government agencies or sponsored agencies | $930,000 | 2,287 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $13,987,000 | 3,707 |
| Total debt securities | $13,987,000 | 3,898 |
| 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 | $12,578,000 | 3,934 |
| U.S. Government securities | $6,755,000 | 3,700 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $6,755,000 | 3,511 |
| Securities issued by states & political subdivisions | $5,823,000 | 3,087 |
| 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 | $1,180,000 | 3,833 |
| Mortgage-backed securities | $5,780,000 | 3,092 |
| Certificates of participation in pools of residential mortgages | $5,280,000 | 2,723 |
| Issued or guaranteed by U.S. | $5,280,000 | 2,643 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $500,000 | 2,486 |
| CMOs issued by government agencies or sponsored agencies | $500,000 | 2,436 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $12,578,000 | 3,706 |
| Total debt securities | $12,578,000 | 3,909 |
| 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 | $11,306,000 | 3,937 |
| U.S. Government securities | $5,346,000 | 3,748 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $5,346,000 | 3,604 |
| Securities issued by states & political subdivisions | $5,960,000 | 3,065 |
| 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 | $2,874,000 | 3,484 |
| Mortgage-backed securities | $5,346,000 | 3,105 |
| Certificates of participation in pools of residential mortgages | $4,597,000 | 2,770 |
| Issued or guaranteed by U.S. | $4,597,000 | 2,693 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $749,000 | 2,392 |
| CMOs issued by government agencies or sponsored agencies | $749,000 | 2,342 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $11,306,000 | 3,712 |
| Total debt securities | $11,306,000 | 3,911 |
| 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 | $10,430,000 | 3,975 |
| U.S. Government securities | $4,456,000 | 3,879 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $4,456,000 | 3,727 |
| Securities issued by states & political subdivisions | $5,974,000 | 2,965 |
| 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 | $1,596,000 | 3,766 |
| Mortgage-backed securities | $4,456,000 | 3,221 |
| Certificates of participation in pools of residential mortgages | $3,244,000 | 2,955 |
| Issued or guaranteed by U.S. | $3,244,000 | 2,869 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,212,000 | 2,252 |
| CMOs issued by government agencies or sponsored agencies | $1,212,000 | 2,205 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $10,430,000 | 3,743 |
| Total debt securities | $10,430,000 | 3,951 |
| 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 | $9,051,000 | 4,073 |
| U.S. Government securities | $2,872,000 | 4,138 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $2,872,000 | 3,981 |
| Securities issued by states & political subdivisions | $6,179,000 | 2,889 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,754,000 | 3,770 |
| Mortgage-backed securities | $2,872,000 | 3,457 |
| Certificates of participation in pools of residential mortgages | $1,293,000 | 3,429 |
| Issued or guaranteed by U.S. | $1,293,000 | 3,332 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,579,000 | 2,179 |
| CMOs issued by government agencies or sponsored agencies | $1,579,000 | 2,132 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $9,051,000 | 3,833 |
| Total debt securities | $9,050,000 | 4,045 |
| 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 | $8,780,000 | 4,131 |
| U.S. Government securities | $2,261,000 | 4,288 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $2,261,000 | 4,145 |
| Securities issued by states & political subdivisions | $6,519,000 | 2,765 |
| 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 | $1,868,000 | 3,761 |
| Mortgage-backed securities | $2,261,000 | 3,569 |
| Certificates of participation in pools of residential mortgages | $1,365,000 | 3,416 |
| Issued or guaranteed by U.S. | $1,365,000 | 3,309 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $896,000 | 2,390 |
| CMOs issued by government agencies or sponsored agencies | $896,000 | 2,341 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $8,780,000 | 3,881 |
| Total debt securities | $8,780,000 | 4,105 |
| 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 | $9,130,000 | 4,157 |
| U.S. Government securities | $2,344,000 | 4,373 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,344,000 | 4,208 |
| Securities issued by states & political subdivisions | $6,786,000 | 2,716 |
| 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 | $1,952,000 | 3,804 |
| Mortgage-backed securities | $2,344,000 | 3,547 |
| Certificates of participation in pools of residential mortgages | $1,395,000 | 3,394 |
| Issued or guaranteed by U.S. | $1,395,000 | 3,298 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $949,000 | 2,379 |
| CMOs issued by government agencies or sponsored agencies | $949,000 | 2,333 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $9,130,000 | 3,898 |
| Total debt securities | $9,130,000 | 4,133 |
| 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 | $9,460,000 | 4,188 |
| U.S. Government securities | $2,486,000 | 4,439 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,486,000 | 4,280 |
| Securities issued by states & political subdivisions | $6,974,000 | 2,699 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,078,000 | 3,839 |
| Mortgage-backed securities | $2,486,000 | 3,552 |
| Certificates of participation in pools of residential mortgages | $1,463,000 | 3,389 |
| Issued or guaranteed by U.S. | $1,463,000 | 3,290 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,023,000 | 2,365 |
| CMOs issued by government agencies or sponsored agencies | $1,023,000 | 2,321 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $9,460,000 | 3,929 |
| Total debt securities | $9,460,000 | 4,162 |
| 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 | $9,992,000 | 4,206 |
| U.S. Government securities | $2,593,000 | 4,472 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,593,000 | 4,316 |
| Securities issued by states & political subdivisions | $7,399,000 | 2,702 |
| 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 | $2,167,000 | 3,868 |
| Mortgage-backed securities | $2,593,000 | 3,530 |
| Certificates of participation in pools of residential mortgages | $1,520,000 | 3,375 |
| Issued or guaranteed by U.S. | $1,520,000 | 3,295 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,073,000 | 2,335 |
| CMOs issued by government agencies or sponsored agencies | $1,073,000 | 2,288 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $9,992,000 | 3,938 |
| Total debt securities | $9,992,000 | 4,181 |
| 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 | $10,482,000 | 4,217 |
| U.S. Government securities | $2,706,000 | 4,515 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,706,000 | 4,345 |
| Securities issued by states & political subdivisions | $7,776,000 | 2,696 |
| 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 | $2,667,000 | 3,825 |
| Mortgage-backed securities | $2,706,000 | 3,528 |
| Certificates of participation in pools of residential mortgages | $1,588,000 | 3,370 |
| Issued or guaranteed by U.S. | $1,588,000 | 3,291 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,118,000 | 2,320 |
| CMOs issued by government agencies or sponsored agencies | $1,118,000 | 2,270 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $10,482,000 | 3,947 |
| Total debt securities | $10,482,000 | 4,196 |
| 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 | $11,272,000 | 4,189 |
| U.S. Government securities | $3,388,000 | 4,444 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $3,388,000 | 4,281 |
| Securities issued by states & political subdivisions | $7,884,000 | 2,755 |
| 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 | $2,313,000 | 3,942 |
| Mortgage-backed securities | $3,388,000 | 3,418 |
| Certificates of participation in pools of residential mortgages | $1,905,000 | 3,316 |
| Issued or guaranteed by U.S. | $1,905,000 | 3,244 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,483,000 | 2,220 |
| CMOs issued by government agencies or sponsored agencies | $1,483,000 | 2,169 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $11,272,000 | 3,916 |
| Total debt securities | $11,272,000 | 4,169 |
| 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 | $11,338,000 | 4,244 |
| U.S. Government securities | $1,883,000 | 4,762 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $1,883,000 | 4,611 |
| Securities issued by states & political subdivisions | $7,833,000 | 2,792 |
| Other domestic debt securities | $1,622,000 | 1,292 |
| Privately issued residential mortgage-backed securities | $1,622,000 | 254 |
| 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 | $2,391,000 | 3,975 |
| Mortgage-backed securities | $3,505,000 | 3,440 |
| Certificates of participation in pools of residential mortgages | $1,966,000 | 3,348 |
| Issued or guaranteed by U.S. | $344,000 | 3,936 |
| Privately issued | $1,622,000 | 50 |
| Collaterized mortgage obligations | $1,539,000 | 2,202 |
| CMOs issued by government agencies or sponsored agencies | $1,539,000 | 2,150 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $11,338,000 | 3,964 |
| Total debt securities | $11,338,000 | 4,224 |
| 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 | $11,810,000 | 4,261 |
| U.S. Government securities | $2,008,000 | 4,771 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,008,000 | 4,621 |
| Securities issued by states & political subdivisions | $8,101,000 | 2,807 |
| Other domestic debt securities | $1,701,000 | 1,430 |
| Privately issued residential mortgage-backed securities | $1,701,000 | 422 |
| 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 | $1,862,000 | 4,134 |
| Mortgage-backed securities | $3,709,000 | 3,443 |
| Certificates of participation in pools of residential mortgages | $2,074,000 | 3,359 |
| Issued or guaranteed by U.S. | $373,000 | 3,849 |
| Privately issued | $1,701,000 | 222 |
| Collaterized mortgage obligations | $1,635,000 | 2,195 |
| CMOs issued by government agencies or sponsored agencies | $1,635,000 | 2,141 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $11,810,000 | 3,982 |
| Total debt securities | $11,810,000 | 4,236 |
| 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 | $12,477,000 | 4,243 |
| U.S. Government securities | $3,913,000 | 4,534 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $3,913,000 | 4,390 |
| Securities issued by states & political subdivisions | $8,564,000 | 2,790 |
| 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 | $1,964,000 | 4,169 |
| Mortgage-backed securities | $3,913,000 | 3,441 |
| Certificates of participation in pools of residential mortgages | $2,182,000 | 3,376 |
| Issued or guaranteed by U.S. | $2,182,000 | 3,370 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,731,000 | 2,166 |
| CMOs issued by government agencies or sponsored agencies | $1,731,000 | 2,106 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $12,477,000 | 3,958 |
| Total debt securities | $12,477,000 | 4,219 |
| 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 | $13,768,000 | 4,198 |
| U.S. Government securities | $4,145,000 | 4,536 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $4,145,000 | 4,401 |
| Securities issued by states & political subdivisions | $9,623,000 | 2,727 |
| 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 | $2,700,000 | 4,049 |
| Mortgage-backed securities | $4,145,000 | 3,428 |
| Certificates of participation in pools of residential mortgages | $2,306,000 | 3,382 |
| Issued or guaranteed by U.S. | $2,306,000 | 3,376 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,839,000 | 2,118 |
| CMOs issued by government agencies or sponsored agencies | $1,839,000 | 2,053 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $13,768,000 | 3,908 |
| Total debt securities | $13,768,000 | 4,174 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $14,126,000 | 4,214 |
| U.S. Government securities | $4,435,000 | 4,560 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $4,435,000 | 4,438 |
| Securities issued by states & political subdivisions | $9,691,000 | 2,751 |
| 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 | $2,225,000 | 4,219 |
| Mortgage-backed securities | $4,435,000 | 3,430 |
| Certificates of participation in pools of residential mortgages | $2,456,000 | 3,405 |
| Issued or guaranteed by U.S. | $2,456,000 | 3,401 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,979,000 | 2,093 |
| CMOs issued by government agencies or sponsored agencies | $1,979,000 | 2,036 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $14,126,000 | 3,925 |
| Total debt securities | $14,126,000 | 4,188 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $14,683,000 | 4,202 |
| U.S. Government securities | $4,712,000 | 4,553 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $4,712,000 | 4,428 |
| Securities issued by states & political subdivisions | $9,971,000 | 2,735 |
| 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 | $2,359,000 | 4,219 |
| Mortgage-backed securities | $4,712,000 | 3,416 |
| Certificates of participation in pools of residential mortgages | $2,604,000 | 3,405 |
| Issued or guaranteed by U.S. | $2,604,000 | 3,400 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,108,000 | 2,089 |
| CMOs issued by government agencies or sponsored agencies | $2,108,000 | 2,022 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $14,683,000 | 3,910 |
| Total debt securities | $14,683,000 | 4,182 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $14,878,000 | 4,239 |
| U.S. Government securities | $4,929,000 | 4,573 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $4,929,000 | 4,444 |
| Securities issued by states & political subdivisions | $9,949,000 | 2,777 |
| 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 | $2,473,000 | 4,233 |
| Mortgage-backed securities | $4,929,000 | 3,434 |
| Certificates of participation in pools of residential mortgages | $2,717,000 | 3,428 |
| Issued or guaranteed by U.S. | $2,717,000 | 3,424 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,212,000 | 2,088 |
| CMOs issued by government agencies or sponsored agencies | $2,212,000 | 2,020 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $14,878,000 | 3,930 |
| Total debt securities | $14,878,000 | 4,218 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $15,608,000 | 4,189 |
| U.S. Government securities | $6,143,000 | 4,416 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,143,000 | 4,286 |
| Securities issued by states & political subdivisions | $9,465,000 | 2,860 |
| 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 | $1,818,000 | 4,450 |
| Mortgage-backed securities | $6,143,000 | 3,250 |
| Certificates of participation in pools of residential mortgages | $3,543,000 | 3,261 |
| Issued or guaranteed by U.S. | $3,543,000 | 3,257 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,600,000 | 1,987 |
| CMOs issued by government agencies or sponsored agencies | $2,600,000 | 1,918 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $15,608,000 | 3,871 |
| Total debt securities | $15,608,000 | 4,165 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $16,482,000 | 4,131 |
| U.S. Government securities | $6,204,000 | 4,426 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $6,204,000 | 4,303 |
| Securities issued by states & political subdivisions | $10,278,000 | 2,765 |
| 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 | $1,988,000 | 4,478 |
| Mortgage-backed securities | $6,204,000 | 3,267 |
| Certificates of participation in pools of residential mortgages | $3,359,000 | 3,330 |
| Issued or guaranteed by U.S. | $3,359,000 | 3,329 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,845,000 | 1,952 |
| CMOs issued by government agencies or sponsored agencies | $2,845,000 | 1,883 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $16,482,000 | 3,805 |
| Total debt securities | $16,482,000 | 4,105 |
| 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 | $15,962,000 | 4,238 |
| U.S. Government securities | $6,572,000 | 4,461 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $6,572,000 | 4,330 |
| Securities issued by states & political subdivisions | $9,390,000 | 2,874 |
| 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 | $2,100,000 | 4,518 |
| Mortgage-backed securities | $6,572,000 | 3,249 |
| Certificates of participation in pools of residential mortgages | $3,542,000 | 3,323 |
| Issued or guaranteed by U.S. | $3,542,000 | 3,318 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,030,000 | 1,940 |
| CMOs issued by government agencies or sponsored agencies | $3,030,000 | 1,871 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $15,962,000 | 3,906 |
| Total debt securities | $15,962,000 | 4,216 |
| 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 | $15,565,000 | 4,328 |
| U.S. Government securities | $6,222,000 | 4,610 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $6,222,000 | 4,492 |
| Securities issued by states & political subdivisions | $9,343,000 | 2,881 |
| 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 | $2,204,000 | 4,520 |
| Mortgage-backed securities | $6,222,000 | 3,305 |
| Certificates of participation in pools of residential mortgages | $3,028,000 | 3,481 |
| Issued or guaranteed by U.S. | $3,028,000 | 3,478 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,194,000 | 1,925 |
| CMOs issued by government agencies or sponsored agencies | $3,194,000 | 1,853 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $15,565,000 | 3,984 |
| Total debt securities | $15,565,000 | 4,308 |
| 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 | $14,050,000 | 4,515 |
| U.S. Government securities | $5,746,000 | 4,720 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,746,000 | 4,610 |
| Securities issued by states & political subdivisions | $8,304,000 | 3,040 |
| 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 | $2,000,000 | 4,628 |
| Mortgage-backed securities | $5,746,000 | 3,375 |
| Certificates of participation in pools of residential mortgages | $2,738,000 | 3,578 |
| Issued or guaranteed by U.S. | $2,738,000 | 3,574 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,008,000 | 1,980 |
| CMOs issued by government agencies or sponsored agencies | $3,008,000 | 1,910 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $14,050,000 | 4,167 |
| Total debt securities | $14,050,000 | 4,492 |
| 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 | $15,323,000 | 4,488 |
| U.S. Government securities | $6,706,000 | 4,676 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $6,706,000 | 4,558 |
| Securities issued by states & political subdivisions | $8,617,000 | 3,009 |
| 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 | $1,401,000 | 4,865 |
| Mortgage-backed securities | $6,706,000 | 3,284 |
| Certificates of participation in pools of residential mortgages | $3,123,000 | 3,506 |
| Issued or guaranteed by U.S. | $3,123,000 | 3,501 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $3,583,000 | 1,897 |
| CMOs issued by government agencies or sponsored agencies | $3,583,000 | 1,833 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $15,323,000 | 4,133 |
| Total debt securities | $15,323,000 | 4,465 |
| 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 | $15,879,000 | 4,524 |
| U.S. Government securities | $7,097,000 | 4,739 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $7,097,000 | 4,626 |
| Securities issued by states & political subdivisions | $8,782,000 | 2,998 |
| 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 | $1,464,000 | 4,886 |
| Mortgage-backed securities | $7,097,000 | 3,311 |
| Certificates of participation in pools of residential mortgages | $3,312,000 | 3,545 |
| Issued or guaranteed by U.S. | $3,312,000 | 3,541 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,785,000 | 1,922 |
| CMOs issued by government agencies or sponsored agencies | $3,785,000 | 1,854 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $15,879,000 | 4,159 |
| Total debt securities | $15,879,000 | 4,506 |
| 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 | $17,251,000 | 4,446 |
| U.S. Government securities | $7,625,000 | 4,737 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $7,625,000 | 4,626 |
| Securities issued by states & political subdivisions | $9,126,000 | 2,944 |
| Other domestic debt securities | $500,000 | 1,965 |
| 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 | $500,000 | 1,570 |
| 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 | $1,563,000 | 4,919 |
| Mortgage-backed securities | $7,625,000 | 3,302 |
| Certificates of participation in pools of residential mortgages | $3,576,000 | 3,550 |
| Issued or guaranteed by U.S. | $3,576,000 | 3,546 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $4,049,000 | 1,917 |
| CMOs issued by government agencies or sponsored agencies | $4,049,000 | 1,846 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $17,251,000 | 4,086 |
| Total debt securities | $17,251,000 | 4,428 |
| 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 | $18,272,000 | 4,426 |
| U.S. Government securities | $7,425,000 | 4,829 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $7,425,000 | 4,712 |
| Securities issued by states & political subdivisions | $9,347,000 | 2,923 |
| Other domestic debt securities | $1,500,000 | 1,493 |
| 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 | $1,500,000 | 1,176 |
| 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 | $1,630,000 | 4,969 |
| Mortgage-backed securities | $7,425,000 | 3,376 |
| Certificates of participation in pools of residential mortgages | $3,831,000 | 3,558 |
| Issued or guaranteed by U.S. | $3,831,000 | 3,552 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,594,000 | 2,034 |
| CMOs issued by government agencies or sponsored agencies | $3,594,000 | 1,962 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $18,272,000 | 4,060 |
| Total debt securities | $18,272,000 | 4,407 |
| 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 | $18,860,000 | 4,459 |
| U.S. Government securities | $7,829,000 | 4,858 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $7,829,000 | 4,743 |
| Securities issued by states & political subdivisions | $9,531,000 | 2,937 |
| Other domestic debt securities | $1,500,000 | 1,540 |
| 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 | $1,500,000 | 1,201 |
| 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 | $1,709,000 | 5,016 |
| Mortgage-backed securities | $7,829,000 | 3,402 |
| Certificates of participation in pools of residential mortgages | $4,033,000 | 3,597 |
| Issued or guaranteed by U.S. | $4,033,000 | 3,595 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,796,000 | 2,031 |
| CMOs issued by government agencies or sponsored agencies | $3,796,000 | 1,953 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $18,860,000 | 4,095 |
| Total debt securities | $18,860,000 | 4,435 |
| 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 | $19,327,000 | 4,467 |
| U.S. Government securities | $8,140,000 | 4,870 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $8,140,000 | 4,762 |
| Securities issued by states & political subdivisions | $9,687,000 | 2,930 |
| Other domestic debt securities | $1,500,000 | 1,584 |
| 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 | $1,500,000 | 1,242 |
| 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 | $1,965,000 | 4,988 |
| Mortgage-backed securities | $8,140,000 | 3,421 |
| Certificates of participation in pools of residential mortgages | $4,280,000 | 3,585 |
| Issued or guaranteed by U.S. | $4,280,000 | 3,584 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,860,000 | 2,050 |
| CMOs issued by government agencies or sponsored agencies | $3,860,000 | 1,969 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $19,327,000 | 4,096 |
| Total debt securities | $19,324,000 | 4,451 |
| 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 | $17,516,000 | 4,697 |
| U.S. Government securities | $6,173,000 | 5,221 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $6,173,000 | 5,114 |
| Securities issued by states & political subdivisions | $9,843,000 | 2,922 |
| Other domestic debt securities | $1,500,000 | 1,629 |
| 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 | $1,500,000 | 1,270 |
| 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 | $1,874,000 | 5,065 |
| Mortgage-backed securities | $6,173,000 | 3,732 |
| Certificates of participation in pools of residential mortgages | $3,601,000 | 3,794 |
| Issued or guaranteed by U.S. | $3,601,000 | 3,794 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,572,000 | 2,316 |
| CMOs issued by government agencies or sponsored agencies | $2,572,000 | 2,233 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $17,516,000 | 4,304 |
| Total debt securities | $17,516,000 | 4,674 |
| 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 | $17,220,000 | 4,717 |
| U.S. Government securities | $6,331,000 | 5,193 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,331,000 | 5,091 |
| Securities issued by states & political subdivisions | $9,889,000 | 2,904 |
| Other domestic debt securities | $1,000,000 | 1,876 |
| 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 | $1,000,000 | 1,471 |
| 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 | $1,699,000 | 5,165 |
| Mortgage-backed securities | $6,331,000 | 3,705 |
| Certificates of participation in pools of residential mortgages | $3,819,000 | 3,743 |
| Issued or guaranteed by U.S. | $3,819,000 | 3,740 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,512,000 | 2,326 |
| CMOs issued by government agencies or sponsored agencies | $2,512,000 | 2,238 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $17,220,000 | 4,332 |
| Total debt securities | $17,220,000 | 4,694 |
| 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 | $16,762,000 | 4,807 |
| U.S. Government securities | $5,853,000 | 5,334 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,853,000 | 5,226 |
| Securities issued by states & political subdivisions | $9,909,000 | 2,913 |
| Other domestic debt securities | $1,000,000 | 1,938 |
| 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 | $1,000,000 | 1,509 |
| 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 | $225,000 | 5,806 |
| Mortgage-backed securities | $5,853,000 | 3,831 |
| Certificates of participation in pools of residential mortgages | $3,644,000 | 3,813 |
| Issued or guaranteed by U.S. | $3,644,000 | 3,808 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,209,000 | 2,426 |
| CMOs issued by government agencies or sponsored agencies | $2,209,000 | 2,339 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $16,762,000 | 4,425 |
| Total debt securities | $16,762,000 | 4,771 |
| 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 | $16,547,000 | 4,827 |
| U.S. Government securities | $6,551,000 | 5,215 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $6,551,000 | 5,106 |
| Securities issued by states & political subdivisions | $9,496,000 | 2,968 |
| Other domestic debt securities | $500,000 | 2,321 |
| 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 | $500,000 | 1,823 |
| 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 | $240,000 | 5,829 |
| Mortgage-backed securities | $6,551,000 | 3,717 |
| Certificates of participation in pools of residential mortgages | $4,050,000 | 3,691 |
| Issued or guaranteed by U.S. | $4,050,000 | 3,686 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,501,000 | 2,400 |
| CMOs issued by government agencies or sponsored agencies | $2,501,000 | 2,312 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $16,547,000 | 4,454 |
| Total debt securities | $16,548,000 | 4,793 |
| 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 | $19,142,000 | 4,595 |
| U.S. Government securities | $7,349,000 | 5,129 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $7,349,000 | 5,017 |
| Securities issued by states & political subdivisions | $9,793,000 | 2,890 |
| Other domestic debt securities | $2,000,000 | 1,605 |
| 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 | $2,000,000 | 1,213 |
| 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 | $248,000 | 5,897 |
| Mortgage-backed securities | $7,349,000 | 3,660 |
| Certificates of participation in pools of residential mortgages | $4,511,000 | 3,645 |
| Issued or guaranteed by U.S. | $4,511,000 | 3,641 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,838,000 | 2,360 |
| CMOs issued by government agencies or sponsored agencies | $2,838,000 | 2,262 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $19,142,000 | 4,242 |
| Total debt securities | $19,144,000 | 4,562 |
| 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 | $19,462,000 | 4,522 |
| U.S. Government securities | $7,592,000 | 5,075 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $7,592,000 | 4,975 |
| Securities issued by states & political subdivisions | $10,370,000 | 2,781 |
| Other domestic debt securities | $1,500,000 | 1,737 |
| 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 | $1,500,000 | 1,300 |
| 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 | $850,000 | 5,638 |
| Mortgage-backed securities | $7,592,000 | 3,636 |
| Certificates of participation in pools of residential mortgages | $4,984,000 | 3,536 |
| Issued or guaranteed by U.S. | $4,984,000 | 3,533 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,608,000 | 2,501 |
| CMOs issued by government agencies or sponsored agencies | $2,608,000 | 2,394 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $19,462,000 | 4,175 |
| Total debt securities | $19,462,000 | 4,489 |
| 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 | $20,385,000 | 4,512 |
| U.S. Government securities | $7,976,000 | 5,118 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $7,976,000 | 5,024 |
| Securities issued by states & political subdivisions | $10,409,000 | 2,743 |
| Other domestic debt securities | $2,000,000 | 1,624 |
| 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 | $2,000,000 | 1,214 |
| 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 | $260,000 | 6,009 |
| Mortgage-backed securities | $7,976,000 | 3,716 |
| Certificates of participation in pools of residential mortgages | $5,532,000 | 3,571 |
| Issued or guaranteed by U.S. | $5,532,000 | 3,571 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,444,000 | 2,634 |
| CMOs issued by government agencies or sponsored agencies | $2,444,000 | 2,528 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $20,385,000 | 4,160 |
| Total debt securities | $20,385,000 | 4,477 |
| 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 | $19,330,000 | 4,630 |
| U.S. Government securities | $7,193,000 | 5,373 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $7,193,000 | 5,269 |
| Securities issued by states & political subdivisions | $10,137,000 | 2,730 |
| Other domestic debt securities | $2,000,000 | 1,628 |
| 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 | $2,000,000 | 1,210 |
| 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 | $250,000 | 6,087 |
| Mortgage-backed securities | $6,943,000 | 3,915 |
| Certificates of participation in pools of residential mortgages | $4,067,000 | 3,926 |
| Issued or guaranteed by U.S. | $4,067,000 | 3,924 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,876,000 | 2,547 |
| CMOs issued by government agencies or sponsored agencies | $2,876,000 | 2,430 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $19,330,000 | 4,277 |
| Total debt securities | $19,331,000 | 4,599 |
| Structured notes | ||
| Amortized cost | $249,000 | 2,782 |
| Fair value | $250,000 | 2,761 |
| 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 | $18,461,000 | 4,749 |
| U.S. Government securities | $7,597,000 | 5,394 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $7,597,000 | 5,290 |
| Securities issued by states & political subdivisions | $9,364,000 | 2,766 |
| Other domestic debt securities | $1,500,000 | 1,786 |
| 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 | $1,500,000 | 1,335 |
| 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 | $63,000 | 6,206 |
| Mortgage-backed securities | $7,350,000 | 3,888 |
| Certificates of participation in pools of residential mortgages | $3,936,000 | 3,953 |
| Issued or guaranteed by U.S. | $3,936,000 | 3,948 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,414,000 | 2,435 |
| CMOs issued by government agencies or sponsored agencies | $3,414,000 | 2,321 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $18,461,000 | 4,375 |
| Total debt securities | $18,460,000 | 4,722 |
| Structured notes | ||
| Amortized cost | $249,000 | 3,006 |
| Fair value | $247,000 | 3,008 |
| 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 | $11,723,000 | 5,529 |
| U.S. Government securities | $3,615,000 | 6,138 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $3,615,000 | 6,033 |
| Securities issued by states & political subdivisions | $7,108,000 | 3,123 |
| Other domestic debt securities | $1,000,000 | 1,995 |
| 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 | $1,000,000 | 1,462 |
| 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 | $124,000 | 5,869 |
| Mortgage-backed securities | $3,615,000 | 4,510 |
| Certificates of participation in pools of residential mortgages | $507,000 | 5,057 |
| Issued or guaranteed by U.S. | $507,000 | 5,045 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,108,000 | 2,468 |
| CMOs issued by government agencies or sponsored agencies | $3,108,000 | 2,285 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $11,723,000 | 5,108 |
| Total debt securities | $11,723,000 | 5,506 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $11,134,000 | 5,569 |
| U.S. Government securities | $3,945,000 | 6,119 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $3,945,000 | 6,007 |
| Securities issued by states & political subdivisions | $5,289,000 | 3,467 |
| Other domestic debt securities | $1,900,000 | 1,647 |
| 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 | $1,900,000 | 1,143 |
| 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 | $183,000 | 5,887 |
| Mortgage-backed securities | $3,945,000 | 4,407 |
| Certificates of participation in pools of residential mortgages | $573,000 | 5,026 |
| Issued or guaranteed by U.S. | $573,000 | 5,013 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,372,000 | 2,385 |
| CMOs issued by government agencies or sponsored agencies | $3,372,000 | 2,200 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $11,134,000 | 5,141 |
| Total debt securities | $11,136,000 | 5,533 |
| 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 | $9,771,000 | 5,843 |
| U.S. Government securities | $3,761,000 | 6,289 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $3,761,000 | 6,171 |
| Securities issued by states & political subdivisions | $4,510,000 | 3,621 |
| Other domestic debt securities | $1,500,000 | 1,697 |
| 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 | $1,500,000 | 1,147 |
| 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 | $238,000 | 5,918 |
| Mortgage-backed securities | $3,262,000 | 4,535 |
| Certificates of participation in pools of residential mortgages | $3,000 | 5,779 |
| Issued or guaranteed by U.S. | $3,000 | 5,772 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,259,000 | 2,377 |
| CMOs issued by government agencies or sponsored agencies | $3,259,000 | 2,173 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $9,771,000 | 5,403 |
| Total debt securities | $9,771,000 | 5,810 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,924 |
| Fair value | $499,000 | 2,926 |
| 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 | $9,650,000 | 5,854 |
| U.S. Government securities | $3,831,000 | 6,287 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $3,831,000 | 6,161 |
| Securities issued by states & political subdivisions | $3,819,000 | 3,756 |
| Other domestic debt securities | $2,000,000 | 1,586 |
| 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 | $2,000,000 | 1,039 |
| 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 | $0 | 6,043 |
| Mortgage-backed securities | $3,339,000 | 4,455 |
| Certificates of participation in pools of residential mortgages | $3,000 | 5,791 |
| Issued or guaranteed by U.S. | $3,000 | 5,779 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,336,000 | 2,295 |
| CMOs issued by government agencies or sponsored agencies | $3,336,000 | 2,085 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $9,650,000 | 5,404 |
| Total debt securities | $9,650,000 | 5,821 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,874 |
| Fair value | $492,000 | 2,974 |
| 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 | $8,912,000 | 5,871 |
| U.S. Government securities | $3,687,000 | 6,239 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $3,687,000 | 6,115 |
| Securities issued by states & political subdivisions | $3,225,000 | 3,951 |
| Other domestic debt securities | $2,000,000 | 1,690 |
| 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 | $2,000,000 | 1,044 |
| 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 | $700,000 | 5,770 |
| Mortgage-backed securities | $3,446,000 | 4,375 |
| Certificates of participation in pools of residential mortgages | $3,000 | 5,796 |
| Issued or guaranteed by U.S. | $3,000 | 5,785 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,443,000 | 2,257 |
| CMOs issued by government agencies or sponsored agencies | $3,443,000 | 2,028 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $8,912,000 | 5,419 |
| Total debt securities | $8,911,000 | 5,830 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,989 |
| Fair value | $241,000 | 3,025 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $7,463,000 | 6,102 |
| U.S. Government securities | $3,554,000 | 6,275 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $3,554,000 | 6,157 |
| Securities issued by states & political subdivisions | $2,909,000 | 3,994 |
| Other domestic debt securities | $1,000,000 | 2,190 |
| 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 | $1,000,000 | 1,400 |
| 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 | $513,000 | 5,955 |
| Mortgage-backed securities | $3,304,000 | 4,442 |
| Certificates of participation in pools of residential mortgages | $3,000 | 5,843 |
| Issued or guaranteed by U.S. | $3,000 | 5,828 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,301,000 | 2,254 |
| CMOs issued by government agencies or sponsored agencies | $3,301,000 | 2,014 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $7,463,000 | 5,627 |
| Total debt securities | $7,464,000 | 6,062 |
| Structured notes | ||
| Amortized cost | $250,000 | 3,018 |
| Fair value | $250,000 | 3,051 |
| 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 | $6,783,000 | 6,315 |
| U.S. Government securities | $3,666,000 | 6,395 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $3,666,000 | 6,272 |
| Securities issued by states & political subdivisions | $2,617,000 | 4,049 |
| Other domestic debt securities | $500,000 | 2,559 |
| 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 | $500,000 | 1,665 |
| 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 | $536,000 | 5,974 |
| Mortgage-backed securities | $3,415,000 | 4,412 |
| Certificates of participation in pools of residential mortgages | $4,000 | 5,881 |
| Issued or guaranteed by U.S. | $4,000 | 5,869 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,411,000 | 2,171 |
| CMOs issued by government agencies or sponsored agencies | $3,411,000 | 1,913 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $6,783,000 | 5,813 |
| Total debt securities | $6,782,000 | 6,277 |
| Structured notes | ||
| Amortized cost | $247,000 | 3,145 |
| Fair value | $251,000 | 3,119 |
| 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 | $7,334,000 | 6,274 |
| U.S. Government securities | $3,733,000 | 6,470 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $3,733,000 | 6,355 |
| Securities issued by states & political subdivisions | $2,101,000 | 4,244 |
| Other domestic debt securities | $1,500,000 | 1,952 |
| 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 | $1,500,000 | 1,151 |
| 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 | $533,000 | 6,050 |
| Mortgage-backed securities | $3,482,000 | 4,465 |
| Certificates of participation in pools of residential mortgages | $3,000 | 6,000 |
| Issued or guaranteed by U.S. | $3,000 | 5,988 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,479,000 | 2,116 |
| CMOs issued by government agencies or sponsored agencies | $3,479,000 | 1,847 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $7,334,000 | 5,767 |
| Total debt securities | $7,334,000 | 6,227 |
| Structured notes | ||
| Amortized cost | $247,000 | 2,946 |
| Fair value | $251,000 | 2,923 |
| 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 | $6,423,000 | 6,438 |
| U.S. Government securities | $3,841,000 | 6,422 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,841,000 | 6,324 |
| Securities issued by states & political subdivisions | $2,082,000 | 4,290 |
| Other domestic debt securities | $500,000 | 2,671 |
| 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 | $500,000 | 1,718 |
| 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 | $532,000 | 6,102 |
| Mortgage-backed securities | $3,595,000 | 4,503 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,050 |
| Issued or guaranteed by U.S. | $4,000 | 6,035 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $3,591,000 | 2,071 |
| CMOs issued by government agencies or sponsored agencies | $3,591,000 | 1,797 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $6,423,000 | 5,922 |
| Total debt securities | $6,422,000 | 6,403 |
| Structured notes | ||
| Amortized cost | $247,000 | 2,712 |
| Fair value | $246,000 | 2,698 |
| 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 | $6,810,000 | 6,413 |
| U.S. Government securities | $3,956,000 | 6,456 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,956,000 | 6,360 |
| Securities issued by states & political subdivisions | $2,104,000 | 4,314 |
| Other domestic debt securities | $750,000 | 2,563 |
| 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 | $750,000 | 1,636 |
| 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 | $0 | 6,412 |
| Mortgage-backed securities | $3,709,000 | 4,561 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,137 |
| Issued or guaranteed by U.S. | $4,000 | 6,117 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,705,000 | 2,068 |
| CMOs issued by government agencies or sponsored agencies | $3,705,000 | 1,769 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $6,810,000 | 5,897 |
| Total debt securities | $6,810,000 | 6,371 |
| 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 | $5,808,000 | 6,641 |
| U.S. Government securities | $3,596,000 | 6,576 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,596,000 | 6,490 |
| Securities issued by states & political subdivisions | $1,462,000 | 4,630 |
| Other domestic debt securities | $750,000 | 2,601 |
| 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 | $750,000 | 1,668 |
| 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 | $0 | 6,462 |
| Mortgage-backed securities | $3,596,000 | 4,628 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,185 |
| Issued or guaranteed by U.S. | $4,000 | 6,163 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $3,592,000 | 2,060 |
| CMOs issued by government agencies or sponsored agencies | $3,592,000 | 1,741 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $5,808,000 | 6,113 |
| Total debt securities | $5,808,000 | 6,598 |
| 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 | $6,978,000 | 6,469 |
| U.S. Government securities | $3,878,000 | 6,604 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $3,878,000 | 6,517 |
| Securities issued by states & political subdivisions | $600,000 | 5,163 |
| Other domestic debt securities | $2,500,000 | 1,707 |
| 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 | $2,500,000 | 1,007 |
| 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 | $0 | 6,516 |
| Mortgage-backed securities | $3,878,000 | 4,632 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,249 |
| Issued or guaranteed by U.S. | $4,000 | 6,231 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,874,000 | 2,046 |
| CMOs issued by government agencies or sponsored agencies | $3,874,000 | 1,709 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $6,978,000 | 5,930 |
| Total debt securities | $6,977,000 | 6,425 |
| 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 | $4,598,000 | 6,990 |
| U.S. Government securities | $4,008,000 | 6,692 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,008,000 | 6,592 |
| Securities issued by states & political subdivisions | $590,000 | 5,134 |
| 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 | $0 | 6,541 |
| Mortgage-backed securities | $4,008,000 | 4,563 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,287 |
| Issued or guaranteed by U.S. | $4,000 | 6,265 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $4,004,000 | 1,957 |
| CMOs issued by government agencies or sponsored agencies | $4,004,000 | 1,655 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $4,598,000 | 6,426 |
| Total debt securities | $4,597,000 | 6,951 |
| 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 | $4,407,000 | 7,041 |
| U.S. Government securities | $4,069,000 | 6,671 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,069,000 | 6,572 |
| Securities issued by states & political subdivisions | $338,000 | 5,411 |
| 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 | $0 | 6,576 |
| Mortgage-backed securities | $4,069,000 | 4,462 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,319 |
| Issued or guaranteed by U.S. | $4,000 | 6,299 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,065,000 | 1,865 |
| CMOs issued by government agencies or sponsored agencies | $4,065,000 | 1,552 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $4,407,000 | 6,460 |
| Total debt securities | $4,406,000 | 6,993 |
| 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 | $4,632,000 | 7,068 |
| U.S. Government securities | $3,755,000 | 6,812 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $3,755,000 | 6,712 |
| Securities issued by states & political subdivisions | $377,000 | 5,432 |
| Other domestic debt securities | $500,000 | 2,597 |
| 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 | $500,000 | 1,863 |
| 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 | $0 | 6,612 |
| Mortgage-backed securities | $3,755,000 | 4,561 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,347 |
| Issued or guaranteed by U.S. | $4,000 | 6,323 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,751,000 | 1,934 |
| CMOs issued by government agencies or sponsored agencies | $3,751,000 | 1,626 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $4,632,000 | 6,484 |
| Total debt securities | $4,632,000 | 7,012 |
| 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 | $4,481,000 | 7,133 |
| U.S. Government securities | $4,070,000 | 6,748 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $4,070,000 | 6,640 |
| Securities issued by states & political subdivisions | $411,000 | 5,396 |
| 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 | $0 | 6,633 |
| Mortgage-backed securities | $4,070,000 | 4,390 |
| Certificates of participation in pools of residential mortgages | $4,000 | 6,349 |
| Issued or guaranteed by U.S. | $4,000 | 6,320 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,066,000 | 1,861 |
| CMOs issued by government agencies or sponsored agencies | $4,066,000 | 1,562 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $4,481,000 | 6,539 |
| Total debt securities | $4,481,000 | 7,076 |
| 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 | $3,758,000 | 7,407 |
| U.S. Government securities | $3,354,000 | 7,094 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $3,354,000 | 6,980 |
| Securities issued by states & political subdivisions | $404,000 | 5,427 |
| 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 | $0 | 6,689 |
| Mortgage-backed securities | $3,354,000 | 4,357 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,284 |
| Issued or guaranteed by U.S. | $5,000 | 6,263 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,349,000 | 1,889 |
| CMOs issued by government agencies or sponsored agencies | $3,349,000 | 1,598 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $3,758,000 | 6,743 |
| Total debt securities | $3,759,000 | 7,356 |
| 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 | $2,568,000 | 7,688 |
| U.S. Government securities | $2,168,000 | 7,507 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $2,168,000 | 7,393 |
| Securities issued by states & political subdivisions | $400,000 | 5,457 |
| 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 | $1,873,000 | 5,786 |
| Mortgage-backed securities | $1,674,000 | 4,898 |
| Certificates of participation in pools of residential mortgages | $5,000 | 6,249 |
| Issued or guaranteed by U.S. | $5,000 | 6,226 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,669,000 | 2,293 |
| CMOs issued by government agencies or sponsored agencies | $1,669,000 | 1,999 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $2,568,000 | 7,019 |
| Total debt securities | $2,568,000 | 7,641 |
| Structured notes | ||
| Amortized cost | $488,000 | 2,360 |
| Fair value | $494,000 | 2,345 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $2,746,000 | 7,705 |
| U.S. Government securities | $2,351,000 | 7,527 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $2,351,000 | 7,404 |
| Securities issued by states & political subdivisions | $395,000 | 5,492 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,044,000 | 5,703 |
| Mortgage-backed securities | $1,867,000 | 4,782 |
| Certificates of participation in pools of residential mortgages | $6,000 | 6,264 |
| Issued or guaranteed by U.S. | $6,000 | 6,244 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,861,000 | 2,196 |
| CMOs issued by government agencies or sponsored agencies | $1,861,000 | 1,918 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $2,746,000 | 7,015 |
| Total debt securities | $2,747,000 | 7,654 |
| Structured notes | ||
| Amortized cost | $488,000 | 2,456 |
| Fair value | $484,000 | 2,448 |
| 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 | $2,992,000 | 7,692 |
| U.S. Government securities | $2,594,000 | 7,477 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $2,594,000 | 7,353 |
| Securities issued by states & political subdivisions | $398,000 | 5,540 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,268,000 | 5,613 |
| Mortgage-backed securities | $2,104,000 | 4,663 |
| Certificates of participation in pools of residential mortgages | $6,000 | 6,280 |
| Issued or guaranteed by U.S. | $6,000 | 6,257 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,098,000 | 2,090 |
| CMOs issued by government agencies or sponsored agencies | $2,098,000 | 1,820 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $2,992,000 | 6,981 |
| Total debt securities | $2,992,000 | 7,647 |
| Structured notes | ||
| Amortized cost | $487,000 | 2,523 |
| Fair value | $490,000 | 2,510 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $2,940,000 | 7,734 |
| U.S. Government securities | $2,543,000 | 7,526 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $2,543,000 | 7,406 |
| Securities issued by states & political subdivisions | $397,000 | 5,582 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,199,000 | 5,664 |
| Mortgage-backed securities | $2,296,000 | 4,566 |
| Certificates of participation in pools of residential mortgages | $7,000 | 6,293 |
| Issued or guaranteed by U.S. | $7,000 | 6,269 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,289,000 | 2,039 |
| CMOs issued by government agencies or sponsored agencies | $2,289,000 | 1,780 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $2,940,000 | 7,018 |
| Total debt securities | $2,940,000 | 7,691 |
| Structured notes | ||
| Amortized cost | $245,000 | 2,793 |
| Fair value | $247,000 | 2,775 |
| 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 | $2,895,000 | 7,829 |
| U.S. Government securities | $2,497,000 | 7,617 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $2,497,000 | 7,493 |
| Securities issued by states & political subdivisions | $398,000 | 5,638 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,266,000 | 5,663 |
| Mortgage-backed securities | $2,497,000 | 4,479 |
| Certificates of participation in pools of residential mortgages | $7,000 | 6,345 |
| Issued or guaranteed by U.S. | $7,000 | 6,318 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,490,000 | 1,959 |
| CMOs issued by government agencies or sponsored agencies | $2,490,000 | 1,710 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $2,895,000 | 7,103 |
| Total debt securities | $2,895,000 | 7,783 |
| 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 | $3,057,000 | 7,841 |
| U.S. Government securities | $2,664,000 | 7,613 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $2,664,000 | 7,483 |
| Securities issued by states & political subdivisions | $393,000 | 5,665 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,194,000 | 5,708 |
| Mortgage-backed securities | $2,664,000 | 4,402 |
| Certificates of participation in pools of residential mortgages | $7,000 | 6,398 |
| Issued or guaranteed by U.S. | $7,000 | 6,376 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,657,000 | 1,898 |
| CMOs issued by government agencies or sponsored agencies | $2,657,000 | 1,652 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $3,057,000 | 7,075 |
| Total debt securities | $3,058,000 | 7,792 |
| 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 | $3,231,000 | 7,858 |
| U.S. Government securities | $2,834,000 | 7,636 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $2,834,000 | 7,501 |
| Securities issued by states & political subdivisions | $397,000 | 5,699 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,269,000 | 5,662 |
| Mortgage-backed securities | $2,834,000 | 4,371 |
| Certificates of participation in pools of residential mortgages | $7,000 | 6,435 |
| Issued or guaranteed by U.S. | $7,000 | 6,415 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,827,000 | 1,864 |
| CMOs issued by government agencies or sponsored agencies | $2,827,000 | 1,620 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $3,231,000 | 7,086 |
| Total debt securities | $3,231,000 | 7,808 |
| 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 | $3,363,000 | 7,865 |
| U.S. Government securities | $2,966,000 | 7,611 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $2,966,000 | 7,475 |
| Securities issued by states & political subdivisions | $397,000 | 5,719 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,334,000 | 5,671 |
| Mortgage-backed securities | $2,966,000 | 4,350 |
| Certificates of participation in pools of residential mortgages | $7,000 | 6,502 |
| Issued or guaranteed by U.S. | $7,000 | 6,484 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,959,000 | 1,826 |
| CMOs issued by government agencies or sponsored agencies | $2,959,000 | 1,593 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $3,363,000 | 7,081 |
| Total debt securities | $3,363,000 | 7,812 |
| 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 | $3,555,000 | 7,832 |
| U.S. Government securities | $3,152,000 | 7,568 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $3,152,000 | 7,429 |
| Securities issued by states & political subdivisions | $403,000 | 5,735 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,439,000 | 5,641 |
| Mortgage-backed securities | $3,152,000 | 4,329 |
| Certificates of participation in pools of residential mortgages | $8,000 | 6,528 |
| Issued or guaranteed by U.S. | $8,000 | 6,511 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,144,000 | 1,798 |
| CMOs issued by government agencies or sponsored agencies | $3,144,000 | 1,562 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $3,555,000 | 7,051 |
| Total debt securities | $3,555,000 | 7,781 |
| 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 | $3,778,000 | 7,818 |
| U.S. Government securities | $3,375,000 | 7,534 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $3,375,000 | 7,386 |
| Securities issued by states & political subdivisions | $403,000 | 5,740 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,472,000 | 5,602 |
| Mortgage-backed securities | $3,375,000 | 4,344 |
| Certificates of participation in pools of residential mortgages | $8,000 | 6,586 |
| Issued or guaranteed by U.S. | $8,000 | 6,567 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $3,367,000 | 1,788 |
| CMOs issued by government agencies or sponsored agencies | $3,367,000 | 1,571 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $3,778,000 | 7,039 |
| Total debt securities | $3,769,000 | 7,766 |
| 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 | $4,115,000 | 7,817 |
| U.S. Government securities | $3,713,000 | 7,498 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,713,000 | 7,331 |
| Securities issued by states & political subdivisions | $402,000 | 5,761 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,225,000 | 6,328 |
| Mortgage-backed securities | $3,463,000 | 4,397 |
| Certificates of participation in pools of residential mortgages | $8,000 | 6,669 |
| Issued or guaranteed by U.S. | $8,000 | 6,652 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,455,000 | 1,807 |
| CMOs issued by government agencies or sponsored agencies | $3,455,000 | 1,588 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $4,115,000 | 7,024 |
| Total debt securities | $4,115,000 | 7,757 |
| 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 | $4,266,000 | 7,837 |
| U.S. Government securities | $3,858,000 | 7,469 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,858,000 | 7,311 |
| Securities issued by states & political subdivisions | $408,000 | 5,798 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,245,000 | 6,322 |
| Mortgage-backed securities | $3,607,000 | 4,391 |
| Certificates of participation in pools of residential mortgages | $8,000 | 6,713 |
| Issued or guaranteed by U.S. | $8,000 | 6,701 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $3,599,000 | 1,794 |
| CMOs issued by government agencies or sponsored agencies | $3,599,000 | 1,586 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $4,266,000 | 7,035 |
| Total debt securities | $4,266,000 | 7,774 |
| 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 | $4,450,000 | 7,809 |
| U.S. Government securities | $4,041,000 | 7,439 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $4,041,000 | 7,282 |
| Securities issued by states & political subdivisions | $409,000 | 5,838 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,253,000 | 6,360 |
| Mortgage-backed securities | $3,788,000 | 4,345 |
| Certificates of participation in pools of residential mortgages | $13,000 | 6,694 |
| Issued or guaranteed by U.S. | $13,000 | 6,682 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,775,000 | 1,737 |
| CMOs issued by government agencies or sponsored agencies | $3,775,000 | 1,541 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $4,450,000 | 7,013 |
| Total debt securities | $4,449,000 | 7,752 |
| 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 | $4,693,000 | 7,822 |
| U.S. Government securities | $4,296,000 | 7,430 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $4,296,000 | 7,270 |
| Securities issued by states & political subdivisions | $397,000 | 5,910 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,225,000 | 6,395 |
| Mortgage-backed securities | $4,042,000 | 4,340 |
| Certificates of participation in pools of residential mortgages | $13,000 | 6,771 |
| Issued or guaranteed by U.S. | $13,000 | 6,760 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,029,000 | 1,715 |
| CMOs issued by government agencies or sponsored agencies | $4,029,000 | 1,514 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $4,693,000 | 7,028 |
| Total debt securities | $4,693,000 | 7,757 |
| 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 | $5,144,000 | 7,710 |
| U.S. Government securities | $4,728,000 | 7,255 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $4,728,000 | 7,099 |
| Securities issued by states & political subdivisions | $416,000 | 5,886 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,253,000 | 6,357 |
| Mortgage-backed securities | $4,470,000 | 4,228 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,777 |
| Issued or guaranteed by U.S. | $14,000 | 6,763 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,456,000 | 1,698 |
| CMOs issued by government agencies or sponsored agencies | $4,456,000 | 1,499 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $5,144,000 | 6,908 |
| Total debt securities | $5,144,000 | 7,630 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $5,725,000 | 7,643 |
| U.S. Government securities | $4,519,000 | 7,383 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $4,519,000 | 7,210 |
| Securities issued by states & political subdivisions | $406,000 | 5,948 |
| Other domestic debt securities | $800,000 | 2,745 |
| 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 | $800,000 | 2,436 |
| 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 | $0 | 7,280 |
| Mortgage-backed securities | $4,260,000 | 4,285 |
| Certificates of participation in pools of residential mortgages | $18,000 | 6,807 |
| Issued or guaranteed by U.S. | $18,000 | 6,785 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,242,000 | 1,735 |
| CMOs issued by government agencies or sponsored agencies | $4,242,000 | 1,620 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $5,725,000 | 6,813 |
| Total debt securities | $5,725,000 | 7,565 |
| 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 | $4,461,000 | 7,908 |
| U.S. Government securities | $4,257,000 | 7,359 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $4,257,000 | 7,178 |
| Securities issued by states & political subdivisions | $204,000 | 6,354 |
| 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 | $0 | 7,307 |
| Mortgage-backed securities | $2,994,000 | 4,741 |
| Certificates of participation in pools of residential mortgages | $20,000 | 6,838 |
| Issued or guaranteed by U.S. | $20,000 | 6,815 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,974,000 | 2,040 |
| CMOs issued by government agencies or sponsored agencies | $2,974,000 | 1,905 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $4,461,000 | 7,083 |
| Total debt securities | $4,461,000 | 7,821 |
| 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 | $5,273,000 | 7,689 |
| U.S. Government securities | $5,066,000 | 7,056 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,066,000 | 6,877 |
| Securities issued by states & political subdivisions | $207,000 | 6,363 |
| 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 | $0 | 7,339 |
| Mortgage-backed securities | $3,791,000 | 4,508 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,848 |
| Issued or guaranteed by U.S. | $22,000 | 6,828 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $3,769,000 | 1,969 |
| CMOs issued by government agencies or sponsored agencies | $3,769,000 | 1,849 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $5,273,000 | 6,877 |
| Total debt securities | $5,273,000 | 7,600 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $5,495,000 | 7,671 |
| U.S. Government securities | $5,095,000 | 7,099 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $5,095,000 | 6,891 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $400,000 | 3,432 |
| 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 | $400,000 | 3,043 |
| 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 | $0 | 7,369 |
| Mortgage-backed securities | $3,110,000 | 4,837 |
| Certificates of participation in pools of residential mortgages | $32,000 | 6,799 |
| Issued or guaranteed by U.S. | $32,000 | 6,781 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,078,000 | 2,203 |
| CMOs issued by government agencies or sponsored agencies | $3,078,000 | 2,094 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $5,495,000 | 6,825 |
| Total debt securities | $5,495,000 | 7,588 |
| 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 | $5,349,000 | 7,719 |
| U.S. Government securities | $5,349,000 | 7,022 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,349,000 | 6,822 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| 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 | $0 | 7,400 |
| Mortgage-backed securities | $1,854,000 | 5,399 |
| Certificates of participation in pools of residential mortgages | $35,000 | 6,785 |
| Issued or guaranteed by U.S. | $35,000 | 6,766 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,819,000 | 2,709 |
| CMOs issued by government agencies or sponsored agencies | $1,819,000 | 2,584 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $5,349,000 | 6,852 |
| Total debt securities | $5,349,000 | 7,636 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $8,116,000 | 7,001 |
| U.S. Government securities | $6,416,000 | 6,671 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $6,416,000 | 6,436 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $1,700,000 | 2,418 |
| 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 | $1,700,000 | 2,068 |
| 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 | $0 | 7,583 |
| Mortgage-backed securities | $45,000 | 7,170 |
| Certificates of participation in pools of residential mortgages | $45,000 | 6,748 |
| Issued or guaranteed by U.S. | $45,000 | 6,726 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $8,116,000 | 6,104 |
| Total debt securities | $8,116,000 | 6,898 |
| Structured notes | ||
| Amortized cost | $298,000 | 730 |
| Fair value | $298,000 | 721 |
| 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 | $6,094,000 | 7,981 |
| U.S. Government securities | $6,094,000 | 7,262 |
| U.S. Treasury securities | $199,000 | 4,009 |
| U.S. Government agency obligations | $5,895,000 | 7,010 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| 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 | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $52,000 | 7,102 |
| Certificates of participation in pools of residential mortgages | $52,000 | 6,657 |
| Issued or guaranteed by U.S. | $52,000 | 6,635 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $6,094,000 | 6,878 |
| Total debt securities | $6,094,000 | 7,856 |
| 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 | $5,882,000 | 8,376 |
| U.S. Government securities | $5,882,000 | 7,671 |
| U.S. Treasury securities | $198,000 | 5,214 |
| U.S. Government agency obligations | $5,684,000 | 7,216 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| 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 | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $60,000 | 7,440 |
| Certificates of participation in pools of residential mortgages | $60,000 | 6,943 |
| Issued or guaranteed by U.S. | $60,000 | 6,925 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $5,882,000 | 7,139 |
| Total debt securities | $5,884,000 | 8,265 |
| 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 | $5,189,000 | 8,704 |
| U.S. Government securities | $5,189,000 | 7,948 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $5,189,000 | 7,111 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| 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 | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $88,000 | 7,562 |
| Certificates of participation in pools of residential mortgages | $88,000 | 7,040 |
| Issued or guaranteed by U.S. | $88,000 | 7,022 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $5,189,000 | 7,305 |
| Total debt securities | $5,189,000 | 8,575 |
| 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 | $5,720,000 | 8,916 |
| U.S. Government securities | $5,571,000 | 8,269 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $5,571,000 | 7,014 |
| Securities issued by states & political subdivisions | $149,000 | 7,685 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $138,000 | 7,764 |
| Certificates of participation in pools of residential mortgages | $138,000 | 7,125 |
| Issued or guaranteed by U.S. | $138,000 | 7,099 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $5,720,000 | 7,183 |
| Total debt securities | $5,720,000 | 8,801 |
| 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 | $5,910,000 | 9,392 |
| U.S. Government securities | $5,575,000 | 8,869 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $5,575,000 | 7,327 |
| Securities issued by states & political subdivisions | $335,000 | 7,492 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $168,000 | 8,255 |
| Certificates of participation in pools of residential mortgages | $168,000 | 7,579 |
| Issued or guaranteed by U.S. | $168,000 | 7,559 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $5,910,000 | 7,372 |
| Total debt securities | $5,910,000 | 9,285 |
| 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 | $5,279,000 | 10,086 |
| U.S. Government securities | $4,892,000 | 9,625 |
| U.S. Treasury securities | $605,000 | 9,148 |
| U.S. Government agency obligations | $4,287,000 | 8,142 |
| Securities issued by states & political subdivisions | $387,000 | 7,640 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $198,000 | 8,687 |
| Certificates of participation in pools of residential mortgages | $198,000 | 7,862 |
| Issued or guaranteed by U.S. | $198,000 | 7,831 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $5,279,000 | 7,887 |
| Total debt securities | $5,279,000 | 9,975 |
| 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 | $4,414,000 | 11,109 |
| U.S. Government securities | $3,509,000 | 10,960 |
| U.S. Treasury securities | $1,399,000 | 9,078 |
| U.S. Government agency obligations | $2,110,000 | 9,817 |
| Securities issued by states & political subdivisions | $905,000 | 6,839 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $211,000 | 9,201 |
| Certificates of participation in pools of residential mortgages | $211,000 | 8,300 |
| Issued or guaranteed by U.S. | $211,000 | 8,272 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,414,000 | 8,350 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $4,414,000 | 11,018 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $3,430,000 | 11,971 |
| U.S. Government securities | $2,521,000 | 11,908 |
| U.S. Treasury securities | $2,184,000 | 8,215 |
| U.S. Government agency obligations | $337,000 | 11,835 |
| Securities issued by states & political subdivisions | $904,000 | 7,024 |
| Other domestic debt securities | $5,000 | 6,495 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,000 | 5,059 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $337,000 | 9,582 |
| Certificates of participation in pools of residential mortgages | $337,000 | 8,546 |
| Issued or guaranteed by U.S. | $337,000 | 8,490 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,430,000 | 11,864 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $3,348,000 | 12,417 |
| U.S. Government securities | $2,758,000 | 12,245 |
| U.S. Treasury securities | $2,198,000 | 8,465 |
| U.S. Government agency obligations | $560,000 | 12,035 |
| Securities issued by states & political subdivisions | $585,000 | 7,482 |
| Other domestic debt securities | $5,000 | 7,435 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,000 | 5,786 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $560,000 | 9,649 |
| Certificates of participation in pools of residential mortgages | $560,000 | 8,435 |
| Issued or guaranteed by U.S. | $560,000 | 8,370 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,348,000 | 12,301 |
| 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 |