Home > First National Bank of Oklahoma > Securities
First National Bank of Oklahoma, Securities
| 2023-12-31 | Rank | |
| Total securities | $53,833,000 | 2,506 |
| U.S. Government securities | $22,808,000 | 2,795 |
| U.S. Treasury securities | $12,247,000 | 1,228 |
| U.S. Government agency obligations | $10,561,000 | 3,193 |
| Securities issued by states & political subdivisions | $29,492,000 | 1,383 |
| Other domestic debt securities | $1,533,000 | 1,862 |
| 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 | $1,533,000 | 1,438 |
| 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 | $44,568,000 | 1,568 |
| Mortgage-backed securities | $9,730,000 | 2,586 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,554,000 | 2,268 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,503,000 | 2,018 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $673,000 | 1,172 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $53,833,000 | 2,285 |
| Total debt securities | $53,834,000 | 2,486 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $51,788,000 | 2,532 |
| U.S. Government securities | $20,847,000 | 2,913 |
| U.S. Treasury securities | $11,987,000 | 1,289 |
| U.S. Government agency obligations | $8,860,000 | 3,326 |
| Securities issued by states & political subdivisions | $29,596,000 | 1,349 |
| Other domestic debt securities | $1,345,000 | 1,900 |
| 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 | $1,345,000 | 1,480 |
| 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 | $42,951,000 | 1,545 |
| Mortgage-backed securities | $8,860,000 | 2,651 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,672,000 | 2,367 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,501,000 | 1,983 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $687,000 | 1,171 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $51,788,000 | 2,300 |
| Total debt securities | $51,787,000 | 2,517 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $54,430,000 | 2,532 |
| U.S. Government securities | $21,468,000 | 2,935 |
| U.S. Treasury securities | $12,102,000 | 1,307 |
| U.S. Government agency obligations | $9,366,000 | 3,334 |
| Securities issued by states & political subdivisions | $31,567,000 | 1,351 |
| Other domestic debt securities | $1,395,000 | 1,901 |
| 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 | $1,395,000 | 1,477 |
| 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 | $28,862,000 | 1,936 |
| Mortgage-backed securities | $9,366,000 | 2,657 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,112,000 | 2,361 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,570,000 | 1,974 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $684,000 | 1,166 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $54,430,000 | 2,299 |
| Total debt securities | $54,431,000 | 2,516 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $53,724,000 | 2,629 |
| U.S. Government securities | $22,058,000 | 2,984 |
| U.S. Treasury securities | $12,206,000 | 1,363 |
| U.S. Government agency obligations | $9,852,000 | 3,312 |
| Securities issued by states & political subdivisions | $30,192,000 | 1,433 |
| Other domestic debt securities | $1,474,000 | 1,921 |
| 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 | $1,474,000 | 1,497 |
| 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 | $29,232,000 | 1,875 |
| Mortgage-backed securities | $9,852,000 | 2,657 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,499,000 | 2,371 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,651,000 | 1,991 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $702,000 | 1,177 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $53,724,000 | 2,390 |
| Total debt securities | $53,721,000 | 2,609 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $54,030,000 | 2,663 |
| U.S. Government securities | $22,291,000 | 2,976 |
| U.S. Treasury securities | $12,103,000 | 1,428 |
| U.S. Government agency obligations | $10,188,000 | 3,294 |
| Securities issued by states & political subdivisions | $30,234,000 | 1,475 |
| Other domestic debt securities | $1,505,000 | 1,930 |
| 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 | $1,505,000 | 1,499 |
| 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 | $34,649,000 | 1,601 |
| Mortgage-backed securities | $10,188,000 | 2,657 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,794,000 | 2,357 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,693,000 | 1,996 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $701,000 | 1,174 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $54,030,000 | 2,422 |
| Total debt securities | $54,030,000 | 2,643 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $53,733,000 | 2,670 |
| U.S. Government securities | $21,944,000 | 3,034 |
| U.S. Treasury securities | $12,073,000 | 1,448 |
| U.S. Government agency obligations | $9,871,000 | 3,327 |
| Securities issued by states & political subdivisions | $30,270,000 | 1,474 |
| Other domestic debt securities | $1,519,000 | 1,902 |
| 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 | $1,519,000 | 1,501 |
| 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 | $34,333,000 | 1,541 |
| Mortgage-backed securities | $9,871,000 | 2,711 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,099,000 | 2,341 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,772,000 | 1,990 |
| 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) | $53,733,000 | 2,432 |
| Total debt securities | $53,733,000 | 2,652 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $53,883,000 | 2,689 |
| U.S. Government securities | $22,759,000 | 3,025 |
| U.S. Treasury securities | $12,230,000 | 1,417 |
| U.S. Government agency obligations | $10,529,000 | 3,305 |
| Securities issued by states & political subdivisions | $30,241,000 | 1,539 |
| Other domestic debt securities | $883,000 | 1,981 |
| 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 | $883,000 | 1,700 |
| 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 | $35,251,000 | 1,496 |
| Mortgage-backed securities | $10,529,000 | 2,706 |
| Certificates of participation in pools of residential mortgages | $8,639,000 | 2,391 |
| Issued or guaranteed by U.S. | $8,639,000 | 2,328 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,890,000 | 2,066 |
| CMOs issued by government agencies or sponsored agencies | $1,890,000 | 1,992 |
| 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) | $53,883,000 | 2,483 |
| Total debt securities | $53,883,000 | 2,675 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $52,076,000 | 2,708 |
| U.S. Government securities | $23,592,000 | 2,895 |
| U.S. Treasury securities | $12,768,000 | 1,230 |
| U.S. Government agency obligations | $10,824,000 | 3,265 |
| Securities issued by states & political subdivisions | $27,538,000 | 1,668 |
| Other domestic debt securities | $946,000 | 1,950 |
| 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 | $946,000 | 1,659 |
| 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 | $36,570,000 | 1,435 |
| Mortgage-backed securities | $10,824,000 | 2,712 |
| Certificates of participation in pools of residential mortgages | $8,681,000 | 2,403 |
| Issued or guaranteed by U.S. | $8,681,000 | 2,346 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $2,143,000 | 2,010 |
| CMOs issued by government agencies or sponsored agencies | $2,143,000 | 1,944 |
| 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) | $52,076,000 | 2,521 |
| Total debt securities | $52,075,000 | 2,692 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $46,272,000 | 2,793 |
| U.S. Government securities | $19,243,000 | 2,976 |
| U.S. Treasury securities | $8,236,000 | 1,126 |
| U.S. Government agency obligations | $11,007,000 | 3,225 |
| Securities issued by states & political subdivisions | $26,023,000 | 1,764 |
| Other domestic debt securities | $1,006,000 | 1,851 |
| 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 | $1,006,000 | 1,531 |
| 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 | $38,903,000 | 1,382 |
| Mortgage-backed securities | $11,007,000 | 2,678 |
| Certificates of participation in pools of residential mortgages | $8,638,000 | 2,401 |
| Issued or guaranteed by U.S. | $8,638,000 | 2,333 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,369,000 | 1,954 |
| CMOs issued by government agencies or sponsored agencies | $2,369,000 | 1,898 |
| 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) | $46,272,000 | 2,623 |
| Total debt securities | $46,274,000 | 2,774 |
| 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 | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $42,567,000 | 2,839 |
| U.S. Government securities | $18,101,000 | 2,993 |
| U.S. Treasury securities | $8,375,000 | 932 |
| U.S. Government agency obligations | $9,726,000 | 3,329 |
| Securities issued by states & political subdivisions | $23,451,000 | 1,846 |
| Other domestic debt securities | $1,015,000 | 1,789 |
| 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 | $1,015,000 | 1,465 |
| 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 | $31,956,000 | 1,504 |
| Mortgage-backed securities | $9,726,000 | 2,804 |
| Certificates of participation in pools of residential mortgages | $7,217,000 | 2,558 |
| Issued or guaranteed by U.S. | $7,217,000 | 2,489 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,509,000 | 1,948 |
| CMOs issued by government agencies or sponsored agencies | $2,509,000 | 1,903 |
| 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) | $42,567,000 | 2,678 |
| Total debt securities | $42,566,000 | 2,822 |
| 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 | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $34,394,000 | 3,046 |
| U.S. Government securities | $9,625,000 | 3,541 |
| U.S. Treasury securities | $2,219,000 | 1,399 |
| U.S. Government agency obligations | $7,406,000 | 3,507 |
| Securities issued by states & political subdivisions | $23,769,000 | 1,806 |
| Other domestic debt securities | $1,000,000 | 1,800 |
| 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 | $1,000,000 | 1,445 |
| 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 | $29,765,000 | 1,560 |
| Mortgage-backed securities | $7,406,000 | 2,984 |
| Certificates of participation in pools of residential mortgages | $6,857,000 | 2,591 |
| Issued or guaranteed by U.S. | $6,857,000 | 2,516 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $549,000 | 2,483 |
| CMOs issued by government agencies or sponsored agencies | $549,000 | 2,430 |
| 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) | $34,394,000 | 2,863 |
| Total debt securities | $34,396,000 | 3,023 |
| 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 | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $32,275,000 | 3,018 |
| U.S. Government securities | $8,095,000 | 3,566 |
| U.S. Treasury securities | $2,223,000 | 1,093 |
| U.S. Government agency obligations | $5,872,000 | 3,608 |
| Securities issued by states & political subdivisions | $24,180,000 | 1,735 |
| 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 | $32,045,000 | 1,450 |
| Mortgage-backed securities | $5,872,000 | 3,083 |
| Certificates of participation in pools of residential mortgages | $5,273,000 | 2,724 |
| Issued or guaranteed by U.S. | $5,273,000 | 2,644 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $599,000 | 2,432 |
| CMOs issued by government agencies or sponsored agencies | $599,000 | 2,384 |
| 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) | $32,275,000 | 2,836 |
| Total debt securities | $32,275,000 | 2,998 |
| 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 | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $28,251,000 | 3,065 |
| U.S. Government securities | $6,465,000 | 3,621 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $6,465,000 | 3,470 |
| Securities issued by states & political subdivisions | $21,786,000 | 1,806 |
| 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 | $26,127,000 | 1,631 |
| Mortgage-backed securities | $6,465,000 | 2,986 |
| Certificates of participation in pools of residential mortgages | $5,803,000 | 2,582 |
| Issued or guaranteed by U.S. | $5,803,000 | 2,512 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $662,000 | 2,428 |
| CMOs issued by government agencies or sponsored agencies | $662,000 | 2,378 |
| 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) | $28,251,000 | 2,878 |
| Total debt securities | $28,253,000 | 3,044 |
| 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 | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $24,808,000 | 3,118 |
| U.S. Government securities | $4,725,000 | 3,842 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $4,725,000 | 3,687 |
| Securities issued by states & political subdivisions | $20,083,000 | 1,784 |
| 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 | $24,112,000 | 1,687 |
| Mortgage-backed securities | $4,725,000 | 3,183 |
| Certificates of participation in pools of residential mortgages | $4,002,000 | 2,831 |
| Issued or guaranteed by U.S. | $4,002,000 | 2,749 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $723,000 | 2,420 |
| CMOs issued by government agencies or sponsored agencies | $723,000 | 2,372 |
| 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) | $24,808,000 | 2,924 |
| Total debt securities | $24,808,000 | 3,094 |
| 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 | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $25,785,000 | 3,058 |
| U.S. Government securities | $4,552,000 | 3,885 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $4,552,000 | 3,728 |
| Securities issued by states & political subdivisions | $21,233,000 | 1,619 |
| 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 | $21,757,000 | 1,823 |
| Mortgage-backed securities | $4,552,000 | 3,208 |
| Certificates of participation in pools of residential mortgages | $3,776,000 | 2,861 |
| Issued or guaranteed by U.S. | $3,776,000 | 2,781 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $776,000 | 2,424 |
| CMOs issued by government agencies or sponsored agencies | $776,000 | 2,384 |
| 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) | $25,785,000 | 2,866 |
| Total debt securities | $25,794,000 | 3,038 |
| 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 | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $26,527,000 | 2,985 |
| U.S. Government securities | $4,751,000 | 3,903 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $4,751,000 | 3,742 |
| Securities issued by states & political subdivisions | $21,776,000 | 1,463 |
| 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 | $25,460,000 | 1,591 |
| Mortgage-backed securities | $4,751,000 | 3,187 |
| Certificates of participation in pools of residential mortgages | $3,918,000 | 2,851 |
| Issued or guaranteed by U.S. | $3,918,000 | 2,756 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $833,000 | 2,414 |
| CMOs issued by government agencies or sponsored agencies | $833,000 | 2,367 |
| 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) | $26,527,000 | 2,795 |
| Total debt securities | $26,527,000 | 2,965 |
| 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 | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $24,766,000 | 3,119 |
| U.S. Government securities | $4,982,000 | 3,964 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $4,982,000 | 3,794 |
| Securities issued by states & political subdivisions | $19,784,000 | 1,542 |
| 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 | $23,071,000 | 1,691 |
| Mortgage-backed securities | $4,982,000 | 3,148 |
| Certificates of participation in pools of residential mortgages | $4,119,000 | 2,759 |
| Issued or guaranteed by U.S. | $4,119,000 | 2,674 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $863,000 | 2,407 |
| CMOs issued by government agencies or sponsored agencies | $863,000 | 2,364 |
| 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) | $24,766,000 | 2,915 |
| Total debt securities | $24,765,000 | 3,100 |
| 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 | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $24,071,000 | 3,168 |
| U.S. Government securities | $4,513,000 | 4,104 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $4,513,000 | 3,946 |
| Securities issued by states & political subdivisions | $19,558,000 | 1,547 |
| 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 | $20,225,000 | 1,826 |
| Mortgage-backed securities | $4,513,000 | 3,208 |
| Certificates of participation in pools of residential mortgages | $4,329,000 | 2,715 |
| Issued or guaranteed by U.S. | $4,329,000 | 2,628 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $184,000 | 2,744 |
| CMOs issued by government agencies or sponsored agencies | $184,000 | 2,692 |
| 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) | $24,071,000 | 2,949 |
| Total debt securities | $24,070,000 | 3,149 |
| 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 | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $21,993,000 | 3,334 |
| U.S. Government securities | $4,730,000 | 4,148 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $4,730,000 | 3,988 |
| Securities issued by states & political subdivisions | $17,263,000 | 1,731 |
| 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 | $16,504,000 | 2,122 |
| Mortgage-backed securities | $4,730,000 | 3,178 |
| Certificates of participation in pools of residential mortgages | $4,530,000 | 2,673 |
| Issued or guaranteed by U.S. | $4,530,000 | 2,601 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $200,000 | 2,741 |
| CMOs issued by government agencies or sponsored agencies | $200,000 | 2,687 |
| 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) | $21,993,000 | 3,095 |
| Total debt securities | $21,994,000 | 3,310 |
| 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 | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $21,613,000 | 3,401 |
| U.S. Government securities | $4,867,000 | 4,190 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $4,867,000 | 4,032 |
| Securities issued by states & political subdivisions | $16,746,000 | 1,820 |
| 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 | $15,833,000 | 2,218 |
| Mortgage-backed securities | $4,867,000 | 3,173 |
| Certificates of participation in pools of residential mortgages | $4,656,000 | 2,673 |
| Issued or guaranteed by U.S. | $4,656,000 | 2,603 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $211,000 | 2,751 |
| CMOs issued by government agencies or sponsored agencies | $211,000 | 2,693 |
| 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) | $21,613,000 | 3,153 |
| Total debt securities | $21,613,000 | 3,381 |
| 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 | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $21,188,000 | 3,470 |
| U.S. Government securities | $5,058,000 | 4,192 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $5,058,000 | 4,042 |
| Securities issued by states & political subdivisions | $16,130,000 | 1,918 |
| 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 | $18,392,000 | 2,036 |
| Mortgage-backed securities | $5,058,000 | 3,161 |
| Certificates of participation in pools of residential mortgages | $4,834,000 | 2,647 |
| Issued or guaranteed by U.S. | $4,834,000 | 2,604 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $224,000 | 2,752 |
| CMOs issued by government agencies or sponsored agencies | $224,000 | 2,697 |
| 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) | $21,188,000 | 3,218 |
| Total debt securities | $21,187,000 | 3,451 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $21,189,000 | 3,503 |
| U.S. Government securities | $5,301,000 | 4,212 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $5,301,000 | 4,066 |
| Securities issued by states & political subdivisions | $15,888,000 | 1,964 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,815,000 | 2,227 |
| Mortgage-backed securities | $5,301,000 | 3,149 |
| Certificates of participation in pools of residential mortgages | $5,064,000 | 2,644 |
| Issued or guaranteed by U.S. | $5,064,000 | 2,626 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $237,000 | 2,753 |
| CMOs issued by government agencies or sponsored agencies | $237,000 | 2,698 |
| 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) | $21,189,000 | 3,236 |
| Total debt securities | $21,195,000 | 3,483 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $21,658,000 | 3,530 |
| U.S. Government securities | $5,084,000 | 4,285 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $5,084,000 | 4,134 |
| Securities issued by states & political subdivisions | $16,574,000 | 1,955 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,311,000 | 2,321 |
| Mortgage-backed securities | $5,084,000 | 3,205 |
| Certificates of participation in pools of residential mortgages | $4,827,000 | 2,751 |
| Issued or guaranteed by U.S. | $4,827,000 | 2,620 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $257,000 | 2,764 |
| CMOs issued by government agencies or sponsored agencies | $257,000 | 2,702 |
| 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) | $21,658,000 | 3,262 |
| Total debt securities | $21,658,000 | 3,506 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $20,523,000 | 3,629 |
| U.S. Government securities | $4,302,000 | 4,466 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $4,302,000 | 4,325 |
| Securities issued by states & political subdivisions | $16,221,000 | 2,024 |
| 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 | $16,282,000 | 2,248 |
| Mortgage-backed securities | $4,302,000 | 3,370 |
| Certificates of participation in pools of residential mortgages | $4,027,000 | 2,951 |
| Issued or guaranteed by U.S. | $4,027,000 | 2,946 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $275,000 | 2,751 |
| CMOs issued by government agencies or sponsored agencies | $275,000 | 2,688 |
| 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) | $20,523,000 | 3,349 |
| Total debt securities | $20,524,000 | 3,604 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $19,969,000 | 3,728 |
| U.S. Government securities | $3,956,000 | 4,563 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $3,956,000 | 4,429 |
| Securities issued by states & political subdivisions | $16,013,000 | 2,098 |
| 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 | $17,586,000 | 2,173 |
| Mortgage-backed securities | $3,956,000 | 3,459 |
| Certificates of participation in pools of residential mortgages | $3,657,000 | 3,071 |
| Issued or guaranteed by U.S. | $3,657,000 | 3,068 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $299,000 | 2,732 |
| CMOs issued by government agencies or sponsored agencies | $299,000 | 2,665 |
| 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) | $19,969,000 | 3,450 |
| Total debt securities | $19,970,000 | 3,704 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $18,575,000 | 3,857 |
| U.S. Government securities | $3,519,000 | 4,670 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $3,519,000 | 4,544 |
| Securities issued by states & political subdivisions | $15,056,000 | 2,206 |
| 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 | $16,963,000 | 2,247 |
| Mortgage-backed securities | $3,519,000 | 3,570 |
| Certificates of participation in pools of residential mortgages | $3,194,000 | 3,213 |
| Issued or guaranteed by U.S. | $3,194,000 | 3,210 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $325,000 | 2,735 |
| CMOs issued by government agencies or sponsored agencies | $325,000 | 2,669 |
| 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) | $18,575,000 | 3,569 |
| Total debt securities | $18,574,000 | 3,831 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $18,576,000 | 3,917 |
| U.S. Government securities | $4,272,000 | 4,614 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $4,272,000 | 4,490 |
| Securities issued by states & political subdivisions | $14,304,000 | 2,303 |
| 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 | $17,599,000 | 2,238 |
| Mortgage-backed securities | $4,272,000 | 3,486 |
| Certificates of participation in pools of residential mortgages | $3,920,000 | 3,104 |
| Issued or guaranteed by U.S. | $3,920,000 | 3,102 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $352,000 | 2,756 |
| CMOs issued by government agencies or sponsored agencies | $352,000 | 2,682 |
| 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) | $18,576,000 | 3,620 |
| Total debt securities | $18,575,000 | 3,892 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $17,930,000 | 4,010 |
| U.S. Government securities | $4,508,000 | 4,631 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $4,508,000 | 4,498 |
| Securities issued by states & political subdivisions | $13,422,000 | 2,403 |
| 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 | $16,788,000 | 2,333 |
| Mortgage-backed securities | $4,508,000 | 3,491 |
| Certificates of participation in pools of residential mortgages | $4,126,000 | 3,134 |
| Issued or guaranteed by U.S. | $4,126,000 | 3,132 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $382,000 | 2,782 |
| CMOs issued by government agencies or sponsored agencies | $382,000 | 2,706 |
| 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) | $17,930,000 | 3,700 |
| Total debt securities | $17,930,000 | 3,985 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $18,035,000 | 4,000 |
| U.S. Government securities | $4,266,000 | 4,675 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,266,000 | 4,552 |
| Securities issued by states & political subdivisions | $13,769,000 | 2,386 |
| 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 | $16,591,000 | 2,340 |
| Mortgage-backed securities | $4,266,000 | 3,540 |
| Certificates of participation in pools of residential mortgages | $3,846,000 | 3,195 |
| Issued or guaranteed by U.S. | $3,846,000 | 3,191 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $420,000 | 2,769 |
| CMOs issued by government agencies or sponsored agencies | $420,000 | 2,677 |
| 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) | $18,035,000 | 3,689 |
| Total debt securities | $18,035,000 | 3,969 |
| 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 | $19,311,000 | 3,908 |
| U.S. Government securities | $6,634,000 | 4,349 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $6,634,000 | 4,231 |
| Securities issued by states & political subdivisions | $12,677,000 | 2,487 |
| 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 | $17,743,000 | 2,255 |
| Mortgage-backed securities | $6,132,000 | 3,274 |
| Certificates of participation in pools of residential mortgages | $5,661,000 | 2,868 |
| Issued or guaranteed by U.S. | $5,661,000 | 2,867 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $471,000 | 2,769 |
| CMOs issued by government agencies or sponsored agencies | $471,000 | 2,682 |
| 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) | $19,311,000 | 3,593 |
| Total debt securities | $19,312,000 | 3,884 |
| 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 | $18,202,000 | 4,063 |
| U.S. Government securities | $6,516,000 | 4,472 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $6,516,000 | 4,341 |
| Securities issued by states & political subdivisions | $11,686,000 | 2,595 |
| 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 | $17,518,000 | 2,321 |
| Mortgage-backed securities | $6,011,000 | 3,334 |
| Certificates of participation in pools of residential mortgages | $5,492,000 | 2,957 |
| Issued or guaranteed by U.S. | $5,492,000 | 2,955 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $519,000 | 2,780 |
| CMOs issued by government agencies or sponsored agencies | $519,000 | 2,683 |
| 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) | $18,202,000 | 3,738 |
| Total debt securities | $18,201,000 | 4,040 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $17,641,000 | 4,164 |
| U.S. Government securities | $5,969,000 | 4,639 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $5,969,000 | 4,522 |
| Securities issued by states & political subdivisions | $11,672,000 | 2,590 |
| 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 | $12,141,000 | 2,828 |
| Mortgage-backed securities | $5,463,000 | 3,410 |
| Certificates of participation in pools of residential mortgages | $4,898,000 | 3,074 |
| Issued or guaranteed by U.S. | $4,898,000 | 3,073 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $565,000 | 2,770 |
| CMOs issued by government agencies or sponsored agencies | $565,000 | 2,678 |
| 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) | $17,641,000 | 3,826 |
| Total debt securities | $17,640,000 | 4,142 |
| 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 | $16,495,000 | 4,301 |
| U.S. Government securities | $4,850,000 | 4,879 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,850,000 | 4,763 |
| Securities issued by states & political subdivisions | $11,645,000 | 2,622 |
| 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 | $12,339,000 | 2,826 |
| Mortgage-backed securities | $4,343,000 | 3,625 |
| Certificates of participation in pools of residential mortgages | $4,180,000 | 3,218 |
| Issued or guaranteed by U.S. | $4,180,000 | 3,216 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $163,000 | 3,067 |
| CMOs issued by government agencies or sponsored agencies | $163,000 | 2,978 |
| 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) | $16,495,000 | 3,952 |
| Total debt securities | $16,496,000 | 4,274 |
| 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 | $15,796,000 | 4,445 |
| U.S. Government securities | $4,201,000 | 5,078 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $4,201,000 | 4,972 |
| Securities issued by states & political subdivisions | $11,595,000 | 2,627 |
| 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 | $12,569,000 | 2,823 |
| Mortgage-backed securities | $4,201,000 | 3,700 |
| Certificates of participation in pools of residential mortgages | $4,010,000 | 3,297 |
| Issued or guaranteed by U.S. | $4,010,000 | 3,293 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $191,000 | 3,095 |
| CMOs issued by government agencies or sponsored agencies | $191,000 | 3,004 |
| 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) | $15,796,000 | 4,087 |
| Total debt securities | $15,796,000 | 4,420 |
| 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 | $15,667,000 | 4,541 |
| U.S. Government securities | $4,539,000 | 5,132 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $4,539,000 | 5,024 |
| Securities issued by states & political subdivisions | $11,128,000 | 2,704 |
| 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 | $13,140,000 | 2,771 |
| Mortgage-backed securities | $4,539,000 | 3,714 |
| Certificates of participation in pools of residential mortgages | $4,310,000 | 3,307 |
| Issued or guaranteed by U.S. | $4,310,000 | 3,305 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $229,000 | 3,107 |
| CMOs issued by government agencies or sponsored agencies | $229,000 | 3,011 |
| 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) | $15,667,000 | 4,182 |
| Total debt securities | $15,667,000 | 4,523 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $14,869,000 | 4,671 |
| U.S. Government securities | $4,574,000 | 5,204 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $4,574,000 | 5,099 |
| Securities issued by states & political subdivisions | $10,295,000 | 2,787 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,449,000 | 3,142 |
| Mortgage-backed securities | $4,574,000 | 3,778 |
| Certificates of participation in pools of residential mortgages | $4,308,000 | 3,378 |
| Issued or guaranteed by U.S. | $4,308,000 | 3,376 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $266,000 | 3,117 |
| CMOs issued by government agencies or sponsored agencies | $266,000 | 3,021 |
| 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) | $14,869,000 | 4,302 |
| Total debt securities | $14,868,000 | 4,647 |
| 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 | $14,259,000 | 4,787 |
| U.S. Government securities | $5,720,000 | 5,100 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $5,720,000 | 4,986 |
| Securities issued by states & political subdivisions | $8,539,000 | 3,051 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,396,000 | 3,162 |
| Mortgage-backed securities | $5,720,000 | 3,639 |
| Certificates of participation in pools of residential mortgages | $5,416,000 | 3,202 |
| Issued or guaranteed by U.S. | $5,416,000 | 3,199 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $304,000 | 3,142 |
| CMOs issued by government agencies or sponsored agencies | $304,000 | 3,041 |
| 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) | $14,259,000 | 4,408 |
| Total debt securities | $14,261,000 | 4,766 |
| 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 | $14,645,000 | 4,842 |
| U.S. Government securities | $6,095,000 | 5,123 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $6,095,000 | 5,007 |
| Securities issued by states & political subdivisions | $8,550,000 | 3,088 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,519,000 | 3,181 |
| Mortgage-backed securities | $6,095,000 | 3,663 |
| Certificates of participation in pools of residential mortgages | $5,748,000 | 3,224 |
| Issued or guaranteed by U.S. | $5,748,000 | 3,221 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $347,000 | 3,177 |
| CMOs issued by government agencies or sponsored agencies | $347,000 | 3,066 |
| 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) | $14,645,000 | 4,455 |
| Total debt securities | $14,644,000 | 4,823 |
| 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 | $14,309,000 | 4,940 |
| U.S. Government securities | $6,539,000 | 5,131 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $6,539,000 | 5,015 |
| Securities issued by states & political subdivisions | $7,770,000 | 3,241 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,173,000 | 3,244 |
| Mortgage-backed securities | $6,539,000 | 3,651 |
| Certificates of participation in pools of residential mortgages | $6,145,000 | 3,214 |
| Issued or guaranteed by U.S. | $6,145,000 | 3,212 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $394,000 | 3,187 |
| CMOs issued by government agencies or sponsored agencies | $394,000 | 3,079 |
| 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) | $14,309,000 | 4,541 |
| Total debt securities | $14,308,000 | 4,917 |
| 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 | $14,741,000 | 4,952 |
| U.S. Government securities | $6,962,000 | 5,102 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $6,962,000 | 5,007 |
| Securities issued by states & political subdivisions | $7,779,000 | 3,254 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,232,000 | 3,569 |
| Mortgage-backed securities | $6,962,000 | 3,612 |
| Certificates of participation in pools of residential mortgages | $6,521,000 | 3,164 |
| Issued or guaranteed by U.S. | $6,521,000 | 3,164 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $441,000 | 3,181 |
| CMOs issued by government agencies or sponsored agencies | $441,000 | 3,072 |
| 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) | $14,741,000 | 4,558 |
| Total debt securities | $14,741,000 | 4,927 |
| 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 | $14,421,000 | 4,997 |
| U.S. Government securities | $7,009,000 | 5,079 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,009,000 | 4,978 |
| Securities issued by states & political subdivisions | $7,412,000 | 3,312 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,362,000 | 3,542 |
| Mortgage-backed securities | $7,009,000 | 3,601 |
| Certificates of participation in pools of residential mortgages | $6,525,000 | 3,172 |
| Issued or guaranteed by U.S. | $6,525,000 | 3,169 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $484,000 | 3,150 |
| CMOs issued by government agencies or sponsored agencies | $484,000 | 3,035 |
| 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) | $14,421,000 | 4,602 |
| Total debt securities | $14,419,000 | 4,973 |
| 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 | $15,096,000 | 4,973 |
| U.S. Government securities | $7,486,000 | 5,047 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,486,000 | 4,950 |
| Securities issued by states & political subdivisions | $7,610,000 | 3,292 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,262,000 | 3,578 |
| Mortgage-backed securities | $7,486,000 | 3,563 |
| Certificates of participation in pools of residential mortgages | $6,951,000 | 3,111 |
| Issued or guaranteed by U.S. | $6,951,000 | 3,108 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $535,000 | 3,155 |
| CMOs issued by government agencies or sponsored agencies | $535,000 | 3,036 |
| 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) | $15,096,000 | 4,577 |
| Total debt securities | $15,096,000 | 4,943 |
| 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 | $15,175,000 | 4,972 |
| U.S. Government securities | $7,786,000 | 4,996 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $7,786,000 | 4,886 |
| Securities issued by states & political subdivisions | $7,389,000 | 3,324 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,729,000 | 3,484 |
| Mortgage-backed securities | $7,786,000 | 3,527 |
| Certificates of participation in pools of residential mortgages | $7,183,000 | 3,057 |
| Issued or guaranteed by U.S. | $7,183,000 | 3,054 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $603,000 | 3,146 |
| CMOs issued by government agencies or sponsored agencies | $603,000 | 3,022 |
| 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) | $15,175,000 | 4,589 |
| Total debt securities | $15,175,000 | 4,943 |
| 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 | $15,673,000 | 4,936 |
| U.S. Government securities | $8,017,000 | 5,021 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $8,017,000 | 4,916 |
| Securities issued by states & political subdivisions | $7,656,000 | 3,247 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,359,000 | 3,413 |
| Mortgage-backed securities | $8,017,000 | 3,557 |
| Certificates of participation in pools of residential mortgages | $7,299,000 | 3,071 |
| Issued or guaranteed by U.S. | $7,299,000 | 3,070 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $718,000 | 3,132 |
| CMOs issued by government agencies or sponsored agencies | $718,000 | 2,994 |
| 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) | $15,673,000 | 4,561 |
| Total debt securities | $15,673,000 | 4,903 |
| 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 | $16,430,000 | 4,815 |
| U.S. Government securities | $8,177,000 | 4,982 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $8,177,000 | 4,882 |
| Securities issued by states & political subdivisions | $8,253,000 | 3,112 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,918,000 | 3,669 |
| Mortgage-backed securities | $8,177,000 | 3,553 |
| Certificates of participation in pools of residential mortgages | $7,341,000 | 3,065 |
| Issued or guaranteed by U.S. | $7,341,000 | 3,064 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $836,000 | 3,120 |
| CMOs issued by government agencies or sponsored agencies | $836,000 | 2,980 |
| 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) | $16,430,000 | 4,446 |
| Total debt securities | $16,430,000 | 4,781 |
| 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 | $17,525,000 | 4,770 |
| U.S. Government securities | $8,950,000 | 4,951 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $8,950,000 | 4,861 |
| Securities issued by states & political subdivisions | $8,575,000 | 3,030 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,511,000 | 3,594 |
| Mortgage-backed securities | $8,950,000 | 3,581 |
| Certificates of participation in pools of residential mortgages | $8,004,000 | 3,105 |
| Issued or guaranteed by U.S. | $8,004,000 | 3,104 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $946,000 | 3,148 |
| CMOs issued by government agencies or sponsored agencies | $946,000 | 3,001 |
| 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) | $17,525,000 | 4,404 |
| Total debt securities | $17,525,000 | 4,737 |
| 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 | $18,469,000 | 4,721 |
| U.S. Government securities | $10,222,000 | 4,855 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $10,222,000 | 4,757 |
| Securities issued by states & political subdivisions | $8,247,000 | 3,026 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,438,000 | 3,640 |
| Mortgage-backed securities | $10,222,000 | 3,431 |
| Certificates of participation in pools of residential mortgages | $9,175,000 | 2,946 |
| Issued or guaranteed by U.S. | $9,175,000 | 2,946 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,047,000 | 3,103 |
| CMOs issued by government agencies or sponsored agencies | $1,047,000 | 2,955 |
| 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) | $18,469,000 | 4,355 |
| Total debt securities | $18,468,000 | 4,690 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $19,099,000 | 4,683 |
| U.S. Government securities | $10,769,000 | 4,854 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $10,769,000 | 4,759 |
| Securities issued by states & political subdivisions | $8,330,000 | 2,923 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,476,000 | 3,650 |
| Mortgage-backed securities | $10,769,000 | 3,409 |
| Certificates of participation in pools of residential mortgages | $9,651,000 | 2,882 |
| Issued or guaranteed by U.S. | $9,651,000 | 2,880 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,118,000 | 3,092 |
| CMOs issued by government agencies or sponsored agencies | $1,118,000 | 2,940 |
| 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) | $19,099,000 | 4,306 |
| Total debt securities | $19,099,000 | 4,655 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $18,917,000 | 4,654 |
| U.S. Government securities | $10,105,000 | 4,925 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $10,105,000 | 4,826 |
| Securities issued by states & political subdivisions | $8,812,000 | 2,814 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,372,000 | 3,491 |
| Mortgage-backed securities | $10,105,000 | 3,404 |
| Certificates of participation in pools of residential mortgages | $9,372,000 | 2,821 |
| Issued or guaranteed by U.S. | $9,372,000 | 2,821 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $733,000 | 3,248 |
| CMOs issued by government agencies or sponsored agencies | $733,000 | 2,997 |
| 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) | $18,917,000 | 4,270 |
| Total debt securities | $18,918,000 | 4,623 |
| 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 | $19,220,000 | 4,600 |
| U.S. Government securities | $10,412,000 | 4,829 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $10,412,000 | 4,734 |
| Securities issued by states & political subdivisions | $8,808,000 | 2,763 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,042,000 | 3,352 |
| Mortgage-backed securities | $9,406,000 | 3,454 |
| Certificates of participation in pools of residential mortgages | $9,088,000 | 2,800 |
| Issued or guaranteed by U.S. | $9,088,000 | 2,796 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $318,000 | 3,488 |
| CMOs issued by government agencies or sponsored agencies | $318,000 | 3,219 |
| 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) | $19,220,000 | 4,216 |
| Total debt securities | $19,220,000 | 4,567 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,637 |
| Fair value | $502,000 | 2,684 |
| 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 | $20,730,000 | 4,493 |
| U.S. Government securities | $11,789,000 | 4,757 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $11,789,000 | 4,639 |
| Securities issued by states & political subdivisions | $8,941,000 | 2,681 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,439,000 | 3,295 |
| Mortgage-backed securities | $9,971,000 | 3,328 |
| Certificates of participation in pools of residential mortgages | $9,626,000 | 2,683 |
| Issued or guaranteed by U.S. | $9,626,000 | 2,676 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $345,000 | 3,446 |
| CMOs issued by government agencies or sponsored agencies | $345,000 | 3,165 |
| 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) | $20,730,000 | 4,119 |
| Total debt securities | $20,729,000 | 4,463 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,818 |
| Fair value | $504,000 | 2,842 |
| 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 | $20,183,000 | 4,525 |
| U.S. Government securities | $11,308,000 | 4,800 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $11,308,000 | 4,674 |
| Securities issued by states & political subdivisions | $8,875,000 | 2,657 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,378,000 | 3,329 |
| Mortgage-backed securities | $9,482,000 | 3,351 |
| Certificates of participation in pools of residential mortgages | $9,118,000 | 2,701 |
| Issued or guaranteed by U.S. | $9,118,000 | 2,696 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $364,000 | 3,404 |
| CMOs issued by government agencies or sponsored agencies | $364,000 | 3,117 |
| 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) | $20,183,000 | 4,147 |
| Total debt securities | $20,182,000 | 4,488 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,874 |
| Fair value | $505,000 | 2,894 |
| 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 | $19,474,000 | 4,452 |
| U.S. Government securities | $11,536,000 | 4,603 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $11,536,000 | 4,482 |
| Securities issued by states & political subdivisions | $7,938,000 | 2,808 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,241,000 | 3,292 |
| Mortgage-backed securities | $9,701,000 | 3,192 |
| Certificates of participation in pools of residential mortgages | $9,295,000 | 2,545 |
| Issued or guaranteed by U.S. | $9,295,000 | 2,540 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $406,000 | 3,364 |
| CMOs issued by government agencies or sponsored agencies | $406,000 | 3,069 |
| 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) | $19,474,000 | 4,087 |
| Total debt securities | $19,473,000 | 4,421 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,741 |
| Fair value | $506,000 | 2,756 |
| 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 | $20,121,000 | 4,340 |
| U.S. Government securities | $11,960,000 | 4,492 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $11,960,000 | 4,375 |
| Securities issued by states & political subdivisions | $8,161,000 | 2,676 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,026,000 | 3,216 |
| Mortgage-backed securities | $10,110,000 | 3,141 |
| Certificates of participation in pools of residential mortgages | $9,664,000 | 2,467 |
| Issued or guaranteed by U.S. | $9,664,000 | 2,462 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $446,000 | 3,328 |
| CMOs issued by government agencies or sponsored agencies | $446,000 | 3,023 |
| 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) | $20,121,000 | 3,971 |
| Total debt securities | $20,122,000 | 4,301 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,790 |
| Fair value | $508,000 | 2,809 |
| 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 | $20,051,000 | 4,382 |
| U.S. Government securities | $13,288,000 | 4,351 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $13,288,000 | 4,240 |
| Securities issued by states & political subdivisions | $6,763,000 | 2,829 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,716,000 | 3,481 |
| Mortgage-backed securities | $11,540,000 | 2,950 |
| Certificates of participation in pools of residential mortgages | $11,057,000 | 2,289 |
| Issued or guaranteed by U.S. | $11,057,000 | 2,283 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $483,000 | 3,215 |
| CMOs issued by government agencies or sponsored agencies | $483,000 | 2,899 |
| 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) | $20,051,000 | 3,986 |
| Total debt securities | $20,052,000 | 4,339 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,871 |
| Fair value | $505,000 | 2,889 |
| 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 | $20,007,000 | 4,451 |
| U.S. Government securities | $13,876,000 | 4,317 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $13,876,000 | 4,205 |
| Securities issued by states & political subdivisions | $6,131,000 | 2,952 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,131,000 | 3,662 |
| Mortgage-backed securities | $12,134,000 | 2,936 |
| Certificates of participation in pools of residential mortgages | $11,635,000 | 2,315 |
| Issued or guaranteed by U.S. | $11,635,000 | 2,310 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $499,000 | 3,186 |
| CMOs issued by government agencies or sponsored agencies | $499,000 | 2,847 |
| 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) | $20,007,000 | 4,037 |
| Total debt securities | $20,007,000 | 4,415 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,655 |
| Fair value | $499,000 | 2,748 |
| 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 | $21,101,000 | 4,287 |
| U.S. Government securities | $14,627,000 | 4,178 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $14,627,000 | 4,096 |
| Securities issued by states & political subdivisions | $6,474,000 | 2,875 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,508,000 | 3,603 |
| Mortgage-backed securities | $12,879,000 | 2,918 |
| Certificates of participation in pools of residential mortgages | $12,365,000 | 2,306 |
| Issued or guaranteed by U.S. | $12,365,000 | 2,298 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $514,000 | 3,182 |
| CMOs issued by government agencies or sponsored agencies | $514,000 | 2,840 |
| 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) | $21,101,000 | 3,894 |
| Total debt securities | $21,101,000 | 4,256 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,404 |
| Fair value | $496,000 | 2,494 |
| 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 | $20,721,000 | 4,355 |
| U.S. Government securities | $14,418,000 | 4,219 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $14,418,000 | 4,138 |
| Securities issued by states & political subdivisions | $6,303,000 | 2,922 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,862,000 | 3,557 |
| Mortgage-backed securities | $13,165,000 | 2,916 |
| Certificates of participation in pools of residential mortgages | $13,165,000 | 2,273 |
| Issued or guaranteed by U.S. | $13,165,000 | 2,265 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $20,721,000 | 3,939 |
| Total debt securities | $20,720,000 | 4,318 |
| 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 | $19,837,000 | 4,453 |
| U.S. Government securities | $13,796,000 | 4,313 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $13,796,000 | 4,215 |
| Securities issued by states & political subdivisions | $6,041,000 | 2,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,628,000 | 3,982 |
| Mortgage-backed securities | $13,057,000 | 2,970 |
| Certificates of participation in pools of residential mortgages | $13,057,000 | 2,342 |
| Issued or guaranteed by U.S. | $13,057,000 | 2,334 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $19,837,000 | 4,015 |
| Total debt securities | $19,839,000 | 4,411 |
| 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 | $20,399,000 | 4,388 |
| U.S. Government securities | $14,361,000 | 4,299 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $14,361,000 | 4,219 |
| Securities issued by states & political subdivisions | $6,038,000 | 2,897 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,094,000 | 3,939 |
| Mortgage-backed securities | $13,616,000 | 2,961 |
| Certificates of participation in pools of residential mortgages | $13,616,000 | 2,316 |
| Issued or guaranteed by U.S. | $13,616,000 | 2,305 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $20,399,000 | 3,946 |
| Total debt securities | $20,402,000 | 4,351 |
| 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 | $19,190,000 | 4,547 |
| U.S. Government securities | $13,241,000 | 4,532 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $13,241,000 | 4,446 |
| Securities issued by states & political subdivisions | $5,949,000 | 2,884 |
| 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 | $7,391,000 | 3,923 |
| Mortgage-backed securities | $12,489,000 | 3,048 |
| Certificates of participation in pools of residential mortgages | $12,488,000 | 2,426 |
| Issued or guaranteed by U.S. | $12,488,000 | 2,412 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,000 | 3,761 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,391 |
| 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) | $19,190,000 | 4,081 |
| Total debt securities | $19,190,000 | 4,515 |
| 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 | $18,470,000 | 4,566 |
| U.S. Government securities | $13,051,000 | 4,530 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $13,051,000 | 4,451 |
| Securities issued by states & political subdivisions | $5,419,000 | 2,974 |
| 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 | $7,704,000 | 3,869 |
| Mortgage-backed securities | $11,578,000 | 3,046 |
| Certificates of participation in pools of residential mortgages | $11,577,000 | 2,450 |
| Issued or guaranteed by U.S. | $11,577,000 | 2,435 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,000 | 3,711 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,339 |
| 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) | $18,470,000 | 4,079 |
| Total debt securities | $18,470,000 | 4,528 |
| 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 | $16,354,000 | 4,926 |
| U.S. Government securities | $11,236,000 | 4,875 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $11,236,000 | 4,791 |
| Securities issued by states & political subdivisions | $5,118,000 | 3,065 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,699,000 | 3,607 |
| Mortgage-backed securities | $9,770,000 | 3,291 |
| Certificates of participation in pools of residential mortgages | $9,766,000 | 2,677 |
| Issued or guaranteed by U.S. | $9,766,000 | 2,659 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,000 | 3,699 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,344 |
| 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) | $16,354,000 | 4,431 |
| Total debt securities | $16,352,000 | 4,874 |
| 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 | $17,177,000 | 4,791 |
| U.S. Government securities | $11,747,000 | 4,795 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $11,747,000 | 4,706 |
| Securities issued by states & political subdivisions | $5,430,000 | 3,004 |
| 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 | $6,884,000 | 3,983 |
| Mortgage-backed securities | $9,755,000 | 3,223 |
| Certificates of participation in pools of residential mortgages | $9,746,000 | 2,584 |
| Issued or guaranteed by U.S. | $9,746,000 | 2,572 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $9,000 | 3,667 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,309 |
| 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) | $17,177,000 | 4,307 |
| Total debt securities | $17,177,000 | 4,731 |
| 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 | $16,975,000 | 4,874 |
| U.S. Government securities | $12,005,000 | 4,878 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $12,005,000 | 4,779 |
| Securities issued by states & political subdivisions | $4,970,000 | 3,104 |
| 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 | $7,690,000 | 3,843 |
| Mortgage-backed securities | $9,539,000 | 2,969 |
| Certificates of participation in pools of residential mortgages | $9,525,000 | 2,345 |
| Issued or guaranteed by U.S. | $9,525,000 | 2,332 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $14,000 | 3,573 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 3,238 |
| 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) | $16,975,000 | 4,324 |
| Total debt securities | $16,975,000 | 4,824 |
| 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 | $16,695,000 | 4,924 |
| U.S. Government securities | $11,780,000 | 4,999 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $11,780,000 | 4,902 |
| Securities issued by states & political subdivisions | $4,915,000 | 3,101 |
| 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 | $7,240,000 | 3,954 |
| Mortgage-backed securities | $9,355,000 | 2,833 |
| Certificates of participation in pools of residential mortgages | $9,335,000 | 2,209 |
| Issued or guaranteed by U.S. | $9,335,000 | 2,200 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $20,000 | 3,527 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 3,181 |
| 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) | $16,695,000 | 4,367 |
| Total debt securities | $16,695,000 | 4,878 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $16,493,000 | 4,964 |
| U.S. Government securities | $12,084,000 | 4,952 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $12,084,000 | 4,843 |
| Securities issued by states & political subdivisions | $4,409,000 | 3,261 |
| 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 | $6,254,000 | 4,193 |
| Mortgage-backed securities | $9,208,000 | 2,801 |
| Certificates of participation in pools of residential mortgages | $9,182,000 | 2,176 |
| Issued or guaranteed by U.S. | $9,182,000 | 2,166 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $26,000 | 3,486 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 3,150 |
| 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) | $16,493,000 | 4,394 |
| Total debt securities | $16,493,000 | 4,921 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $15,858,000 | 5,118 |
| U.S. Government securities | $11,368,000 | 5,125 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $11,368,000 | 5,006 |
| Securities issued by states & political subdivisions | $4,490,000 | 3,237 |
| 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 | $6,505,000 | 4,144 |
| Mortgage-backed securities | $8,460,000 | 2,884 |
| Certificates of participation in pools of residential mortgages | $8,427,000 | 2,285 |
| Issued or guaranteed by U.S. | $8,427,000 | 2,273 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $33,000 | 3,457 |
| CMOs issued by government agencies or sponsored agencies | $33,000 | 3,146 |
| 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) | $15,858,000 | 4,520 |
| Total debt securities | $15,858,000 | 5,076 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $14,268,000 | 5,391 |
| U.S. Government securities | $9,779,000 | 5,525 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $9,779,000 | 5,402 |
| Securities issued by states & political subdivisions | $4,489,000 | 3,262 |
| 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 | $6,070,000 | 4,249 |
| Mortgage-backed securities | $6,882,000 | 3,169 |
| Certificates of participation in pools of residential mortgages | $6,843,000 | 2,578 |
| Issued or guaranteed by U.S. | $6,843,000 | 2,565 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $39,000 | 3,448 |
| CMOs issued by government agencies or sponsored agencies | $39,000 | 3,142 |
| 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) | $14,268,000 | 4,783 |
| Total debt securities | $14,268,000 | 5,346 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $14,119,000 | 5,456 |
| U.S. Government securities | $14,119,000 | 4,689 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $14,119,000 | 4,552 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| 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 | $5,846,000 | 4,357 |
| Mortgage-backed securities | $6,789,000 | 3,186 |
| Certificates of participation in pools of residential mortgages | $6,740,000 | 2,606 |
| Issued or guaranteed by U.S. | $6,740,000 | 2,591 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $49,000 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $49,000 | 3,111 |
| 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) | $14,119,000 | 4,814 |
| Total debt securities | $14,119,000 | 5,403 |
| 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 | $13,328,000 | 5,614 |
| U.S. Government securities | $8,882,000 | 5,818 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $8,882,000 | 5,686 |
| Securities issued by states & political subdivisions | $4,446,000 | 3,245 |
| 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 | $5,452,000 | 4,480 |
| Mortgage-backed securities | $7,145,000 | 3,110 |
| Certificates of participation in pools of residential mortgages | $7,085,000 | 2,553 |
| Issued or guaranteed by U.S. | $7,085,000 | 2,541 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $60,000 | 3,405 |
| CMOs issued by government agencies or sponsored agencies | $60,000 | 3,088 |
| 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) | $13,328,000 | 4,949 |
| Total debt securities | $13,328,000 | 5,563 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $13,697,000 | 5,605 |
| U.S. Government securities | $9,401,000 | 5,739 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $9,401,000 | 5,598 |
| Securities issued by states & political subdivisions | $4,296,000 | 3,313 |
| 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 | $6,214,000 | 4,254 |
| Mortgage-backed securities | $7,154,000 | 3,138 |
| Certificates of participation in pools of residential mortgages | $7,079,000 | 2,625 |
| Issued or guaranteed by U.S. | $7,079,000 | 2,612 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $75,000 | 3,381 |
| CMOs issued by government agencies or sponsored agencies | $75,000 | 3,061 |
| 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) | $13,697,000 | 4,931 |
| Total debt securities | $13,696,000 | 5,549 |
| 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 | $13,974,000 | 5,550 |
| U.S. Government securities | $9,686,000 | 5,645 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $9,686,000 | 5,503 |
| Securities issued by states & political subdivisions | $4,288,000 | 3,324 |
| 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 | $5,329,000 | 4,500 |
| Mortgage-backed securities | $7,438,000 | 3,120 |
| Certificates of participation in pools of residential mortgages | $7,344,000 | 2,587 |
| Issued or guaranteed by U.S. | $7,344,000 | 2,578 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $94,000 | 3,362 |
| CMOs issued by government agencies or sponsored agencies | $94,000 | 3,048 |
| 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) | $13,974,000 | 4,877 |
| Total debt securities | $13,974,000 | 5,501 |
| 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 | $14,042,000 | 5,529 |
| U.S. Government securities | $9,733,000 | 5,627 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $9,733,000 | 5,493 |
| Securities issued by states & political subdivisions | $4,309,000 | 3,293 |
| 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 | $4,675,000 | 4,710 |
| Mortgage-backed securities | $6,964,000 | 3,255 |
| Certificates of participation in pools of residential mortgages | $6,852,000 | 2,705 |
| Issued or guaranteed by U.S. | $6,852,000 | 2,693 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $112,000 | 3,346 |
| CMOs issued by government agencies or sponsored agencies | $112,000 | 3,029 |
| 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) | $14,042,000 | 4,856 |
| Total debt securities | $14,042,000 | 5,474 |
| 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 | $14,511,000 | 5,493 |
| U.S. Government securities | $10,395,000 | 5,519 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $10,395,000 | 5,378 |
| Securities issued by states & political subdivisions | $4,116,000 | 3,350 |
| 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 | $6,421,000 | 4,132 |
| Mortgage-backed securities | $7,931,000 | 3,131 |
| Certificates of participation in pools of residential mortgages | $7,798,000 | 2,590 |
| Issued or guaranteed by U.S. | $7,798,000 | 2,581 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $133,000 | 3,332 |
| CMOs issued by government agencies or sponsored agencies | $133,000 | 3,030 |
| 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) | $14,511,000 | 4,814 |
| Total debt securities | $14,511,000 | 5,428 |
| 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 | $14,953,000 | 5,484 |
| U.S. Government securities | $11,316,000 | 5,373 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,316,000 | 5,235 |
| Securities issued by states & political subdivisions | $3,637,000 | 3,547 |
| 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 | $5,563,000 | 4,432 |
| Mortgage-backed securities | $8,370,000 | 3,126 |
| Certificates of participation in pools of residential mortgages | $8,214,000 | 2,587 |
| Issued or guaranteed by U.S. | $8,214,000 | 2,578 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $156,000 | 3,343 |
| CMOs issued by government agencies or sponsored agencies | $156,000 | 3,050 |
| 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) | $14,953,000 | 4,804 |
| Total debt securities | $14,953,000 | 5,420 |
| 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 | $15,629,000 | 5,387 |
| U.S. Government securities | $11,945,000 | 5,261 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,945,000 | 5,104 |
| Securities issued by states & political subdivisions | $3,684,000 | 3,540 |
| 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 | $5,417,000 | 4,469 |
| Mortgage-backed securities | $8,964,000 | 3,108 |
| Certificates of participation in pools of residential mortgages | $8,782,000 | 2,539 |
| Issued or guaranteed by U.S. | $8,782,000 | 2,532 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $182,000 | 3,341 |
| CMOs issued by government agencies or sponsored agencies | $182,000 | 3,042 |
| 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) | $15,629,000 | 4,712 |
| Total debt securities | $15,629,000 | 5,318 |
| 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 | $15,839,000 | 5,377 |
| U.S. Government securities | $13,984,000 | 4,815 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $13,984,000 | 4,668 |
| Securities issued by states & political subdivisions | $1,855,000 | 4,464 |
| 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 | $5,570,000 | 4,402 |
| Mortgage-backed securities | $10,981,000 | 2,802 |
| Certificates of participation in pools of residential mortgages | $10,764,000 | 2,262 |
| Issued or guaranteed by U.S. | $10,764,000 | 2,253 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $217,000 | 3,319 |
| CMOs issued by government agencies or sponsored agencies | $217,000 | 3,031 |
| 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) | $15,839,000 | 4,689 |
| Total debt securities | $15,839,000 | 5,304 |
| 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 | $15,803,000 | 5,421 |
| U.S. Government securities | $14,020,000 | 4,887 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $14,020,000 | 4,719 |
| Securities issued by states & political subdivisions | $1,783,000 | 4,524 |
| 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 | $5,892,000 | 4,282 |
| Mortgage-backed securities | $10,667,000 | 2,879 |
| Certificates of participation in pools of residential mortgages | $10,384,000 | 2,364 |
| Issued or guaranteed by U.S. | $10,384,000 | 2,354 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $283,000 | 3,294 |
| CMOs issued by government agencies or sponsored agencies | $283,000 | 3,023 |
| 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) | $15,803,000 | 4,759 |
| Total debt securities | $15,803,000 | 5,346 |
| 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 | $17,774,000 | 5,084 |
| U.S. Government securities | $15,893,000 | 4,490 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $15,893,000 | 4,339 |
| Securities issued by states & political subdivisions | $1,881,000 | 4,440 |
| 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 | $5,519,000 | 4,364 |
| Mortgage-backed securities | $11,964,000 | 2,746 |
| Certificates of participation in pools of residential mortgages | $11,586,000 | 2,211 |
| Issued or guaranteed by U.S. | $11,586,000 | 2,202 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $378,000 | 3,279 |
| CMOs issued by government agencies or sponsored agencies | $378,000 | 3,004 |
| 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) | $17,774,000 | 4,458 |
| Total debt securities | $17,774,000 | 5,008 |
| 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 | $17,733,000 | 5,142 |
| U.S. Government securities | $16,840,000 | 4,360 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $16,840,000 | 4,216 |
| Securities issued by states & political subdivisions | $893,000 | 5,331 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,967,000 | 4,136 |
| Mortgage-backed securities | $13,426,000 | 2,582 |
| Certificates of participation in pools of residential mortgages | $12,963,000 | 2,094 |
| Issued or guaranteed by U.S. | $12,963,000 | 2,079 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $463,000 | 3,229 |
| CMOs issued by government agencies or sponsored agencies | $463,000 | 3,078 |
| 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) | $17,733,000 | 4,493 |
| Total debt securities | $17,733,000 | 5,059 |
| 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 | $17,484,000 | 5,115 |
| U.S. Government securities | $17,284,000 | 4,183 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $17,284,000 | 4,022 |
| Securities issued by states & political subdivisions | $200,000 | 6,367 |
| 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 | $8,649,000 | 3,358 |
| Mortgage-backed securities | $12,809,000 | 2,626 |
| Certificates of participation in pools of residential mortgages | $12,224,000 | 2,134 |
| Issued or guaranteed by U.S. | $12,224,000 | 2,125 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $585,000 | 3,141 |
| CMOs issued by government agencies or sponsored agencies | $585,000 | 2,982 |
| 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) | $17,484,000 | 4,469 |
| Total debt securities | $17,484,000 | 5,027 |
| 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 | $19,167,000 | 4,814 |
| U.S. Government securities | $18,964,000 | 3,826 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $18,964,000 | 3,677 |
| Securities issued by states & political subdivisions | $203,000 | 6,377 |
| 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 | $7,367,000 | 3,656 |
| Mortgage-backed securities | $12,946,000 | 2,650 |
| Certificates of participation in pools of residential mortgages | $12,217,000 | 2,126 |
| Issued or guaranteed by U.S. | $12,217,000 | 2,116 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $729,000 | 3,246 |
| CMOs issued by government agencies or sponsored agencies | $729,000 | 3,087 |
| 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) | $19,167,000 | 4,188 |
| Total debt securities | $19,167,000 | 4,717 |
| 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 | $19,850,000 | 4,692 |
| U.S. Government securities | $19,850,000 | 3,720 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $19,850,000 | 3,556 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,128,000 | 6,461 |
| Mortgage-backed securities | $13,818,000 | 2,584 |
| Certificates of participation in pools of residential mortgages | $12,941,000 | 2,026 |
| Issued or guaranteed by U.S. | $12,941,000 | 2,018 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $877,000 | 3,229 |
| CMOs issued by government agencies or sponsored agencies | $877,000 | 3,075 |
| 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) | $19,850,000 | 4,061 |
| Total debt securities | $19,850,000 | 4,594 |
| 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 | $21,079,000 | 4,488 |
| U.S. Government securities | $21,079,000 | 3,548 |
| U.S. Treasury securities | $504,000 | 2,051 |
| U.S. Government agency obligations | $20,575,000 | 3,453 |
| 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 | $1,148,000 | 6,471 |
| Mortgage-backed securities | $14,932,000 | 2,404 |
| Certificates of participation in pools of residential mortgages | $13,488,000 | 1,931 |
| Issued or guaranteed by U.S. | $13,488,000 | 1,921 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,444,000 | 2,896 |
| CMOs issued by government agencies or sponsored agencies | $1,444,000 | 2,761 |
| 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) | $21,079,000 | 3,860 |
| Total debt securities | $21,079,000 | 4,401 |
| 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 | $19,046,000 | 4,672 |
| U.S. Government securities | $19,046,000 | 3,665 |
| U.S. Treasury securities | $513,000 | 2,462 |
| U.S. Government agency obligations | $18,533,000 | 3,560 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,436,000 | 6,384 |
| Mortgage-backed securities | $16,916,000 | 2,083 |
| Certificates of participation in pools of residential mortgages | $14,205,000 | 1,671 |
| Issued or guaranteed by U.S. | $14,205,000 | 1,662 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,711,000 | 2,458 |
| CMOs issued by government agencies or sponsored agencies | $2,711,000 | 2,306 |
| 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) | $19,046,000 | 3,964 |
| Total debt securities | $19,046,000 | 4,585 |
| Structured notes | ||
| Amortized cost | $79,000 | 865 |
| Fair value | $79,000 | 863 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $7,963,000 | 7,369 |
| U.S. Government securities | $7,489,000 | 6,724 |
| U.S. Treasury securities | $1,003,000 | 2,705 |
| U.S. Government agency obligations | $6,486,000 | 6,763 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $344,000 | 3,197 |
| Privately issued residential mortgage-backed securities | $344,000 | 1,002 |
| 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 | $130,000 | 6,477 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,851,000 | 5,783 |
| Mortgage-backed securities | $2,555,000 | 4,441 |
| Certificates of participation in pools of residential mortgages | $2,071,000 | 3,923 |
| Issued or guaranteed by U.S. | $1,727,000 | 4,140 |
| Privately issued | $344,000 | 203 |
| Collaterized mortgage obligations | $484,000 | 3,360 |
| CMOs issued by government agencies or sponsored agencies | $484,000 | 3,195 |
| 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) | $7,963,000 | 6,265 |
| Total debt securities | $7,833,000 | 7,293 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $6,559,000 | 8,137 |
| U.S. Government securities | $6,317,000 | 7,466 |
| U.S. Treasury securities | $1,998,000 | 2,750 |
| U.S. Government agency obligations | $4,319,000 | 7,839 |
| Securities issued by states & political subdivisions | $16,000 | 7,564 |
| 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 | $226,000 | 5,461 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,893,000 | 6,452 |
| Mortgage-backed securities | $109,000 | 7,242 |
| Certificates of participation in pools of residential mortgages | $109,000 | 6,705 |
| Issued or guaranteed by U.S. | $109,000 | 6,687 |
| 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) | $16,000 | 6,048 |
| Available-for-sale securities (fair market value) | $6,543,000 | 6,918 |
| Total debt securities | $6,333,000 | 8,109 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $3,377,000 | 9,351 |
| U.S. Government securities | $3,166,000 | 8,909 |
| U.S. Treasury securities | $3,030,000 | 3,127 |
| U.S. Government agency obligations | $136,000 | 9,805 |
| 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 | $211,000 | 5,328 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,012,000 | 6,140 |
| Mortgage-backed securities | $136,000 | 7,383 |
| Certificates of participation in pools of residential mortgages | $136,000 | 6,840 |
| Issued or guaranteed by U.S. | $136,000 | 6,822 |
| 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) | $3,377,000 | 7,966 |
| Total debt securities | $3,166,000 | 9,304 |
| 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 | $4,262,000 | 9,504 |
| U.S. Government securities | $3,862,000 | 9,145 |
| U.S. Treasury securities | $3,704,000 | 3,839 |
| U.S. Government agency obligations | $158,000 | 10,190 |
| Securities issued by states & political subdivisions | $120,000 | 7,765 |
| 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 | $280,000 | 4,798 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,002,000 | 5,649 |
| Mortgage-backed securities | $158,000 | 7,702 |
| Certificates of participation in pools of residential mortgages | $158,000 | 7,049 |
| Issued or guaranteed by U.S. | $158,000 | 7,025 |
| 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) | $120,000 | 7,170 |
| Available-for-sale securities (fair market value) | $4,142,000 | 7,833 |
| Total debt securities | $3,982,000 | 9,519 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $3,873,000 | 10,227 |
| U.S. Government securities | $3,373,000 | 9,957 |
| U.S. Treasury securities | $3,196,000 | 4,890 |
| U.S. Government agency obligations | $177,000 | 10,685 |
| Securities issued by states & political subdivisions | $241,000 | 7,786 |
| 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 | $259,000 | 4,806 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,867 |
| Mortgage-backed securities | $177,000 | 8,230 |
| Certificates of participation in pools of residential mortgages | $177,000 | 7,549 |
| Issued or guaranteed by U.S. | $177,000 | 7,529 |
| 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) | $241,000 | 7,692 |
| Available-for-sale securities (fair market value) | $3,632,000 | 8,339 |
| Total debt securities | $3,614,000 | 10,221 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $3,373,000 | 10,882 |
| U.S. Government securities | $2,960,000 | 10,608 |
| U.S. Treasury securities | $2,710,000 | 6,323 |
| U.S. Government agency obligations | $250,000 | 11,014 |
| Securities issued by states & political subdivisions | $283,000 | 7,923 |
| 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 | $130,000 | 5,782 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,710,000 | 6,199 |
| Mortgage-backed securities | $250,000 | 8,542 |
| Certificates of participation in pools of residential mortgages | $250,000 | 7,688 |
| Issued or guaranteed by U.S. | $250,000 | 7,659 |
| 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) | $283,000 | 8,043 |
| Available-for-sale securities (fair market value) | $3,090,000 | 8,897 |
| Total debt securities | $3,243,000 | 10,835 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $3,606,000 | 11,427 |
| U.S. Government securities | $3,375,000 | 11,036 |
| U.S. Treasury securities | $3,088,000 | 6,991 |
| U.S. Government agency obligations | $287,000 | 11,484 |
| Securities issued by states & political subdivisions | $201,000 | 8,669 |
| 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 | $30,000 | 7,452 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,088,000 | 6,014 |
| Mortgage-backed securities | $287,000 | 9,007 |
| Certificates of participation in pools of residential mortgages | $287,000 | 8,033 |
| Issued or guaranteed by U.S. | $287,000 | 8,008 |
| 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) | $201,000 | 11,323 |
| Available-for-sale securities (fair market value) | $3,405,000 | 7,860 |
| Total debt securities | $3,576,000 | 11,344 |
| 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 | $3,336,000 | 12,019 |
| U.S. Government securities | $3,208,000 | 11,529 |
| U.S. Treasury securities | $2,793,000 | 7,599 |
| U.S. Government agency obligations | $415,000 | 11,789 |
| Securities issued by states & political subdivisions | $98,000 | 9,366 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $30,000 | 7,311 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,793,000 | 6,181 |
| Mortgage-backed securities | $415,000 | 9,419 |
| Certificates of participation in pools of residential mortgages | $415,000 | 8,328 |
| Issued or guaranteed by U.S. | $415,000 | 8,272 |
| 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 | $3,306,000 | 11,918 |
| 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 | $3,345,000 | 12,420 |
| U.S. Government securities | $2,662,000 | 12,298 |
| U.S. Treasury securities | $2,205,000 | 8,459 |
| U.S. Government agency obligations | $457,000 | 12,187 |
| Securities issued by states & political subdivisions | $653,000 | 7,312 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $30,000 | 7,071 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,205,000 | 6,830 |
| Mortgage-backed securities | $457,000 | 9,897 |
| Certificates of participation in pools of residential mortgages | $457,000 | 8,711 |
| Issued or guaranteed by U.S. | $457,000 | 8,647 |
| 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 | $3,315,000 | 12,313 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $490,000 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |