Home > Bank of Hazelton > Securities
Bank of Hazelton, Securities
| 2023-12-31 | Rank | |
| Total securities | $19,117,000 | 3,618 |
| U.S. Government securities | $17,516,000 | 3,123 |
| U.S. Treasury securities | $6,943,000 | 1,626 |
| U.S. Government agency obligations | $10,573,000 | 3,192 |
| Securities issued by states & political subdivisions | $1,601,000 | 3,404 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,929,000 | 3,454 |
| Mortgage-backed securities | $10,573,000 | 2,536 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $621,000 | 3,319 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,065,000 | 1,529 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $5,887,000 | 661 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $19,117,000 | 3,370 |
| Total debt securities | $19,115,000 | 3,594 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $17,556,000 | 3,704 |
| U.S. Government securities | $15,981,000 | 3,225 |
| U.S. Treasury securities | $7,313,000 | 1,643 |
| U.S. Government agency obligations | $8,668,000 | 3,343 |
| Securities issued by states & political subdivisions | $1,575,000 | 3,429 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,673,000 | 3,462 |
| Mortgage-backed securities | $8,668,000 | 2,676 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $639,000 | 3,326 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,411,000 | 1,598 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $4,618,000 | 716 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $17,556,000 | 3,441 |
| Total debt securities | $17,554,000 | 3,681 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $17,349,000 | 3,746 |
| U.S. Government securities | $15,291,000 | 3,312 |
| U.S. Treasury securities | $7,302,000 | 1,667 |
| U.S. Government agency obligations | $7,989,000 | 3,448 |
| Securities issued by states & political subdivisions | $2,058,000 | 3,381 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,283,000 | 3,492 |
| Mortgage-backed securities | $7,989,000 | 2,773 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $692,000 | 3,325 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,599,000 | 1,761 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $4,698,000 | 716 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $17,349,000 | 3,480 |
| Total debt securities | $17,347,000 | 3,725 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $15,295,000 | 3,901 |
| U.S. Government securities | $12,930,000 | 3,525 |
| U.S. Treasury securities | $6,401,000 | 1,828 |
| U.S. Government agency obligations | $6,529,000 | 3,579 |
| Securities issued by states & political subdivisions | $2,365,000 | 3,390 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,273,000 | 3,579 |
| Mortgage-backed securities | $6,529,000 | 2,939 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $748,000 | 3,354 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,746,000 | 1,977 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $4,035,000 | 778 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $15,295,000 | 3,629 |
| Total debt securities | $15,292,000 | 3,880 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $15,691,000 | 3,913 |
| U.S. Government securities | $12,777,000 | 3,568 |
| U.S. Treasury securities | $6,818,000 | 1,822 |
| U.S. Government agency obligations | $5,959,000 | 3,640 |
| Securities issued by states & political subdivisions | $2,914,000 | 3,344 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,287,000 | 3,526 |
| Mortgage-backed securities | $5,959,000 | 3,027 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $782,000 | 3,376 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,172,000 | 2,142 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $4,005,000 | 781 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $15,691,000 | 3,634 |
| Total debt securities | $15,688,000 | 3,892 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $15,487,000 | 3,940 |
| U.S. Government securities | $12,600,000 | 3,586 |
| U.S. Treasury securities | $6,541,000 | 1,879 |
| U.S. Government agency obligations | $6,059,000 | 3,649 |
| Securities issued by states & political subdivisions | $2,887,000 | 3,379 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,888,000 | 3,581 |
| Mortgage-backed securities | $6,059,000 | 3,034 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $803,000 | 3,393 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,407,000 | 2,088 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $3,849,000 | 824 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $15,487,000 | 3,664 |
| Total debt securities | $15,487,000 | 3,919 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $16,225,000 | 3,949 |
| U.S. Government securities | $13,289,000 | 3,576 |
| U.S. Treasury securities | $6,682,000 | 1,839 |
| U.S. Government agency obligations | $6,607,000 | 3,632 |
| Securities issued by states & political subdivisions | $2,936,000 | 3,421 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,074,000 | 3,556 |
| Mortgage-backed securities | $6,607,000 | 3,031 |
| Certificates of participation in pools of residential mortgages | $899,000 | 3,483 |
| Issued or guaranteed by U.S. | $899,000 | 3,391 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,607,000 | 2,145 |
| CMOs issued by government agencies or sponsored agencies | $1,607,000 | 2,068 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $4,101,000 | 1,259 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $4,101,000 | 862 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $16,225,000 | 3,682 |
| Total debt securities | $16,223,000 | 3,932 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $16,192,000 | 3,897 |
| U.S. Government securities | $12,972,000 | 3,520 |
| U.S. Treasury securities | $5,785,000 | 1,728 |
| U.S. Government agency obligations | $7,187,000 | 3,570 |
| Securities issued by states & political subdivisions | $3,220,000 | 3,372 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,302,000 | 3,530 |
| Mortgage-backed securities | $7,187,000 | 2,991 |
| Certificates of participation in pools of residential mortgages | $997,000 | 3,475 |
| Issued or guaranteed by U.S. | $997,000 | 3,382 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,862,000 | 2,081 |
| CMOs issued by government agencies or sponsored agencies | $1,862,000 | 2,015 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $4,328,000 | 1,228 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $4,328,000 | 846 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $16,192,000 | 3,646 |
| Total debt securities | $16,188,000 | 3,878 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $14,943,000 | 3,902 |
| U.S. Government securities | $11,637,000 | 3,464 |
| U.S. Treasury securities | $3,967,000 | 1,520 |
| U.S. Government agency obligations | $7,670,000 | 3,488 |
| Securities issued by states & political subdivisions | $3,306,000 | 3,403 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,363,000 | 3,539 |
| Mortgage-backed securities | $7,167,000 | 2,997 |
| Certificates of participation in pools of residential mortgages | $1,133,000 | 3,451 |
| Issued or guaranteed by U.S. | $1,133,000 | 3,347 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,146,000 | 2,003 |
| CMOs issued by government agencies or sponsored agencies | $2,146,000 | 1,944 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $3,888,000 | 1,253 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $3,888,000 | 852 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $14,943,000 | 3,690 |
| Total debt securities | $14,941,000 | 3,886 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $14,266,000 | 3,928 |
| U.S. Government securities | $10,938,000 | 3,472 |
| U.S. Treasury securities | $3,220,000 | 1,356 |
| U.S. Government agency obligations | $7,718,000 | 3,493 |
| Securities issued by states & political subdivisions | $3,328,000 | 3,431 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,469,000 | 3,537 |
| Mortgage-backed securities | $7,212,000 | 3,004 |
| Certificates of participation in pools of residential mortgages | $1,264,000 | 3,450 |
| Issued or guaranteed by U.S. | $1,264,000 | 3,355 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,366,000 | 1,977 |
| CMOs issued by government agencies or sponsored agencies | $2,366,000 | 1,929 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $3,582,000 | 1,277 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $3,582,000 | 874 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $14,266,000 | 3,721 |
| Total debt securities | $14,263,000 | 3,905 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $13,824,000 | 3,932 |
| U.S. Government securities | $11,048,000 | 3,439 |
| U.S. Treasury securities | $3,221,000 | 1,258 |
| U.S. Government agency obligations | $7,827,000 | 3,461 |
| Securities issued by states & political subdivisions | $2,776,000 | 3,533 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,560,000 | 3,530 |
| Mortgage-backed securities | $7,264,000 | 2,997 |
| Certificates of participation in pools of residential mortgages | $1,407,000 | 3,439 |
| Issued or guaranteed by U.S. | $1,407,000 | 3,339 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,735,000 | 1,876 |
| CMOs issued by government agencies or sponsored agencies | $2,735,000 | 1,833 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $3,122,000 | 1,323 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $3,122,000 | 892 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $13,824,000 | 3,717 |
| Total debt securities | $13,821,000 | 3,909 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $12,955,000 | 3,907 |
| U.S. Government securities | $10,847,000 | 3,349 |
| U.S. Treasury securities | $2,229,000 | 1,092 |
| U.S. Government agency obligations | $8,618,000 | 3,350 |
| Securities issued by states & political subdivisions | $2,108,000 | 3,635 |
| 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 | $2,678,000 | 3,517 |
| Mortgage-backed securities | $8,051,000 | 2,888 |
| Certificates of participation in pools of residential mortgages | $1,610,000 | 3,364 |
| Issued or guaranteed by U.S. | $1,610,000 | 3,270 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $3,039,000 | 1,786 |
| CMOs issued by government agencies or sponsored agencies | $3,039,000 | 1,741 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $3,402,000 | 1,263 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $3,402,000 | 843 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $12,955,000 | 3,684 |
| Total debt securities | $12,952,000 | 3,882 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $11,358,000 | 3,932 |
| U.S. Government securities | $9,382,000 | 3,340 |
| U.S. Treasury securities | $757,000 | 1,022 |
| U.S. Government agency obligations | $8,625,000 | 3,257 |
| Securities issued by states & political subdivisions | $1,976,000 | 3,683 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,905,000 | 3,480 |
| Mortgage-backed securities | $7,960,000 | 2,843 |
| Certificates of participation in pools of residential mortgages | $1,886,000 | 3,275 |
| Issued or guaranteed by U.S. | $1,886,000 | 3,193 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $3,051,000 | 1,819 |
| CMOs issued by government agencies or sponsored agencies | $3,051,000 | 1,772 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $3,023,000 | 1,260 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $3,023,000 | 841 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $11,358,000 | 3,707 |
| Total debt securities | $11,355,000 | 3,906 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $12,055,000 | 3,850 |
| U.S. Government securities | $10,079,000 | 3,251 |
| U.S. Treasury securities | $760,000 | 1,039 |
| U.S. Government agency obligations | $9,319,000 | 3,179 |
| Securities issued by states & political subdivisions | $1,976,000 | 3,622 |
| 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 | $3,106,000 | 3,465 |
| Mortgage-backed securities | $8,651,000 | 2,764 |
| Certificates of participation in pools of residential mortgages | $3,071,000 | 2,989 |
| Issued or guaranteed by U.S. | $3,071,000 | 2,901 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,144,000 | 1,835 |
| CMOs issued by government agencies or sponsored agencies | $3,144,000 | 1,790 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $2,436,000 | 1,315 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $2,436,000 | 868 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $12,055,000 | 3,616 |
| Total debt securities | $12,053,000 | 3,827 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $12,178,000 | 3,846 |
| U.S. Government securities | $10,847,000 | 3,167 |
| U.S. Treasury securities | $763,000 | 1,076 |
| U.S. Government agency obligations | $10,084,000 | 3,103 |
| Securities issued by states & political subdivisions | $1,331,000 | 3,774 |
| 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 | $3,158,000 | 3,473 |
| Mortgage-backed securities | $8,583,000 | 2,762 |
| Certificates of participation in pools of residential mortgages | $3,234,000 | 2,966 |
| Issued or guaranteed by U.S. | $3,234,000 | 2,884 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,235,000 | 1,843 |
| CMOs issued by government agencies or sponsored agencies | $3,235,000 | 1,803 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $2,114,000 | 1,351 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $2,114,000 | 875 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $12,178,000 | 3,608 |
| Total debt securities | $12,176,000 | 3,824 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $11,395,000 | 3,899 |
| U.S. Government securities | $10,897,000 | 3,214 |
| U.S. Treasury securities | $766,000 | 1,132 |
| U.S. Government agency obligations | $10,131,000 | 3,151 |
| Securities issued by states & political subdivisions | $498,000 | 4,036 |
| 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 | $3,105,000 | 3,496 |
| Mortgage-backed securities | $7,628,000 | 2,872 |
| Certificates of participation in pools of residential mortgages | $2,824,000 | 3,053 |
| Issued or guaranteed by U.S. | $2,824,000 | 2,957 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,704,000 | 1,956 |
| CMOs issued by government agencies or sponsored agencies | $2,704,000 | 1,907 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $2,100,000 | 1,338 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $2,100,000 | 846 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $11,395,000 | 3,656 |
| Total debt securities | $11,391,000 | 3,875 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $11,417,000 | 3,948 |
| U.S. Government securities | $10,918,000 | 3,302 |
| U.S. Treasury securities | $1,010,000 | 1,071 |
| U.S. Government agency obligations | $9,908,000 | 3,234 |
| Securities issued by states & political subdivisions | $499,000 | 4,055 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,933,000 | 3,811 |
| Mortgage-backed securities | $7,153,000 | 2,881 |
| Certificates of participation in pools of residential mortgages | $2,969,000 | 2,995 |
| Issued or guaranteed by U.S. | $2,969,000 | 2,908 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,131,000 | 2,076 |
| CMOs issued by government agencies or sponsored agencies | $2,131,000 | 2,024 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $2,053,000 | 1,313 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $2,053,000 | 825 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $11,417,000 | 3,699 |
| Total debt securities | $11,415,000 | 3,927 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $11,641,000 | 3,997 |
| U.S. Government securities | $11,090,000 | 3,327 |
| U.S. Treasury securities | $504,000 | 1,276 |
| U.S. Government agency obligations | $10,586,000 | 3,213 |
| Securities issued by states & political subdivisions | $551,000 | 4,078 |
| 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 | $1,950,000 | 3,876 |
| Mortgage-backed securities | $7,819,000 | 2,812 |
| Certificates of participation in pools of residential mortgages | $3,357,000 | 2,897 |
| Issued or guaranteed by U.S. | $3,357,000 | 2,810 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,184,000 | 2,076 |
| CMOs issued by government agencies or sponsored agencies | $2,184,000 | 2,028 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $2,278,000 | 1,266 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $2,278,000 | 791 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $11,641,000 | 3,737 |
| Total debt securities | $11,638,000 | 3,975 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $12,246,000 | 4,010 |
| U.S. Government securities | $11,693,000 | 3,322 |
| U.S. Treasury securities | $504,000 | 1,308 |
| U.S. Government agency obligations | $11,189,000 | 3,213 |
| Securities issued by states & political subdivisions | $553,000 | 4,130 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,351,000 | 3,830 |
| Mortgage-backed securities | $8,342,000 | 2,758 |
| Certificates of participation in pools of residential mortgages | $3,971,000 | 2,798 |
| Issued or guaranteed by U.S. | $3,971,000 | 2,719 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,217,000 | 2,044 |
| CMOs issued by government agencies or sponsored agencies | $2,217,000 | 1,995 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $2,154,000 | 1,266 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $2,154,000 | 772 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $12,246,000 | 3,741 |
| Total debt securities | $12,244,000 | 3,986 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $12,281,000 | 4,068 |
| U.S. Government securities | $11,731,000 | 3,332 |
| U.S. Treasury securities | $500,000 | 1,345 |
| U.S. Government agency obligations | $11,231,000 | 3,237 |
| Securities issued by states & political subdivisions | $550,000 | 4,189 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,336,000 | 3,890 |
| Mortgage-backed securities | $8,674,000 | 2,734 |
| Certificates of participation in pools of residential mortgages | $4,550,000 | 2,700 |
| Issued or guaranteed by U.S. | $4,550,000 | 2,629 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,796,000 | 2,143 |
| CMOs issued by government agencies or sponsored agencies | $1,796,000 | 2,090 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $2,328,000 | 1,182 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $2,328,000 | 686 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $12,281,000 | 3,804 |
| Total debt securities | $12,280,000 | 4,047 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $13,217,000 | 4,012 |
| U.S. Government securities | $12,670,000 | 3,298 |
| U.S. Treasury securities | $499,000 | 1,357 |
| U.S. Government agency obligations | $12,171,000 | 3,178 |
| Securities issued by states & political subdivisions | $547,000 | 4,235 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,577,000 | 3,875 |
| Mortgage-backed securities | $9,253,000 | 2,682 |
| Certificates of participation in pools of residential mortgages | $4,637,000 | 2,690 |
| Issued or guaranteed by U.S. | $4,637,000 | 2,647 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,802,000 | 2,140 |
| CMOs issued by government agencies or sponsored agencies | $1,802,000 | 2,084 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $2,814,000 | 1,092 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $2,814,000 | 618 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $13,217,000 | 3,754 |
| Total debt securities | $13,218,000 | 3,992 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $14,921,000 | 3,930 |
| U.S. Government securities | $14,379,000 | 3,177 |
| U.S. Treasury securities | $1,997,000 | 959 |
| U.S. Government agency obligations | $12,382,000 | 3,213 |
| Securities issued by states & political subdivisions | $542,000 | 4,287 |
| 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 | $2,620,000 | 3,925 |
| Mortgage-backed securities | $9,496,000 | 2,666 |
| Certificates of participation in pools of residential mortgages | $4,851,000 | 2,691 |
| Issued or guaranteed by U.S. | $4,851,000 | 2,673 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,804,000 | 2,141 |
| CMOs issued by government agencies or sponsored agencies | $1,804,000 | 2,086 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $2,841,000 | 1,069 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $2,841,000 | 614 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $14,921,000 | 3,655 |
| Total debt securities | $14,919,000 | 3,908 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $15,699,000 | 3,926 |
| U.S. Government securities | $15,155,000 | 3,111 |
| U.S. Treasury securities | $2,243,000 | 910 |
| U.S. Government agency obligations | $12,912,000 | 3,165 |
| Securities issued by states & political subdivisions | $544,000 | 4,337 |
| 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 | $2,641,000 | 3,952 |
| Mortgage-backed securities | $9,841,000 | 2,672 |
| Certificates of participation in pools of residential mortgages | $5,081,000 | 2,701 |
| Issued or guaranteed by U.S. | $5,081,000 | 2,576 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,853,000 | 2,138 |
| CMOs issued by government agencies or sponsored agencies | $1,853,000 | 2,084 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $2,907,000 | 1,026 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $2,907,000 | 597 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $15,699,000 | 3,649 |
| Total debt securities | $15,697,000 | 3,904 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $15,898,000 | 3,957 |
| U.S. Government securities | $15,351,000 | 3,153 |
| U.S. Treasury securities | $2,240,000 | 874 |
| U.S. Government agency obligations | $13,111,000 | 3,211 |
| Securities issued by states & political subdivisions | $547,000 | 4,380 |
| 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 | $2,515,000 | 4,024 |
| Mortgage-backed securities | $10,027,000 | 2,661 |
| Certificates of participation in pools of residential mortgages | $5,249,000 | 2,727 |
| Issued or guaranteed by U.S. | $5,249,000 | 2,725 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,891,000 | 2,111 |
| CMOs issued by government agencies or sponsored agencies | $1,891,000 | 2,054 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $2,887,000 | 907 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $2,887,000 | 597 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $15,898,000 | 3,675 |
| Total debt securities | $15,898,000 | 3,932 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $15,655,000 | 4,060 |
| U.S. Government securities | $15,102,000 | 3,205 |
| U.S. Treasury securities | $2,241,000 | 831 |
| U.S. Government agency obligations | $12,861,000 | 3,267 |
| Securities issued by states & political subdivisions | $553,000 | 4,449 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,668,000 | 4,054 |
| Mortgage-backed securities | $10,058,000 | 2,693 |
| Certificates of participation in pools of residential mortgages | $5,470,000 | 2,726 |
| Issued or guaranteed by U.S. | $5,470,000 | 2,724 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,959,000 | 2,077 |
| CMOs issued by government agencies or sponsored agencies | $1,959,000 | 2,018 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $2,629,000 | 935 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $2,629,000 | 586 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $15,655,000 | 3,779 |
| Total debt securities | $15,655,000 | 4,037 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $15,426,000 | 4,119 |
| U.S. Government securities | $14,868,000 | 3,244 |
| U.S. Treasury securities | $2,499,000 | 770 |
| U.S. Government agency obligations | $12,369,000 | 3,355 |
| Securities issued by states & political subdivisions | $558,000 | 4,491 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,714,000 | 4,107 |
| Mortgage-backed securities | $10,030,000 | 2,713 |
| Certificates of participation in pools of residential mortgages | $5,711,000 | 2,716 |
| Issued or guaranteed by U.S. | $5,711,000 | 2,715 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,629,000 | 2,201 |
| CMOs issued by government agencies or sponsored agencies | $1,629,000 | 2,142 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $2,690,000 | 919 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $2,690,000 | 564 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $15,426,000 | 3,818 |
| Total debt securities | $15,425,000 | 4,092 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $15,309,000 | 4,162 |
| U.S. Government securities | $14,748,000 | 3,314 |
| U.S. Treasury securities | $2,501,000 | 788 |
| U.S. Government agency obligations | $12,247,000 | 3,417 |
| Securities issued by states & political subdivisions | $561,000 | 4,533 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,736,000 | 4,135 |
| Mortgage-backed securities | $10,287,000 | 2,722 |
| Certificates of participation in pools of residential mortgages | $5,910,000 | 2,730 |
| Issued or guaranteed by U.S. | $5,910,000 | 2,729 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,669,000 | 2,217 |
| CMOs issued by government agencies or sponsored agencies | $1,669,000 | 2,152 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $2,708,000 | 885 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $2,708,000 | 546 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $15,309,000 | 3,863 |
| Total debt securities | $15,310,000 | 4,140 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $14,976,000 | 4,229 |
| U.S. Government securities | $14,418,000 | 3,376 |
| U.S. Treasury securities | $2,505,000 | 819 |
| U.S. Government agency obligations | $11,913,000 | 3,499 |
| Securities issued by states & political subdivisions | $558,000 | 4,593 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,753,000 | 4,169 |
| Mortgage-backed securities | $9,968,000 | 2,786 |
| Certificates of participation in pools of residential mortgages | $6,092,000 | 2,740 |
| Issued or guaranteed by U.S. | $6,092,000 | 2,738 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,173,000 | 2,413 |
| CMOs issued by government agencies or sponsored agencies | $1,173,000 | 2,344 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $2,703,000 | 858 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $2,703,000 | 531 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $14,976,000 | 3,922 |
| Total debt securities | $14,977,000 | 4,208 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $13,154,000 | 4,381 |
| U.S. Government securities | $12,599,000 | 3,545 |
| U.S. Treasury securities | $3,499,000 | 703 |
| U.S. Government agency obligations | $9,100,000 | 3,813 |
| Securities issued by states & political subdivisions | $555,000 | 4,633 |
| 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 | $2,773,000 | 4,196 |
| Mortgage-backed securities | $7,912,000 | 3,013 |
| Certificates of participation in pools of residential mortgages | $5,769,000 | 2,835 |
| Issued or guaranteed by U.S. | $5,769,000 | 2,831 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $434,000 | 2,761 |
| CMOs issued by government agencies or sponsored agencies | $434,000 | 2,670 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $1,709,000 | 971 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $1,709,000 | 621 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $13,154,000 | 4,068 |
| Total debt securities | $13,154,000 | 4,361 |
| 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 | $12,244,000 | 4,486 |
| U.S. Government securities | $11,669,000 | 3,648 |
| U.S. Treasury securities | $3,553,000 | 593 |
| U.S. Government agency obligations | $8,116,000 | 3,992 |
| Securities issued by states & political subdivisions | $575,000 | 4,656 |
| 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 | $2,839,000 | 4,232 |
| Mortgage-backed securities | $6,871,000 | 3,163 |
| Certificates of participation in pools of residential mortgages | $5,176,000 | 2,968 |
| Issued or guaranteed by U.S. | $5,176,000 | 2,967 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $461,000 | 2,777 |
| CMOs issued by government agencies or sponsored agencies | $461,000 | 2,687 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $1,234,000 | 995 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $1,234,000 | 649 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $12,244,000 | 4,169 |
| Total debt securities | $12,243,000 | 4,464 |
| 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 | $10,794,000 | 4,690 |
| U.S. Government securities | $10,464,000 | 3,905 |
| U.S. Treasury securities | $3,049,000 | 658 |
| U.S. Government agency obligations | $7,415,000 | 4,205 |
| Securities issued by states & political subdivisions | $330,000 | 4,817 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,877,000 | 4,307 |
| Mortgage-backed securities | $6,662,000 | 3,236 |
| Certificates of participation in pools of residential mortgages | $4,953,000 | 3,041 |
| Issued or guaranteed by U.S. | $4,953,000 | 3,038 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $471,000 | 2,808 |
| CMOs issued by government agencies or sponsored agencies | $471,000 | 2,709 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $1,238,000 | 934 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $1,238,000 | 635 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $10,794,000 | 4,347 |
| Total debt securities | $10,795,000 | 4,670 |
| 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 | $10,578,000 | 4,786 |
| U.S. Government securities | $10,251,000 | 4,027 |
| U.S. Treasury securities | $2,522,000 | 727 |
| U.S. Government agency obligations | $7,729,000 | 4,264 |
| Securities issued by states & political subdivisions | $327,000 | 4,857 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,944,000 | 4,336 |
| Mortgage-backed securities | $5,227,000 | 3,460 |
| Certificates of participation in pools of residential mortgages | $3,992,000 | 3,255 |
| Issued or guaranteed by U.S. | $3,992,000 | 3,254 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $1,235,000 | 922 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $1,235,000 | 615 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $10,578,000 | 4,425 |
| Total debt securities | $10,579,000 | 4,761 |
| 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 | $10,190,000 | 4,877 |
| U.S. Government securities | $9,872,000 | 4,126 |
| U.S. Treasury securities | $2,503,000 | 771 |
| U.S. Government agency obligations | $7,369,000 | 4,365 |
| Securities issued by states & political subdivisions | $318,000 | 4,906 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,935,000 | 4,380 |
| Mortgage-backed securities | $4,880,000 | 3,519 |
| Certificates of participation in pools of residential mortgages | $3,650,000 | 3,344 |
| Issued or guaranteed by U.S. | $3,650,000 | 3,341 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $1,230,000 | 880 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $1,230,000 | 570 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $10,190,000 | 4,519 |
| Total debt securities | $10,190,000 | 4,856 |
| 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 | $10,167,000 | 4,968 |
| U.S. Government securities | $9,847,000 | 4,201 |
| U.S. Treasury securities | $2,025,000 | 788 |
| U.S. Government agency obligations | $7,822,000 | 4,390 |
| Securities issued by states & political subdivisions | $320,000 | 4,957 |
| 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 | $2,965,000 | 4,448 |
| Mortgage-backed securities | $4,574,000 | 3,625 |
| Certificates of participation in pools of residential mortgages | $3,336,000 | 3,455 |
| Issued or guaranteed by U.S. | $3,336,000 | 3,450 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $1,238,000 | 840 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $1,238,000 | 542 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $10,167,000 | 4,606 |
| Total debt securities | $10,168,000 | 4,945 |
| 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 | $10,509,000 | 5,020 |
| U.S. Government securities | $10,191,000 | 4,285 |
| U.S. Treasury securities | $2,016,000 | 804 |
| U.S. Government agency obligations | $8,175,000 | 4,468 |
| Securities issued by states & political subdivisions | $318,000 | 4,997 |
| 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 | $2,980,000 | 4,491 |
| Mortgage-backed securities | $4,446,000 | 3,728 |
| Certificates of participation in pools of residential mortgages | $3,205,000 | 3,582 |
| Issued or guaranteed by U.S. | $3,205,000 | 3,578 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $1,241,000 | 797 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $1,241,000 | 517 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $10,509,000 | 4,659 |
| Total debt securities | $10,512,000 | 4,999 |
| 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 | $10,858,000 | 5,060 |
| U.S. Government securities | $10,434,000 | 4,315 |
| U.S. Treasury securities | $2,023,000 | 788 |
| U.S. Government agency obligations | $8,411,000 | 4,496 |
| Securities issued by states & political subdivisions | $424,000 | 4,946 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,011,000 | 4,536 |
| Mortgage-backed securities | $4,670,000 | 3,760 |
| Certificates of participation in pools of residential mortgages | $3,420,000 | 3,598 |
| Issued or guaranteed by U.S. | $3,420,000 | 3,594 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $1,250,000 | 778 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $1,250,000 | 500 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $10,858,000 | 4,693 |
| Total debt securities | $10,857,000 | 5,038 |
| 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 | $10,918,000 | 5,122 |
| U.S. Government securities | $10,508,000 | 4,377 |
| U.S. Treasury securities | $1,997,000 | 833 |
| U.S. Government agency obligations | $8,511,000 | 4,516 |
| Securities issued by states & political subdivisions | $410,000 | 5,042 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,737,000 | 4,417 |
| Mortgage-backed securities | $4,808,000 | 3,802 |
| Certificates of participation in pools of residential mortgages | $3,575,000 | 3,624 |
| Issued or guaranteed by U.S. | $3,575,000 | 3,618 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $1,233,000 | 768 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $1,233,000 | 482 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $10,918,000 | 4,736 |
| Total debt securities | $10,920,000 | 5,101 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $11,547,000 | 5,144 |
| U.S. Government securities | $11,138,000 | 4,396 |
| U.S. Treasury securities | $1,995,000 | 830 |
| U.S. Government agency obligations | $9,143,000 | 4,540 |
| Securities issued by states & political subdivisions | $409,000 | 5,096 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,511,000 | 4,521 |
| Mortgage-backed securities | $4,949,000 | 3,849 |
| Certificates of participation in pools of residential mortgages | $3,716,000 | 3,659 |
| Issued or guaranteed by U.S. | $3,716,000 | 3,657 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $1,233,000 | 735 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $1,233,000 | 446 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $11,547,000 | 4,756 |
| Total debt securities | $11,549,000 | 5,125 |
| 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 | $12,040,000 | 5,175 |
| U.S. Government securities | $11,632,000 | 4,409 |
| U.S. Treasury securities | $1,999,000 | 791 |
| U.S. Government agency obligations | $9,633,000 | 4,540 |
| Securities issued by states & political subdivisions | $408,000 | 5,155 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,539,000 | 4,550 |
| Mortgage-backed securities | $5,183,000 | 3,880 |
| Certificates of participation in pools of residential mortgages | $3,944,000 | 3,671 |
| Issued or guaranteed by U.S. | $3,944,000 | 3,670 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $1,239,000 | 719 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $1,239,000 | 431 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $12,040,000 | 4,769 |
| Total debt securities | $12,040,000 | 5,152 |
| 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 | $10,669,000 | 5,341 |
| U.S. Government securities | $10,265,000 | 4,610 |
| U.S. Treasury securities | $1,485,000 | 782 |
| U.S. Government agency obligations | $8,780,000 | 4,722 |
| Securities issued by states & political subdivisions | $404,000 | 5,194 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,530,000 | 4,570 |
| Mortgage-backed securities | $4,863,000 | 3,954 |
| Certificates of participation in pools of residential mortgages | $4,122,000 | 3,654 |
| Issued or guaranteed by U.S. | $4,122,000 | 3,653 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $741,000 | 822 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $741,000 | 465 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $10,669,000 | 4,945 |
| Total debt securities | $10,670,000 | 5,319 |
| 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 | $10,062,000 | 5,429 |
| U.S. Government securities | $9,664,000 | 4,667 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,664,000 | 4,568 |
| Securities issued by states & political subdivisions | $398,000 | 5,248 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,551,000 | 4,581 |
| Mortgage-backed securities | $5,017,000 | 3,945 |
| Certificates of participation in pools of residential mortgages | $4,279,000 | 3,626 |
| Issued or guaranteed by U.S. | $4,279,000 | 3,624 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $738,000 | 771 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $738,000 | 450 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $10,062,000 | 5,038 |
| Total debt securities | $10,062,000 | 5,404 |
| 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 | $10,631,000 | 5,422 |
| U.S. Government securities | $10,234,000 | 4,635 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $10,234,000 | 4,535 |
| Securities issued by states & political subdivisions | $397,000 | 5,286 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,507,000 | 4,649 |
| Mortgage-backed securities | $5,300,000 | 3,936 |
| Certificates of participation in pools of residential mortgages | $4,560,000 | 3,577 |
| Issued or guaranteed by U.S. | $4,560,000 | 3,573 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $740,000 | 753 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $740,000 | 444 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $10,631,000 | 5,035 |
| Total debt securities | $10,631,000 | 5,394 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $10,136,000 | 5,480 |
| U.S. Government securities | $9,737,000 | 4,700 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $9,737,000 | 4,604 |
| Securities issued by states & political subdivisions | $399,000 | 5,285 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,536,000 | 4,646 |
| Mortgage-backed securities | $5,569,000 | 3,906 |
| Certificates of participation in pools of residential mortgages | $4,834,000 | 3,508 |
| Issued or guaranteed by U.S. | $4,834,000 | 3,505 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $735,000 | 730 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $735,000 | 404 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $10,136,000 | 5,110 |
| Total debt securities | $10,136,000 | 5,449 |
| 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 | $8,750,000 | 5,692 |
| U.S. Government securities | $8,339,000 | 4,970 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $8,339,000 | 4,866 |
| Securities issued by states & political subdivisions | $411,000 | 5,290 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,632,000 | 4,667 |
| Mortgage-backed securities | $4,565,000 | 4,148 |
| Certificates of participation in pools of residential mortgages | $4,565,000 | 3,628 |
| Issued or guaranteed by U.S. | $4,565,000 | 3,624 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| 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) | $8,750,000 | 5,315 |
| Total debt securities | $8,750,000 | 5,655 |
| 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 | $6,381,000 | 5,990 |
| U.S. Government securities | $5,970,000 | 5,380 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $5,970,000 | 5,267 |
| Securities issued by states & political subdivisions | $411,000 | 5,321 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,723,000 | 4,624 |
| Mortgage-backed securities | $4,193,000 | 4,256 |
| Certificates of participation in pools of residential mortgages | $4,193,000 | 3,718 |
| Issued or guaranteed by U.S. | $4,193,000 | 3,715 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| 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) | $6,381,000 | 5,611 |
| Total debt securities | $6,381,000 | 5,960 |
| 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 | $6,696,000 | 6,055 |
| U.S. Government securities | $6,384,000 | 5,439 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $6,384,000 | 5,326 |
| Securities issued by states & political subdivisions | $312,000 | 5,442 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,468,000 | 4,758 |
| Mortgage-backed securities | $4,624,000 | 4,293 |
| Certificates of participation in pools of residential mortgages | $4,624,000 | 3,776 |
| Issued or guaranteed by U.S. | $4,624,000 | 3,774 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $6,696,000 | 5,664 |
| Total debt securities | $6,696,000 | 6,027 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $7,543,000 | 5,997 |
| U.S. Government securities | $7,232,000 | 5,366 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $7,232,000 | 5,262 |
| Securities issued by states & political subdivisions | $311,000 | 5,452 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,518,000 | 4,784 |
| Mortgage-backed securities | $4,974,000 | 4,264 |
| Certificates of participation in pools of residential mortgages | $4,974,000 | 3,709 |
| Issued or guaranteed by U.S. | $4,974,000 | 3,708 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $7,543,000 | 5,601 |
| Total debt securities | $7,543,000 | 5,971 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $7,636,000 | 6,038 |
| U.S. Government securities | $7,323,000 | 5,444 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $7,323,000 | 5,342 |
| Securities issued by states & political subdivisions | $313,000 | 5,450 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,573,000 | 4,807 |
| Mortgage-backed securities | $5,320,000 | 4,219 |
| Certificates of participation in pools of residential mortgages | $5,320,000 | 3,627 |
| Issued or guaranteed by U.S. | $5,320,000 | 3,622 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $7,636,000 | 5,625 |
| Total debt securities | $7,637,000 | 6,012 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $6,683,000 | 6,166 |
| U.S. Government securities | $6,374,000 | 5,608 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $6,374,000 | 5,500 |
| Securities issued by states & political subdivisions | $309,000 | 5,452 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,636,000 | 4,584 |
| Mortgage-backed securities | $4,359,000 | 4,346 |
| Certificates of participation in pools of residential mortgages | $4,359,000 | 3,752 |
| Issued or guaranteed by U.S. | $4,359,000 | 3,746 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $6,683,000 | 5,733 |
| Total debt securities | $6,683,000 | 6,139 |
| 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 | $6,027,000 | 6,284 |
| U.S. Government securities | $5,717,000 | 5,735 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $5,717,000 | 5,626 |
| Securities issued by states & political subdivisions | $310,000 | 5,457 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,203,000 | 4,714 |
| Mortgage-backed securities | $3,694,000 | 4,458 |
| Certificates of participation in pools of residential mortgages | $3,694,000 | 3,875 |
| Issued or guaranteed by U.S. | $3,694,000 | 3,863 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $6,027,000 | 5,841 |
| Total debt securities | $6,026,000 | 6,254 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $7,332,000 | 6,186 |
| U.S. Government securities | $7,033,000 | 5,593 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $7,033,000 | 5,482 |
| Securities issued by states & political subdivisions | $299,000 | 5,467 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,510,000 | 4,670 |
| Mortgage-backed securities | $4,001,000 | 4,379 |
| Certificates of participation in pools of residential mortgages | $4,001,000 | 3,768 |
| Issued or guaranteed by U.S. | $4,001,000 | 3,755 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $7,332,000 | 5,740 |
| Total debt securities | $7,332,000 | 6,156 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,818 |
| Fair value | $501,000 | 2,873 |
| 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 | $6,927,000 | 6,256 |
| U.S. Government securities | $6,645,000 | 5,683 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $6,645,000 | 5,561 |
| Securities issued by states & political subdivisions | $282,000 | 5,488 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,512,000 | 4,669 |
| Mortgage-backed securities | $4,131,000 | 4,272 |
| Certificates of participation in pools of residential mortgages | $4,131,000 | 3,664 |
| Issued or guaranteed by U.S. | $4,131,000 | 3,655 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $6,927,000 | 5,787 |
| Total debt securities | $6,927,000 | 6,227 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,874 |
| Fair value | $502,000 | 2,905 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $5,605,000 | 6,424 |
| U.S. Government securities | $5,327,000 | 5,847 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $5,327,000 | 5,717 |
| Securities issued by states & political subdivisions | $278,000 | 5,504 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,545,000 | 4,664 |
| Mortgage-backed securities | $3,300,000 | 4,407 |
| Certificates of participation in pools of residential mortgages | $3,300,000 | 3,804 |
| Issued or guaranteed by U.S. | $3,300,000 | 3,794 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $5,605,000 | 5,934 |
| Total debt securities | $5,605,000 | 6,392 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,741 |
| Fair value | $504,000 | 2,775 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $4,875,000 | 6,572 |
| U.S. Government securities | $4,875,000 | 5,939 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,875,000 | 5,812 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,481,000 | 4,731 |
| Mortgage-backed securities | $2,433,000 | 4,661 |
| Certificates of participation in pools of residential mortgages | $2,433,000 | 4,071 |
| Issued or guaranteed by U.S. | $2,433,000 | 4,062 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $4,875,000 | 6,057 |
| Total debt securities | $4,875,000 | 6,537 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,790 |
| Fair value | $504,000 | 2,836 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $4,393,000 | 6,748 |
| U.S. Government securities | $4,393,000 | 6,182 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $4,393,000 | 6,066 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,490,000 | 4,794 |
| Mortgage-backed securities | $1,191,000 | 5,121 |
| Certificates of participation in pools of residential mortgages | $1,191,000 | 4,641 |
| Issued or guaranteed by U.S. | $1,191,000 | 4,633 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $4,393,000 | 6,235 |
| Total debt securities | $4,392,000 | 6,703 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,871 |
| Fair value | $504,000 | 2,898 |
| 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 | $4,298,000 | 6,843 |
| U.S. Government securities | $4,298,000 | 6,305 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $4,298,000 | 6,191 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,510,000 | 4,848 |
| Mortgage-backed securities | $1,301,000 | 5,188 |
| Certificates of participation in pools of residential mortgages | $1,301,000 | 4,738 |
| Issued or guaranteed by U.S. | $1,301,000 | 4,727 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $4,298,000 | 6,320 |
| Total debt securities | $4,298,000 | 6,802 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $4,429,000 | 6,842 |
| U.S. Government securities | $4,179,000 | 6,315 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $4,179,000 | 6,220 |
| Securities issued by states & political subdivisions | $250,000 | 5,558 |
| 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 | $3,529,000 | 4,871 |
| Mortgage-backed securities | $1,423,000 | 5,216 |
| Certificates of participation in pools of residential mortgages | $1,423,000 | 4,759 |
| Issued or guaranteed by U.S. | $1,423,000 | 4,751 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $4,429,000 | 6,327 |
| Total debt securities | $4,429,000 | 6,804 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $5,088,000 | 6,782 |
| U.S. Government securities | $4,837,000 | 6,207 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $4,837,000 | 6,115 |
| Securities issued by states & political subdivisions | $251,000 | 5,583 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,319,000 | 4,976 |
| Mortgage-backed securities | $1,559,000 | 5,247 |
| Certificates of participation in pools of residential mortgages | $1,559,000 | 4,796 |
| Issued or guaranteed by U.S. | $1,559,000 | 4,785 |
| 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) | $5,088,000 | 6,258 |
| Total debt securities | $5,088,000 | 6,738 |
| 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 | $4,996,000 | 6,802 |
| U.S. Government securities | $4,746,000 | 6,229 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $4,746,000 | 6,139 |
| Securities issued by states & political subdivisions | $250,000 | 5,626 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,600,000 | 4,884 |
| Mortgage-backed securities | $1,705,000 | 5,248 |
| Certificates of participation in pools of residential mortgages | $1,705,000 | 4,796 |
| Issued or guaranteed by U.S. | $1,705,000 | 4,781 |
| 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) | $4,996,000 | 6,273 |
| Total debt securities | $4,996,000 | 6,764 |
| Structured notes | ||
| Amortized cost | $249,000 | 1,878 |
| Fair value | $262,000 | 1,825 |
| 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 | $5,174,000 | 6,824 |
| U.S. Government securities | $4,923,000 | 6,311 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $4,923,000 | 6,228 |
| Securities issued by states & political subdivisions | $251,000 | 5,566 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,625,000 | 4,947 |
| Mortgage-backed securities | $1,879,000 | 5,258 |
| Certificates of participation in pools of residential mortgages | $1,879,000 | 4,806 |
| Issued or guaranteed by U.S. | $1,879,000 | 4,790 |
| 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) | $5,174,000 | 6,266 |
| Total debt securities | $5,174,000 | 6,784 |
| Structured notes | ||
| Amortized cost | $249,000 | 1,611 |
| Fair value | $262,000 | 1,560 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $4,337,000 | 7,053 |
| U.S. Government securities | $4,087,000 | 6,666 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,087,000 | 6,564 |
| Securities issued by states & political subdivisions | $250,000 | 5,525 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,246,000 | 5,119 |
| Mortgage-backed securities | $1,431,000 | 5,413 |
| Certificates of participation in pools of residential mortgages | $1,431,000 | 4,965 |
| Issued or guaranteed by U.S. | $1,431,000 | 4,950 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $4,337,000 | 6,487 |
| Total debt securities | $4,337,000 | 7,012 |
| Structured notes | ||
| Amortized cost | $249,000 | 1,633 |
| Fair value | $265,000 | 1,590 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $4,711,000 | 6,978 |
| U.S. Government securities | $4,461,000 | 6,560 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $4,461,000 | 6,467 |
| Securities issued by states & political subdivisions | $250,000 | 5,540 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,557,000 | 5,019 |
| Mortgage-backed securities | $1,505,000 | 5,343 |
| Certificates of participation in pools of residential mortgages | $1,505,000 | 4,902 |
| Issued or guaranteed by U.S. | $1,505,000 | 4,886 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $4,711,000 | 6,388 |
| Total debt securities | $4,711,000 | 6,934 |
| Structured notes | ||
| Amortized cost | $249,000 | 1,634 |
| Fair value | $259,000 | 1,591 |
| 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 | $5,018,000 | 6,983 |
| U.S. Government securities | $4,770,000 | 6,528 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $4,770,000 | 6,435 |
| Securities issued by states & political subdivisions | $248,000 | 5,606 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,550,000 | 5,024 |
| Mortgage-backed securities | $1,587,000 | 5,325 |
| Certificates of participation in pools of residential mortgages | $1,587,000 | 4,876 |
| Issued or guaranteed by U.S. | $1,587,000 | 4,856 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $5,018,000 | 6,402 |
| Total debt securities | $5,018,000 | 6,925 |
| Structured notes | ||
| Amortized cost | $249,000 | 1,670 |
| Fair value | $257,000 | 1,636 |
| 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 | $5,471,000 | 6,904 |
| U.S. Government securities | $5,220,000 | 6,404 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,220,000 | 6,312 |
| Securities issued by states & political subdivisions | $251,000 | 5,601 |
| 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 | $3,612,000 | 4,956 |
| Mortgage-backed securities | $1,739,000 | 5,209 |
| Certificates of participation in pools of residential mortgages | $1,739,000 | 4,743 |
| Issued or guaranteed by U.S. | $1,739,000 | 4,720 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $5,471,000 | 6,321 |
| Total debt securities | $5,470,000 | 6,836 |
| Structured notes | ||
| Amortized cost | $249,000 | 1,820 |
| Fair value | $264,000 | 1,790 |
| 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 | $5,693,000 | 6,922 |
| U.S. Government securities | $5,693,000 | 6,376 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $5,693,000 | 6,276 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| 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 | $3,564,000 | 5,009 |
| Mortgage-backed securities | $1,309,000 | 5,196 |
| Certificates of participation in pools of residential mortgages | $1,309,000 | 4,742 |
| Issued or guaranteed by U.S. | $1,309,000 | 4,722 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $5,693,000 | 6,307 |
| Total debt securities | $5,693,000 | 6,868 |
| Structured notes | ||
| Amortized cost | $249,000 | 2,314 |
| Fair value | $258,000 | 2,281 |
| 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 | $5,775,000 | 6,977 |
| U.S. Government securities | $5,775,000 | 6,460 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $5,775,000 | 6,353 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| 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 | $3,300,000 | 5,130 |
| Mortgage-backed securities | $1,473,000 | 5,004 |
| Certificates of participation in pools of residential mortgages | $1,473,000 | 4,509 |
| Issued or guaranteed by U.S. | $1,473,000 | 4,495 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $5,775,000 | 6,346 |
| Total debt securities | $5,776,000 | 6,927 |
| Structured notes | ||
| Amortized cost | $253,000 | 2,509 |
| Fair value | $253,000 | 2,510 |
| 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 | $5,423,000 | 7,077 |
| U.S. Government securities | $5,423,000 | 6,611 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,423,000 | 6,486 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| 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 | $3,280,000 | 5,170 |
| Mortgage-backed securities | $1,260,000 | 5,104 |
| Certificates of participation in pools of residential mortgages | $1,260,000 | 4,605 |
| Issued or guaranteed by U.S. | $1,260,000 | 4,592 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $5,423,000 | 6,429 |
| Total debt securities | $5,423,000 | 7,039 |
| Structured notes | ||
| Amortized cost | $248,000 | 2,621 |
| Fair value | $248,000 | 2,606 |
| 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 | $5,234,000 | 7,171 |
| U.S. Government securities | $5,234,000 | 6,703 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $5,234,000 | 6,574 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| 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 | $3,290,000 | 5,173 |
| Mortgage-backed securities | $1,566,000 | 4,952 |
| Certificates of participation in pools of residential mortgages | $1,566,000 | 4,428 |
| Issued or guaranteed by U.S. | $1,566,000 | 4,411 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $5,234,000 | 6,485 |
| Total debt securities | $5,234,000 | 7,126 |
| 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 | $5,315,000 | 7,193 |
| U.S. Government securities | $5,315,000 | 6,724 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,315,000 | 6,595 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| 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 | $3,287,000 | 5,202 |
| Mortgage-backed securities | $1,663,000 | 4,898 |
| Certificates of participation in pools of residential mortgages | $1,663,000 | 4,368 |
| Issued or guaranteed by U.S. | $1,663,000 | 4,353 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $5,315,000 | 6,494 |
| Total debt securities | $5,315,000 | 7,147 |
| 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 | $5,148,000 | 7,306 |
| U.S. Government securities | $5,148,000 | 6,818 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $5,148,000 | 6,686 |
| 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 | $3,286,000 | 5,229 |
| Mortgage-backed securities | $1,761,000 | 4,849 |
| Certificates of participation in pools of residential mortgages | $1,761,000 | 4,326 |
| Issued or guaranteed by U.S. | $1,761,000 | 4,303 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $5,148,000 | 6,573 |
| Total debt securities | $5,148,000 | 7,252 |
| 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 | $5,111,000 | 7,343 |
| U.S. Government securities | $5,111,000 | 6,852 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $5,111,000 | 6,714 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| 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 | $3,171,000 | 5,287 |
| Mortgage-backed securities | $1,950,000 | 4,747 |
| Certificates of participation in pools of residential mortgages | $1,950,000 | 4,212 |
| Issued or guaranteed by U.S. | $1,950,000 | 4,197 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $5,111,000 | 6,597 |
| Total debt securities | $5,111,000 | 7,293 |
| 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 | $5,284,000 | 7,351 |
| U.S. Government securities | $5,284,000 | 6,840 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $5,284,000 | 6,700 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| 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 | $3,197,000 | 5,270 |
| Mortgage-backed securities | $2,116,000 | 4,692 |
| Certificates of participation in pools of residential mortgages | $2,116,000 | 4,153 |
| Issued or guaranteed by U.S. | $2,116,000 | 4,139 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $5,284,000 | 6,614 |
| Total debt securities | $5,284,000 | 7,294 |
| 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 | $5,015,000 | 7,448 |
| U.S. Government securities | $5,015,000 | 6,943 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $5,015,000 | 6,790 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| 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 | $3,221,000 | 5,279 |
| Mortgage-backed securities | $1,793,000 | 4,917 |
| Certificates of participation in pools of residential mortgages | $1,793,000 | 4,368 |
| Issued or guaranteed by U.S. | $1,793,000 | 4,349 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $5,015,000 | 6,694 |
| Total debt securities | $5,016,000 | 7,396 |
| 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 | $6,081,000 | 7,216 |
| U.S. Government securities | $5,881,000 | 6,698 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,881,000 | 6,559 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $200,000 | 3,014 |
| 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 | $200,000 | 2,486 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,108,000 | 5,320 |
| Mortgage-backed securities | $1,955,000 | 4,867 |
| Certificates of participation in pools of residential mortgages | $1,955,000 | 4,315 |
| Issued or guaranteed by U.S. | $1,955,000 | 4,299 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $6,081,000 | 6,470 |
| Total debt securities | $6,081,000 | 7,156 |
| 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 | $5,622,000 | 7,371 |
| U.S. Government securities | $5,422,000 | 6,874 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $5,422,000 | 6,727 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $200,000 | 3,066 |
| 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 | $200,000 | 2,560 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,161,000 | 5,271 |
| Mortgage-backed securities | $2,180,000 | 4,833 |
| Certificates of participation in pools of residential mortgages | $2,180,000 | 4,260 |
| Issued or guaranteed by U.S. | $2,180,000 | 4,244 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $5,622,000 | 6,589 |
| Total debt securities | $5,622,000 | 7,305 |
| 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 | $5,810,000 | 7,424 |
| U.S. Government securities | $5,610,000 | 6,894 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,610,000 | 6,740 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $200,000 | 3,119 |
| 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 | $200,000 | 2,644 |
| 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 | $3,179,000 | 5,321 |
| Mortgage-backed securities | $2,394,000 | 4,803 |
| Certificates of participation in pools of residential mortgages | $2,394,000 | 4,223 |
| Issued or guaranteed by U.S. | $2,394,000 | 4,210 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $5,810,000 | 6,631 |
| Total debt securities | $5,810,000 | 7,357 |
| 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 | $6,218,000 | 7,342 |
| U.S. Government securities | $6,014,000 | 6,778 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,014,000 | 6,622 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $204,000 | 3,162 |
| 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 | $204,000 | 2,703 |
| 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 | $3,331,000 | 5,245 |
| Mortgage-backed securities | $2,559,000 | 4,786 |
| Certificates of participation in pools of residential mortgages | $2,559,000 | 4,193 |
| Issued or guaranteed by U.S. | $2,559,000 | 4,180 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $6,218,000 | 6,534 |
| Total debt securities | $6,218,000 | 7,267 |
| 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 | $6,431,000 | 7,341 |
| U.S. Government securities | $6,224,000 | 6,727 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $6,224,000 | 6,577 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $207,000 | 3,215 |
| 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 | $207,000 | 2,765 |
| 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 | $3,372,000 | 5,235 |
| Mortgage-backed securities | $2,741,000 | 4,737 |
| Certificates of participation in pools of residential mortgages | $2,741,000 | 4,137 |
| Issued or guaranteed by U.S. | $2,741,000 | 4,125 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $6,431,000 | 6,530 |
| Total debt securities | $6,430,000 | 7,273 |
| 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 | $6,608,000 | 7,365 |
| U.S. Government securities | $6,399,000 | 6,773 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $6,399,000 | 6,604 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $209,000 | 3,309 |
| 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 | $209,000 | 2,867 |
| 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 | $3,370,000 | 5,215 |
| Mortgage-backed securities | $2,933,000 | 4,718 |
| Certificates of participation in pools of residential mortgages | $2,933,000 | 4,102 |
| Issued or guaranteed by U.S. | $2,933,000 | 4,093 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $6,608,000 | 6,545 |
| Total debt securities | $6,605,000 | 7,288 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $5,474,000 | 7,625 |
| U.S. Government securities | $5,262,000 | 7,088 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $5,262,000 | 6,916 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $212,000 | 3,403 |
| 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 | $212,000 | 2,944 |
| 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 | $3,204,000 | 5,238 |
| Mortgage-backed securities | $2,736,000 | 4,874 |
| Certificates of participation in pools of residential mortgages | $2,736,000 | 4,243 |
| Issued or guaranteed by U.S. | $2,736,000 | 4,232 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $5,474,000 | 6,826 |
| Total debt securities | $5,474,000 | 7,546 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $5,558,000 | 7,681 |
| U.S. Government securities | $5,144,000 | 7,174 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,144,000 | 6,989 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $414,000 | 3,191 |
| 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 | $414,000 | 2,857 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,962,000 | 5,354 |
| Mortgage-backed securities | $2,402,000 | 4,979 |
| Certificates of participation in pools of residential mortgages | $2,402,000 | 4,386 |
| Issued or guaranteed by U.S. | $2,402,000 | 4,365 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $5,558,000 | 6,856 |
| Total debt securities | $5,558,000 | 7,598 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $6,379,000 | 7,432 |
| U.S. Government securities | $5,965,000 | 6,824 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $5,965,000 | 6,647 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $414,000 | 3,316 |
| 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 | $414,000 | 2,962 |
| 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 | $3,482,000 | 5,058 |
| Mortgage-backed securities | $2,712,000 | 4,852 |
| Certificates of participation in pools of residential mortgages | $2,712,000 | 4,230 |
| Issued or guaranteed by U.S. | $2,712,000 | 4,212 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $6,379,000 | 6,608 |
| Total debt securities | $6,379,000 | 7,344 |
| 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 | $7,851,000 | 6,993 |
| U.S. Government securities | $7,435,000 | 6,271 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $7,435,000 | 6,099 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $416,000 | 3,366 |
| 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 | $416,000 | 3,000 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,782,000 | 4,896 |
| Mortgage-backed securities | $3,403,000 | 4,655 |
| Certificates of participation in pools of residential mortgages | $3,403,000 | 3,980 |
| Issued or guaranteed by U.S. | $3,403,000 | 3,967 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $7,851,000 | 6,215 |
| Total debt securities | $7,851,000 | 6,894 |
| 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 | $6,950,000 | 7,292 |
| U.S. Government securities | $6,544,000 | 6,606 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $6,544,000 | 6,415 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $406,000 | 3,424 |
| 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 | $406,000 | 3,035 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,621,000 | 4,992 |
| Mortgage-backed securities | $3,282,000 | 4,753 |
| Certificates of participation in pools of residential mortgages | $3,229,000 | 4,066 |
| Issued or guaranteed by U.S. | $3,229,000 | 4,051 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $53,000 | 4,161 |
| CMOs issued by government agencies or sponsored agencies | $53,000 | 3,970 |
| 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) | $6,950,000 | 6,482 |
| Total debt securities | $6,952,000 | 7,196 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $5,629,000 | 7,636 |
| U.S. Government securities | $5,223,000 | 7,081 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,223,000 | 6,875 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $406,000 | 3,465 |
| 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 | $406,000 | 3,060 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,763,000 | 5,455 |
| Mortgage-backed securities | $2,704,000 | 5,010 |
| Certificates of participation in pools of residential mortgages | $2,480,000 | 4,388 |
| Issued or guaranteed by U.S. | $2,480,000 | 4,373 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $224,000 | 3,918 |
| CMOs issued by government agencies or sponsored agencies | $224,000 | 3,750 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $5,629,000 | 6,779 |
| Total debt securities | $5,628,000 | 7,552 |
| 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 | $6,580,000 | 7,456 |
| U.S. Government securities | $6,045,000 | 6,814 |
| U.S. Treasury securities | $771,000 | 2,210 |
| U.S. Government agency obligations | $5,274,000 | 6,875 |
| Securities issued by states & political subdivisions | $130,000 | 6,691 |
| Other domestic debt securities | $405,000 | 3,526 |
| 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 | $405,000 | 3,053 |
| 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 | $1,245,000 | 6,517 |
| Mortgage-backed securities | $2,736,000 | 4,864 |
| Certificates of participation in pools of residential mortgages | $2,517,000 | 4,161 |
| Issued or guaranteed by U.S. | $2,517,000 | 4,145 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $219,000 | 4,092 |
| CMOs issued by government agencies or sponsored agencies | $219,000 | 3,911 |
| 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) | $6,580,000 | 6,518 |
| Total debt securities | $6,580,000 | 7,350 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $6,589,000 | 7,806 |
| U.S. Government securities | $6,258,000 | 7,208 |
| U.S. Treasury securities | $1,263,000 | 2,404 |
| U.S. Government agency obligations | $4,995,000 | 7,411 |
| Securities issued by states & political subdivisions | $131,000 | 6,886 |
| Other domestic debt securities | $200,000 | 3,440 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $200,000 | 3,006 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,694,000 | 5,871 |
| Mortgage-backed securities | $2,088,000 | 4,721 |
| Certificates of participation in pools of residential mortgages | $2,088,000 | 3,912 |
| Issued or guaranteed by U.S. | $2,088,000 | 3,891 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $6,589,000 | 6,723 |
| Total debt securities | $6,589,000 | 7,692 |
| 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 | $6,451,000 | 8,190 |
| U.S. Government securities | $5,858,000 | 7,680 |
| U.S. Treasury securities | $2,006,000 | 2,646 |
| U.S. Government agency obligations | $3,852,000 | 8,065 |
| Securities issued by states & political subdivisions | $494,000 | 6,404 |
| Other domestic debt securities | $99,000 | 3,546 |
| 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 | $99,000 | 3,010 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,719,000 | 5,883 |
| Mortgage-backed securities | $1,686,000 | 5,302 |
| Certificates of participation in pools of residential mortgages | $1,686,000 | 4,423 |
| Issued or guaranteed by U.S. | $1,686,000 | 4,408 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $6,451,000 | 6,955 |
| Total debt securities | $6,451,000 | 8,056 |
| 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 | $7,303,000 | 7,919 |
| U.S. Government securities | $6,147,000 | 7,503 |
| U.S. Treasury securities | $3,058,000 | 3,056 |
| U.S. Government agency obligations | $3,089,000 | 8,170 |
| Securities issued by states & political subdivisions | $1,156,000 | 5,559 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,850,000 | 5,497 |
| Mortgage-backed securities | $1,678,000 | 5,537 |
| Certificates of participation in pools of residential mortgages | $1,678,000 | 4,622 |
| Issued or guaranteed by U.S. | $1,678,000 | 4,601 |
| 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) | $7,303,000 | 6,581 |
| Total debt securities | $7,303,000 | 7,795 |
| 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 | $7,895,000 | 8,132 |
| U.S. Government securities | $6,154,000 | 8,015 |
| U.S. Treasury securities | $3,131,000 | 4,149 |
| U.S. Government agency obligations | $3,023,000 | 8,420 |
| Securities issued by states & political subdivisions | $1,641,000 | 4,961 |
| Other domestic debt securities | $100,000 | 3,251 |
| 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 | $100,000 | 2,574 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,258,000 | 5,473 |
| Mortgage-backed securities | $885,000 | 6,481 |
| Certificates of participation in pools of residential mortgages | $885,000 | 5,548 |
| Issued or guaranteed by U.S. | $885,000 | 5,529 |
| 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) | $1,565,000 | 5,892 |
| Available-for-sale securities (fair market value) | $6,330,000 | 6,948 |
| Total debt securities | $7,895,000 | 8,008 |
| Structured notes | ||
| Amortized cost | $700,000 | 1,654 |
| Fair value | $692,000 | 1,670 |
| 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 | $7,629,000 | 8,749 |
| U.S. Government securities | $5,536,000 | 8,884 |
| U.S. Treasury securities | $1,602,000 | 6,402 |
| U.S. Government agency obligations | $3,934,000 | 8,266 |
| Securities issued by states & political subdivisions | $1,992,000 | 4,812 |
| Other domestic debt securities | $99,000 | 3,858 |
| 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 | $99,000 | 2,986 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,271,000 | 6,485 |
| Mortgage-backed securities | $924,000 | 6,969 |
| Certificates of participation in pools of residential mortgages | $924,000 | 5,942 |
| Issued or guaranteed by U.S. | $924,000 | 5,927 |
| 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) | $1,826,000 | 6,427 |
| Available-for-sale securities (fair market value) | $5,803,000 | 7,407 |
| Total debt securities | $7,627,000 | 8,649 |
| Structured notes | ||
| Amortized cost | $700,000 | 2,248 |
| Fair value | $686,000 | 2,282 |
| 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 | $6,475,000 | 9,577 |
| U.S. Government securities | $4,059,000 | 10,016 |
| U.S. Treasury securities | $608,000 | 9,138 |
| U.S. Government agency obligations | $3,451,000 | 8,697 |
| Securities issued by states & political subdivisions | $2,314,000 | 4,585 |
| Other domestic debt securities | $100,000 | 4,419 |
| 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 | $100,000 | 3,460 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $675,000 | 8,590 |
| Mortgage-backed securities | $1,106,000 | 7,161 |
| Certificates of participation in pools of residential mortgages | $1,106,000 | 5,923 |
| Issued or guaranteed by U.S. | $1,106,000 | 5,888 |
| 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) | $2,022,000 | 6,636 |
| Available-for-sale securities (fair market value) | $4,453,000 | 8,292 |
| Total debt securities | $6,475,000 | 9,472 |
| 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 | $6,066,000 | 10,358 |
| U.S. Government securities | $2,953,000 | 11,286 |
| U.S. Treasury securities | $235,000 | 10,909 |
| U.S. Government agency obligations | $2,718,000 | 9,360 |
| Securities issued by states & political subdivisions | $2,651,000 | 4,499 |
| Other domestic debt securities | $291,000 | 4,214 |
| 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 | $291,000 | 3,369 |
| Foreign debt securities | NA | NA |
| Equity securities | $171,000 | 5,074 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,326,000 | 7,940 |
| Mortgage-backed securities | $1,021,000 | 7,711 |
| Certificates of participation in pools of residential mortgages | $1,021,000 | 6,389 |
| Issued or guaranteed by U.S. | $1,021,000 | 6,364 |
| 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) | $2,282,000 | 9,819 |
| Available-for-sale securities (fair market value) | $3,784,000 | 7,605 |
| Total debt securities | $5,895,000 | 10,335 |
| 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 | $9,383,000 | 9,318 |
| U.S. Government securities | $5,708,000 | 10,096 |
| U.S. Treasury securities | $948,000 | 10,192 |
| U.S. Government agency obligations | $4,760,000 | 8,080 |
| Securities issued by states & political subdivisions | $2,695,000 | 4,554 |
| Other domestic debt securities | $701,000 | 3,801 |
| 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 | $701,000 | 2,924 |
| Foreign debt securities | NA | NA |
| Equity securities | $279,000 | 4,005 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,175,000 | 6,788 |
| Mortgage-backed securities | $1,312,000 | 8,021 |
| Certificates of participation in pools of residential mortgages | $1,312,000 | 6,597 |
| Issued or guaranteed by U.S. | $1,312,000 | 6,549 |
| 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 | $9,104,000 | 9,287 |
| 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 | $8,006,000 | 10,032 |
| U.S. Government securities | $4,641,000 | 11,026 |
| U.S. Treasury securities | $1,349,000 | 9,762 |
| U.S. Government agency obligations | $3,292,000 | 9,299 |
| Securities issued by states & political subdivisions | $2,260,000 | 4,757 |
| Other domestic debt securities | $1,103,000 | 3,889 |
| 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 | $1,103,000 | 2,791 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,900,000 | 7,287 |
| Mortgage-backed securities | $1,493,000 | 8,247 |
| Certificates of participation in pools of residential mortgages | $1,493,000 | 6,784 |
| Issued or guaranteed by U.S. | $1,493,000 | 6,719 |
| 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 | $8,004,000 | 9,902 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |