Home > First Alliance Bank > Securities
First Alliance Bank, Securities
| 2019-09-30 | Rank | |
| Total securities | $8,410,000 | 4,278 |
| U.S. Government securities | $7,798,000 | 3,702 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $7,798,000 | 3,535 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $612,000 | 1,668 |
| 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 | $612,000 | 1,244 |
| 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 | $0 | 4,426 |
| Mortgage-backed securities | $7,581,000 | 2,835 |
| Certificates of participation in pools of residential mortgages | $3,154,000 | 2,951 |
| Issued or guaranteed by U.S. | $3,154,000 | 2,863 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,093,000 | 2,097 |
| CMOs issued by government agencies or sponsored agencies | $2,093,000 | 2,050 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $2,334,000 | 1,250 |
| Commercial mortgage pass-through securities | $2,334,000 | 838 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $612,000 | 1,510 |
| Available-for-sale securities (fair market value) | $7,798,000 | 4,088 |
| Total debt securities | $8,408,000 | 4,256 |
| 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 | $8,682,000 | 4,326 |
| U.S. Government securities | $8,069,000 | 3,736 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $8,069,000 | 3,569 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $613,000 | 1,662 |
| 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 | $613,000 | 1,273 |
| 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 | $0 | 4,470 |
| Mortgage-backed securities | $7,813,000 | 2,810 |
| Certificates of participation in pools of residential mortgages | $3,263,000 | 2,944 |
| Issued or guaranteed by U.S. | $3,263,000 | 2,863 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,209,000 | 2,045 |
| CMOs issued by government agencies or sponsored agencies | $2,209,000 | 1,996 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $2,341,000 | 1,238 |
| Commercial mortgage pass-through securities | $2,341,000 | 836 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $613,000 | 1,555 |
| Available-for-sale securities (fair market value) | $8,069,000 | 4,118 |
| Total debt securities | $8,682,000 | 4,305 |
| 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 | $8,903,000 | 4,356 |
| U.S. Government securities | $8,290,000 | 3,751 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $8,290,000 | 3,584 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $613,000 | 1,665 |
| 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 | $613,000 | 1,277 |
| 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 | $0 | 4,517 |
| Mortgage-backed securities | $8,039,000 | 2,792 |
| Certificates of participation in pools of residential mortgages | $3,337,000 | 2,955 |
| Issued or guaranteed by U.S. | $3,337,000 | 2,868 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,295,000 | 2,033 |
| CMOs issued by government agencies or sponsored agencies | $2,295,000 | 1,984 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $2,407,000 | 1,161 |
| Commercial mortgage pass-through securities | $2,407,000 | 809 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $613,000 | 1,583 |
| Available-for-sale securities (fair market value) | $8,290,000 | 4,139 |
| Total debt securities | $8,904,000 | 4,336 |
| 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 | $9,093,000 | 4,387 |
| U.S. Government securities | $8,480,000 | 3,758 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $8,480,000 | 3,595 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $613,000 | 1,657 |
| 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 | $613,000 | 1,285 |
| 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 | $0 | 4,567 |
| Mortgage-backed securities | $8,175,000 | 2,783 |
| Certificates of participation in pools of residential mortgages | $3,401,000 | 2,957 |
| Issued or guaranteed by U.S. | $3,401,000 | 2,898 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,361,000 | 2,015 |
| CMOs issued by government agencies or sponsored agencies | $2,361,000 | 1,965 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $2,413,000 | 1,144 |
| Commercial mortgage pass-through securities | $2,413,000 | 806 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $613,000 | 1,618 |
| Available-for-sale securities (fair market value) | $8,480,000 | 4,171 |
| Total debt securities | $9,094,000 | 4,365 |
| 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 | $8,860,000 | 4,461 |
| U.S. Government securities | $8,247,000 | 3,836 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $8,247,000 | 3,678 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $613,000 | 1,620 |
| 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 | $613,000 | 1,283 |
| 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 | $0 | 4,627 |
| Mortgage-backed securities | $7,948,000 | 2,821 |
| Certificates of participation in pools of residential mortgages | $3,474,000 | 2,987 |
| Issued or guaranteed by U.S. | $3,474,000 | 2,964 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,931,000 | 2,096 |
| CMOs issued by government agencies or sponsored agencies | $1,931,000 | 2,040 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $2,543,000 | 1,102 |
| Commercial mortgage pass-through securities | $2,543,000 | 783 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $613,000 | 1,645 |
| Available-for-sale securities (fair market value) | $8,247,000 | 4,232 |
| Total debt securities | $8,860,000 | 4,436 |
| 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 | $9,194,000 | 4,481 |
| U.S. Government securities | $7,958,000 | 3,874 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $7,958,000 | 3,722 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $1,236,000 | 1,550 |
| Privately issued residential mortgage-backed securities | $622,000 | 561 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $614,000 | 1,283 |
| 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 | $0 | 4,680 |
| Mortgage-backed securities | $8,242,000 | 2,828 |
| Certificates of participation in pools of residential mortgages | $3,610,000 | 3,008 |
| Issued or guaranteed by U.S. | $2,988,000 | 2,954 |
| Privately issued | $622,000 | 301 |
| Collaterized mortgage obligations | $2,053,000 | 2,075 |
| CMOs issued by government agencies or sponsored agencies | $2,053,000 | 2,021 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $2,579,000 | 1,079 |
| Commercial mortgage pass-through securities | $2,579,000 | 752 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $614,000 | 1,668 |
| Available-for-sale securities (fair market value) | $8,580,000 | 4,244 |
| Total debt securities | $9,193,000 | 4,455 |
| 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 | $9,636,000 | 4,483 |
| U.S. Government securities | $9,022,000 | 3,823 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $9,022,000 | 3,670 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $614,000 | 1,636 |
| 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 | $614,000 | 1,319 |
| 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 | $0 | 4,746 |
| Mortgage-backed securities | $5,909,000 | 3,111 |
| Certificates of participation in pools of residential mortgages | $3,732,000 | 3,027 |
| Issued or guaranteed by U.S. | $3,732,000 | 3,020 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,177,000 | 2,038 |
| CMOs issued by government agencies or sponsored agencies | $2,177,000 | 1,977 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $614,000 | 1,692 |
| Available-for-sale securities (fair market value) | $9,022,000 | 4,255 |
| Total debt securities | $9,636,000 | 4,460 |
| 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 | $10,089,000 | 4,510 |
| U.S. Government securities | $9,475,000 | 3,799 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $9,475,000 | 3,649 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $614,000 | 1,648 |
| 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 | $614,000 | 1,340 |
| 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 | $0 | 4,818 |
| Mortgage-backed securities | $6,287,000 | 3,085 |
| Certificates of participation in pools of residential mortgages | $3,974,000 | 3,014 |
| Issued or guaranteed by U.S. | $3,974,000 | 3,011 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,313,000 | 1,998 |
| CMOs issued by government agencies or sponsored agencies | $2,313,000 | 1,934 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $614,000 | 1,717 |
| Available-for-sale securities (fair market value) | $9,475,000 | 4,298 |
| Total debt securities | $10,089,000 | 4,483 |
| 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 | $9,036,000 | 4,657 |
| U.S. Government securities | $8,422,000 | 3,962 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $8,422,000 | 3,825 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $614,000 | 1,662 |
| 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 | $614,000 | 1,368 |
| 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 | $0 | 4,886 |
| Mortgage-backed securities | $5,575,000 | 3,244 |
| Certificates of participation in pools of residential mortgages | $4,140,000 | 3,028 |
| Issued or guaranteed by U.S. | $4,140,000 | 3,026 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,435,000 | 2,266 |
| CMOs issued by government agencies or sponsored agencies | $1,435,000 | 2,207 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $614,000 | 1,775 |
| Available-for-sale securities (fair market value) | $8,422,000 | 4,412 |
| Total debt securities | $9,036,000 | 4,632 |
| 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 | $7,278,000 | 4,834 |
| U.S. Government securities | $6,664,000 | 4,269 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $6,664,000 | 4,138 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $614,000 | 1,689 |
| 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 | $614,000 | 1,397 |
| 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 | $730,000 | 4,679 |
| Mortgage-backed securities | $4,772,000 | 3,400 |
| Certificates of participation in pools of residential mortgages | $3,194,000 | 3,250 |
| Issued or guaranteed by U.S. | $3,194,000 | 3,247 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,578,000 | 2,243 |
| CMOs issued by government agencies or sponsored agencies | $1,578,000 | 2,177 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $614,000 | 1,802 |
| Available-for-sale securities (fair market value) | $6,664,000 | 4,611 |
| Total debt securities | $7,277,000 | 4,803 |
| 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 | $6,572,000 | 4,974 |
| U.S. Government securities | $5,958,000 | 4,430 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $5,958,000 | 4,301 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $614,000 | 1,743 |
| 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 | $614,000 | 1,430 |
| 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 | $523,000 | 4,788 |
| Mortgage-backed securities | $3,933,000 | 3,589 |
| Certificates of participation in pools of residential mortgages | $2,240,000 | 3,553 |
| Issued or guaranteed by U.S. | $2,240,000 | 3,548 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,693,000 | 2,242 |
| CMOs issued by government agencies or sponsored agencies | $1,693,000 | 2,179 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $614,000 | 1,833 |
| Available-for-sale securities (fair market value) | $5,958,000 | 4,729 |
| Total debt securities | $6,572,000 | 4,951 |
| 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 | $6,091,000 | 5,053 |
| U.S. Government securities | $5,477,000 | 4,503 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,477,000 | 4,376 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $614,000 | 1,756 |
| 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 | $614,000 | 1,433 |
| 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 | $563,000 | 4,823 |
| Mortgage-backed securities | $3,430,000 | 3,693 |
| Certificates of participation in pools of residential mortgages | $2,111,000 | 3,610 |
| Issued or guaranteed by U.S. | $2,111,000 | 3,605 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,319,000 | 2,378 |
| CMOs issued by government agencies or sponsored agencies | $1,319,000 | 2,304 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $614,000 | 1,855 |
| Available-for-sale securities (fair market value) | $5,477,000 | 4,794 |
| Total debt securities | $6,091,000 | 5,026 |
| 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 | $6,633,000 | 5,045 |
| U.S. Government securities | $6,019,000 | 4,470 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $6,019,000 | 4,346 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $614,000 | 1,752 |
| 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 | $614,000 | 1,430 |
| 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 | $723,000 | 4,858 |
| Mortgage-backed securities | $3,723,000 | 3,666 |
| Certificates of participation in pools of residential mortgages | $2,234,000 | 3,607 |
| Issued or guaranteed by U.S. | $2,234,000 | 3,604 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,489,000 | 2,340 |
| CMOs issued by government agencies or sponsored agencies | $1,489,000 | 2,275 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $614,000 | 1,867 |
| Available-for-sale securities (fair market value) | $6,019,000 | 4,780 |
| Total debt securities | $6,632,000 | 5,025 |
| 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 | $6,914,000 | 5,075 |
| U.S. Government securities | $6,302,000 | 4,506 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $6,302,000 | 4,373 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $612,000 | 1,781 |
| 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 | $612,000 | 1,438 |
| 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 | $741,000 | 4,932 |
| Mortgage-backed securities | $3,962,000 | 3,657 |
| Certificates of participation in pools of residential mortgages | $2,320,000 | 3,631 |
| Issued or guaranteed by U.S. | $2,320,000 | 3,626 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,642,000 | 2,306 |
| CMOs issued by government agencies or sponsored agencies | $1,642,000 | 2,240 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $612,000 | 1,909 |
| Available-for-sale securities (fair market value) | $6,302,000 | 4,814 |
| Total debt securities | $6,914,000 | 5,056 |
| 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 | $6,722,000 | 5,178 |
| U.S. Government securities | $6,110,000 | 4,622 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $6,110,000 | 4,505 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $612,000 | 1,804 |
| 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 | $612,000 | 1,450 |
| 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 | $766,000 | 4,975 |
| Mortgage-backed securities | $4,155,000 | 3,652 |
| Certificates of participation in pools of residential mortgages | $2,395,000 | 3,641 |
| Issued or guaranteed by U.S. | $2,395,000 | 3,638 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,760,000 | 2,294 |
| CMOs issued by government agencies or sponsored agencies | $1,760,000 | 2,230 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $612,000 | 1,950 |
| Available-for-sale securities (fair market value) | $6,110,000 | 4,888 |
| Total debt securities | $6,722,000 | 5,160 |
| 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 | $6,863,000 | 5,203 |
| U.S. Government securities | $6,253,000 | 4,638 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,253,000 | 4,518 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $610,000 | 1,799 |
| 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 | $610,000 | 1,447 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,082,000 | 4,331 |
| Mortgage-backed securities | $4,321,000 | 3,628 |
| Certificates of participation in pools of residential mortgages | $2,471,000 | 3,642 |
| Issued or guaranteed by U.S. | $2,471,000 | 3,640 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,850,000 | 2,288 |
| CMOs issued by government agencies or sponsored agencies | $1,850,000 | 2,220 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $610,000 | 1,986 |
| Available-for-sale securities (fair market value) | $6,253,000 | 4,916 |
| Total debt securities | $6,863,000 | 5,181 |
| 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 | $5,308,000 | 5,477 |
| U.S. Government securities | $4,699,000 | 4,997 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $4,699,000 | 4,886 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $609,000 | 1,818 |
| 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 | $609,000 | 1,450 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,291,000 | 4,355 |
| Mortgage-backed securities | $3,700,000 | 3,798 |
| Certificates of participation in pools of residential mortgages | $2,582,000 | 3,658 |
| Issued or guaranteed by U.S. | $2,582,000 | 3,656 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,118,000 | 2,572 |
| CMOs issued by government agencies or sponsored agencies | $1,118,000 | 2,500 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $609,000 | 2,005 |
| Available-for-sale securities (fair market value) | $4,699,000 | 5,189 |
| Total debt securities | $5,308,000 | 5,453 |
| 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 | $6,567,000 | 5,423 |
| U.S. Government securities | $5,959,000 | 4,912 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $5,959,000 | 4,797 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $608,000 | 1,825 |
| 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 | $608,000 | 1,457 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,191,000 | 4,429 |
| Mortgage-backed securities | $4,958,000 | 3,647 |
| Certificates of participation in pools of residential mortgages | $3,769,000 | 3,429 |
| Issued or guaranteed by U.S. | $3,769,000 | 3,426 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,189,000 | 2,609 |
| CMOs issued by government agencies or sponsored agencies | $1,189,000 | 2,536 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $608,000 | 2,045 |
| Available-for-sale securities (fair market value) | $5,959,000 | 5,117 |
| Total debt securities | $6,568,000 | 5,402 |
| 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 | $6,430,000 | 5,483 |
| U.S. Government securities | $5,823,000 | 5,011 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $5,823,000 | 4,899 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $607,000 | 1,878 |
| 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 | $607,000 | 1,492 |
| 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 | $3,213,000 | 4,482 |
| Mortgage-backed securities | $5,259,000 | 3,658 |
| Certificates of participation in pools of residential mortgages | $3,982,000 | 3,459 |
| Issued or guaranteed by U.S. | $3,982,000 | 3,457 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,277,000 | 2,609 |
| CMOs issued by government agencies or sponsored agencies | $1,277,000 | 2,534 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $607,000 | 2,047 |
| Available-for-sale securities (fair market value) | $5,823,000 | 5,188 |
| Total debt securities | $6,429,000 | 5,464 |
| 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 | $6,317,000 | 5,606 |
| U.S. Government securities | $5,711,000 | 5,101 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $5,711,000 | 4,987 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $606,000 | 1,900 |
| 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 | $606,000 | 1,510 |
| 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 | $3,014,000 | 4,595 |
| Mortgage-backed securities | $5,150,000 | 3,735 |
| Certificates of participation in pools of residential mortgages | $4,106,000 | 3,498 |
| Issued or guaranteed by U.S. | $4,106,000 | 3,493 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,044,000 | 2,735 |
| CMOs issued by government agencies or sponsored agencies | $1,044,000 | 2,649 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $606,000 | 2,061 |
| Available-for-sale securities (fair market value) | $5,711,000 | 5,299 |
| Total debt securities | $6,317,000 | 5,584 |
| 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 | $6,583,000 | 5,658 |
| U.S. Government securities | $5,978,000 | 5,148 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $5,978,000 | 5,033 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $605,000 | 1,956 |
| 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 | $605,000 | 1,547 |
| 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 | $3,184,000 | 4,612 |
| Mortgage-backed securities | $5,322,000 | 3,784 |
| Certificates of participation in pools of residential mortgages | $4,230,000 | 3,553 |
| Issued or guaranteed by U.S. | $4,230,000 | 3,552 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,092,000 | 2,768 |
| CMOs issued by government agencies or sponsored agencies | $1,092,000 | 2,672 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $605,000 | 2,093 |
| Available-for-sale securities (fair market value) | $5,978,000 | 5,349 |
| Total debt securities | $6,583,000 | 5,634 |
| 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 | $6,049,000 | 5,775 |
| U.S. Government securities | $5,445,000 | 5,324 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $5,445,000 | 5,205 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $604,000 | 2,007 |
| 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 | $604,000 | 1,592 |
| 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 | $3,039,000 | 4,695 |
| Mortgage-backed securities | $4,784,000 | 3,936 |
| Certificates of participation in pools of residential mortgages | $3,632,000 | 3,757 |
| Issued or guaranteed by U.S. | $3,632,000 | 3,757 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,152,000 | 2,785 |
| CMOs issued by government agencies or sponsored agencies | $1,152,000 | 2,689 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $604,000 | 2,108 |
| Available-for-sale securities (fair market value) | $5,445,000 | 5,456 |
| Total debt securities | $6,049,000 | 5,755 |
| 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 | $8,224,000 | 5,596 |
| U.S. Government securities | $7,622,000 | 5,004 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $7,622,000 | 4,908 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $602,000 | 2,066 |
| 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 | $602,000 | 1,632 |
| 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 | $3,215,000 | 4,663 |
| Mortgage-backed securities | $6,886,000 | 3,626 |
| Certificates of participation in pools of residential mortgages | $4,770,000 | 3,513 |
| Issued or guaranteed by U.S. | $4,770,000 | 3,513 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,116,000 | 2,447 |
| CMOs issued by government agencies or sponsored agencies | $2,116,000 | 2,371 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $602,000 | 2,109 |
| Available-for-sale securities (fair market value) | $7,622,000 | 5,263 |
| Total debt securities | $8,224,000 | 5,573 |
| 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 | $8,403,000 | 5,608 |
| U.S. Government securities | $7,802,000 | 4,967 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,802,000 | 4,866 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $601,000 | 2,118 |
| 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 | $601,000 | 1,672 |
| 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 | $3,290,000 | 4,670 |
| Mortgage-backed securities | $7,066,000 | 3,597 |
| Certificates of participation in pools of residential mortgages | $4,941,000 | 3,484 |
| Issued or guaranteed by U.S. | $4,941,000 | 3,481 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,125,000 | 2,422 |
| CMOs issued by government agencies or sponsored agencies | $2,125,000 | 2,338 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $601,000 | 2,115 |
| Available-for-sale securities (fair market value) | $7,802,000 | 5,282 |
| Total debt securities | $8,403,000 | 5,584 |
| 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 | $8,901,000 | 5,610 |
| U.S. Government securities | $8,302,000 | 4,918 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,302,000 | 4,817 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $599,000 | 2,171 |
| 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 | $599,000 | 1,711 |
| 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 | $3,043,000 | 4,789 |
| Mortgage-backed securities | $7,426,000 | 3,576 |
| Certificates of participation in pools of residential mortgages | $5,201,000 | 3,457 |
| Issued or guaranteed by U.S. | $5,201,000 | 3,453 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,225,000 | 2,419 |
| CMOs issued by government agencies or sponsored agencies | $2,225,000 | 2,332 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $599,000 | 2,109 |
| Available-for-sale securities (fair market value) | $8,302,000 | 5,292 |
| Total debt securities | $8,900,000 | 5,581 |
| 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 | $9,290,000 | 5,582 |
| U.S. Government securities | $8,691,000 | 4,854 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $8,691,000 | 4,749 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $599,000 | 2,242 |
| 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 | $599,000 | 1,757 |
| 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 | $4,284,000 | 4,438 |
| Mortgage-backed securities | $7,813,000 | 3,522 |
| Certificates of participation in pools of residential mortgages | $5,480,000 | 3,377 |
| Issued or guaranteed by U.S. | $5,480,000 | 3,373 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,333,000 | 2,442 |
| CMOs issued by government agencies or sponsored agencies | $2,333,000 | 2,353 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $599,000 | 2,048 |
| Available-for-sale securities (fair market value) | $8,691,000 | 5,260 |
| Total debt securities | $9,290,000 | 5,545 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $10,061,000 | 5,546 |
| U.S. Government securities | $9,464,000 | 4,805 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $9,464,000 | 4,705 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $597,000 | 2,244 |
| 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 | $597,000 | 1,735 |
| 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 | $5,371,000 | 4,211 |
| Mortgage-backed securities | $8,446,000 | 3,488 |
| Certificates of participation in pools of residential mortgages | $5,952,000 | 3,319 |
| Issued or guaranteed by U.S. | $5,952,000 | 3,316 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,494,000 | 2,463 |
| CMOs issued by government agencies or sponsored agencies | $2,494,000 | 2,366 |
| 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) | $597,000 | 2,043 |
| Available-for-sale securities (fair market value) | $9,464,000 | 5,233 |
| Total debt securities | $10,062,000 | 5,509 |
| 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 | $10,522,000 | 5,487 |
| U.S. Government securities | $9,926,000 | 4,708 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $9,926,000 | 4,610 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $596,000 | 2,237 |
| 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 | $596,000 | 1,706 |
| 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 | $5,673,000 | 4,133 |
| Mortgage-backed securities | $8,902,000 | 3,452 |
| Certificates of participation in pools of residential mortgages | $8,152,000 | 2,928 |
| Issued or guaranteed by U.S. | $8,152,000 | 2,926 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $750,000 | 3,164 |
| CMOs issued by government agencies or sponsored agencies | $750,000 | 3,020 |
| 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) | $596,000 | 2,062 |
| Available-for-sale securities (fair market value) | $9,926,000 | 5,162 |
| Total debt securities | $10,522,000 | 5,459 |
| 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 | $12,546,000 | 5,337 |
| U.S. Government securities | $11,963,000 | 4,520 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $11,963,000 | 4,426 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $583,000 | 2,308 |
| 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 | $583,000 | 1,771 |
| 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 | $4,196,000 | 4,537 |
| Mortgage-backed securities | $10,806,000 | 3,345 |
| Certificates of participation in pools of residential mortgages | $9,411,000 | 2,873 |
| Issued or guaranteed by U.S. | $9,411,000 | 2,872 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,395,000 | 2,966 |
| CMOs issued by government agencies or sponsored agencies | $1,395,000 | 2,843 |
| 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) | $583,000 | 2,114 |
| Available-for-sale securities (fair market value) | $11,963,000 | 5,011 |
| Total debt securities | $12,538,000 | 5,310 |
| 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 | $13,709,000 | 5,208 |
| U.S. Government securities | $13,127,000 | 4,409 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $13,127,000 | 4,316 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $582,000 | 2,307 |
| 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 | $582,000 | 1,761 |
| 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 | $9,093,000 | 3,505 |
| Mortgage-backed securities | $11,979,000 | 3,252 |
| Certificates of participation in pools of residential mortgages | $10,412,000 | 2,772 |
| Issued or guaranteed by U.S. | $10,412,000 | 2,772 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,567,000 | 2,918 |
| CMOs issued by government agencies or sponsored agencies | $1,567,000 | 2,786 |
| 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) | $582,000 | 2,132 |
| Available-for-sale securities (fair market value) | $13,127,000 | 4,904 |
| Total debt securities | $13,709,000 | 5,175 |
| 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 | $13,394,000 | 5,311 |
| U.S. Government securities | $12,811,000 | 4,551 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $12,811,000 | 4,455 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $583,000 | 2,275 |
| 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 | $583,000 | 1,745 |
| 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 | $9,680,000 | 3,415 |
| Mortgage-backed securities | $12,811,000 | 3,164 |
| Certificates of participation in pools of residential mortgages | $11,061,000 | 2,708 |
| Issued or guaranteed by U.S. | $11,061,000 | 2,706 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,750,000 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $1,750,000 | 2,762 |
| 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) | $583,000 | 2,176 |
| Available-for-sale securities (fair market value) | $12,811,000 | 4,997 |
| Total debt securities | $13,394,000 | 5,283 |
| 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 | $13,016,000 | 5,345 |
| U.S. Government securities | $12,434,000 | 4,560 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $12,434,000 | 4,472 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $582,000 | 2,252 |
| 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 | $582,000 | 1,660 |
| 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 | $10,722,000 | 3,136 |
| Mortgage-backed securities | $12,434,000 | 3,121 |
| Certificates of participation in pools of residential mortgages | $10,515,000 | 2,670 |
| Issued or guaranteed by U.S. | $10,515,000 | 2,668 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,919,000 | 2,799 |
| CMOs issued by government agencies or sponsored agencies | $1,919,000 | 2,587 |
| 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) | $582,000 | 2,269 |
| Available-for-sale securities (fair market value) | $12,434,000 | 5,001 |
| Total debt securities | $13,017,000 | 5,314 |
| 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 | $12,046,000 | 5,443 |
| U.S. Government securities | $12,046,000 | 4,586 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $12,046,000 | 4,494 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,927,000 | 3,213 |
| Mortgage-backed securities | $12,046,000 | 3,125 |
| Certificates of participation in pools of residential mortgages | $9,944,000 | 2,672 |
| Issued or guaranteed by U.S. | $9,944,000 | 2,668 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,102,000 | 2,725 |
| CMOs issued by government agencies or sponsored agencies | $2,102,000 | 2,504 |
| 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) | $12,046,000 | 5,015 |
| Total debt securities | $12,048,000 | 5,407 |
| 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 | $13,879,000 | 5,272 |
| U.S. Government securities | $13,879,000 | 4,434 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $13,879,000 | 4,319 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| 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 | $5,937,000 | 4,018 |
| Mortgage-backed securities | $13,879,000 | 2,879 |
| Certificates of participation in pools of residential mortgages | $10,250,000 | 2,582 |
| Issued or guaranteed by U.S. | $10,250,000 | 2,575 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,629,000 | 2,301 |
| CMOs issued by government agencies or sponsored agencies | $3,629,000 | 2,102 |
| 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) | $13,879,000 | 4,837 |
| Total debt securities | $13,879,000 | 5,236 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $14,605,000 | 5,167 |
| U.S. Government securities | $14,605,000 | 4,289 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $14,605,000 | 4,168 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| 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 | $5,881,000 | 4,014 |
| Mortgage-backed securities | $14,605,000 | 2,727 |
| Certificates of participation in pools of residential mortgages | $10,758,000 | 2,451 |
| Issued or guaranteed by U.S. | $10,758,000 | 2,446 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,847,000 | 2,188 |
| CMOs issued by government agencies or sponsored agencies | $3,847,000 | 1,993 |
| 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) | $14,605,000 | 4,752 |
| Total debt securities | $14,603,000 | 5,137 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $12,149,000 | 5,415 |
| U.S. Government securities | $12,149,000 | 4,515 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $12,149,000 | 4,396 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| 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 | $722,000 | 5,760 |
| Mortgage-backed securities | $12,149,000 | 2,893 |
| Certificates of participation in pools of residential mortgages | $9,487,000 | 2,514 |
| Issued or guaranteed by U.S. | $9,487,000 | 2,508 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,662,000 | 2,436 |
| CMOs issued by government agencies or sponsored agencies | $2,662,000 | 2,202 |
| 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) | $12,149,000 | 4,963 |
| Total debt securities | $12,149,000 | 5,380 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $12,247,000 | 5,351 |
| U.S. Government securities | $12,247,000 | 4,441 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $12,247,000 | 4,327 |
| 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 | $2,253,000 | 5,175 |
| Mortgage-backed securities | $12,247,000 | 2,877 |
| Certificates of participation in pools of residential mortgages | $10,053,000 | 2,404 |
| Issued or guaranteed by U.S. | $10,053,000 | 2,400 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,194,000 | 2,525 |
| CMOs issued by government agencies or sponsored agencies | $2,194,000 | 2,275 |
| 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) | $12,247,000 | 4,898 |
| Total debt securities | $12,238,000 | 5,316 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $10,568,000 | 5,635 |
| U.S. Government securities | $10,568,000 | 4,818 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $10,568,000 | 4,706 |
| 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 | $2,362,000 | 5,182 |
| Mortgage-backed securities | $10,568,000 | 3,068 |
| Certificates of participation in pools of residential mortgages | $8,172,000 | 2,713 |
| Issued or guaranteed by U.S. | $8,172,000 | 2,705 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,396,000 | 2,404 |
| CMOs issued by government agencies or sponsored agencies | $2,396,000 | 2,146 |
| 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) | $10,568,000 | 5,171 |
| Total debt securities | $10,571,000 | 5,595 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $10,268,000 | 5,750 |
| U.S. Government securities | $10,268,000 | 4,945 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $10,268,000 | 4,842 |
| 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 | $2,030,000 | 5,399 |
| Mortgage-backed securities | $10,268,000 | 3,164 |
| Certificates of participation in pools of residential mortgages | $6,684,000 | 3,079 |
| Issued or guaranteed by U.S. | $6,684,000 | 3,072 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,584,000 | 2,095 |
| CMOs issued by government agencies or sponsored agencies | $3,584,000 | 1,827 |
| 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) | $10,268,000 | 5,265 |
| Total debt securities | $10,268,000 | 5,709 |
| 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 | $11,588,000 | 5,511 |
| U.S. Government securities | $11,588,000 | 4,676 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $11,588,000 | 4,574 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| 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 | $1,359,000 | 5,739 |
| Mortgage-backed securities | $11,588,000 | 3,058 |
| Certificates of participation in pools of residential mortgages | $8,350,000 | 2,836 |
| Issued or guaranteed by U.S. | $8,350,000 | 2,830 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $3,238,000 | 2,151 |
| CMOs issued by government agencies or sponsored agencies | $3,238,000 | 1,865 |
| 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) | $11,588,000 | 5,046 |
| Total debt securities | $11,588,000 | 5,471 |
| 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 | $12,292,000 | 5,448 |
| U.S. Government securities | $12,170,000 | 4,586 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $12,170,000 | 4,490 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $122,000 | 3,142 |
| Privately issued residential mortgage-backed securities | $122,000 | 1,498 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,899,000 | 5,537 |
| Mortgage-backed securities | $12,292,000 | 3,034 |
| Certificates of participation in pools of residential mortgages | $9,037,000 | 2,795 |
| Issued or guaranteed by U.S. | $9,037,000 | 2,786 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,255,000 | 2,152 |
| CMOs issued by government agencies or sponsored agencies | $3,133,000 | 1,869 |
| Privately issued | $122,000 | 1,427 |
| 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) | $12,292,000 | 4,975 |
| Total debt securities | $12,291,000 | 5,400 |
| 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 | $12,408,000 | 5,418 |
| U.S. Government securities | $12,287,000 | 4,568 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $12,287,000 | 4,471 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $121,000 | 3,226 |
| Privately issued residential mortgage-backed securities | $121,000 | 1,520 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,655,000 | 5,637 |
| Mortgage-backed securities | $12,408,000 | 3,037 |
| Certificates of participation in pools of residential mortgages | $8,914,000 | 2,870 |
| Issued or guaranteed by U.S. | $8,914,000 | 2,856 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $3,494,000 | 2,087 |
| CMOs issued by government agencies or sponsored agencies | $3,373,000 | 1,788 |
| Privately issued | $121,000 | 1,448 |
| 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) | $12,408,000 | 4,948 |
| Total debt securities | $12,409,000 | 5,377 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $11,143,000 | 5,678 |
| U.S. Government securities | $10,963,000 | 4,901 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $10,963,000 | 4,814 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $135,000 | 3,166 |
| Privately issued residential mortgage-backed securities | $135,000 | 1,540 |
| 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 | $45,000 | 1,394 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,451,000 | 5,785 |
| Mortgage-backed securities | $11,098,000 | 3,253 |
| Certificates of participation in pools of residential mortgages | $8,333,000 | 3,029 |
| Issued or guaranteed by U.S. | $8,333,000 | 3,016 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,765,000 | 2,280 |
| CMOs issued by government agencies or sponsored agencies | $2,630,000 | 1,944 |
| Privately issued | $135,000 | 1,467 |
| 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) | $11,143,000 | 5,186 |
| Total debt securities | $11,098,000 | 5,644 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $11,551,000 | 5,657 |
| U.S. Government securities | $11,364,000 | 4,892 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $11,364,000 | 4,797 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $142,000 | 3,075 |
| Privately issued residential mortgage-backed securities | $142,000 | 1,488 |
| 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 | $45,000 | 1,387 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $825,000 | 6,140 |
| Mortgage-backed securities | $11,506,000 | 3,160 |
| Certificates of participation in pools of residential mortgages | $8,527,000 | 2,954 |
| Issued or guaranteed by U.S. | $8,527,000 | 2,941 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $2,979,000 | 2,161 |
| CMOs issued by government agencies or sponsored agencies | $2,837,000 | 1,868 |
| Privately issued | $142,000 | 1,418 |
| 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) | $11,551,000 | 5,145 |
| Total debt securities | $11,507,000 | 5,621 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $12,117,000 | 5,515 |
| U.S. Government securities | $11,899,000 | 4,742 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $11,899,000 | 4,651 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $152,000 | 3,021 |
| Privately issued residential mortgage-backed securities | $152,000 | 1,451 |
| 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 | $66,000 | 1,467 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,630,000 | 5,800 |
| Mortgage-backed securities | $11,773,000 | 3,015 |
| Certificates of participation in pools of residential mortgages | $10,152,000 | 2,651 |
| Issued or guaranteed by U.S. | $10,152,000 | 2,634 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,621,000 | 2,492 |
| CMOs issued by government agencies or sponsored agencies | $1,469,000 | 2,213 |
| Privately issued | $152,000 | 1,381 |
| 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) | $12,117,000 | 4,996 |
| Total debt securities | $12,051,000 | 5,487 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $12,240,000 | 5,541 |
| U.S. Government securities | $11,997,000 | 4,754 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $11,997,000 | 4,669 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $162,000 | 2,988 |
| Privately issued residential mortgage-backed securities | $162,000 | 1,417 |
| 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 | $81,000 | 1,701 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $464,000 | 6,399 |
| Mortgage-backed securities | $11,881,000 | 2,987 |
| Certificates of participation in pools of residential mortgages | $8,555,000 | 2,872 |
| Issued or guaranteed by U.S. | $8,555,000 | 2,858 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,326,000 | 2,025 |
| CMOs issued by government agencies or sponsored agencies | $3,164,000 | 1,728 |
| Privately issued | $162,000 | 1,341 |
| 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) | $12,240,000 | 5,049 |
| Total debt securities | $12,160,000 | 5,500 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $15,582,000 | 5,026 |
| U.S. Government securities | $15,327,000 | 4,189 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $15,327,000 | 4,116 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $178,000 | 2,937 |
| Privately issued residential mortgage-backed securities | $178,000 | 1,400 |
| 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 | $77,000 | 1,703 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $440,000 | 6,406 |
| Mortgage-backed securities | $14,218,000 | 2,671 |
| Certificates of participation in pools of residential mortgages | $9,155,000 | 2,667 |
| Issued or guaranteed by U.S. | $9,155,000 | 2,656 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,063,000 | 1,675 |
| CMOs issued by government agencies or sponsored agencies | $4,885,000 | 1,413 |
| Privately issued | $178,000 | 1,322 |
| 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) | $15,582,000 | 4,531 |
| Total debt securities | $15,504,000 | 4,987 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $17,635,000 | 4,767 |
| U.S. Government securities | $17,369,000 | 3,951 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $17,369,000 | 3,869 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $186,000 | 2,759 |
| Privately issued residential mortgage-backed securities | $186,000 | 1,292 |
| 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 | $80,000 | 1,646 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $409,000 | 6,483 |
| Mortgage-backed securities | $14,421,000 | 2,388 |
| Certificates of participation in pools of residential mortgages | $9,396,000 | 2,368 |
| Issued or guaranteed by U.S. | $9,396,000 | 2,355 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $5,025,000 | 1,611 |
| CMOs issued by government agencies or sponsored agencies | $4,839,000 | 1,363 |
| Privately issued | $186,000 | 1,226 |
| 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) | $17,635,000 | 4,229 |
| Total debt securities | $17,557,000 | 4,724 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,284 |
| Fair value | $250,000 | 2,290 |
| 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 | $18,539,000 | 4,671 |
| U.S. Government securities | $18,274,000 | 3,866 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $18,274,000 | 3,782 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $193,000 | 2,717 |
| Privately issued residential mortgage-backed securities | $193,000 | 1,255 |
| 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 | $72,000 | 1,596 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $463,000 | 6,497 |
| Mortgage-backed securities | $13,989,000 | 2,261 |
| Certificates of participation in pools of residential mortgages | $8,823,000 | 2,280 |
| Issued or guaranteed by U.S. | $8,823,000 | 2,269 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $5,166,000 | 1,549 |
| CMOs issued by government agencies or sponsored agencies | $4,973,000 | 1,315 |
| Privately issued | $193,000 | 1,188 |
| 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) | $18,539,000 | 4,135 |
| Total debt securities | $18,468,000 | 4,628 |
| Structured notes | ||
| Amortized cost | $749,000 | 2,035 |
| Fair value | $749,000 | 2,027 |
| 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 | $18,451,000 | 4,685 |
| U.S. Government securities | $18,163,000 | 3,900 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $18,163,000 | 3,804 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $212,000 | 2,626 |
| Privately issued residential mortgage-backed securities | $212,000 | 1,205 |
| 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 | $76,000 | 1,622 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $583,000 | 6,447 |
| Mortgage-backed securities | $13,993,000 | 2,212 |
| Certificates of participation in pools of residential mortgages | $8,656,000 | 2,262 |
| Issued or guaranteed by U.S. | $8,656,000 | 2,249 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,337,000 | 1,496 |
| CMOs issued by government agencies or sponsored agencies | $5,125,000 | 1,285 |
| Privately issued | $212,000 | 1,135 |
| 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) | $18,451,000 | 4,128 |
| Total debt securities | $18,377,000 | 4,651 |
| Structured notes | ||
| Amortized cost | $748,000 | 2,135 |
| Fair value | $744,000 | 2,120 |
| 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 | $17,147,000 | 4,909 |
| U.S. Government securities | $16,809,000 | 4,118 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $16,809,000 | 4,020 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $259,000 | 2,565 |
| Privately issued residential mortgage-backed securities | $259,000 | 1,136 |
| 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 | $79,000 | 1,639 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $673,000 | 6,432 |
| Mortgage-backed securities | $13,609,000 | 2,239 |
| Certificates of participation in pools of residential mortgages | $7,901,000 | 2,369 |
| Issued or guaranteed by U.S. | $7,901,000 | 2,360 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $5,708,000 | 1,427 |
| CMOs issued by government agencies or sponsored agencies | $5,449,000 | 1,217 |
| Privately issued | $259,000 | 1,063 |
| 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) | $17,147,000 | 4,326 |
| Total debt securities | $17,072,000 | 4,871 |
| Structured notes | ||
| Amortized cost | $747,000 | 2,206 |
| Fair value | $743,000 | 2,197 |
| 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 | $16,486,000 | 5,060 |
| U.S. Government securities | $16,166,000 | 4,299 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $16,166,000 | 4,191 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $247,000 | 2,647 |
| Privately issued residential mortgage-backed securities | $247,000 | 1,123 |
| 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 | $73,000 | 1,684 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $442,000 | 6,634 |
| Mortgage-backed securities | $12,964,000 | 2,300 |
| Certificates of participation in pools of residential mortgages | $7,055,000 | 2,537 |
| Issued or guaranteed by U.S. | $7,055,000 | 2,523 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $5,909,000 | 1,407 |
| CMOs issued by government agencies or sponsored agencies | $5,662,000 | 1,204 |
| Privately issued | $247,000 | 1,055 |
| 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) | $16,486,000 | 4,459 |
| Total debt securities | $16,414,000 | 5,029 |
| Structured notes | ||
| Amortized cost | $746,000 | 2,312 |
| Fair value | $742,000 | 2,302 |
| 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 | $13,833,000 | 5,504 |
| U.S. Government securities | $13,763,000 | 4,761 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $13,763,000 | 4,631 |
| 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 | $70,000 | 1,730 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $11,288,000 | 2,473 |
| Certificates of participation in pools of residential mortgages | $6,854,000 | 2,587 |
| Issued or guaranteed by U.S. | $6,854,000 | 2,574 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $4,434,000 | 1,570 |
| CMOs issued by government agencies or sponsored agencies | $4,434,000 | 1,344 |
| 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) | $13,833,000 | 4,867 |
| Total debt securities | $13,768,000 | 5,467 |
| Structured notes | ||
| Amortized cost | $745,000 | 2,432 |
| Fair value | $740,000 | 2,419 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $12,468,000 | 5,769 |
| U.S. Government securities | $12,404,000 | 5,023 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $12,404,000 | 4,889 |
| 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 | $64,000 | 1,767 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $10,091,000 | 2,616 |
| Certificates of participation in pools of residential mortgages | $6,565,000 | 2,673 |
| Issued or guaranteed by U.S. | $6,565,000 | 2,660 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,526,000 | 1,708 |
| CMOs issued by government agencies or sponsored agencies | $3,526,000 | 1,481 |
| 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) | $12,468,000 | 5,119 |
| Total debt securities | $12,405,000 | 5,726 |
| Structured notes | ||
| Amortized cost | $744,000 | 2,494 |
| Fair value | $731,000 | 2,479 |
| 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 | $9,534,000 | 6,396 |
| U.S. Government securities | $9,473,000 | 5,713 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $9,473,000 | 5,579 |
| 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 | $61,000 | 1,814 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $8,733,000 | 2,866 |
| Certificates of participation in pools of residential mortgages | $5,990,000 | 2,827 |
| Issued or guaranteed by U.S. | $5,990,000 | 2,813 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,743,000 | 1,882 |
| CMOs issued by government agencies or sponsored agencies | $2,743,000 | 1,635 |
| 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) | $9,534,000 | 5,689 |
| Total debt securities | $9,472,000 | 6,358 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,915 |
| Fair value | $243,000 | 2,960 |
| 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 | $7,837,000 | 6,798 |
| U.S. Government securities | $7,771,000 | 6,129 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $7,771,000 | 5,991 |
| 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 | $66,000 | 1,818 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $7,277,000 | 3,147 |
| Certificates of participation in pools of residential mortgages | $4,977,000 | 3,116 |
| Issued or guaranteed by U.S. | $4,977,000 | 3,105 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,300,000 | 1,989 |
| CMOs issued by government agencies or sponsored agencies | $2,300,000 | 1,741 |
| 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) | $7,837,000 | 6,077 |
| Total debt securities | $7,771,000 | 6,764 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,899 |
| Fair value | $244,000 | 2,951 |
| 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 | $7,904,000 | 6,798 |
| U.S. Government securities | $7,848,000 | 6,110 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $7,848,000 | 5,978 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $56,000 | 1,843 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $7,348,000 | 3,168 |
| Certificates of participation in pools of residential mortgages | $5,384,000 | 3,034 |
| Issued or guaranteed by U.S. | $5,384,000 | 3,020 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,964,000 | 2,076 |
| CMOs issued by government agencies or sponsored agencies | $1,964,000 | 1,842 |
| 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) | $7,904,000 | 6,066 |
| Total debt securities | $7,847,000 | 6,752 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,848 |
| Fair value | $247,000 | 2,889 |
| 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 | $6,579,000 | 7,153 |
| U.S. Government securities | $6,521,000 | 6,546 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $6,521,000 | 6,407 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $58,000 | 1,864 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $6,017,000 | 3,542 |
| Certificates of participation in pools of residential mortgages | $4,945,000 | 3,222 |
| Issued or guaranteed by U.S. | $4,945,000 | 3,210 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,072,000 | 2,531 |
| CMOs issued by government agencies or sponsored agencies | $1,072,000 | 2,267 |
| 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) | $6,579,000 | 6,374 |
| Total debt securities | $6,515,000 | 7,100 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,828 |
| Fair value | $249,000 | 2,842 |
| 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 | $6,068,000 | 7,361 |
| U.S. Government securities | $6,068,000 | 6,739 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,068,000 | 6,583 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $5,566,000 | 3,749 |
| Certificates of participation in pools of residential mortgages | $5,059,000 | 3,254 |
| Issued or guaranteed by U.S. | $5,059,000 | 3,247 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $507,000 | 2,937 |
| CMOs issued by government agencies or sponsored agencies | $507,000 | 2,668 |
| 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) | $6,068,000 | 6,562 |
| Total debt securities | $6,069,000 | 7,293 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,788 |
| Fair value | $246,000 | 2,830 |
| 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 | $5,607,000 | 7,484 |
| U.S. Government securities | $5,607,000 | 6,891 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,607,000 | 6,738 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $5,098,000 | 3,904 |
| Certificates of participation in pools of residential mortgages | $4,540,000 | 3,454 |
| Issued or guaranteed by U.S. | $4,540,000 | 3,444 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $558,000 | 2,942 |
| CMOs issued by government agencies or sponsored agencies | $558,000 | 2,680 |
| 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) | $5,607,000 | 6,677 |
| Total debt securities | $5,607,000 | 7,417 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,726 |
| Fair value | $249,000 | 2,751 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $4,993,000 | 7,683 |
| U.S. Government securities | $4,993,000 | 7,136 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $4,993,000 | 6,985 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $4,731,000 | 4,045 |
| Certificates of participation in pools of residential mortgages | $4,132,000 | 3,615 |
| Issued or guaranteed by U.S. | $4,132,000 | 3,607 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $599,000 | 2,941 |
| CMOs issued by government agencies or sponsored agencies | $599,000 | 2,683 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $4,993,000 | 6,880 |
| Total debt securities | $4,993,000 | 7,624 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $4,537,000 | 7,862 |
| U.S. Government securities | $4,537,000 | 7,358 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $4,537,000 | 7,204 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $4,277,000 | 4,269 |
| Certificates of participation in pools of residential mortgages | $3,650,000 | 3,862 |
| Issued or guaranteed by U.S. | $3,650,000 | 3,853 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $627,000 | 2,958 |
| CMOs issued by government agencies or sponsored agencies | $627,000 | 2,708 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $4,537,000 | 7,074 |
| Total debt securities | $4,537,000 | 7,801 |
| 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 | $4,876,000 | 7,778 |
| U.S. Government securities | $4,876,000 | 7,207 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $4,876,000 | 7,049 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $4,605,000 | 4,191 |
| Certificates of participation in pools of residential mortgages | $3,912,000 | 3,793 |
| Issued or guaranteed by U.S. | $3,912,000 | 3,784 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $693,000 | 2,980 |
| CMOs issued by government agencies or sponsored agencies | $693,000 | 2,721 |
| 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) | $4,876,000 | 6,983 |
| Total debt securities | $4,876,000 | 7,696 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $3,110,000 | 8,272 |
| U.S. Government securities | $3,110,000 | 7,852 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $3,110,000 | 7,672 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $2,842,000 | 4,785 |
| Certificates of participation in pools of residential mortgages | $2,306,000 | 4,433 |
| Issued or guaranteed by U.S. | $2,306,000 | 4,412 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $536,000 | 3,121 |
| CMOs issued by government agencies or sponsored agencies | $536,000 | 2,970 |
| 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) | $3,110,000 | 7,440 |
| Total debt securities | $3,110,000 | 8,195 |
| 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 | $2,825,000 | 8,359 |
| U.S. Government securities | $2,825,000 | 7,906 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $2,825,000 | 7,726 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $2,555,000 | 4,917 |
| Certificates of participation in pools of residential mortgages | $1,933,000 | 4,635 |
| Issued or guaranteed by U.S. | $1,933,000 | 4,614 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $622,000 | 3,104 |
| CMOs issued by government agencies or sponsored agencies | $622,000 | 2,947 |
| 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) | $735,000 | 3,634 |
| Available-for-sale securities (fair market value) | $2,090,000 | 7,714 |
| Total debt securities | $2,825,000 | 8,281 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $2,751,000 | 8,392 |
| U.S. Government securities | $2,751,000 | 7,932 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $2,751,000 | 7,750 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $2,751,000 | 4,940 |
| Certificates of participation in pools of residential mortgages | $2,419,000 | 4,437 |
| Issued or guaranteed by U.S. | $2,419,000 | 4,420 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $332,000 | 3,627 |
| CMOs issued by government agencies or sponsored agencies | $332,000 | 3,453 |
| 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) | $910,000 | 3,528 |
| Available-for-sale securities (fair market value) | $1,841,000 | 7,806 |
| Total debt securities | $2,751,000 | 8,311 |
| 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 | $3,371,000 | 8,260 |
| U.S. Government securities | $3,371,000 | 7,743 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $3,371,000 | 7,546 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $3,371,000 | 4,725 |
| Certificates of participation in pools of residential mortgages | $2,845,000 | 4,251 |
| Issued or guaranteed by U.S. | $2,845,000 | 4,235 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $526,000 | 3,484 |
| CMOs issued by government agencies or sponsored agencies | $526,000 | 3,317 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,086,000 | 3,456 |
| Available-for-sale securities (fair market value) | $2,285,000 | 7,708 |
| Total debt securities | $3,371,000 | 8,186 |
| 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 | $4,212,000 | 8,047 |
| U.S. Government securities | $4,212,000 | 7,443 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,212,000 | 7,237 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $4,212,000 | 4,411 |
| Certificates of participation in pools of residential mortgages | $3,511,000 | 3,937 |
| Issued or guaranteed by U.S. | $3,511,000 | 3,922 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $701,000 | 3,398 |
| CMOs issued by government agencies or sponsored agencies | $701,000 | 3,250 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,250,000 | 3,428 |
| Available-for-sale securities (fair market value) | $2,962,000 | 7,550 |
| Total debt securities | $4,212,000 | 7,964 |
| 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 | $4,341,000 | 8,134 |
| U.S. Government securities | $4,341,000 | 7,504 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $4,341,000 | 7,243 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $4,341,000 | 4,184 |
| Certificates of participation in pools of residential mortgages | $3,233,000 | 3,777 |
| Issued or guaranteed by U.S. | $3,233,000 | 3,763 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,108,000 | 3,192 |
| CMOs issued by government agencies or sponsored agencies | $1,108,000 | 3,027 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,713,000 | 3,371 |
| Available-for-sale securities (fair market value) | $2,628,000 | 7,733 |
| Total debt securities | $4,341,000 | 8,031 |
| 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 | $3,314,000 | 8,914 |
| U.S. Government securities | $3,263,000 | 8,500 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $3,263,000 | 8,154 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $51,000 | 7,357 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $2,514,000 | 4,472 |
| Certificates of participation in pools of residential mortgages | $912,000 | 4,887 |
| Issued or guaranteed by U.S. | $912,000 | 4,873 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,602,000 | 2,481 |
| CMOs issued by government agencies or sponsored agencies | $1,602,000 | 2,339 |
| 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) | $3,314,000 | 7,770 |
| Total debt securities | $3,263,000 | 8,826 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $3,271,000 | 9,243 |
| U.S. Government securities | $3,271,000 | 8,820 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $3,271,000 | 8,333 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $280,000 | 6,799 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $280,000 | 3,852 |
| CMOs issued by government agencies or sponsored agencies | $280,000 | 3,679 |
| 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) | $3,271,000 | 7,989 |
| Total debt securities | $3,271,000 | 9,142 |
| Structured notes | ||
| Amortized cost | $499,000 | 926 |
| Fair value | $498,000 | 782 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |