Home > First Bank of Owasso > Securities
First Bank of Owasso, Securities
| 2023-12-31 | Rank | |
| Total securities | $81,767,000 | 1,961 |
| U.S. Government securities | $22,761,000 | 2,798 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $22,761,000 | 2,452 |
| Securities issued by states & political subdivisions | $59,006,000 | 771 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,098,000 | 1,076 |
| Mortgage-backed securities | $22,761,000 | 1,927 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $645,000 | 3,308 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $22,116,000 | 690 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $81,767,000 | 1,756 |
| Total debt securities | $81,766,000 | 1,948 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $80,449,000 | 1,956 |
| U.S. Government securities | $22,454,000 | 2,816 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $22,454,000 | 2,446 |
| Securities issued by states & political subdivisions | $57,995,000 | 759 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $77,719,000 | 1,051 |
| Mortgage-backed securities | $22,454,000 | 1,904 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $680,000 | 3,314 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $21,774,000 | 679 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $80,449,000 | 1,743 |
| Total debt securities | $80,448,000 | 1,942 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $84,659,000 | 1,947 |
| U.S. Government securities | $23,854,000 | 2,808 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $23,854,000 | 2,428 |
| Securities issued by states & political subdivisions | $60,805,000 | 766 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,003,000 | 1,028 |
| Mortgage-backed securities | $23,854,000 | 1,897 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $745,000 | 3,308 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $23,109,000 | 668 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $84,659,000 | 1,731 |
| Total debt securities | $84,660,000 | 1,933 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $78,763,000 | 2,113 |
| U.S. Government securities | $25,118,000 | 2,821 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $25,118,000 | 2,376 |
| Securities issued by states & political subdivisions | $53,645,000 | 905 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,384,000 | 1,002 |
| Mortgage-backed securities | $25,118,000 | 1,897 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $822,000 | 3,337 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $24,296,000 | 676 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $78,763,000 | 1,891 |
| Total debt securities | $78,760,000 | 2,098 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $78,571,000 | 2,137 |
| U.S. Government securities | $25,316,000 | 2,845 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $25,316,000 | 2,381 |
| Securities issued by states & political subdivisions | $53,255,000 | 930 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,070,000 | 920 |
| Mortgage-backed securities | $25,316,000 | 1,906 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $879,000 | 3,356 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $24,437,000 | 671 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $78,571,000 | 1,914 |
| Total debt securities | $78,568,000 | 2,122 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $78,850,000 | 2,130 |
| U.S. Government securities | $25,865,000 | 2,835 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $25,865,000 | 2,381 |
| Securities issued by states & political subdivisions | $52,985,000 | 939 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,214,000 | 885 |
| Mortgage-backed securities | $25,865,000 | 1,903 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $931,000 | 3,358 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $24,934,000 | 685 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $78,850,000 | 1,920 |
| Total debt securities | $78,851,000 | 2,116 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $75,837,000 | 2,218 |
| U.S. Government securities | $27,791,000 | 2,777 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $27,791,000 | 2,343 |
| Securities issued by states & political subdivisions | $48,046,000 | 1,051 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,878,000 | 902 |
| Mortgage-backed securities | $27,791,000 | 1,893 |
| Certificates of participation in pools of residential mortgages | $1,053,000 | 3,447 |
| Issued or guaranteed by U.S. | $1,053,000 | 3,354 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $26,738,000 | 738 |
| CMOs issued by government agencies or sponsored agencies | $26,738,000 | 669 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $75,837,000 | 2,038 |
| Total debt securities | $75,838,000 | 2,204 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $46,781,000 | 2,860 |
| U.S. Government securities | $26,924,000 | 2,752 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $26,924,000 | 2,387 |
| Securities issued by states & political subdivisions | $19,857,000 | 2,002 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,227,000 | 1,297 |
| Mortgage-backed securities | $26,924,000 | 1,947 |
| Certificates of participation in pools of residential mortgages | $1,161,000 | 3,437 |
| Issued or guaranteed by U.S. | $1,161,000 | 3,342 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $25,763,000 | 742 |
| CMOs issued by government agencies or sponsored agencies | $25,763,000 | 674 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $46,781,000 | 2,666 |
| Total debt securities | $46,782,000 | 2,844 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $34,360,000 | 3,151 |
| U.S. Government securities | $13,835,000 | 3,309 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $13,835,000 | 3,022 |
| Securities issued by states & political subdivisions | $20,525,000 | 2,026 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,308,000 | 1,825 |
| Mortgage-backed securities | $13,835,000 | 2,519 |
| Certificates of participation in pools of residential mortgages | $1,334,000 | 3,408 |
| Issued or guaranteed by U.S. | $1,334,000 | 3,306 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $12,501,000 | 1,060 |
| CMOs issued by government agencies or sponsored agencies | $12,501,000 | 1,011 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $34,360,000 | 2,981 |
| Total debt securities | $34,360,000 | 3,129 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $21,157,000 | 3,597 |
| U.S. Government securities | $4,324,000 | 4,052 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $4,324,000 | 3,842 |
| Securities issued by states & political subdivisions | $16,833,000 | 2,194 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $4,324,000 | 3,295 |
| Certificates of participation in pools of residential mortgages | $1,479,000 | 3,413 |
| Issued or guaranteed by U.S. | $1,479,000 | 3,323 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,845,000 | 1,879 |
| CMOs issued by government agencies or sponsored agencies | $2,845,000 | 1,834 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $21,157,000 | 3,384 |
| Total debt securities | $21,155,000 | 3,575 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $21,308,000 | 3,544 |
| U.S. Government securities | $4,707,000 | 4,015 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $4,707,000 | 3,810 |
| Securities issued by states & political subdivisions | $16,601,000 | 2,182 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $4,707,000 | 3,254 |
| Certificates of participation in pools of residential mortgages | $1,615,000 | 3,395 |
| Issued or guaranteed by U.S. | $1,615,000 | 3,294 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $3,092,000 | 1,800 |
| CMOs issued by government agencies or sponsored agencies | $3,092,000 | 1,762 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $21,308,000 | 3,344 |
| Total debt securities | $21,308,000 | 3,521 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $10,336,000 | 4,071 |
| U.S. Government securities | $5,188,000 | 3,868 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $5,188,000 | 3,682 |
| Securities issued by states & political subdivisions | $5,148,000 | 3,182 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $5,188,000 | 3,158 |
| Certificates of participation in pools of residential mortgages | $1,769,000 | 3,335 |
| Issued or guaranteed by U.S. | $1,769,000 | 3,242 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $3,419,000 | 1,715 |
| CMOs issued by government agencies or sponsored agencies | $3,419,000 | 1,675 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $10,336,000 | 3,841 |
| Total debt securities | $10,337,000 | 4,046 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $10,830,000 | 3,968 |
| U.S. Government securities | $5,658,000 | 3,708 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $5,658,000 | 3,564 |
| Securities issued by states & political subdivisions | $5,172,000 | 3,172 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $5,658,000 | 3,068 |
| Certificates of participation in pools of residential mortgages | $1,934,000 | 3,264 |
| Issued or guaranteed by U.S. | $1,934,000 | 3,184 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $3,724,000 | 1,706 |
| CMOs issued by government agencies or sponsored agencies | $3,724,000 | 1,662 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $10,830,000 | 3,747 |
| Total debt securities | $10,830,000 | 3,942 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $11,332,000 | 3,905 |
| U.S. Government securities | $6,139,000 | 3,671 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $6,139,000 | 3,510 |
| Securities issued by states & political subdivisions | $5,193,000 | 3,070 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $6,139,000 | 3,013 |
| Certificates of participation in pools of residential mortgages | $2,100,000 | 3,201 |
| Issued or guaranteed by U.S. | $2,100,000 | 3,111 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,039,000 | 1,692 |
| CMOs issued by government agencies or sponsored agencies | $4,039,000 | 1,649 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $11,332,000 | 3,671 |
| Total debt securities | $11,333,000 | 3,883 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $11,043,000 | 3,915 |
| U.S. Government securities | $6,636,000 | 3,636 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $6,636,000 | 3,472 |
| Securities issued by states & political subdivisions | $4,407,000 | 3,146 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $6,636,000 | 2,966 |
| Certificates of participation in pools of residential mortgages | $2,270,000 | 3,162 |
| Issued or guaranteed by U.S. | $2,270,000 | 3,076 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,366,000 | 1,694 |
| CMOs issued by government agencies or sponsored agencies | $4,366,000 | 1,655 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $11,043,000 | 3,680 |
| Total debt securities | $11,041,000 | 3,892 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $10,986,000 | 3,943 |
| U.S. Government securities | $7,063,000 | 3,622 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $7,063,000 | 3,466 |
| Securities issued by states & political subdivisions | $3,923,000 | 3,179 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $7,063,000 | 2,928 |
| Certificates of participation in pools of residential mortgages | $2,419,000 | 3,138 |
| Issued or guaranteed by U.S. | $2,419,000 | 3,043 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $4,644,000 | 1,659 |
| CMOs issued by government agencies or sponsored agencies | $4,644,000 | 1,617 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $10,986,000 | 3,694 |
| Total debt securities | $10,985,000 | 3,919 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $11,196,000 | 3,967 |
| U.S. Government securities | $7,251,000 | 3,692 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $7,251,000 | 3,533 |
| Securities issued by states & political subdivisions | $3,945,000 | 3,187 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $7,251,000 | 2,866 |
| Certificates of participation in pools of residential mortgages | $2,492,000 | 3,099 |
| Issued or guaranteed by U.S. | $2,492,000 | 3,009 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $4,759,000 | 1,627 |
| CMOs issued by government agencies or sponsored agencies | $4,759,000 | 1,586 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $11,196,000 | 3,719 |
| Total debt securities | $11,197,000 | 3,946 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $11,624,000 | 3,999 |
| U.S. Government securities | $7,679,000 | 3,712 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $7,679,000 | 3,546 |
| Securities issued by states & political subdivisions | $3,945,000 | 3,211 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $7,679,000 | 2,827 |
| Certificates of participation in pools of residential mortgages | $2,629,000 | 3,067 |
| Issued or guaranteed by U.S. | $2,629,000 | 2,970 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $5,050,000 | 1,593 |
| CMOs issued by government agencies or sponsored agencies | $5,050,000 | 1,556 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $11,624,000 | 3,739 |
| Total debt securities | $11,624,000 | 3,977 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $9,525,000 | 4,244 |
| U.S. Government securities | $8,106,000 | 3,730 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $8,106,000 | 3,559 |
| Securities issued by states & political subdivisions | $1,419,000 | 3,834 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $8,106,000 | 2,780 |
| Certificates of participation in pools of residential mortgages | $2,793,000 | 3,049 |
| Issued or guaranteed by U.S. | $2,793,000 | 2,966 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $5,313,000 | 1,548 |
| CMOs issued by government agencies or sponsored agencies | $5,313,000 | 1,504 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $9,525,000 | 3,975 |
| Total debt securities | $9,524,000 | 4,219 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $9,846,000 | 4,273 |
| U.S. Government securities | $8,434,000 | 3,737 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $8,434,000 | 3,567 |
| Securities issued by states & political subdivisions | $1,412,000 | 3,903 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $8,434,000 | 2,756 |
| Certificates of participation in pools of residential mortgages | $2,926,000 | 3,041 |
| Issued or guaranteed by U.S. | $2,926,000 | 2,952 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,508,000 | 1,520 |
| CMOs issued by government agencies or sponsored agencies | $5,508,000 | 1,475 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $9,846,000 | 4,000 |
| Total debt securities | $9,846,000 | 4,250 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $10,092,000 | 4,287 |
| U.S. Government securities | $8,686,000 | 3,734 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $8,686,000 | 3,568 |
| Securities issued by states & political subdivisions | $1,406,000 | 3,952 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $8,686,000 | 2,730 |
| Certificates of participation in pools of residential mortgages | $3,025,000 | 3,031 |
| Issued or guaranteed by U.S. | $3,025,000 | 2,969 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,661,000 | 1,502 |
| CMOs issued by government agencies or sponsored agencies | $5,661,000 | 1,451 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $10,092,000 | 4,008 |
| Total debt securities | $10,091,000 | 4,265 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $10,386,000 | 4,315 |
| U.S. Government securities | $8,987,000 | 3,753 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $8,987,000 | 3,597 |
| Securities issued by states & political subdivisions | $1,399,000 | 3,992 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $8,987,000 | 2,719 |
| Certificates of participation in pools of residential mortgages | $3,145,000 | 3,044 |
| Issued or guaranteed by U.S. | $3,145,000 | 3,019 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,842,000 | 1,465 |
| CMOs issued by government agencies or sponsored agencies | $5,842,000 | 1,416 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $10,386,000 | 4,037 |
| Total debt securities | $10,386,000 | 4,292 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $12,876,000 | 4,161 |
| U.S. Government securities | $9,529,000 | 3,687 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $9,529,000 | 3,531 |
| Securities issued by states & political subdivisions | $3,347,000 | 3,559 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $9,529,000 | 2,704 |
| Certificates of participation in pools of residential mortgages | $3,344,000 | 3,046 |
| Issued or guaranteed by U.S. | $3,344,000 | 2,891 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $6,185,000 | 1,439 |
| CMOs issued by government agencies or sponsored agencies | $6,185,000 | 1,392 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $12,876,000 | 3,886 |
| Total debt securities | $12,875,000 | 4,138 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $13,288,000 | 4,170 |
| U.S. Government securities | $10,061,000 | 3,705 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $10,061,000 | 3,556 |
| Securities issued by states & political subdivisions | $3,227,000 | 3,638 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $10,061,000 | 2,659 |
| Certificates of participation in pools of residential mortgages | $3,547,000 | 3,055 |
| Issued or guaranteed by U.S. | $3,547,000 | 3,048 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,514,000 | 1,400 |
| CMOs issued by government agencies or sponsored agencies | $6,514,000 | 1,355 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $13,288,000 | 3,888 |
| Total debt securities | $13,288,000 | 4,145 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $13,905,000 | 4,187 |
| U.S. Government securities | $10,678,000 | 3,653 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $10,678,000 | 3,504 |
| Securities issued by states & political subdivisions | $3,227,000 | 3,714 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,905,000 | 2,500 |
| Mortgage-backed securities | $10,678,000 | 2,638 |
| Certificates of participation in pools of residential mortgages | $3,766,000 | 3,043 |
| Issued or guaranteed by U.S. | $3,766,000 | 3,040 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $6,912,000 | 1,345 |
| CMOs issued by government agencies or sponsored agencies | $6,912,000 | 1,299 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $13,905,000 | 3,903 |
| Total debt securities | $13,905,000 | 4,164 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $14,600,000 | 4,178 |
| U.S. Government securities | $11,365,000 | 3,587 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $11,365,000 | 3,444 |
| Securities issued by states & political subdivisions | $3,235,000 | 3,765 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,599,000 | 2,462 |
| Mortgage-backed securities | $11,365,000 | 2,598 |
| Certificates of participation in pools of residential mortgages | $3,992,000 | 3,054 |
| Issued or guaranteed by U.S. | $3,992,000 | 3,052 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $7,373,000 | 1,311 |
| CMOs issued by government agencies or sponsored agencies | $7,373,000 | 1,264 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $14,600,000 | 3,884 |
| Total debt securities | $14,599,000 | 4,154 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $18,430,000 | 3,923 |
| U.S. Government securities | $11,953,000 | 3,581 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $11,953,000 | 3,456 |
| Securities issued by states & political subdivisions | $6,477,000 | 3,208 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,345,000 | 2,253 |
| Mortgage-backed securities | $11,953,000 | 2,580 |
| Certificates of participation in pools of residential mortgages | $4,197,000 | 3,053 |
| Issued or guaranteed by U.S. | $4,197,000 | 3,051 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,756,000 | 1,287 |
| CMOs issued by government agencies or sponsored agencies | $7,756,000 | 1,236 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $18,430,000 | 3,624 |
| Total debt securities | $18,431,000 | 3,898 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $20,178,000 | 3,839 |
| U.S. Government securities | $12,471,000 | 3,571 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $12,471,000 | 3,436 |
| Securities issued by states & political subdivisions | $7,707,000 | 3,084 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,057,000 | 2,160 |
| Mortgage-backed securities | $12,471,000 | 2,568 |
| Certificates of participation in pools of residential mortgages | $4,398,000 | 3,072 |
| Issued or guaranteed by U.S. | $4,398,000 | 3,069 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,073,000 | 1,282 |
| CMOs issued by government agencies or sponsored agencies | $8,073,000 | 1,223 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $20,178,000 | 3,539 |
| Total debt securities | $20,178,000 | 3,814 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $22,270,000 | 3,721 |
| U.S. Government securities | $13,074,000 | 3,490 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $13,074,000 | 3,360 |
| Securities issued by states & political subdivisions | $9,196,000 | 2,897 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,091,000 | 2,025 |
| Mortgage-backed securities | $13,074,000 | 2,494 |
| Certificates of participation in pools of residential mortgages | $4,570,000 | 3,052 |
| Issued or guaranteed by U.S. | $4,570,000 | 3,046 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $8,504,000 | 1,226 |
| CMOs issued by government agencies or sponsored agencies | $8,504,000 | 1,172 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $22,270,000 | 3,413 |
| Total debt securities | $22,271,000 | 3,691 |
| 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 | $23,450,000 | 3,625 |
| U.S. Government securities | $14,235,000 | 3,375 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $14,235,000 | 3,259 |
| Securities issued by states & political subdivisions | $9,215,000 | 2,908 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,181,000 | 1,972 |
| Mortgage-backed securities | $14,235,000 | 2,409 |
| Certificates of participation in pools of residential mortgages | $5,008,000 | 2,997 |
| Issued or guaranteed by U.S. | $5,008,000 | 2,996 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,227,000 | 1,202 |
| CMOs issued by government agencies or sponsored agencies | $9,227,000 | 1,147 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $23,450,000 | 3,338 |
| Total debt securities | $23,449,000 | 3,601 |
| 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 | $25,494,000 | 3,549 |
| U.S. Government securities | $14,958,000 | 3,405 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $14,958,000 | 3,286 |
| Securities issued by states & political subdivisions | $10,536,000 | 2,738 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,143,000 | 1,882 |
| Mortgage-backed securities | $14,958,000 | 2,383 |
| Certificates of participation in pools of residential mortgages | $5,258,000 | 2,996 |
| Issued or guaranteed by U.S. | $5,258,000 | 2,993 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $9,700,000 | 1,183 |
| CMOs issued by government agencies or sponsored agencies | $9,700,000 | 1,125 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $25,494,000 | 3,265 |
| Total debt securities | $25,494,000 | 3,524 |
| 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 | $30,313,000 | 3,319 |
| U.S. Government securities | $15,441,000 | 3,431 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $15,441,000 | 3,316 |
| Securities issued by states & political subdivisions | $14,872,000 | 2,289 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,929,000 | 1,687 |
| Mortgage-backed securities | $15,441,000 | 2,356 |
| Certificates of participation in pools of residential mortgages | $5,450,000 | 2,966 |
| Issued or guaranteed by U.S. | $5,450,000 | 2,966 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,991,000 | 1,173 |
| CMOs issued by government agencies or sponsored agencies | $9,991,000 | 1,115 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $30,313,000 | 3,044 |
| Total debt securities | $30,313,000 | 3,297 |
| 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 | $30,769,000 | 3,322 |
| U.S. Government securities | $15,865,000 | 3,447 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $15,865,000 | 3,326 |
| Securities issued by states & political subdivisions | $14,904,000 | 2,291 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,581,000 | 1,748 |
| Mortgage-backed securities | $15,865,000 | 2,344 |
| Certificates of participation in pools of residential mortgages | $5,603,000 | 2,931 |
| Issued or guaranteed by U.S. | $5,603,000 | 2,930 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $10,262,000 | 1,157 |
| CMOs issued by government agencies or sponsored agencies | $10,262,000 | 1,102 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $30,769,000 | 3,038 |
| Total debt securities | $30,768,000 | 3,295 |
| 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 | $31,631,000 | 3,315 |
| U.S. Government securities | $16,683,000 | 3,446 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $16,683,000 | 3,338 |
| Securities issued by states & political subdivisions | $14,948,000 | 2,286 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,393,000 | 1,774 |
| Mortgage-backed securities | $16,683,000 | 2,319 |
| Certificates of participation in pools of residential mortgages | $5,873,000 | 2,932 |
| Issued or guaranteed by U.S. | $5,873,000 | 2,928 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $10,810,000 | 1,132 |
| CMOs issued by government agencies or sponsored agencies | $10,810,000 | 1,080 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $31,631,000 | 3,027 |
| Total debt securities | $31,631,000 | 3,288 |
| 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 | $36,315,000 | 3,114 |
| U.S. Government securities | $17,215,000 | 3,470 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $17,215,000 | 3,363 |
| Securities issued by states & political subdivisions | $19,100,000 | 1,904 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,955,000 | 1,590 |
| Mortgage-backed securities | $17,215,000 | 2,343 |
| Certificates of participation in pools of residential mortgages | $6,088,000 | 2,993 |
| Issued or guaranteed by U.S. | $6,088,000 | 2,990 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,127,000 | 1,170 |
| CMOs issued by government agencies or sponsored agencies | $11,127,000 | 1,118 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $36,315,000 | 2,841 |
| Total debt securities | $36,314,000 | 3,088 |
| 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 | $38,486,000 | 3,031 |
| U.S. Government securities | $18,095,000 | 3,448 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $18,095,000 | 3,341 |
| Securities issued by states & political subdivisions | $20,391,000 | 1,790 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,864,000 | 1,547 |
| Mortgage-backed securities | $18,095,000 | 2,314 |
| Certificates of participation in pools of residential mortgages | $6,405,000 | 2,983 |
| Issued or guaranteed by U.S. | $6,405,000 | 2,981 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $11,690,000 | 1,188 |
| CMOs issued by government agencies or sponsored agencies | $11,690,000 | 1,135 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $38,486,000 | 2,773 |
| Total debt securities | $38,486,000 | 3,009 |
| 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 | $38,890,000 | 3,063 |
| U.S. Government securities | $18,514,000 | 3,475 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $18,514,000 | 3,364 |
| Securities issued by states & political subdivisions | $20,376,000 | 1,795 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,173,000 | 1,538 |
| Mortgage-backed securities | $18,514,000 | 2,324 |
| Certificates of participation in pools of residential mortgages | $6,581,000 | 3,009 |
| Issued or guaranteed by U.S. | $6,581,000 | 3,008 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $11,933,000 | 1,200 |
| CMOs issued by government agencies or sponsored agencies | $11,933,000 | 1,143 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $38,890,000 | 2,799 |
| Total debt securities | $38,890,000 | 3,039 |
| 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 | $37,361,000 | 3,213 |
| U.S. Government securities | $16,922,000 | 3,709 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $16,922,000 | 3,590 |
| Securities issued by states & political subdivisions | $20,439,000 | 1,803 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,626,000 | 1,623 |
| Mortgage-backed securities | $16,922,000 | 2,499 |
| Certificates of participation in pools of residential mortgages | $6,740,000 | 3,062 |
| Issued or guaranteed by U.S. | $6,740,000 | 3,060 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $10,182,000 | 1,326 |
| CMOs issued by government agencies or sponsored agencies | $10,182,000 | 1,260 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $37,361,000 | 2,931 |
| Total debt securities | $37,361,000 | 3,188 |
| 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 | $33,655,000 | 3,461 |
| U.S. Government securities | $14,441,000 | 4,055 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $14,441,000 | 3,939 |
| Securities issued by states & political subdivisions | $19,214,000 | 1,916 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,091,000 | 1,777 |
| Mortgage-backed securities | $14,441,000 | 2,722 |
| Certificates of participation in pools of residential mortgages | $5,935,000 | 3,245 |
| Issued or guaranteed by U.S. | $5,935,000 | 3,244 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $8,506,000 | 1,470 |
| CMOs issued by government agencies or sponsored agencies | $8,506,000 | 1,403 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $33,655,000 | 3,153 |
| Total debt securities | $33,656,000 | 3,433 |
| 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 | $32,065,000 | 3,572 |
| U.S. Government securities | $12,729,000 | 4,305 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $12,729,000 | 4,199 |
| Securities issued by states & political subdivisions | $19,336,000 | 1,902 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,751,000 | 1,796 |
| Mortgage-backed securities | $12,729,000 | 2,891 |
| Certificates of participation in pools of residential mortgages | $6,108,000 | 3,240 |
| Issued or guaranteed by U.S. | $6,108,000 | 3,239 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $6,621,000 | 1,647 |
| CMOs issued by government agencies or sponsored agencies | $6,621,000 | 1,576 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $32,065,000 | 3,257 |
| Total debt securities | $32,066,000 | 3,543 |
| 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 | $24,763,000 | 4,076 |
| U.S. Government securities | $5,904,000 | 5,273 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,904,000 | 5,169 |
| Securities issued by states & political subdivisions | $18,859,000 | 1,930 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,149,000 | 1,991 |
| Mortgage-backed securities | $5,904,000 | 3,778 |
| Certificates of participation in pools of residential mortgages | $75,000 | 5,170 |
| Issued or guaranteed by U.S. | $75,000 | 5,163 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $5,829,000 | 1,742 |
| CMOs issued by government agencies or sponsored agencies | $5,829,000 | 1,657 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $24,763,000 | 3,720 |
| Total debt securities | $24,762,000 | 4,045 |
| 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 | $19,096,000 | 4,580 |
| U.S. Government securities | $79,000 | 6,520 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $79,000 | 6,432 |
| Securities issued by states & political subdivisions | $19,017,000 | 1,935 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,525,000 | 2,413 |
| Mortgage-backed securities | $79,000 | 5,414 |
| Certificates of participation in pools of residential mortgages | $79,000 | 5,213 |
| Issued or guaranteed by U.S. | $79,000 | 5,206 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $19,096,000 | 4,208 |
| Total debt securities | $19,092,000 | 4,547 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $15,612,000 | 4,920 |
| U.S. Government securities | $79,000 | 6,554 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $79,000 | 6,467 |
| Securities issued by states & political subdivisions | $15,533,000 | 2,217 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,489,000 | 3,713 |
| Mortgage-backed securities | $79,000 | 5,432 |
| Certificates of participation in pools of residential mortgages | $79,000 | 5,213 |
| Issued or guaranteed by U.S. | $79,000 | 5,205 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $15,612,000 | 4,539 |
| Total debt securities | $15,613,000 | 4,889 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $8,738,000 | 5,694 |
| U.S. Government securities | $87,000 | 6,618 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $87,000 | 6,524 |
| Securities issued by states & political subdivisions | $8,651,000 | 3,074 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,211,000 | 4,254 |
| Mortgage-backed securities | $87,000 | 5,479 |
| Certificates of participation in pools of residential mortgages | $87,000 | 5,250 |
| Issued or guaranteed by U.S. | $87,000 | 5,244 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $8,738,000 | 5,317 |
| Total debt securities | $8,737,000 | 5,657 |
| 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 | $9,880,000 | 5,551 |
| U.S. Government securities | $134,000 | 6,653 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $134,000 | 6,564 |
| Securities issued by states & political subdivisions | $9,746,000 | 2,881 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,354,000 | 3,988 |
| Mortgage-backed securities | $134,000 | 5,484 |
| Certificates of participation in pools of residential mortgages | $94,000 | 5,274 |
| Issued or guaranteed by U.S. | $94,000 | 5,269 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $40,000 | 3,652 |
| CMOs issued by government agencies or sponsored agencies | $40,000 | 3,491 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $9,880,000 | 5,168 |
| Total debt securities | $9,880,000 | 5,518 |
| 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 | $9,967,000 | 5,634 |
| U.S. Government securities | $211,000 | 6,745 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $211,000 | 6,658 |
| Securities issued by states & political subdivisions | $9,756,000 | 2,842 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,437,000 | 4,010 |
| Mortgage-backed securities | $211,000 | 5,522 |
| Certificates of participation in pools of residential mortgages | $97,000 | 5,371 |
| Issued or guaranteed by U.S. | $97,000 | 5,362 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $114,000 | 3,641 |
| CMOs issued by government agencies or sponsored agencies | $114,000 | 3,475 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $9,967,000 | 5,255 |
| Total debt securities | $9,967,000 | 5,606 |
| 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 | $3,985,000 | 6,459 |
| U.S. Government securities | $301,000 | 6,785 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $301,000 | 6,691 |
| Securities issued by states & political subdivisions | $3,684,000 | 4,019 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,940,000 | 4,656 |
| Mortgage-backed securities | $301,000 | 5,493 |
| Certificates of participation in pools of residential mortgages | $103,000 | 5,395 |
| Issued or guaranteed by U.S. | $103,000 | 5,385 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $198,000 | 3,583 |
| CMOs issued by government agencies or sponsored agencies | $198,000 | 3,418 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $3,985,000 | 6,041 |
| Total debt securities | $3,985,000 | 6,432 |
| 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 | $4,372,000 | 6,465 |
| U.S. Government securities | $387,000 | 6,834 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $387,000 | 6,729 |
| Securities issued by states & political subdivisions | $3,985,000 | 3,872 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,028,000 | 4,654 |
| Mortgage-backed securities | $387,000 | 5,474 |
| Certificates of participation in pools of residential mortgages | $104,000 | 5,428 |
| Issued or guaranteed by U.S. | $104,000 | 5,420 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $283,000 | 3,556 |
| CMOs issued by government agencies or sponsored agencies | $283,000 | 3,383 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $4,372,000 | 6,048 |
| Total debt securities | $4,373,000 | 6,436 |
| 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 | $5,485,000 | 6,335 |
| U.S. Government securities | $495,000 | 6,846 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $495,000 | 6,750 |
| Securities issued by states & political subdivisions | $4,990,000 | 3,597 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,788,000 | 4,240 |
| Mortgage-backed securities | $495,000 | 5,411 |
| Certificates of participation in pools of residential mortgages | $110,000 | 5,408 |
| Issued or guaranteed by U.S. | $110,000 | 5,394 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $385,000 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $385,000 | 3,188 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $5,485,000 | 5,894 |
| Total debt securities | $5,485,000 | 6,302 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $6,662,000 | 6,189 |
| U.S. Government securities | $655,000 | 6,869 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $655,000 | 6,765 |
| Securities issued by states & political subdivisions | $6,007,000 | 3,296 |
| 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 | $5,621,000 | 4,023 |
| Mortgage-backed securities | $655,000 | 5,342 |
| Certificates of participation in pools of residential mortgages | $114,000 | 5,418 |
| Issued or guaranteed by U.S. | $114,000 | 5,402 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $541,000 | 3,325 |
| CMOs issued by government agencies or sponsored agencies | $541,000 | 3,067 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $6,662,000 | 5,740 |
| Total debt securities | $6,661,000 | 6,157 |
| 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 | $6,788,000 | 6,273 |
| U.S. Government securities | $780,000 | 6,942 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $780,000 | 6,834 |
| Securities issued by states & political subdivisions | $6,008,000 | 3,256 |
| 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 | $5,628,000 | 4,079 |
| Mortgage-backed securities | $780,000 | 5,303 |
| Certificates of participation in pools of residential mortgages | $115,000 | 5,439 |
| Issued or guaranteed by U.S. | $115,000 | 5,428 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $665,000 | 3,232 |
| CMOs issued by government agencies or sponsored agencies | $665,000 | 2,969 |
| 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) | $6,788,000 | 5,812 |
| Total debt securities | $6,787,000 | 6,244 |
| 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 | $6,988,000 | 6,248 |
| U.S. Government securities | $886,000 | 6,970 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $886,000 | 6,854 |
| Securities issued by states & political subdivisions | $6,102,000 | 3,184 |
| 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 | $4,626,000 | 4,334 |
| Mortgage-backed securities | $886,000 | 5,227 |
| Certificates of participation in pools of residential mortgages | $120,000 | 5,428 |
| Issued or guaranteed by U.S. | $120,000 | 5,414 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $766,000 | 3,129 |
| CMOs issued by government agencies or sponsored agencies | $766,000 | 2,864 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $6,988,000 | 5,779 |
| Total debt securities | $6,988,000 | 6,219 |
| 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 | $7,699,000 | 6,068 |
| U.S. Government securities | $1,601,000 | 6,775 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $1,601,000 | 6,664 |
| Securities issued by states & political subdivisions | $6,098,000 | 3,155 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,723,000 | 4,606 |
| Mortgage-backed securities | $1,601,000 | 4,918 |
| Certificates of participation in pools of residential mortgages | $129,000 | 5,400 |
| Issued or guaranteed by U.S. | $129,000 | 5,387 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,472,000 | 2,813 |
| CMOs issued by government agencies or sponsored agencies | $1,472,000 | 2,545 |
| 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) | $7,699,000 | 5,611 |
| Total debt securities | $7,699,000 | 6,032 |
| 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 | $8,588,000 | 5,905 |
| U.S. Government securities | $2,435,000 | 6,589 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $2,435,000 | 6,468 |
| Securities issued by states & political subdivisions | $6,153,000 | 3,072 |
| 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 | $4,127,000 | 4,509 |
| Mortgage-backed securities | $2,435,000 | 4,658 |
| Certificates of participation in pools of residential mortgages | $150,000 | 5,400 |
| Issued or guaranteed by U.S. | $150,000 | 5,387 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,285,000 | 2,498 |
| CMOs issued by government agencies or sponsored agencies | $2,285,000 | 2,252 |
| 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) | $8,588,000 | 5,443 |
| Total debt securities | $8,588,000 | 5,869 |
| 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 | $9,046,000 | 5,903 |
| U.S. Government securities | $163,000 | 7,356 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $163,000 | 7,262 |
| Securities issued by states & political subdivisions | $6,118,000 | 2,972 |
| Other domestic debt securities | $2,765,000 | 1,512 |
| Privately issued residential mortgage-backed securities | $2,765,000 | 743 |
| 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 | $5,171,000 | 4,243 |
| Mortgage-backed securities | $2,928,000 | 4,523 |
| Certificates of participation in pools of residential mortgages | $163,000 | 5,438 |
| Issued or guaranteed by U.S. | $163,000 | 5,425 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,765,000 | 2,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $2,765,000 | 714 |
| 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) | $9,046,000 | 5,421 |
| Total debt securities | $9,045,000 | 5,864 |
| 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 | $8,875,000 | 6,008 |
| U.S. Government securities | $3,428,000 | 6,561 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $3,428,000 | 6,452 |
| Securities issued by states & political subdivisions | $5,447,000 | 3,134 |
| 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 | $5,404,000 | 4,276 |
| Mortgage-backed securities | $3,428,000 | 4,485 |
| Certificates of participation in pools of residential mortgages | $165,000 | 5,543 |
| Issued or guaranteed by U.S. | $165,000 | 5,529 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,263,000 | 2,156 |
| CMOs issued by government agencies or sponsored agencies | $3,263,000 | 1,884 |
| 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) | $8,875,000 | 5,526 |
| Total debt securities | $8,874,000 | 5,962 |
| 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 | $6,712,000 | 6,388 |
| U.S. Government securities | $4,259,000 | 6,298 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $4,259,000 | 6,199 |
| Securities issued by states & political subdivisions | $2,453,000 | 4,112 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,784,000 | 4,780 |
| Mortgage-backed securities | $4,259,000 | 4,330 |
| Certificates of participation in pools of residential mortgages | $171,000 | 5,594 |
| Issued or guaranteed by U.S. | $171,000 | 5,578 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $4,088,000 | 1,988 |
| CMOs issued by government agencies or sponsored agencies | $4,088,000 | 1,708 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $6,712,000 | 5,878 |
| Total debt securities | $6,712,000 | 6,351 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $7,583,000 | 6,267 |
| U.S. Government securities | $4,926,000 | 6,188 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $4,926,000 | 6,099 |
| Securities issued by states & political subdivisions | $2,657,000 | 4,053 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,293,000 | 4,984 |
| Mortgage-backed securities | $4,926,000 | 4,271 |
| Certificates of participation in pools of residential mortgages | $176,000 | 5,672 |
| Issued or guaranteed by U.S. | $176,000 | 5,652 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $4,750,000 | 1,877 |
| CMOs issued by government agencies or sponsored agencies | $4,750,000 | 1,571 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $7,583,000 | 5,756 |
| Total debt securities | $7,583,000 | 6,227 |
| 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 | $10,498,000 | 5,733 |
| U.S. Government securities | $7,762,000 | 5,440 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $7,762,000 | 5,357 |
| Securities issued by states & political subdivisions | $2,736,000 | 4,000 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,405,000 | 4,281 |
| Mortgage-backed securities | $7,762,000 | 3,709 |
| Certificates of participation in pools of residential mortgages | $179,000 | 5,726 |
| Issued or guaranteed by U.S. | $179,000 | 5,707 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $7,583,000 | 1,557 |
| CMOs issued by government agencies or sponsored agencies | $7,583,000 | 1,263 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $10,498,000 | 5,235 |
| Total debt securities | $10,497,000 | 5,689 |
| 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 | $16,403,000 | 4,881 |
| U.S. Government securities | $13,548,000 | 4,426 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $13,548,000 | 4,347 |
| Securities issued by states & political subdivisions | $2,855,000 | 3,866 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,368,000 | 3,345 |
| Mortgage-backed securities | $13,548,000 | 2,968 |
| Certificates of participation in pools of residential mortgages | $245,000 | 5,708 |
| Issued or guaranteed by U.S. | $245,000 | 5,692 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $13,303,000 | 1,164 |
| CMOs issued by government agencies or sponsored agencies | $13,303,000 | 913 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $16,403,000 | 4,412 |
| Total debt securities | $16,401,000 | 4,839 |
| 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 | $16,555,000 | 4,876 |
| U.S. Government securities | $13,672,000 | 4,449 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $13,672,000 | 4,366 |
| Securities issued by states & political subdivisions | $2,883,000 | 3,816 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,107,000 | 3,425 |
| Mortgage-backed securities | $13,672,000 | 2,899 |
| Certificates of participation in pools of residential mortgages | $260,000 | 5,700 |
| Issued or guaranteed by U.S. | $260,000 | 5,680 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $13,412,000 | 1,121 |
| CMOs issued by government agencies or sponsored agencies | $13,412,000 | 883 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $16,555,000 | 4,398 |
| Total debt securities | $16,555,000 | 4,838 |
| 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 | $17,169,000 | 4,746 |
| U.S. Government securities | $14,329,000 | 4,297 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $14,329,000 | 4,221 |
| Securities issued by states & political subdivisions | $2,840,000 | 3,818 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,873,000 | 3,307 |
| Mortgage-backed securities | $13,331,000 | 2,832 |
| Certificates of participation in pools of residential mortgages | $267,000 | 5,689 |
| Issued or guaranteed by U.S. | $267,000 | 5,671 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $13,064,000 | 1,090 |
| CMOs issued by government agencies or sponsored agencies | $13,064,000 | 852 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $17,169,000 | 4,263 |
| Total debt securities | $17,169,000 | 4,702 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $16,957,000 | 4,839 |
| U.S. Government securities | $14,022,000 | 4,380 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $14,022,000 | 4,309 |
| Securities issued by states & political subdivisions | $2,935,000 | 3,806 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,570,000 | 3,002 |
| Mortgage-backed securities | $13,023,000 | 2,848 |
| Certificates of participation in pools of residential mortgages | $280,000 | 5,694 |
| Issued or guaranteed by U.S. | $280,000 | 5,669 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $12,743,000 | 1,095 |
| CMOs issued by government agencies or sponsored agencies | $12,743,000 | 851 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $16,957,000 | 4,350 |
| Total debt securities | $16,958,000 | 4,783 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $17,726,000 | 4,721 |
| U.S. Government securities | $14,598,000 | 4,302 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $14,598,000 | 4,227 |
| Securities issued by states & political subdivisions | $3,128,000 | 3,739 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,075,000 | 2,888 |
| Mortgage-backed securities | $13,598,000 | 2,719 |
| Certificates of participation in pools of residential mortgages | $314,000 | 5,646 |
| Issued or guaranteed by U.S. | $314,000 | 5,616 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $13,284,000 | 1,055 |
| CMOs issued by government agencies or sponsored agencies | $13,284,000 | 822 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $17,726,000 | 4,244 |
| Total debt securities | $17,725,000 | 4,663 |
| 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 | $19,223,000 | 4,555 |
| U.S. Government securities | $16,140,000 | 4,116 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $16,140,000 | 4,031 |
| Securities issued by states & political subdivisions | $3,083,000 | 3,757 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,749,000 | 2,962 |
| Mortgage-backed securities | $13,498,000 | 2,481 |
| Certificates of participation in pools of residential mortgages | $326,000 | 5,505 |
| Issued or guaranteed by U.S. | $326,000 | 5,483 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $13,172,000 | 975 |
| CMOs issued by government agencies or sponsored agencies | $13,172,000 | 758 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $19,223,000 | 4,042 |
| Total debt securities | $19,222,000 | 4,507 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $19,306,000 | 4,581 |
| U.S. Government securities | $16,255,000 | 4,163 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $16,255,000 | 4,080 |
| Securities issued by states & political subdivisions | $3,051,000 | 3,778 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,754,000 | 2,968 |
| Mortgage-backed securities | $13,633,000 | 2,302 |
| Certificates of participation in pools of residential mortgages | $353,000 | 5,395 |
| Issued or guaranteed by U.S. | $353,000 | 5,376 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $13,280,000 | 916 |
| CMOs issued by government agencies or sponsored agencies | $13,280,000 | 714 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $19,306,000 | 4,049 |
| Total debt securities | $19,305,000 | 4,529 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $19,795,000 | 4,522 |
| U.S. Government securities | $16,741,000 | 4,121 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $16,741,000 | 4,025 |
| Securities issued by states & political subdivisions | $3,054,000 | 3,769 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,912,000 | 2,944 |
| Mortgage-backed securities | $14,171,000 | 2,193 |
| Certificates of participation in pools of residential mortgages | $377,000 | 5,384 |
| Issued or guaranteed by U.S. | $377,000 | 5,366 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $13,794,000 | 871 |
| CMOs issued by government agencies or sponsored agencies | $13,794,000 | 677 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $19,795,000 | 3,976 |
| Total debt securities | $19,794,000 | 4,475 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $22,131,000 | 4,219 |
| U.S. Government securities | $18,650,000 | 3,837 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $18,650,000 | 3,742 |
| Securities issued by states & political subdivisions | $3,481,000 | 3,609 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,423,000 | 2,759 |
| Mortgage-backed securities | $16,044,000 | 2,023 |
| Certificates of participation in pools of residential mortgages | $408,000 | 5,362 |
| Issued or guaranteed by U.S. | $408,000 | 5,340 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $15,636,000 | 804 |
| CMOs issued by government agencies or sponsored agencies | $15,636,000 | 631 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $22,131,000 | 3,703 |
| Total debt securities | $22,129,000 | 4,173 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $22,941,000 | 4,159 |
| U.S. Government securities | $19,458,000 | 3,791 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $19,458,000 | 3,689 |
| Securities issued by states & political subdivisions | $3,483,000 | 3,617 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,763,000 | 2,714 |
| Mortgage-backed securities | $16,861,000 | 1,969 |
| Certificates of participation in pools of residential mortgages | $429,000 | 5,343 |
| Issued or guaranteed by U.S. | $429,000 | 5,323 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $16,432,000 | 786 |
| CMOs issued by government agencies or sponsored agencies | $16,432,000 | 624 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $22,941,000 | 3,636 |
| Total debt securities | $22,941,000 | 4,108 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $24,864,000 | 3,991 |
| U.S. Government securities | $20,870,000 | 3,644 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $20,870,000 | 3,538 |
| Securities issued by states & political subdivisions | $3,994,000 | 3,411 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,399,000 | 2,746 |
| Mortgage-backed securities | $18,275,000 | 1,876 |
| Certificates of participation in pools of residential mortgages | $453,000 | 5,331 |
| Issued or guaranteed by U.S. | $453,000 | 5,308 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $17,822,000 | 739 |
| CMOs issued by government agencies or sponsored agencies | $17,822,000 | 588 |
| 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) | $24,864,000 | 3,468 |
| Total debt securities | $24,865,000 | 3,930 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $24,843,000 | 3,977 |
| U.S. Government securities | $20,883,000 | 3,647 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $20,883,000 | 3,532 |
| Securities issued by states & political subdivisions | $3,960,000 | 3,418 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,050,000 | 2,677 |
| Mortgage-backed securities | $18,353,000 | 1,865 |
| Certificates of participation in pools of residential mortgages | $479,000 | 5,333 |
| Issued or guaranteed by U.S. | $479,000 | 5,310 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $17,874,000 | 738 |
| CMOs issued by government agencies or sponsored agencies | $17,874,000 | 584 |
| 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) | $24,843,000 | 3,472 |
| Total debt securities | $24,843,000 | 3,922 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $28,966,000 | 3,638 |
| U.S. Government securities | $23,846,000 | 3,360 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $23,846,000 | 3,239 |
| Securities issued by states & political subdivisions | $5,120,000 | 3,039 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,825,000 | 2,357 |
| Mortgage-backed securities | $21,274,000 | 1,715 |
| Certificates of participation in pools of residential mortgages | $515,000 | 5,312 |
| Issued or guaranteed by U.S. | $515,000 | 5,293 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $20,759,000 | 675 |
| CMOs issued by government agencies or sponsored agencies | $20,759,000 | 533 |
| 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) | $28,966,000 | 3,167 |
| Total debt securities | $28,968,000 | 3,589 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $31,157,000 | 3,467 |
| U.S. Government securities | $2,729,000 | 7,675 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $2,729,000 | 7,546 |
| Securities issued by states & political subdivisions | $5,128,000 | 3,026 |
| Other domestic debt securities | $23,300,000 | 462 |
| Privately issued residential mortgage-backed securities | $23,300,000 | 264 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,612,000 | 2,575 |
| Mortgage-backed securities | $23,420,000 | 1,619 |
| Certificates of participation in pools of residential mortgages | $557,000 | 5,309 |
| Issued or guaranteed by U.S. | $120,000 | 5,952 |
| Privately issued | $437,000 | 140 |
| Collaterized mortgage obligations | $22,863,000 | 628 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $22,863,000 | 255 |
| 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) | $31,157,000 | 2,995 |
| Total debt securities | $31,156,000 | 3,408 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $34,923,000 | 3,134 |
| U.S. Government securities | $29,253,000 | 2,815 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $29,253,000 | 2,721 |
| Securities issued by states & political subdivisions | $5,670,000 | 2,860 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,562,000 | 1,887 |
| Mortgage-backed securities | $26,623,000 | 1,509 |
| Certificates of participation in pools of residential mortgages | $613,000 | 5,294 |
| Issued or guaranteed by U.S. | $613,000 | 5,275 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $26,010,000 | 585 |
| CMOs issued by government agencies or sponsored agencies | $26,010,000 | 462 |
| 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) | $34,923,000 | 2,702 |
| Total debt securities | $34,922,000 | 3,081 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $39,873,000 | 2,845 |
| U.S. Government securities | $34,160,000 | 2,510 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $34,160,000 | 2,424 |
| Securities issued by states & political subdivisions | $5,713,000 | 2,798 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,848,000 | 2,292 |
| Mortgage-backed securities | $31,519,000 | 1,370 |
| Certificates of participation in pools of residential mortgages | $687,000 | 5,277 |
| Issued or guaranteed by U.S. | $687,000 | 5,254 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $30,832,000 | 535 |
| CMOs issued by government agencies or sponsored agencies | $30,832,000 | 428 |
| 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) | $39,873,000 | 2,438 |
| Total debt securities | $39,873,000 | 2,798 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $46,356,000 | 2,540 |
| U.S. Government securities | $39,760,000 | 2,242 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $39,760,000 | 2,161 |
| Securities issued by states & political subdivisions | $6,596,000 | 2,586 |
| 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 | $25,928,000 | 1,690 |
| Mortgage-backed securities | $37,188,000 | 1,264 |
| Certificates of participation in pools of residential mortgages | $745,000 | 5,301 |
| Issued or guaranteed by U.S. | $745,000 | 5,285 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $36,443,000 | 489 |
| CMOs issued by government agencies or sponsored agencies | $36,443,000 | 395 |
| 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) | $46,356,000 | 2,139 |
| Total debt securities | $46,356,000 | 2,501 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $54,767,000 | 2,234 |
| U.S. Government securities | $48,109,000 | 1,912 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $48,109,000 | 1,838 |
| Securities issued by states & political subdivisions | $6,658,000 | 2,587 |
| 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 | $43,592,000 | 1,069 |
| Mortgage-backed securities | $45,488,000 | 1,109 |
| Certificates of participation in pools of residential mortgages | $831,000 | 5,268 |
| Issued or guaranteed by U.S. | $831,000 | 5,252 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $44,657,000 | 449 |
| CMOs issued by government agencies or sponsored agencies | $44,657,000 | 356 |
| 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) | $54,767,000 | 1,871 |
| Total debt securities | $54,766,000 | 2,193 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $55,939,000 | 2,194 |
| U.S. Government securities | $49,906,000 | 1,818 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $49,906,000 | 1,759 |
| Securities issued by states & political subdivisions | $6,033,000 | 2,755 |
| 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 | $36,036,000 | 1,235 |
| Mortgage-backed securities | $47,267,000 | 1,071 |
| Certificates of participation in pools of residential mortgages | $919,000 | 5,213 |
| Issued or guaranteed by U.S. | $919,000 | 5,199 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $46,348,000 | 439 |
| CMOs issued by government agencies or sponsored agencies | $46,348,000 | 354 |
| 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) | $55,939,000 | 1,846 |
| Total debt securities | $55,940,000 | 2,142 |
| 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 | $55,343,000 | 2,233 |
| U.S. Government securities | $49,115,000 | 1,883 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $49,115,000 | 1,815 |
| Securities issued by states & political subdivisions | $6,228,000 | 2,696 |
| 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 | $38,208,000 | 1,159 |
| Mortgage-backed securities | $46,035,000 | 1,115 |
| Certificates of participation in pools of residential mortgages | $1,012,000 | 5,189 |
| Issued or guaranteed by U.S. | $1,012,000 | 5,176 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $45,023,000 | 450 |
| CMOs issued by government agencies or sponsored agencies | $45,023,000 | 371 |
| 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) | $55,343,000 | 1,882 |
| Total debt securities | $55,343,000 | 2,181 |
| 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 | $54,888,000 | 2,250 |
| U.S. Government securities | $47,464,000 | 1,940 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $47,464,000 | 1,878 |
| Securities issued by states & political subdivisions | $7,424,000 | 2,467 |
| 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 | $36,693,000 | 1,193 |
| Mortgage-backed securities | $43,766,000 | 1,186 |
| Certificates of participation in pools of residential mortgages | $1,279,000 | 5,048 |
| Issued or guaranteed by U.S. | $1,279,000 | 5,034 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $42,487,000 | 480 |
| CMOs issued by government agencies or sponsored agencies | $42,487,000 | 391 |
| 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) | $54,888,000 | 1,915 |
| Total debt securities | $54,887,000 | 2,186 |
| 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 | $55,081,000 | 2,293 |
| U.S. Government securities | $47,785,000 | 1,978 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $47,785,000 | 1,906 |
| Securities issued by states & political subdivisions | $7,296,000 | 2,484 |
| 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 | $40,064,000 | 1,085 |
| Mortgage-backed securities | $45,098,000 | 1,169 |
| Certificates of participation in pools of residential mortgages | $1,370,000 | 4,995 |
| Issued or guaranteed by U.S. | $1,370,000 | 4,977 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $43,728,000 | 477 |
| CMOs issued by government agencies or sponsored agencies | $43,728,000 | 422 |
| 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) | $55,081,000 | 1,947 |
| Total debt securities | $55,081,000 | 2,235 |
| 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 | $49,721,000 | 2,455 |
| U.S. Government securities | $42,840,000 | 2,120 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $42,840,000 | 2,048 |
| Securities issued by states & political subdivisions | $6,881,000 | 2,567 |
| 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 | $21,063,000 | 1,797 |
| Mortgage-backed securities | $41,288,000 | 1,236 |
| Certificates of participation in pools of residential mortgages | $1,594,000 | 4,865 |
| Issued or guaranteed by U.S. | $1,594,000 | 4,845 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $39,694,000 | 502 |
| CMOs issued by government agencies or sponsored agencies | $39,694,000 | 464 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $49,721,000 | 2,099 |
| Total debt securities | $49,722,000 | 2,397 |
| 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 | $50,164,000 | 2,384 |
| U.S. Government securities | $43,307,000 | 2,027 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $43,307,000 | 1,961 |
| Securities issued by states & political subdivisions | $6,857,000 | 2,529 |
| 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 | $25,016,000 | 1,535 |
| Mortgage-backed securities | $41,227,000 | 1,228 |
| Certificates of participation in pools of residential mortgages | $2,101,000 | 4,611 |
| Issued or guaranteed by U.S. | $2,101,000 | 4,594 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $39,126,000 | 542 |
| CMOs issued by government agencies or sponsored agencies | $39,126,000 | 498 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $50,164,000 | 2,022 |
| Total debt securities | $50,165,000 | 2,318 |
| 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 | $51,977,000 | 2,297 |
| U.S. Government securities | $43,410,000 | 1,986 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $43,410,000 | 1,922 |
| Securities issued by states & political subdivisions | $8,567,000 | 2,107 |
| 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 | $22,821,000 | 1,650 |
| Mortgage-backed securities | $41,316,000 | 1,204 |
| Certificates of participation in pools of residential mortgages | $2,563,000 | 4,387 |
| Issued or guaranteed by U.S. | $2,563,000 | 4,370 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $38,753,000 | 557 |
| CMOs issued by government agencies or sponsored agencies | $38,753,000 | 509 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $51,977,000 | 1,939 |
| Total debt securities | $51,976,000 | 2,221 |
| 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 | $44,675,000 | 2,556 |
| U.S. Government securities | $36,104,000 | 2,331 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $36,104,000 | 2,242 |
| Securities issued by states & political subdivisions | $8,571,000 | 2,067 |
| 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 | $33,422,000 | 1,183 |
| Mortgage-backed securities | $33,996,000 | 1,367 |
| Certificates of participation in pools of residential mortgages | $3,032,000 | 4,153 |
| Issued or guaranteed by U.S. | $3,032,000 | 4,140 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $30,964,000 | 639 |
| CMOs issued by government agencies or sponsored agencies | $30,964,000 | 577 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $44,675,000 | 2,166 |
| Total debt securities | $44,675,000 | 2,495 |
| 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 | $35,342,000 | 2,951 |
| U.S. Government securities | $25,834,000 | 2,864 |
| U.S. Treasury securities | $1,530,000 | 1,615 |
| U.S. Government agency obligations | $24,304,000 | 2,855 |
| Securities issued by states & political subdivisions | $9,508,000 | 1,788 |
| 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 | $21,973,000 | 1,598 |
| Mortgage-backed securities | $19,661,000 | 1,865 |
| Certificates of participation in pools of residential mortgages | $4,498,000 | 3,298 |
| Issued or guaranteed by U.S. | $4,498,000 | 3,282 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $15,163,000 | 1,001 |
| CMOs issued by government agencies or sponsored agencies | $15,163,000 | 909 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $35,342,000 | 2,457 |
| Total debt securities | $35,341,000 | 2,892 |
| 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 | $40,581,000 | 2,660 |
| U.S. Government securities | $27,461,000 | 2,842 |
| U.S. Treasury securities | $11,517,000 | 570 |
| U.S. Government agency obligations | $15,944,000 | 4,037 |
| Securities issued by states & political subdivisions | $12,720,000 | 1,309 |
| 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 | $0 | 313 |
| Equity securities | $400,000 | 4,313 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,712,000 | 1,191 |
| Mortgage-backed securities | $5,332,000 | 3,294 |
| Certificates of participation in pools of residential mortgages | $4,165,000 | 2,920 |
| Issued or guaranteed by U.S. | $4,165,000 | 2,902 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,167,000 | 2,715 |
| CMOs issued by government agencies or sponsored agencies | $1,167,000 | 2,561 |
| 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) | $40,581,000 | 2,113 |
| Total debt securities | $40,181,000 | 2,590 |
| 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 | $43,977,000 | 2,568 |
| U.S. Government securities | $27,310,000 | 2,996 |
| U.S. Treasury securities | $10,969,000 | 823 |
| U.S. Government agency obligations | $16,341,000 | 4,053 |
| Securities issued by states & political subdivisions | $16,667,000 | 977 |
| 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 | $0 | 343 |
| 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 | $31,534,000 | 1,214 |
| Mortgage-backed securities | $5,582,000 | 3,409 |
| Certificates of participation in pools of residential mortgages | $4,964,000 | 2,804 |
| Issued or guaranteed by U.S. | $4,964,000 | 2,792 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $618,000 | 3,374 |
| CMOs issued by government agencies or sponsored agencies | $618,000 | 3,222 |
| 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) | $43,977,000 | 1,975 |
| Total debt securities | $43,977,000 | 2,482 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $47,339,000 | 2,443 |
| U.S. Government securities | $30,873,000 | 2,752 |
| U.S. Treasury securities | $9,723,000 | 1,327 |
| U.S. Government agency obligations | $21,150,000 | 3,193 |
| Securities issued by states & political subdivisions | $16,466,000 | 984 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,758,000 | 1,693 |
| Mortgage-backed securities | $5,304,000 | 3,728 |
| Certificates of participation in pools of residential mortgages | $3,110,000 | 3,758 |
| Issued or guaranteed by U.S. | $3,110,000 | 3,740 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,194,000 | 2,546 |
| CMOs issued by government agencies or sponsored agencies | $2,194,000 | 2,418 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $47,339,000 | 1,821 |
| Total debt securities | $47,339,000 | 2,360 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $50,059,000 | 2,276 |
| U.S. Government securities | $38,991,000 | 2,303 |
| U.S. Treasury securities | $14,157,000 | 1,313 |
| U.S. Government agency obligations | $24,834,000 | 2,710 |
| Securities issued by states & political subdivisions | $11,068,000 | 1,308 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,984,000 | 1,522 |
| Mortgage-backed securities | $5,710,000 | 3,597 |
| Certificates of participation in pools of residential mortgages | $1,781,000 | 4,554 |
| Issued or guaranteed by U.S. | $1,781,000 | 4,538 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,929,000 | 1,966 |
| CMOs issued by government agencies or sponsored agencies | $3,929,000 | 1,885 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $50,059,000 | 1,603 |
| Total debt securities | $50,059,000 | 2,219 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $47,428,000 | 2,566 |
| U.S. Government securities | $35,705,000 | 2,704 |
| U.S. Treasury securities | $10,481,000 | 2,133 |
| U.S. Government agency obligations | $25,224,000 | 2,773 |
| Securities issued by states & political subdivisions | $11,291,000 | 1,287 |
| Other domestic debt securities | $432,000 | 2,830 |
| Privately issued residential mortgage-backed securities | $432,000 | 1,039 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,883,000 | 2,099 |
| Mortgage-backed securities | $6,670,000 | 3,653 |
| Certificates of participation in pools of residential mortgages | $1,515,000 | 5,190 |
| Issued or guaranteed by U.S. | $1,515,000 | 5,174 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $5,155,000 | 1,897 |
| CMOs issued by government agencies or sponsored agencies | $4,723,000 | 1,913 |
| Privately issued | $432,000 | 820 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $47,428,000 | 1,739 |
| Total debt securities | $47,428,000 | 2,495 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $42,414,000 | 2,975 |
| U.S. Government securities | $30,756,000 | 3,263 |
| U.S. Treasury securities | $13,040,000 | 2,125 |
| U.S. Government agency obligations | $17,716,000 | 3,670 |
| Securities issued by states & political subdivisions | $11,658,000 | 1,237 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,975,000 | 1,971 |
| Mortgage-backed securities | $6,879,000 | 3,838 |
| Certificates of participation in pools of residential mortgages | $1,259,000 | 5,736 |
| Issued or guaranteed by U.S. | $1,259,000 | 5,706 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $5,620,000 | 2,028 |
| CMOs issued by government agencies or sponsored agencies | $5,620,000 | 1,924 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $42,414,000 | 1,997 |
| Total debt securities | $42,414,000 | 2,902 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $48,918,000 | 2,673 |
| U.S. Government securities | $36,366,000 | 2,866 |
| U.S. Treasury securities | $16,588,000 | 2,127 |
| U.S. Government agency obligations | $19,778,000 | 3,214 |
| Securities issued by states & political subdivisions | $12,552,000 | 1,133 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,200,000 | 1,935 |
| Mortgage-backed securities | $7,692,000 | 3,793 |
| Certificates of participation in pools of residential mortgages | $2,169,000 | 5,030 |
| Issued or guaranteed by U.S. | $2,169,000 | 5,004 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $5,523,000 | 2,168 |
| CMOs issued by government agencies or sponsored agencies | $5,523,000 | 2,058 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,439,000 | 2,482 |
| Available-for-sale securities (fair market value) | $19,479,000 | 2,880 |
| Total debt securities | $48,918,000 | 2,616 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $47,187,000 | 2,961 |
| U.S. Government securities | $38,432,000 | 2,842 |
| U.S. Treasury securities | $18,234,000 | 2,029 |
| U.S. Government agency obligations | $20,198,000 | 3,278 |
| Securities issued by states & political subdivisions | $8,755,000 | 1,771 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,700,000 | 2,600 |
| Mortgage-backed securities | $17,890,000 | 2,457 |
| Certificates of participation in pools of residential mortgages | $12,129,000 | 2,186 |
| Issued or guaranteed by U.S. | $12,129,000 | 2,157 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $5,761,000 | 2,423 |
| CMOs issued by government agencies or sponsored agencies | $5,761,000 | 2,284 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $47,187,000 | 2,867 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $46,793,000 | 2,915 |
| U.S. Government securities | $42,770,000 | 2,524 |
| U.S. Treasury securities | $22,935,000 | 1,636 |
| U.S. Government agency obligations | $19,835,000 | 3,265 |
| Securities issued by states & political subdivisions | $4,023,000 | 3,317 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,400,000 | 2,102 |
| Mortgage-backed securities | $19,835,000 | 2,317 |
| Certificates of participation in pools of residential mortgages | $19,835,000 | 1,525 |
| Issued or guaranteed by U.S. | $19,835,000 | 1,488 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $46,793,000 | 2,843 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |