Home > First Nations Bank > Securities
First Nations Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $17,631,000 | 3,678 |
| U.S. Government securities | $17,629,000 | 3,113 |
| U.S. Treasury securities | $7,812,000 | 1,548 |
| U.S. Government agency obligations | $9,817,000 | 3,243 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $2,000 | 2,332 |
| Privately issued residential mortgage-backed securities | $2,000 | 682 |
| 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 | $16,340,000 | 2,545 |
| Mortgage-backed securities | $3,000 | 3,811 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,000 | 3,665 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $2,000 | 521 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $17,631,000 | 3,434 |
| Total debt securities | $17,631,000 | 3,656 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $25,384,000 | 3,375 |
| U.S. Government securities | $25,382,000 | 2,672 |
| U.S. Treasury securities | $15,692,000 | 1,113 |
| U.S. Government agency obligations | $9,690,000 | 3,245 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $2,000 | 2,345 |
| Privately issued residential mortgage-backed securities | $2,000 | 664 |
| 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 | $16,183,000 | 2,524 |
| Mortgage-backed securities | $3,000 | 3,830 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,000 | 3,681 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $2,000 | 519 |
| 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) | $25,384,000 | 3,114 |
| Total debt securities | $25,384,000 | 3,351 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $17,455,000 | 3,737 |
| U.S. Government securities | $17,452,000 | 3,174 |
| U.S. Treasury securities | $7,874,000 | 1,620 |
| U.S. Government agency obligations | $9,578,000 | 3,311 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $3,000 | 2,366 |
| Privately issued residential mortgage-backed securities | $3,000 | 669 |
| 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 | $15,219,000 | 2,560 |
| Mortgage-backed securities | $4,000 | 3,840 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,000 | 3,697 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $3,000 | 514 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $17,455,000 | 3,474 |
| Total debt securities | $17,455,000 | 3,715 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $17,362,000 | 3,826 |
| U.S. Government securities | $17,359,000 | 3,268 |
| U.S. Treasury securities | $7,801,000 | 1,700 |
| U.S. Government agency obligations | $9,558,000 | 3,347 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $3,000 | 2,418 |
| Privately issued residential mortgage-backed securities | $3,000 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,027,000 | 3,604 |
| Mortgage-backed securities | $4,000 | 3,894 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,000 | 3,747 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $3,000 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $17,362,000 | 3,550 |
| Total debt securities | $17,362,000 | 3,803 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $9,440,000 | 4,200 |
| U.S. Government securities | $9,437,000 | 3,786 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $9,437,000 | 3,358 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $3,000 | 2,456 |
| Privately issued residential mortgage-backed securities | $3,000 | 713 |
| 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 | $8,653,000 | 2,832 |
| Mortgage-backed securities | $4,000 | 3,925 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,000 | 3,790 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $3,000 | 531 |
| 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) | $9,440,000 | 3,907 |
| Total debt securities | $9,441,000 | 4,177 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $9,404,000 | 4,228 |
| U.S. Government securities | $9,401,000 | 3,808 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $9,401,000 | 3,372 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $3,000 | 2,420 |
| Privately issued residential mortgage-backed securities | $3,000 | 701 |
| 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 | $8,620,000 | 2,776 |
| Mortgage-backed securities | $4,000 | 3,953 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,000 | 3,821 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $3,000 | 535 |
| 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) | $9,404,000 | 3,940 |
| Total debt securities | $9,404,000 | 4,205 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $9,634,000 | 4,240 |
| U.S. Government securities | $9,630,000 | 3,815 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $9,630,000 | 3,387 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $4,000 | 2,277 |
| Privately issued residential mortgage-backed securities | $4,000 | 715 |
| 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 | $7,382,000 | 2,895 |
| Mortgage-backed securities | $5,000 | 4,003 |
| Certificates of participation in pools of residential mortgages | $1,000 | 3,912 |
| Issued or guaranteed by U.S. | $1,000 | 3,850 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $4,000 | 2,877 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $4,000 | 537 |
| 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) | $9,634,000 | 3,964 |
| Total debt securities | $9,634,000 | 4,224 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $9,712,000 | 4,192 |
| U.S. Government securities | $9,708,000 | 3,731 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $9,708,000 | 3,351 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $4,000 | 2,259 |
| Privately issued residential mortgage-backed securities | $4,000 | 705 |
| 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 | $7,441,000 | 2,870 |
| Mortgage-backed securities | $5,000 | 4,024 |
| Certificates of participation in pools of residential mortgages | $1,000 | 3,929 |
| Issued or guaranteed by U.S. | $1,000 | 3,872 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $4,000 | 2,869 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $4,000 | 521 |
| 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) | $9,712,000 | 3,935 |
| Total debt securities | $9,712,000 | 4,173 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $11,587,000 | 4,062 |
| U.S. Government securities | $11,583,000 | 3,469 |
| U.S. Treasury securities | $1,600,000 | 1,840 |
| U.S. Government agency obligations | $9,983,000 | 3,309 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $4,000 | 2,236 |
| Privately issued residential mortgage-backed securities | $4,000 | 678 |
| 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 | $7,653,000 | 2,856 |
| Mortgage-backed securities | $5,000 | 4,045 |
| Certificates of participation in pools of residential mortgages | $1,000 | 3,953 |
| Issued or guaranteed by U.S. | $1,000 | 3,888 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $4,000 | 2,860 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $4,000 | 482 |
| 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) | $11,587,000 | 3,845 |
| Total debt securities | $11,587,000 | 4,043 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $2,155,000 | 4,595 |
| U.S. Government securities | $2,151,000 | 4,286 |
| U.S. Treasury securities | $2,150,000 | 1,514 |
| U.S. Government agency obligations | $1,000 | 4,526 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $4,000 | 2,193 |
| Privately issued residential mortgage-backed securities | $4,000 | 657 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,120,000 | 3,590 |
| Mortgage-backed securities | $5,000 | 4,102 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,011 |
| Issued or guaranteed by U.S. | $1,000 | 3,950 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $4,000 | 2,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $4,000 | 472 |
| 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) | $2,155,000 | 4,361 |
| Total debt securities | $2,155,000 | 4,573 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $2,154,000 | 4,616 |
| U.S. Government securities | $2,150,000 | 4,308 |
| U.S. Treasury securities | $2,149,000 | 1,407 |
| U.S. Government agency obligations | $1,000 | 4,563 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $4,000 | 2,192 |
| Privately issued residential mortgage-backed securities | $4,000 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,119,000 | 3,595 |
| Mortgage-backed securities | $5,000 | 4,123 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,027 |
| Issued or guaranteed by U.S. | $1,000 | 3,966 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $4,000 | 2,884 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $4,000 | 459 |
| 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) | $2,154,000 | 4,378 |
| Total debt securities | $2,154,000 | 4,594 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $5,154,000 | 4,386 |
| U.S. Government securities | $5,150,000 | 3,876 |
| U.S. Treasury securities | $5,149,000 | 787 |
| U.S. Government agency obligations | $1,000 | 4,571 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $4,000 | 2,184 |
| Privately issued residential mortgage-backed securities | $4,000 | 668 |
| 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 | $3,650,000 | 3,333 |
| Mortgage-backed securities | $5,000 | 4,120 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,027 |
| Issued or guaranteed by U.S. | $1,000 | 3,961 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $4,000 | 2,856 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $4,000 | 457 |
| 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) | $5,154,000 | 4,150 |
| Total debt securities | $5,154,000 | 4,361 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $4,655,000 | 4,411 |
| U.S. Government securities | $4,650,000 | 3,835 |
| U.S. Treasury securities | $4,649,000 | 609 |
| U.S. Government agency obligations | $1,000 | 4,569 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $5,000 | 2,127 |
| Privately issued residential mortgage-backed securities | $5,000 | 647 |
| 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 | $4,149,000 | 3,249 |
| Mortgage-backed securities | $6,000 | 4,118 |
| Certificates of participation in pools of residential mortgages | $1,000 | 4,032 |
| Issued or guaranteed by U.S. | $1,000 | 3,969 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $5,000 | 2,857 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $5,000 | 452 |
| 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) | $4,655,000 | 4,185 |
| Total debt securities | $4,655,000 | 4,390 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $9,107,000 | 4,065 |
| U.S. Government securities | $9,102,000 | 3,346 |
| U.S. Treasury securities | $9,100,000 | 438 |
| U.S. Government agency obligations | $2,000 | 4,592 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $5,000 | 2,105 |
| Privately issued residential mortgage-backed securities | $5,000 | 648 |
| 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 | $6,389,000 | 2,991 |
| Mortgage-backed securities | $7,000 | 4,122 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,020 |
| Issued or guaranteed by U.S. | $2,000 | 3,958 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,000 | 2,862 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $5,000 | 445 |
| 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) | $9,107,000 | 3,830 |
| Total debt securities | $9,107,000 | 4,043 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $8,689,000 | 4,108 |
| U.S. Government securities | $8,684,000 | 3,383 |
| U.S. Treasury securities | $8,682,000 | 463 |
| U.S. Government agency obligations | $2,000 | 4,629 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $5,000 | 2,049 |
| Privately issued residential mortgage-backed securities | $5,000 | 639 |
| 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 | $8,321,000 | 2,782 |
| Mortgage-backed securities | $7,000 | 4,138 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,034 |
| Issued or guaranteed by U.S. | $2,000 | 3,975 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,000 | 2,860 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $5,000 | 436 |
| 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) | $8,689,000 | 3,865 |
| Total debt securities | $8,690,000 | 4,081 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $8,989,000 | 4,119 |
| U.S. Government securities | $8,984,000 | 3,413 |
| U.S. Treasury securities | $8,982,000 | 472 |
| U.S. Government agency obligations | $2,000 | 4,691 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $5,000 | 1,986 |
| Privately issued residential mortgage-backed securities | $5,000 | 655 |
| 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 | $8,322,000 | 2,752 |
| Mortgage-backed securities | $7,000 | 4,177 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,074 |
| Issued or guaranteed by U.S. | $2,000 | 4,005 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $5,000 | 2,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $5,000 | 440 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $8,989,000 | 3,868 |
| Total debt securities | $8,989,000 | 4,092 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $8,951,000 | 4,175 |
| U.S. Government securities | $8,945,000 | 3,508 |
| U.S. Treasury securities | $8,943,000 | 504 |
| U.S. Government agency obligations | $2,000 | 4,761 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $6,000 | 1,957 |
| Privately issued residential mortgage-backed securities | $6,000 | 626 |
| 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 | $8,286,000 | 2,804 |
| Mortgage-backed securities | $8,000 | 4,202 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,101 |
| Issued or guaranteed by U.S. | $2,000 | 4,037 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $6,000 | 2,881 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $6,000 | 434 |
| 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) | $8,951,000 | 3,920 |
| Total debt securities | $8,951,000 | 4,150 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $11,739,000 | 3,992 |
| U.S. Government securities | $11,733,000 | 3,266 |
| U.S. Treasury securities | $11,731,000 | 405 |
| U.S. Government agency obligations | $2,000 | 4,845 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $6,000 | 2,011 |
| Privately issued residential mortgage-backed securities | $6,000 | 672 |
| 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 | $11,493,000 | 2,495 |
| Mortgage-backed securities | $8,000 | 4,254 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,146 |
| Issued or guaranteed by U.S. | $2,000 | 4,073 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $6,000 | 2,903 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $6,000 | 439 |
| 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) | $11,739,000 | 3,733 |
| Total debt securities | $11,740,000 | 3,970 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $10,102,000 | 4,191 |
| U.S. Government securities | $10,096,000 | 3,480 |
| U.S. Treasury securities | $10,094,000 | 453 |
| U.S. Government agency obligations | $2,000 | 4,896 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $6,000 | 1,995 |
| Privately issued residential mortgage-backed securities | $6,000 | 644 |
| 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 | $9,820,000 | 2,722 |
| Mortgage-backed securities | $8,000 | 4,283 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,175 |
| Issued or guaranteed by U.S. | $2,000 | 4,107 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $6,000 | 2,911 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $6,000 | 451 |
| 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) | $10,102,000 | 3,925 |
| Total debt securities | $10,102,000 | 4,169 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $10,037,000 | 4,253 |
| U.S. Government securities | $10,031,000 | 3,528 |
| U.S. Treasury securities | $10,029,000 | 455 |
| U.S. Government agency obligations | $2,000 | 4,956 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $6,000 | 2,006 |
| Privately issued residential mortgage-backed securities | $6,000 | 660 |
| 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 | $9,757,000 | 2,752 |
| Mortgage-backed securities | $8,000 | 4,328 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,218 |
| Issued or guaranteed by U.S. | $2,000 | 4,154 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $6,000 | 2,932 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $6,000 | 468 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $10,037,000 | 3,981 |
| Total debt securities | $10,038,000 | 4,231 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $7,380,000 | 4,528 |
| U.S. Government securities | $7,373,000 | 3,886 |
| U.S. Treasury securities | $7,371,000 | 543 |
| U.S. Government agency obligations | $2,000 | 5,002 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $7,000 | 2,009 |
| Privately issued residential mortgage-backed securities | $7,000 | 626 |
| 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 | $7,100,000 | 3,100 |
| Mortgage-backed securities | $9,000 | 4,361 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,257 |
| Issued or guaranteed by U.S. | $2,000 | 4,209 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $7,000 | 2,944 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $7,000 | 465 |
| 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) | $7,380,000 | 4,260 |
| Total debt securities | $7,379,000 | 4,507 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $7,435,000 | 4,559 |
| U.S. Government securities | $7,428,000 | 3,929 |
| U.S. Treasury securities | $7,426,000 | 527 |
| U.S. Government agency obligations | $2,000 | 5,073 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $7,000 | 1,985 |
| Privately issued residential mortgage-backed securities | $7,000 | 581 |
| 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 | $7,108,000 | 3,127 |
| Mortgage-backed securities | $9,000 | 4,419 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,322 |
| Issued or guaranteed by U.S. | $2,000 | 4,302 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $7,000 | 2,957 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $7,000 | 475 |
| 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) | $7,435,000 | 4,294 |
| Total debt securities | $7,436,000 | 4,536 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $7,957,000 | 4,572 |
| U.S. Government securities | $7,950,000 | 3,875 |
| U.S. Treasury securities | $7,948,000 | 484 |
| U.S. Government agency obligations | $2,000 | 5,131 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $7,000 | 2,195 |
| Privately issued residential mortgage-backed securities | $7,000 | 871 |
| 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 | $7,247,000 | 3,145 |
| Mortgage-backed securities | $9,000 | 4,469 |
| Certificates of participation in pools of residential mortgages | $2,000 | 4,375 |
| Issued or guaranteed by U.S. | $2,000 | 4,265 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $7,000 | 2,988 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $7,000 | 502 |
| 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) | $7,957,000 | 4,298 |
| Total debt securities | $7,957,000 | 4,545 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $8,667,000 | 4,568 |
| U.S. Government securities | $8,659,000 | 3,863 |
| U.S. Treasury securities | $8,653,000 | 466 |
| U.S. Government agency obligations | $6,000 | 5,197 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $8,000 | 2,010 |
| Privately issued residential mortgage-backed securities | $8,000 | 558 |
| 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 | $7,501,000 | 3,145 |
| Mortgage-backed securities | $14,000 | 4,490 |
| Certificates of participation in pools of residential mortgages | $6,000 | 4,381 |
| Issued or guaranteed by U.S. | $6,000 | 4,373 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,000 | 2,993 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $8,000 | 518 |
| 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) | $8,667,000 | 4,286 |
| Total debt securities | $8,667,000 | 4,541 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $8,694,000 | 4,637 |
| U.S. Government securities | $8,686,000 | 3,885 |
| U.S. Treasury securities | $6,172,000 | 513 |
| U.S. Government agency obligations | $2,514,000 | 4,660 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $8,000 | 2,014 |
| Privately issued residential mortgage-backed securities | $8,000 | 564 |
| 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 | $7,519,000 | 3,176 |
| Mortgage-backed securities | $25,000 | 4,521 |
| Certificates of participation in pools of residential mortgages | $17,000 | 4,377 |
| Issued or guaranteed by U.S. | $17,000 | 4,372 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $8,000 | 3,007 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $8,000 | 531 |
| 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) | $8,694,000 | 4,362 |
| Total debt securities | $8,694,000 | 4,612 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $8,724,000 | 4,682 |
| U.S. Government securities | $8,716,000 | 3,924 |
| U.S. Treasury securities | $2,989,000 | 729 |
| U.S. Government agency obligations | $5,727,000 | 4,240 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $8,000 | 2,040 |
| Privately issued residential mortgage-backed securities | $8,000 | 582 |
| 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 | $8,422,000 | 3,110 |
| Mortgage-backed securities | $39,000 | 4,555 |
| Certificates of participation in pools of residential mortgages | $31,000 | 4,404 |
| Issued or guaranteed by U.S. | $31,000 | 4,400 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $8,000 | 3,039 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $8,000 | 546 |
| 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) | $8,724,000 | 4,391 |
| Total debt securities | $8,724,000 | 4,658 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $13,245,000 | 4,323 |
| U.S. Government securities | $12,233,000 | 3,548 |
| U.S. Treasury securities | $3,493,000 | 692 |
| U.S. Government agency obligations | $8,740,000 | 3,828 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $1,012,000 | 1,505 |
| Privately issued residential mortgage-backed securities | $8,000 | 607 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $1,004,000 | 1,265 |
| 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 | $8,129,000 | 3,165 |
| Mortgage-backed securities | $55,000 | 4,571 |
| Certificates of participation in pools of residential mortgages | $47,000 | 4,413 |
| Issued or guaranteed by U.S. | $47,000 | 4,408 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,000 | 3,075 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $8,000 | 571 |
| 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) | $13,245,000 | 4,022 |
| Total debt securities | $13,245,000 | 4,303 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $23,253,000 | 3,643 |
| U.S. Government securities | $22,240,000 | 2,742 |
| U.S. Treasury securities | $13,482,000 | 340 |
| U.S. Government agency obligations | $8,758,000 | 3,870 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $1,013,000 | 1,551 |
| Privately issued residential mortgage-backed securities | $9,000 | 637 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $1,004,000 | 1,274 |
| 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 | $23,234,000 | 1,901 |
| Mortgage-backed securities | $74,000 | 4,623 |
| Certificates of participation in pools of residential mortgages | $65,000 | 4,455 |
| Issued or guaranteed by U.S. | $65,000 | 4,451 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,000 | 3,117 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $9,000 | 603 |
| 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) | $23,253,000 | 3,353 |
| Total debt securities | $23,253,000 | 3,620 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $24,270,000 | 3,573 |
| U.S. Government securities | $23,255,000 | 2,667 |
| U.S. Treasury securities | $14,477,000 | 323 |
| U.S. Government agency obligations | $8,778,000 | 3,871 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $1,015,000 | 1,549 |
| Privately issued residential mortgage-backed securities | $9,000 | 664 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $1,006,000 | 1,272 |
| 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 | $22,848,000 | 1,910 |
| Mortgage-backed securities | $95,000 | 4,647 |
| Certificates of participation in pools of residential mortgages | $86,000 | 4,479 |
| Issued or guaranteed by U.S. | $86,000 | 4,474 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $9,000 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $9,000 | 627 |
| 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) | $24,270,000 | 3,281 |
| Total debt securities | $24,269,000 | 3,545 |
| 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 | $24,813,000 | 3,538 |
| U.S. Government securities | $23,794,000 | 2,621 |
| U.S. Treasury securities | $11,480,000 | 318 |
| U.S. Government agency obligations | $12,314,000 | 3,459 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $1,019,000 | 1,553 |
| Privately issued residential mortgage-backed securities | $9,000 | 669 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $1,010,000 | 1,266 |
| 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 | $24,587,000 | 1,848 |
| Mortgage-backed securities | $118,000 | 4,668 |
| Certificates of participation in pools of residential mortgages | $109,000 | 4,496 |
| Issued or guaranteed by U.S. | $109,000 | 4,493 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,000 | 3,158 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $9,000 | 636 |
| 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) | $24,813,000 | 3,256 |
| Total debt securities | $24,812,000 | 3,510 |
| 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 | $27,874,000 | 3,406 |
| U.S. Government securities | $23,850,000 | 2,697 |
| U.S. Treasury securities | $5,994,000 | 493 |
| U.S. Government agency obligations | $17,856,000 | 3,028 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $4,024,000 | 966 |
| Privately issued residential mortgage-backed securities | $10,000 | 686 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,014,000 | 732 |
| 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 | $24,647,000 | 1,859 |
| Mortgage-backed securities | $145,000 | 4,710 |
| Certificates of participation in pools of residential mortgages | $135,000 | 4,535 |
| Issued or guaranteed by U.S. | $135,000 | 4,529 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $10,000 | 3,190 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $10,000 | 649 |
| 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) | $27,874,000 | 3,121 |
| Total debt securities | $27,874,000 | 3,381 |
| 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 | $24,926,000 | 3,641 |
| U.S. Government securities | $20,874,000 | 2,973 |
| U.S. Treasury securities | $2,995,000 | 696 |
| U.S. Government agency obligations | $17,879,000 | 3,100 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $4,052,000 | 974 |
| Privately issued residential mortgage-backed securities | $10,000 | 688 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,042,000 | 731 |
| 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 | $24,687,000 | 1,875 |
| Mortgage-backed securities | $179,000 | 4,728 |
| Certificates of participation in pools of residential mortgages | $169,000 | 4,554 |
| Issued or guaranteed by U.S. | $169,000 | 4,549 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $10,000 | 3,216 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $10,000 | 655 |
| 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) | $24,926,000 | 3,334 |
| Total debt securities | $24,925,000 | 3,618 |
| 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 | $24,933,000 | 3,670 |
| U.S. Government securities | $19,358,000 | 3,129 |
| U.S. Treasury securities | $5,487,000 | 544 |
| U.S. Government agency obligations | $13,871,000 | 3,503 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $5,575,000 | 816 |
| Privately issued residential mortgage-backed securities | $11,000 | 687 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $5,564,000 | 608 |
| 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 | $24,687,000 | 1,882 |
| Mortgage-backed securities | $214,000 | 4,743 |
| Certificates of participation in pools of residential mortgages | $203,000 | 4,553 |
| Issued or guaranteed by U.S. | $203,000 | 4,549 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $11,000 | 3,248 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $11,000 | 655 |
| 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) | $24,933,000 | 3,357 |
| Total debt securities | $24,933,000 | 3,646 |
| 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 | $23,178,000 | 3,865 |
| U.S. Government securities | $16,546,000 | 3,466 |
| U.S. Treasury securities | $4,493,000 | 578 |
| U.S. Government agency obligations | $12,053,000 | 3,801 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $6,632,000 | 753 |
| Privately issued residential mortgage-backed securities | $11,000 | 705 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $6,621,000 | 545 |
| 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 | $21,575,000 | 2,073 |
| Mortgage-backed securities | $248,000 | 4,793 |
| Certificates of participation in pools of residential mortgages | $237,000 | 4,590 |
| Issued or guaranteed by U.S. | $237,000 | 4,585 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $11,000 | 3,296 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $11,000 | 672 |
| 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) | $23,178,000 | 3,533 |
| Total debt securities | $23,179,000 | 3,839 |
| 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 | $21,230,000 | 4,097 |
| U.S. Government securities | $12,072,000 | 4,039 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $12,072,000 | 3,916 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $9,158,000 | 615 |
| Privately issued residential mortgage-backed securities | $11,000 | 729 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $9,147,000 | 431 |
| 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 | $20,332,000 | 2,194 |
| Mortgage-backed securities | $288,000 | 4,847 |
| Certificates of participation in pools of residential mortgages | $277,000 | 4,640 |
| Issued or guaranteed by U.S. | $277,000 | 4,636 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,000 | 3,344 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $11,000 | 695 |
| 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) | $21,230,000 | 3,747 |
| Total debt securities | $21,232,000 | 4,071 |
| 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 | $22,818,000 | 4,011 |
| U.S. Government securities | $13,602,000 | 3,938 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $13,602,000 | 3,819 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $9,216,000 | 613 |
| Privately issued residential mortgage-backed securities | $12,000 | 771 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $9,204,000 | 432 |
| 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 | $20,702,000 | 2,191 |
| Mortgage-backed securities | $332,000 | 4,878 |
| Certificates of participation in pools of residential mortgages | $320,000 | 4,666 |
| Issued or guaranteed by U.S. | $320,000 | 4,659 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $12,000 | 3,371 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $12,000 | 732 |
| 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) | $22,818,000 | 3,666 |
| Total debt securities | $22,818,000 | 3,987 |
| 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 | $22,851,000 | 4,068 |
| U.S. Government securities | $12,125,000 | 4,168 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $12,125,000 | 4,052 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $10,726,000 | 567 |
| Privately issued residential mortgage-backed securities | $13,000 | 771 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $10,713,000 | 390 |
| 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 | $21,337,000 | 2,146 |
| Mortgage-backed securities | $375,000 | 4,940 |
| Certificates of participation in pools of residential mortgages | $362,000 | 4,720 |
| Issued or guaranteed by U.S. | $362,000 | 4,715 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $13,000 | 3,414 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $13,000 | 729 |
| 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) | $22,851,000 | 3,707 |
| Total debt securities | $22,851,000 | 4,044 |
| 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 | $22,923,000 | 4,153 |
| U.S. Government securities | $12,094,000 | 4,273 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $12,094,000 | 4,166 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $10,829,000 | 578 |
| Privately issued residential mortgage-backed securities | $13,000 | 804 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $10,816,000 | 397 |
| 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 | $21,376,000 | 2,150 |
| Mortgage-backed securities | $423,000 | 5,003 |
| Certificates of participation in pools of residential mortgages | $410,000 | 4,781 |
| Issued or guaranteed by U.S. | $410,000 | 4,777 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $13,000 | 3,474 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $13,000 | 765 |
| 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) | $22,923,000 | 3,789 |
| Total debt securities | $22,924,000 | 4,127 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,141 |
| Fair value | $1,997,000 | 1,155 |
| 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 | $23,537,000 | 4,143 |
| U.S. Government securities | $12,652,000 | 4,272 |
| U.S. Treasury securities | $4,700,000 | 532 |
| U.S. Government agency obligations | $7,952,000 | 4,799 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $10,885,000 | 596 |
| Privately issued residential mortgage-backed securities | $14,000 | 828 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $10,871,000 | 406 |
| 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 | $21,977,000 | 2,111 |
| Mortgage-backed securities | $476,000 | 5,022 |
| Certificates of participation in pools of residential mortgages | $462,000 | 4,799 |
| Issued or guaranteed by U.S. | $462,000 | 4,797 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $14,000 | 3,521 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $14,000 | 791 |
| 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) | $23,537,000 | 3,779 |
| Total debt securities | $23,538,000 | 4,119 |
| 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 | $26,459,000 | 3,945 |
| U.S. Government securities | $17,679,000 | 3,713 |
| U.S. Treasury securities | $8,199,000 | 370 |
| U.S. Government agency obligations | $9,480,000 | 4,612 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $8,780,000 | 699 |
| Privately issued residential mortgage-backed securities | $14,000 | 860 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $8,766,000 | 483 |
| 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 | $24,674,000 | 1,973 |
| Mortgage-backed securities | $529,000 | 5,046 |
| Certificates of participation in pools of residential mortgages | $515,000 | 4,805 |
| Issued or guaranteed by U.S. | $515,000 | 4,801 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $14,000 | 3,556 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $14,000 | 820 |
| 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) | $26,459,000 | 3,596 |
| Total debt securities | $26,460,000 | 3,912 |
| 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 | $26,570,000 | 3,938 |
| U.S. Government securities | $16,748,000 | 3,811 |
| U.S. Treasury securities | $8,699,000 | 330 |
| U.S. Government agency obligations | $8,049,000 | 4,833 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $9,822,000 | 694 |
| Privately issued residential mortgage-backed securities | $14,000 | 895 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $9,808,000 | 462 |
| 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 | $26,378,000 | 1,850 |
| Mortgage-backed securities | $589,000 | 5,067 |
| Certificates of participation in pools of residential mortgages | $575,000 | 4,808 |
| Issued or guaranteed by U.S. | $575,000 | 4,804 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $14,000 | 3,567 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $14,000 | 852 |
| 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) | $26,570,000 | 3,601 |
| Total debt securities | $26,569,000 | 3,913 |
| 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 | $26,585,000 | 3,965 |
| U.S. Government securities | $16,772,000 | 3,852 |
| U.S. Treasury securities | $6,699,000 | 384 |
| U.S. Government agency obligations | $10,073,000 | 4,558 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $9,813,000 | 714 |
| Privately issued residential mortgage-backed securities | $15,000 | 926 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $9,798,000 | 475 |
| 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 | $26,434,000 | 1,844 |
| Mortgage-backed securities | $651,000 | 5,086 |
| Certificates of participation in pools of residential mortgages | $636,000 | 4,819 |
| Issued or guaranteed by U.S. | $636,000 | 4,814 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $15,000 | 3,608 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $15,000 | 886 |
| 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) | $26,585,000 | 3,635 |
| Total debt securities | $26,587,000 | 3,939 |
| 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 | $26,100,000 | 3,988 |
| U.S. Government securities | $14,689,000 | 4,064 |
| U.S. Treasury securities | $4,499,000 | 470 |
| U.S. Government agency obligations | $10,190,000 | 4,533 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $11,411,000 | 650 |
| Privately issued residential mortgage-backed securities | $16,000 | 945 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $11,395,000 | 428 |
| 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 | $25,297,000 | 1,888 |
| Mortgage-backed securities | $731,000 | 5,065 |
| Certificates of participation in pools of residential mortgages | $715,000 | 4,768 |
| Issued or guaranteed by U.S. | $715,000 | 4,764 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $16,000 | 3,634 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $16,000 | 904 |
| 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) | $26,100,000 | 3,669 |
| Total debt securities | $26,099,000 | 3,956 |
| 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 | $26,150,000 | 3,991 |
| U.S. Government securities | $14,710,000 | 4,097 |
| U.S. Treasury securities | $4,496,000 | 487 |
| U.S. Government agency obligations | $10,214,000 | 4,590 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $11,440,000 | 655 |
| Privately issued residential mortgage-backed securities | $17,000 | 986 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $11,423,000 | 427 |
| 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 | $20,428,000 | 2,206 |
| Mortgage-backed securities | $828,000 | 5,085 |
| Certificates of participation in pools of residential mortgages | $811,000 | 4,774 |
| Issued or guaranteed by U.S. | $811,000 | 4,772 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $17,000 | 3,667 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $17,000 | 943 |
| 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) | $26,150,000 | 3,684 |
| Total debt securities | $26,149,000 | 3,965 |
| 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 | $26,119,000 | 3,952 |
| U.S. Government securities | $14,807,000 | 4,026 |
| U.S. Treasury securities | $3,497,000 | 547 |
| U.S. Government agency obligations | $11,310,000 | 4,409 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $11,312,000 | 643 |
| Privately issued residential mortgage-backed securities | $17,000 | 1,007 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $11,295,000 | 415 |
| 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 | $20,134,000 | 2,192 |
| Mortgage-backed securities | $923,000 | 5,091 |
| Certificates of participation in pools of residential mortgages | $906,000 | 4,756 |
| Issued or guaranteed by U.S. | $906,000 | 4,755 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $17,000 | 3,712 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $17,000 | 967 |
| 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) | $26,119,000 | 3,644 |
| Total debt securities | $26,118,000 | 3,924 |
| 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 | $26,312,000 | 3,971 |
| U.S. Government securities | $14,919,000 | 4,120 |
| U.S. Treasury securities | $499,000 | 947 |
| U.S. Government agency obligations | $14,420,000 | 4,097 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $11,393,000 | 661 |
| Privately issued residential mortgage-backed securities | $24,000 | 1,045 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $11,369,000 | 429 |
| 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 | $19,263,000 | 2,278 |
| Mortgage-backed securities | $1,035,000 | 5,151 |
| Certificates of participation in pools of residential mortgages | $1,011,000 | 4,820 |
| Issued or guaranteed by U.S. | $1,011,000 | 4,817 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $24,000 | 3,769 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $24,000 | 1,003 |
| 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) | $26,312,000 | 3,669 |
| Total debt securities | $26,313,000 | 3,942 |
| 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 | $27,046,000 | 3,934 |
| U.S. Government securities | $15,027,000 | 4,165 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $15,027,000 | 4,081 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $12,019,000 | 643 |
| Privately issued residential mortgage-backed securities | $30,000 | 1,089 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $11,989,000 | 411 |
| 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 | $16,903,000 | 2,523 |
| Mortgage-backed securities | $1,143,000 | 5,152 |
| Certificates of participation in pools of residential mortgages | $1,113,000 | 4,803 |
| Issued or guaranteed by U.S. | $1,113,000 | 4,800 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $30,000 | 3,778 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $30,000 | 1,045 |
| 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) | $27,046,000 | 3,630 |
| Total debt securities | $27,046,000 | 3,902 |
| 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 | $27,273,000 | 3,945 |
| U.S. Government securities | $15,146,000 | 4,261 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $15,146,000 | 4,164 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $12,127,000 | 646 |
| Privately issued residential mortgage-backed securities | $31,000 | 1,122 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $12,096,000 | 407 |
| 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 | $15,510,000 | 2,645 |
| Mortgage-backed securities | $1,258,000 | 5,140 |
| Certificates of participation in pools of residential mortgages | $1,227,000 | 4,769 |
| Issued or guaranteed by U.S. | $1,227,000 | 4,767 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $31,000 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $31,000 | 1,080 |
| 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) | $27,273,000 | 3,640 |
| Total debt securities | $27,273,000 | 3,915 |
| 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 | $26,838,000 | 3,945 |
| U.S. Government securities | $16,910,000 | 3,978 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $16,910,000 | 3,897 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $9,928,000 | 732 |
| Privately issued residential mortgage-backed securities | $32,000 | 1,205 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $9,896,000 | 453 |
| 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 | $18,956,000 | 2,232 |
| Mortgage-backed securities | $1,375,000 | 5,079 |
| Certificates of participation in pools of residential mortgages | $1,343,000 | 4,667 |
| Issued or guaranteed by U.S. | $1,343,000 | 4,660 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $32,000 | 3,752 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $32,000 | 1,143 |
| 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) | $26,838,000 | 3,629 |
| Total debt securities | $26,839,000 | 3,915 |
| 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 | $26,661,000 | 3,868 |
| U.S. Government securities | $17,070,000 | 3,918 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $17,070,000 | 3,827 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $9,591,000 | 740 |
| Privately issued residential mortgage-backed securities | $34,000 | 1,222 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $9,557,000 | 441 |
| 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 | $18,494,000 | 2,230 |
| Mortgage-backed securities | $1,512,000 | 5,040 |
| Certificates of participation in pools of residential mortgages | $1,473,000 | 4,604 |
| Issued or guaranteed by U.S. | $1,473,000 | 4,592 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $39,000 | 3,737 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,536 |
| Privately issued | $34,000 | 1,156 |
| 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) | $26,661,000 | 3,561 |
| Total debt securities | $26,662,000 | 3,828 |
| 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 | $25,076,000 | 4,047 |
| U.S. Government securities | $16,229,000 | 4,113 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $16,229,000 | 4,008 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $8,847,000 | 753 |
| Privately issued residential mortgage-backed securities | $36,000 | 1,240 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $8,811,000 | 423 |
| 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 | $24,928,000 | 1,859 |
| Mortgage-backed securities | $1,650,000 | 4,981 |
| Certificates of participation in pools of residential mortgages | $1,601,000 | 4,542 |
| Issued or guaranteed by U.S. | $1,601,000 | 4,534 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $49,000 | 3,725 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 3,489 |
| Privately issued | $36,000 | 1,182 |
| 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) | $25,076,000 | 3,718 |
| Total debt securities | $25,077,000 | 4,008 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,818 |
| Fair value | $500,000 | 2,903 |
| 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 | $28,153,000 | 3,764 |
| U.S. Government securities | $18,788,000 | 3,770 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $18,788,000 | 3,665 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $9,365,000 | 748 |
| Privately issued residential mortgage-backed securities | $38,000 | 1,271 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $9,327,000 | 402 |
| 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 | $25,131,000 | 1,844 |
| Mortgage-backed securities | $1,779,000 | 4,907 |
| Certificates of participation in pools of residential mortgages | $1,721,000 | 4,454 |
| Issued or guaranteed by U.S. | $1,721,000 | 4,445 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $58,000 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 3,451 |
| Privately issued | $38,000 | 1,210 |
| 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) | $28,153,000 | 3,461 |
| Total debt securities | $28,154,000 | 3,732 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,483 |
| Fair value | $1,001,000 | 2,529 |
| 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 | $34,583,000 | 3,188 |
| U.S. Government securities | $24,960,000 | 3,009 |
| U.S. Treasury securities | $17,000,000 | 238 |
| U.S. Government agency obligations | $7,960,000 | 5,156 |
| Securities issued by states & political subdivisions | $236,000 | 5,558 |
| Other domestic debt securities | $9,387,000 | 794 |
| Privately issued residential mortgage-backed securities | $39,000 | 1,325 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $9,348,000 | 399 |
| 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 | $24,537,000 | 1,853 |
| Mortgage-backed securities | $1,946,000 | 4,788 |
| Certificates of participation in pools of residential mortgages | $1,876,000 | 4,283 |
| Issued or guaranteed by U.S. | $1,876,000 | 4,278 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $70,000 | 3,654 |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 3,402 |
| Privately issued | $39,000 | 1,262 |
| 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) | $34,583,000 | 2,908 |
| Total debt securities | $34,584,000 | 3,159 |
| 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 | $35,463,000 | 3,121 |
| U.S. Government securities | $26,194,000 | 2,891 |
| U.S. Treasury securities | $4,999,000 | 467 |
| U.S. Government agency obligations | $21,195,000 | 3,209 |
| Securities issued by states & political subdivisions | $238,000 | 5,538 |
| Other domestic debt securities | $9,031,000 | 837 |
| Privately issued residential mortgage-backed securities | $40,000 | 1,396 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $8,991,000 | 403 |
| 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 | $24,556,000 | 1,866 |
| Mortgage-backed securities | $2,150,000 | 4,746 |
| Certificates of participation in pools of residential mortgages | $2,072,000 | 4,195 |
| Issued or guaranteed by U.S. | $2,072,000 | 4,187 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $78,000 | 3,641 |
| CMOs issued by government agencies or sponsored agencies | $38,000 | 3,383 |
| Privately issued | $40,000 | 1,329 |
| 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) | $35,463,000 | 2,828 |
| Total debt securities | $35,463,000 | 3,092 |
| 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 | $31,903,000 | 3,337 |
| U.S. Government securities | $26,399,000 | 2,923 |
| U.S. Treasury securities | $4,996,000 | 466 |
| U.S. Government agency obligations | $21,403,000 | 3,266 |
| Securities issued by states & political subdivisions | $239,000 | 5,512 |
| Other domestic debt securities | $5,265,000 | 1,104 |
| Privately issued residential mortgage-backed securities | $41,000 | 1,423 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $5,224,000 | 550 |
| 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 | $22,306,000 | 2,007 |
| Mortgage-backed securities | $2,353,000 | 4,705 |
| Certificates of participation in pools of residential mortgages | $2,249,000 | 4,197 |
| Issued or guaranteed by U.S. | $2,249,000 | 4,188 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $104,000 | 3,532 |
| CMOs issued by government agencies or sponsored agencies | $63,000 | 3,272 |
| Privately issued | $41,000 | 1,359 |
| 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) | $31,903,000 | 3,027 |
| Total debt securities | $31,903,000 | 3,304 |
| 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 | $35,178,000 | 3,152 |
| U.S. Government securities | $30,532,000 | 2,671 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $30,532,000 | 2,602 |
| Securities issued by states & political subdivisions | $336,000 | 5,423 |
| Other domestic debt securities | $4,310,000 | 1,274 |
| Privately issued residential mortgage-backed securities | $77,000 | 1,435 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $4,233,000 | 664 |
| 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 | $25,455,000 | 1,886 |
| Mortgage-backed securities | $2,546,000 | 4,734 |
| Certificates of participation in pools of residential mortgages | $2,379,000 | 4,265 |
| Issued or guaranteed by U.S. | $2,379,000 | 4,259 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $167,000 | 3,463 |
| CMOs issued by government agencies or sponsored agencies | $90,000 | 3,214 |
| Privately issued | $77,000 | 1,372 |
| 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) | $35,178,000 | 2,829 |
| Total debt securities | $35,178,000 | 3,121 |
| 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 | $26,760,000 | 3,719 |
| U.S. Government securities | $22,058,000 | 3,309 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $22,058,000 | 3,235 |
| Securities issued by states & political subdivisions | $339,000 | 5,446 |
| Other domestic debt securities | $4,363,000 | 1,313 |
| Privately issued residential mortgage-backed securities | $144,000 | 1,435 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $4,219,000 | 686 |
| 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 | $25,888,000 | 1,864 |
| Mortgage-backed securities | $2,822,000 | 4,737 |
| Certificates of participation in pools of residential mortgages | $2,560,000 | 4,291 |
| Issued or guaranteed by U.S. | $2,560,000 | 4,284 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $262,000 | 3,374 |
| CMOs issued by government agencies or sponsored agencies | $118,000 | 3,176 |
| Privately issued | $144,000 | 1,368 |
| 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) | $26,760,000 | 3,368 |
| Total debt securities | $26,760,000 | 3,685 |
| 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 | $25,178,000 | 3,888 |
| U.S. Government securities | $20,216,000 | 3,476 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $20,216,000 | 3,400 |
| Securities issued by states & political subdivisions | $340,000 | 5,478 |
| Other domestic debt securities | $4,622,000 | 1,344 |
| Privately issued residential mortgage-backed securities | $415,000 | 1,362 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $4,207,000 | 722 |
| 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 | $25,030,000 | 1,900 |
| Mortgage-backed securities | $3,284,000 | 4,674 |
| Certificates of participation in pools of residential mortgages | $2,723,000 | 4,333 |
| Issued or guaranteed by U.S. | $2,723,000 | 4,326 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $561,000 | 3,142 |
| CMOs issued by government agencies or sponsored agencies | $146,000 | 3,148 |
| Privately issued | $415,000 | 1,302 |
| 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) | $25,178,000 | 3,509 |
| Total debt securities | $25,178,000 | 3,853 |
| 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 | $21,891,000 | 4,210 |
| U.S. Government securities | $16,770,000 | 3,872 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $16,770,000 | 3,787 |
| Securities issued by states & political subdivisions | $339,000 | 5,504 |
| Other domestic debt securities | $4,782,000 | 1,369 |
| Privately issued residential mortgage-backed securities | $666,000 | 1,294 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $4,116,000 | 761 |
| 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 | $15,278,000 | 2,656 |
| Mortgage-backed securities | $3,706,000 | 4,598 |
| Certificates of participation in pools of residential mortgages | $2,866,000 | 4,349 |
| Issued or guaranteed by U.S. | $2,866,000 | 4,336 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $840,000 | 2,998 |
| CMOs issued by government agencies or sponsored agencies | $174,000 | 3,116 |
| Privately issued | $666,000 | 1,231 |
| 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) | $21,891,000 | 3,789 |
| Total debt securities | $21,892,000 | 4,170 |
| 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 | $17,459,000 | 4,744 |
| U.S. Government securities | $12,103,000 | 4,693 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $12,103,000 | 4,609 |
| Securities issued by states & political subdivisions | $511,000 | 5,260 |
| Other domestic debt securities | $4,845,000 | 1,272 |
| Privately issued residential mortgage-backed securities | $977,000 | 1,234 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,868,000 | 780 |
| 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 | $11,849,000 | 3,112 |
| Mortgage-backed securities | $4,293,000 | 4,541 |
| Certificates of participation in pools of residential mortgages | $3,096,000 | 4,358 |
| Issued or guaranteed by U.S. | $3,096,000 | 4,347 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,197,000 | 2,808 |
| CMOs issued by government agencies or sponsored agencies | $220,000 | 3,084 |
| Privately issued | $977,000 | 1,176 |
| 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) | $7,000 | 3,445 |
| Available-for-sale securities (fair market value) | $17,452,000 | 4,277 |
| Total debt securities | $17,461,000 | 4,703 |
| 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 | $16,506,000 | 4,881 |
| U.S. Government securities | $12,046,000 | 4,771 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $12,046,000 | 4,681 |
| Securities issued by states & political subdivisions | $1,306,000 | 4,605 |
| Other domestic debt securities | $3,154,000 | 1,511 |
| Privately issued residential mortgage-backed securities | $72,000 | 1,516 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,082,000 | 874 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,425,000 | 3,914 |
| Mortgage-backed securities | $3,544,000 | 4,709 |
| Certificates of participation in pools of residential mortgages | $3,240,000 | 4,272 |
| Issued or guaranteed by U.S. | $3,240,000 | 4,259 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $304,000 | 3,339 |
| CMOs issued by government agencies or sponsored agencies | $232,000 | 3,074 |
| Privately issued | $72,000 | 1,439 |
| 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) | $8,000 | 3,454 |
| Available-for-sale securities (fair market value) | $16,498,000 | 4,405 |
| Total debt securities | $16,505,000 | 4,844 |
| 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 | $15,756,000 | 4,965 |
| U.S. Government securities | $13,520,000 | 4,441 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $13,520,000 | 4,364 |
| Securities issued by states & political subdivisions | $1,301,000 | 4,590 |
| Other domestic debt securities | $935,000 | 2,308 |
| Privately issued residential mortgage-backed securities | $83,000 | 1,480 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $852,000 | 1,598 |
| 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 | $9,581,000 | 3,514 |
| Mortgage-backed securities | $3,595,000 | 4,609 |
| Certificates of participation in pools of residential mortgages | $3,274,000 | 4,189 |
| Issued or guaranteed by U.S. | $3,274,000 | 4,178 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $321,000 | 3,251 |
| CMOs issued by government agencies or sponsored agencies | $238,000 | 2,982 |
| Privately issued | $83,000 | 1,405 |
| 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) | $9,000 | 3,485 |
| Available-for-sale securities (fair market value) | $15,747,000 | 4,463 |
| Total debt securities | $15,756,000 | 4,923 |
| 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 | $13,625,000 | 5,305 |
| U.S. Government securities | $11,140,000 | 4,893 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $11,140,000 | 4,810 |
| Securities issued by states & political subdivisions | $1,308,000 | 4,617 |
| Other domestic debt securities | $1,177,000 | 2,154 |
| Privately issued residential mortgage-backed securities | $86,000 | 1,444 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,091,000 | 1,479 |
| 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 | $4,369,000 | 4,711 |
| Mortgage-backed securities | $3,717,000 | 4,571 |
| Certificates of participation in pools of residential mortgages | $3,384,000 | 4,162 |
| Issued or guaranteed by U.S. | $3,384,000 | 4,147 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $333,000 | 3,253 |
| CMOs issued by government agencies or sponsored agencies | $247,000 | 2,987 |
| Privately issued | $86,000 | 1,362 |
| 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) | $9,000 | 3,513 |
| Available-for-sale securities (fair market value) | $13,616,000 | 4,819 |
| Total debt securities | $13,627,000 | 5,253 |
| 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 | $6,512,000 | 6,656 |
| U.S. Government securities | $4,931,000 | 6,491 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $4,931,000 | 6,396 |
| Securities issued by states & political subdivisions | $1,380,000 | 4,603 |
| Other domestic debt securities | $201,000 | 2,898 |
| Privately issued residential mortgage-backed securities | $86,000 | 1,435 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $115,000 | 2,238 |
| 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 | $5,168,000 | 4,427 |
| Mortgage-backed securities | $4,011,000 | 4,404 |
| Certificates of participation in pools of residential mortgages | $3,666,000 | 3,961 |
| Issued or guaranteed by U.S. | $3,666,000 | 3,946 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $345,000 | 3,220 |
| CMOs issued by government agencies or sponsored agencies | $259,000 | 2,953 |
| Privately issued | $86,000 | 1,352 |
| 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) | $10,000 | 3,542 |
| Available-for-sale securities (fair market value) | $6,502,000 | 6,092 |
| Total debt securities | $6,514,000 | 6,584 |
| 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 | $6,759,000 | 6,693 |
| U.S. Government securities | $5,016,000 | 6,587 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $5,016,000 | 6,475 |
| Securities issued by states & political subdivisions | $1,490,000 | 4,536 |
| Other domestic debt securities | $253,000 | 2,651 |
| Privately issued residential mortgage-backed securities | $140,000 | 1,316 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $113,000 | 2,111 |
| 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 | $5,234,000 | 4,444 |
| Mortgage-backed securities | $4,155,000 | 4,077 |
| Certificates of participation in pools of residential mortgages | $3,752,000 | 3,624 |
| Issued or guaranteed by U.S. | $3,752,000 | 3,609 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $403,000 | 3,093 |
| CMOs issued by government agencies or sponsored agencies | $263,000 | 2,879 |
| Privately issued | $140,000 | 1,244 |
| 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) | $11,000 | 3,595 |
| Available-for-sale securities (fair market value) | $6,748,000 | 6,076 |
| Total debt securities | $6,759,000 | 6,634 |
| 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 | $6,900,000 | 6,719 |
| U.S. Government securities | $5,156,000 | 6,651 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $5,156,000 | 6,532 |
| Securities issued by states & political subdivisions | $1,476,000 | 4,558 |
| Other domestic debt securities | $268,000 | 2,596 |
| Privately issued residential mortgage-backed securities | $155,000 | 1,272 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $113,000 | 2,087 |
| 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 | $5,352,000 | 4,433 |
| Mortgage-backed securities | $4,312,000 | 3,890 |
| Certificates of participation in pools of residential mortgages | $3,886,000 | 3,399 |
| Issued or guaranteed by U.S. | $3,886,000 | 3,385 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $426,000 | 3,032 |
| CMOs issued by government agencies or sponsored agencies | $271,000 | 2,834 |
| Privately issued | $155,000 | 1,200 |
| 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) | $12,000 | 3,646 |
| Available-for-sale securities (fair market value) | $6,888,000 | 6,089 |
| Total debt securities | $6,899,000 | 6,668 |
| 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 | $7,185,000 | 6,685 |
| U.S. Government securities | $5,235,000 | 6,659 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,235,000 | 6,535 |
| Securities issued by states & political subdivisions | $1,677,000 | 4,453 |
| Other domestic debt securities | $273,000 | 2,535 |
| Privately issued residential mortgage-backed securities | $161,000 | 1,230 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $112,000 | 2,053 |
| 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 | $4,287,000 | 4,796 |
| Mortgage-backed securities | $4,404,000 | 3,807 |
| Certificates of participation in pools of residential mortgages | $3,973,000 | 3,332 |
| Issued or guaranteed by U.S. | $3,973,000 | 3,319 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $431,000 | 3,002 |
| CMOs issued by government agencies or sponsored agencies | $270,000 | 2,823 |
| Privately issued | $161,000 | 1,154 |
| 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) | $13,000 | 3,679 |
| Available-for-sale securities (fair market value) | $7,172,000 | 6,031 |
| Total debt securities | $7,184,000 | 6,631 |
| 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 | $7,556,000 | 6,649 |
| U.S. Government securities | $5,512,000 | 6,620 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $5,512,000 | 6,490 |
| Securities issued by states & political subdivisions | $1,683,000 | 4,474 |
| Other domestic debt securities | $361,000 | 2,479 |
| Privately issued residential mortgage-backed securities | $169,000 | 1,186 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $192,000 | 2,060 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,914,000 | 5,362 |
| Mortgage-backed securities | $4,695,000 | 3,724 |
| Certificates of participation in pools of residential mortgages | $4,252,000 | 3,224 |
| Issued or guaranteed by U.S. | $4,252,000 | 3,208 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $443,000 | 2,953 |
| CMOs issued by government agencies or sponsored agencies | $274,000 | 2,819 |
| Privately issued | $169,000 | 1,102 |
| 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) | $14,000 | 3,752 |
| Available-for-sale securities (fair market value) | $7,542,000 | 5,983 |
| Total debt securities | $7,556,000 | 6,589 |
| 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 | $7,812,000 | 6,630 |
| U.S. Government securities | $5,653,000 | 6,619 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $5,653,000 | 6,490 |
| Securities issued by states & political subdivisions | $1,785,000 | 4,412 |
| Other domestic debt securities | $374,000 | 2,499 |
| Privately issued residential mortgage-backed securities | $182,000 | 1,161 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $192,000 | 2,118 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,518,000 | 5,528 |
| Mortgage-backed securities | $4,855,000 | 3,670 |
| Certificates of participation in pools of residential mortgages | $4,401,000 | 3,184 |
| Issued or guaranteed by U.S. | $4,401,000 | 3,170 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $454,000 | 2,918 |
| CMOs issued by government agencies or sponsored agencies | $272,000 | 2,819 |
| Privately issued | $182,000 | 1,084 |
| 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) | $14,000 | 3,843 |
| Available-for-sale securities (fair market value) | $7,798,000 | 5,972 |
| Total debt securities | $7,814,000 | 6,568 |
| 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 | $9,367,000 | 6,345 |
| U.S. Government securities | $7,170,000 | 6,210 |
| U.S. Treasury securities | $1,318,000 | 928 |
| U.S. Government agency obligations | $5,852,000 | 6,493 |
| Securities issued by states & political subdivisions | $1,787,000 | 4,437 |
| Other domestic debt securities | $410,000 | 2,509 |
| Privately issued residential mortgage-backed securities | $219,000 | 1,123 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $191,000 | 2,155 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,035,000 | 5,324 |
| Mortgage-backed securities | $5,096,000 | 3,586 |
| Certificates of participation in pools of residential mortgages | $4,604,000 | 3,138 |
| Issued or guaranteed by U.S. | $4,604,000 | 3,123 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $492,000 | 2,844 |
| CMOs issued by government agencies or sponsored agencies | $273,000 | 2,783 |
| Privately issued | $219,000 | 1,043 |
| 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) | $15,000 | 3,927 |
| Available-for-sale securities (fair market value) | $9,352,000 | 5,665 |
| Total debt securities | $9,367,000 | 6,284 |
| 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 | $9,415,000 | 6,348 |
| U.S. Government securities | $7,203,000 | 6,217 |
| U.S. Treasury securities | $1,311,000 | 970 |
| U.S. Government agency obligations | $5,892,000 | 6,483 |
| Securities issued by states & political subdivisions | $1,761,000 | 4,453 |
| Other domestic debt securities | $451,000 | 2,486 |
| Privately issued residential mortgage-backed securities | $263,000 | 1,086 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $188,000 | 2,222 |
| 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 | $303,000 | 6,782 |
| Mortgage-backed securities | $5,192,000 | 3,552 |
| Certificates of participation in pools of residential mortgages | $4,659,000 | 3,128 |
| Issued or guaranteed by U.S. | $4,659,000 | 3,116 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $533,000 | 2,803 |
| CMOs issued by government agencies or sponsored agencies | $270,000 | 2,767 |
| Privately issued | $263,000 | 1,012 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,000 | 3,976 |
| Available-for-sale securities (fair market value) | $9,399,000 | 5,671 |
| Total debt securities | $9,417,000 | 6,287 |
| 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 | $10,600,000 | 6,158 |
| U.S. Government securities | $8,335,000 | 5,993 |
| U.S. Treasury securities | $1,309,000 | 1,027 |
| U.S. Government agency obligations | $7,026,000 | 6,188 |
| Securities issued by states & political subdivisions | $1,775,000 | 4,476 |
| Other domestic debt securities | $490,000 | 2,506 |
| Privately issued residential mortgage-backed securities | $300,000 | 1,054 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $190,000 | 2,331 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,389,000 | 5,636 |
| Mortgage-backed securities | $5,524,000 | 3,518 |
| Certificates of participation in pools of residential mortgages | $4,950,000 | 3,080 |
| Issued or guaranteed by U.S. | $4,950,000 | 3,067 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $574,000 | 2,772 |
| CMOs issued by government agencies or sponsored agencies | $274,000 | 2,768 |
| Privately issued | $300,000 | 986 |
| 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) | $17,000 | 4,043 |
| Available-for-sale securities (fair market value) | $10,583,000 | 5,465 |
| Total debt securities | $10,600,000 | 6,101 |
| 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 | $10,967,000 | 6,123 |
| U.S. Government securities | $8,636,000 | 5,918 |
| U.S. Treasury securities | $1,310,000 | 1,042 |
| U.S. Government agency obligations | $7,326,000 | 6,117 |
| Securities issued by states & political subdivisions | $1,791,000 | 4,490 |
| Other domestic debt securities | $540,000 | 2,443 |
| Privately issued residential mortgage-backed securities | $349,000 | 997 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $191,000 | 2,454 |
| 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 | $1,553,000 | 6,082 |
| Mortgage-backed securities | $5,877,000 | 3,490 |
| Certificates of participation in pools of residential mortgages | $5,251,000 | 3,043 |
| Issued or guaranteed by U.S. | $5,251,000 | 3,031 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $626,000 | 2,739 |
| CMOs issued by government agencies or sponsored agencies | $277,000 | 2,777 |
| Privately issued | $349,000 | 928 |
| 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) | $17,000 | 4,123 |
| Available-for-sale securities (fair market value) | $10,950,000 | 5,421 |
| Total debt securities | $10,967,000 | 6,072 |
| 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 | $11,544,000 | 6,011 |
| U.S. Government securities | $9,105,000 | 5,775 |
| U.S. Treasury securities | $1,312,000 | 1,050 |
| U.S. Government agency obligations | $7,793,000 | 5,996 |
| Securities issued by states & political subdivisions | $1,801,000 | 4,485 |
| Other domestic debt securities | $638,000 | 2,410 |
| Privately issued residential mortgage-backed securities | $445,000 | 946 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $193,000 | 2,520 |
| 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 | $6,985,000 | 4,023 |
| Mortgage-backed securities | $6,276,000 | 3,403 |
| Certificates of participation in pools of residential mortgages | $5,551,000 | 2,993 |
| Issued or guaranteed by U.S. | $5,551,000 | 2,980 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $725,000 | 2,689 |
| CMOs issued by government agencies or sponsored agencies | $280,000 | 2,793 |
| Privately issued | $445,000 | 879 |
| 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) | $18,000 | 4,181 |
| Available-for-sale securities (fair market value) | $11,526,000 | 5,305 |
| Total debt securities | $11,544,000 | 5,948 |
| 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 | $12,076,000 | 5,944 |
| U.S. Government securities | $9,541,000 | 5,710 |
| U.S. Treasury securities | $1,319,000 | 1,082 |
| U.S. Government agency obligations | $8,222,000 | 5,914 |
| Securities issued by states & political subdivisions | $1,818,000 | 4,457 |
| Other domestic debt securities | $717,000 | 2,435 |
| Privately issued residential mortgage-backed securities | $521,000 | 890 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $196,000 | 2,587 |
| 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 | $7,362,000 | 3,918 |
| Mortgage-backed securities | $6,776,000 | 3,377 |
| Certificates of participation in pools of residential mortgages | $5,971,000 | 2,963 |
| Issued or guaranteed by U.S. | $5,971,000 | 2,950 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $805,000 | 2,705 |
| CMOs issued by government agencies or sponsored agencies | $284,000 | 2,831 |
| Privately issued | $521,000 | 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) | $19,000 | 4,233 |
| Available-for-sale securities (fair market value) | $12,057,000 | 5,222 |
| Total debt securities | $12,076,000 | 5,878 |
| 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 | $12,272,000 | 5,991 |
| U.S. Government securities | $9,713,000 | 5,750 |
| U.S. Treasury securities | $1,314,000 | 1,167 |
| U.S. Government agency obligations | $8,399,000 | 5,940 |
| Securities issued by states & political subdivisions | $1,801,000 | 4,476 |
| Other domestic debt securities | $758,000 | 2,477 |
| Privately issued residential mortgage-backed securities | $565,000 | 873 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $193,000 | 2,672 |
| 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 | $7,840,000 | 3,827 |
| Mortgage-backed securities | $7,011,000 | 3,408 |
| Certificates of participation in pools of residential mortgages | $6,167,000 | 2,993 |
| Issued or guaranteed by U.S. | $6,167,000 | 2,982 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $844,000 | 2,727 |
| CMOs issued by government agencies or sponsored agencies | $279,000 | 2,912 |
| Privately issued | $565,000 | 808 |
| 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) | $19,000 | 4,299 |
| Available-for-sale securities (fair market value) | $12,253,000 | 5,255 |
| Total debt securities | $12,273,000 | 5,921 |
| 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 | $12,799,000 | 5,911 |
| U.S. Government securities | $10,126,000 | 5,666 |
| U.S. Treasury securities | $1,330,000 | 1,183 |
| U.S. Government agency obligations | $8,796,000 | 5,843 |
| Securities issued by states & political subdivisions | $1,833,000 | 4,470 |
| Other domestic debt securities | $840,000 | 2,450 |
| Privately issued residential mortgage-backed securities | $623,000 | 838 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $217,000 | 2,671 |
| 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 | $7,906,000 | 3,810 |
| Mortgage-backed securities | $7,448,000 | 3,370 |
| Certificates of participation in pools of residential mortgages | $6,560,000 | 2,940 |
| Issued or guaranteed by U.S. | $6,560,000 | 2,931 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $888,000 | 2,744 |
| CMOs issued by government agencies or sponsored agencies | $265,000 | 2,955 |
| Privately issued | $623,000 | 775 |
| 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) | $20,000 | 4,359 |
| Available-for-sale securities (fair market value) | $12,779,000 | 5,187 |
| Total debt securities | $12,799,000 | 5,848 |
| 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 | $13,255,000 | 5,837 |
| U.S. Government securities | $10,790,000 | 5,528 |
| U.S. Treasury securities | $1,343,000 | 1,179 |
| U.S. Government agency obligations | $9,447,000 | 5,672 |
| Securities issued by states & political subdivisions | $1,842,000 | 4,469 |
| Other domestic debt securities | $623,000 | 2,636 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $405,000 | 261 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $218,000 | 2,737 |
| 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 | $7,200,000 | 3,943 |
| Mortgage-backed securities | $7,463,000 | 3,388 |
| Certificates of participation in pools of residential mortgages | $7,198,000 | 2,841 |
| Issued or guaranteed by U.S. | $7,198,000 | 2,833 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $265,000 | 3,255 |
| CMOs issued by government agencies or sponsored agencies | $265,000 | 2,976 |
| 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) | $20,000 | 4,417 |
| Available-for-sale securities (fair market value) | $13,235,000 | 5,107 |
| Total debt securities | $13,255,000 | 5,768 |
| 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 | $17,489,000 | 5,171 |
| U.S. Government securities | $14,184,000 | 4,858 |
| U.S. Treasury securities | $4,053,000 | 738 |
| U.S. Government agency obligations | $10,131,000 | 5,571 |
| Securities issued by states & political subdivisions | $2,339,000 | 4,152 |
| Other domestic debt securities | $966,000 | 2,501 |
| Privately issued residential mortgage-backed securities | $285,000 | 888 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $443,000 | 268 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $238,000 | 2,839 |
| 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 | $7,613,000 | 3,830 |
| Mortgage-backed securities | $7,759,000 | 3,366 |
| Certificates of participation in pools of residential mortgages | $7,471,000 | 2,821 |
| Issued or guaranteed by U.S. | $7,186,000 | 2,879 |
| Privately issued | $285,000 | 147 |
| Collaterized mortgage obligations | $288,000 | 3,289 |
| CMOs issued by government agencies or sponsored agencies | $288,000 | 3,019 |
| 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) | $21,000 | 4,469 |
| Available-for-sale securities (fair market value) | $17,468,000 | 4,516 |
| Total debt securities | $17,490,000 | 5,101 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $17,040,000 | 5,199 |
| U.S. Government securities | $13,860,000 | 4,866 |
| U.S. Treasury securities | $3,813,000 | 756 |
| U.S. Government agency obligations | $10,047,000 | 5,581 |
| Securities issued by states & political subdivisions | $2,331,000 | 4,149 |
| Other domestic debt securities | $849,000 | 2,671 |
| Privately issued residential mortgage-backed securities | $338,000 | 918 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $511,000 | 269 |
| 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 | $10,500,000 | 3,175 |
| Mortgage-backed securities | $8,356,000 | 3,309 |
| Certificates of participation in pools of residential mortgages | $7,709,000 | 2,789 |
| Issued or guaranteed by U.S. | $7,709,000 | 2,778 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $647,000 | 3,015 |
| CMOs issued by government agencies or sponsored agencies | $309,000 | 3,058 |
| Privately issued | $338,000 | 846 |
| 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) | $21,000 | 4,510 |
| Available-for-sale securities (fair market value) | $17,019,000 | 4,577 |
| Total debt securities | $17,039,000 | 5,120 |
| 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 | $18,151,000 | 5,081 |
| U.S. Government securities | $16,533,000 | 4,416 |
| U.S. Treasury securities | $3,597,000 | 838 |
| U.S. Government agency obligations | $12,936,000 | 4,945 |
| Securities issued by states & political subdivisions | $931,000 | 5,298 |
| Other domestic debt securities | $687,000 | 2,835 |
| Privately issued residential mortgage-backed securities | $149,000 | 906 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $538,000 | 287 |
| 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 | $7,871,000 | 3,631 |
| Mortgage-backed securities | $8,392,000 | 3,277 |
| Certificates of participation in pools of residential mortgages | $7,943,000 | 2,767 |
| Issued or guaranteed by U.S. | $7,943,000 | 2,752 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $449,000 | 3,245 |
| CMOs issued by government agencies or sponsored agencies | $300,000 | 3,222 |
| Privately issued | $149,000 | 790 |
| 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) | $33,000 | 4,531 |
| Available-for-sale securities (fair market value) | $18,118,000 | 4,440 |
| Total debt securities | $18,143,000 | 4,998 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $17,990,000 | 5,034 |
| U.S. Government securities | $17,079,000 | 4,211 |
| U.S. Treasury securities | $5,245,000 | 629 |
| U.S. Government agency obligations | $11,834,000 | 5,041 |
| Securities issued by states & political subdivisions | $859,000 | 5,403 |
| Other domestic debt securities | $52,000 | 3,807 |
| Privately issued residential mortgage-backed securities | $52,000 | 1,077 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,119,000 | 3,502 |
| Mortgage-backed securities | $8,189,000 | 3,312 |
| Certificates of participation in pools of residential mortgages | $8,085,000 | 2,717 |
| Issued or guaranteed by U.S. | $8,085,000 | 2,704 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $104,000 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $52,000 | 3,712 |
| Privately issued | $52,000 | 937 |
| 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) | $963,000 | 3,449 |
| Available-for-sale securities (fair market value) | $17,027,000 | 4,548 |
| Total debt securities | $17,989,000 | 4,944 |
| 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 | $22,827,000 | 4,300 |
| U.S. Government securities | $22,277,000 | 3,421 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $22,277,000 | 3,295 |
| Securities issued by states & political subdivisions | $527,000 | 5,801 |
| Other domestic debt securities | $23,000 | 3,911 |
| Privately issued residential mortgage-backed securities | $23,000 | 1,195 |
| 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 | $3,250,000 | 5,138 |
| Mortgage-backed securities | $8,824,000 | 3,252 |
| Certificates of participation in pools of residential mortgages | $8,722,000 | 2,587 |
| Issued or guaranteed by U.S. | $8,722,000 | 2,574 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $102,000 | 3,969 |
| CMOs issued by government agencies or sponsored agencies | $79,000 | 3,829 |
| Privately issued | $23,000 | 1,047 |
| 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) | $629,000 | 3,750 |
| Available-for-sale securities (fair market value) | $22,198,000 | 3,804 |
| Total debt securities | $22,826,000 | 4,219 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $19,541,000 | 4,738 |
| U.S. Government securities | $18,990,000 | 3,847 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $18,990,000 | 3,686 |
| Securities issued by states & political subdivisions | $528,000 | 5,758 |
| Other domestic debt securities | $23,000 | 3,977 |
| Privately issued residential mortgage-backed securities | $23,000 | 1,229 |
| 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 | $6,250,000 | 3,970 |
| Mortgage-backed securities | $126,000 | 6,856 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $126,000 | 4,012 |
| CMOs issued by government agencies or sponsored agencies | $103,000 | 3,877 |
| Privately issued | $23,000 | 1,083 |
| 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) | $654,000 | 3,782 |
| Available-for-sale securities (fair market value) | $18,887,000 | 4,188 |
| Total debt securities | $19,541,000 | 4,637 |
| 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 | $17,232,000 | 5,073 |
| U.S. Government securities | $16,679,000 | 4,169 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $16,679,000 | 4,000 |
| Securities issued by states & political subdivisions | $529,000 | 5,756 |
| Other domestic debt securities | $24,000 | 4,020 |
| Privately issued residential mortgage-backed securities | $24,000 | 1,250 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $150,000 | 6,824 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $150,000 | 4,038 |
| CMOs issued by government agencies or sponsored agencies | $126,000 | 3,894 |
| Privately issued | $24,000 | 1,108 |
| 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) | $679,000 | 3,856 |
| Available-for-sale securities (fair market value) | $16,553,000 | 4,481 |
| Total debt securities | $17,232,000 | 4,989 |
| 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 | $15,231,000 | 5,323 |
| U.S. Government securities | $15,206,000 | 4,337 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $15,206,000 | 4,128 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $25,000 | 4,082 |
| Privately issued residential mortgage-backed securities | $25,000 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $307,000 | 6,598 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $307,000 | 3,942 |
| CMOs issued by government agencies or sponsored agencies | $282,000 | 3,813 |
| Privately issued | $25,000 | 1,197 |
| 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) | $307,000 | 4,508 |
| Available-for-sale securities (fair market value) | $14,924,000 | 4,616 |
| Total debt securities | $15,231,000 | 5,231 |
| 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 | $8,628,000 | 7,187 |
| U.S. Government securities | $8,628,000 | 6,291 |
| U.S. Treasury securities | $5,983,000 | 946 |
| U.S. Government agency obligations | $2,645,000 | 8,422 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $2,645,000 | 4,382 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,645,000 | 2,052 |
| CMOs issued by government agencies or sponsored agencies | $2,645,000 | 1,904 |
| 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) | $2,645,000 | 3,559 |
| Available-for-sale securities (fair market value) | $5,983,000 | 6,918 |
| Total debt securities | $8,628,000 | 7,067 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $6,121,000 | 8,294 |
| U.S. Government securities | $6,051,000 | 7,589 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $6,051,000 | 7,055 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $70,000 | 7,088 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $6,051,000 | 3,283 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $6,051,000 | 1,464 |
| CMOs issued by government agencies or sponsored agencies | $6,051,000 | 1,331 |
| 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) | $6,051,000 | 2,803 |
| Available-for-sale securities (fair market value) | $70,000 | 9,416 |
| Total debt securities | $6,051,000 | 8,208 |
| 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 | $9,856,000 | 7,155 |
| U.S. Government securities | $9,786,000 | 6,173 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $9,786,000 | 5,340 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $70,000 | 6,843 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $9,776,000 | 2,748 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $9,776,000 | 1,198 |
| CMOs issued by government agencies or sponsored agencies | $9,776,000 | 1,109 |
| 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) | $9,786,000 | 2,354 |
| Available-for-sale securities (fair market value) | $70,000 | 9,564 |
| Total debt securities | $9,786,000 | 7,033 |
| 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 | $9,256,000 | 7,653 |
| U.S. Government securities | $9,111,000 | 6,809 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $9,111,000 | 5,542 |
| Securities issued by states & political subdivisions | $75,000 | 7,952 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $70,000 | 6,762 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $9,101,000 | 2,797 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $9,101,000 | 1,189 |
| CMOs issued by government agencies or sponsored agencies | $9,101,000 | 1,133 |
| 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) | $9,186,000 | 2,957 |
| Available-for-sale securities (fair market value) | $70,000 | 9,931 |
| Total debt securities | $9,186,000 | 7,536 |
| 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 | $1,382,000 | 11,040 |
| U.S. Government securities | $808,000 | 11,018 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $808,000 | 10,276 |
| Securities issued by states & political subdivisions | $441,000 | 7,207 |
| Other domestic debt securities | $63,000 | 4,011 |
| Privately issued residential mortgage-backed securities | $63,000 | 1,692 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $70,000 | 6,768 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $499,000 | 8,618 |
| Mortgage-backed securities | $347,000 | 7,832 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $347,000 | 4,735 |
| CMOs issued by government agencies or sponsored agencies | $284,000 | 4,651 |
| Privately issued | $63,000 | 1,413 |
| 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) | $813,000 | 7,167 |
| Available-for-sale securities (fair market value) | $569,000 | 9,762 |
| Total debt securities | $1,312,000 | 10,969 |
| 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 | $1,875,000 | 11,424 |
| U.S. Government securities | $1,529,000 | 11,277 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $1,529,000 | 10,104 |
| Securities issued by states & political subdivisions | $251,000 | 8,018 |
| Other domestic debt securities | $25,000 | 4,935 |
| Privately issued residential mortgage-backed securities | $25,000 | 2,325 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $70,000 | 6,647 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $775,000 | 7,599 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $775,000 | 4,527 |
| CMOs issued by government agencies or sponsored agencies | $750,000 | 4,379 |
| Privately issued | $25,000 | 1,999 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,805,000 | 6,807 |
| Available-for-sale securities (fair market value) | $70,000 | 10,758 |
| Total debt securities | $1,805,000 | 11,350 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $3,546,000 | 11,458 |
| U.S. Government securities | $3,041,000 | 11,214 |
| U.S. Treasury securities | $1,685,000 | 8,676 |
| U.S. Government agency obligations | $1,356,000 | 10,528 |
| Securities issued by states & political subdivisions | $410,000 | 7,956 |
| Other domestic debt securities | $25,000 | 5,558 |
| Privately issued residential mortgage-backed securities | $25,000 | 2,639 |
| 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 | $70,000 | 6,493 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $1,099,000 | 7,620 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,099,000 | 4,395 |
| CMOs issued by government agencies or sponsored agencies | $1,074,000 | 4,210 |
| Privately issued | $25,000 | 2,300 |
| 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) | $3,476,000 | 8,989 |
| Available-for-sale securities (fair market value) | $70,000 | 10,828 |
| Total debt securities | $3,476,000 | 11,399 |
| 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 | $2,524,000 | 12,354 |
| U.S. Government securities | $2,081,000 | 12,165 |
| U.S. Treasury securities | $942,000 | 10,196 |
| U.S. Government agency obligations | $1,139,000 | 11,034 |
| Securities issued by states & political subdivisions | $357,000 | 8,277 |
| Other domestic debt securities | $25,000 | 6,324 |
| 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 | $25,000 | 4,923 |
| Foreign debt securities | NA | NA |
| Equity securities | $61,000 | 6,411 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $301,000 | 9,957 |
| Mortgage-backed securities | $1,139,000 | 8,226 |
| Certificates of participation in pools of residential mortgages | $46,000 | 9,652 |
| Issued or guaranteed by U.S. | $46,000 | 9,601 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,093,000 | 4,825 |
| CMOs issued by government agencies or sponsored agencies | $1,093,000 | 4,600 |
| 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 | $2,463,000 | 12,257 |
| 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 | $2,874,000 | 12,649 |
| U.S. Government securities | $2,694,000 | 12,282 |
| U.S. Treasury securities | $929,000 | 10,606 |
| U.S. Government agency obligations | $1,765,000 | 10,776 |
| Securities issued by states & political subdivisions | $94,000 | 9,389 |
| Other domestic debt securities | $25,000 | 7,219 |
| 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 | $25,000 | 5,598 |
| Foreign debt securities | NA | NA |
| Equity securities | $61,000 | 5,980 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,029,000 | 8,585 |
| Mortgage-backed securities | $1,765,000 | 7,932 |
| Certificates of participation in pools of residential mortgages | $101,000 | 9,799 |
| Issued or guaranteed by U.S. | $101,000 | 9,727 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,664,000 | 4,322 |
| CMOs issued by government agencies or sponsored agencies | $1,664,000 | 3,987 |
| 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 | $2,813,000 | 12,567 |
| 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 |