Home > Heritage First Bank > Securities
Heritage First Bank, Securities
| 2021-06-30 | Rank | |
| Total securities | $21,078,000 | 3,559 |
| U.S. Government securities | $20,468,000 | 2,802 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $20,468,000 | 2,605 |
| Securities issued by states & political subdivisions | $610,000 | 3,960 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,541,000 | 3,733 |
| Mortgage-backed securities | $20,036,000 | 2,161 |
| Certificates of participation in pools of residential mortgages | $20,036,000 | 1,638 |
| Issued or guaranteed by U.S. | $20,036,000 | 1,598 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $37,000 | 1,615 |
| Available-for-sale securities (fair market value) | $21,041,000 | 3,359 |
| Total debt securities | $21,078,000 | 3,537 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $18,715,000 | 3,579 |
| U.S. Government securities | $18,112,000 | 2,802 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $18,112,000 | 2,632 |
| Securities issued by states & political subdivisions | $603,000 | 3,983 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,422,000 | 3,770 |
| Mortgage-backed securities | $17,683,000 | 2,193 |
| Certificates of participation in pools of residential mortgages | $17,683,000 | 1,664 |
| Issued or guaranteed by U.S. | $17,683,000 | 1,611 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $40,000 | 1,611 |
| Available-for-sale securities (fair market value) | $18,675,000 | 3,369 |
| Total debt securities | $18,714,000 | 3,554 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $16,054,000 | 3,646 |
| U.S. Government securities | $15,435,000 | 2,821 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $15,435,000 | 2,692 |
| Securities issued by states & political subdivisions | $619,000 | 3,992 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,175,000 | 3,846 |
| Mortgage-backed securities | $14,943,000 | 2,292 |
| Certificates of participation in pools of residential mortgages | $14,943,000 | 1,732 |
| Issued or guaranteed by U.S. | $14,943,000 | 1,688 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $42,000 | 1,601 |
| Available-for-sale securities (fair market value) | $16,012,000 | 3,435 |
| Total debt securities | $16,056,000 | 3,625 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $12,163,000 | 3,844 |
| U.S. Government securities | $11,551,000 | 3,111 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $11,551,000 | 2,965 |
| Securities issued by states & political subdivisions | $612,000 | 3,985 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $821,000 | 3,962 |
| Mortgage-backed securities | $11,058,000 | 2,549 |
| Certificates of participation in pools of residential mortgages | $11,058,000 | 1,985 |
| Issued or guaranteed by U.S. | $11,058,000 | 1,928 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $47,000 | 1,600 |
| Available-for-sale securities (fair market value) | $12,116,000 | 3,613 |
| Total debt securities | $12,163,000 | 3,822 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $12,222,000 | 3,842 |
| U.S. Government securities | $11,612,000 | 3,110 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $11,612,000 | 2,970 |
| Securities issued by states & political subdivisions | $610,000 | 3,989 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $881,000 | 3,995 |
| Mortgage-backed securities | $11,042,000 | 2,551 |
| Certificates of participation in pools of residential mortgages | $11,042,000 | 1,952 |
| Issued or guaranteed by U.S. | $11,042,000 | 1,902 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $50,000 | 1,611 |
| Available-for-sale securities (fair market value) | $12,172,000 | 3,609 |
| Total debt securities | $12,221,000 | 3,820 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $12,986,000 | 3,760 |
| U.S. Government securities | $12,392,000 | 3,082 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $12,392,000 | 2,940 |
| Securities issued by states & political subdivisions | $594,000 | 3,987 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $619,000 | 4,100 |
| Mortgage-backed securities | $11,827,000 | 2,510 |
| Certificates of participation in pools of residential mortgages | $11,827,000 | 1,876 |
| Issued or guaranteed by U.S. | $11,827,000 | 1,821 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $52,000 | 1,626 |
| Available-for-sale securities (fair market value) | $12,934,000 | 3,535 |
| Total debt securities | $12,986,000 | 3,741 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $12,269,000 | 3,892 |
| U.S. Government securities | $12,269,000 | 3,168 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $12,269,000 | 3,012 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $633,000 | 4,160 |
| Mortgage-backed securities | $11,171,000 | 2,507 |
| Certificates of participation in pools of residential mortgages | $11,171,000 | 1,891 |
| Issued or guaranteed by U.S. | $11,171,000 | 1,840 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $54,000 | 1,671 |
| Available-for-sale securities (fair market value) | $12,215,000 | 3,648 |
| Total debt securities | $12,269,000 | 3,870 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $11,898,000 | 3,980 |
| U.S. Government securities | $11,898,000 | 3,245 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $11,898,000 | 3,093 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $553,000 | 4,244 |
| Mortgage-backed securities | $10,789,000 | 2,536 |
| Certificates of participation in pools of residential mortgages | $10,789,000 | 1,909 |
| Issued or guaranteed by U.S. | $10,789,000 | 1,853 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $56,000 | 1,737 |
| Available-for-sale securities (fair market value) | $11,842,000 | 3,724 |
| Total debt securities | $11,898,000 | 3,957 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $12,026,000 | 4,024 |
| U.S. Government securities | $12,026,000 | 3,290 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $12,026,000 | 3,128 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $988,000 | 4,187 |
| Mortgage-backed securities | $10,312,000 | 2,592 |
| Certificates of participation in pools of residential mortgages | $10,312,000 | 1,951 |
| Issued or guaranteed by U.S. | $10,312,000 | 1,914 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $61,000 | 1,780 |
| Available-for-sale securities (fair market value) | $11,965,000 | 3,761 |
| Total debt securities | $12,026,000 | 4,000 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $12,376,000 | 4,058 |
| U.S. Government securities | $12,376,000 | 3,284 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $12,376,000 | 3,123 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,018,000 | 4,181 |
| Mortgage-backed securities | $10,203,000 | 2,597 |
| Certificates of participation in pools of residential mortgages | $10,203,000 | 1,969 |
| Issued or guaranteed by U.S. | $10,203,000 | 1,926 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $65,000 | 1,807 |
| Available-for-sale securities (fair market value) | $12,311,000 | 3,801 |
| Total debt securities | $12,376,000 | 4,037 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $12,104,000 | 4,119 |
| U.S. Government securities | $12,104,000 | 3,343 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $12,104,000 | 3,181 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,029,000 | 4,227 |
| Mortgage-backed securities | $9,880,000 | 2,625 |
| Certificates of participation in pools of residential mortgages | $9,880,000 | 2,003 |
| Issued or guaranteed by U.S. | $9,880,000 | 1,973 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $70,000 | 1,848 |
| Available-for-sale securities (fair market value) | $12,034,000 | 3,855 |
| Total debt securities | $12,104,000 | 4,097 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $11,867,000 | 4,195 |
| U.S. Government securities | $11,867,000 | 3,412 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $11,867,000 | 3,258 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,051,000 | 4,283 |
| Mortgage-backed securities | $9,689,000 | 2,646 |
| Certificates of participation in pools of residential mortgages | $9,689,000 | 2,051 |
| Issued or guaranteed by U.S. | $9,689,000 | 2,038 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $74,000 | 1,884 |
| Available-for-sale securities (fair market value) | $11,793,000 | 3,930 |
| Total debt securities | $11,864,000 | 4,173 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $12,023,000 | 4,240 |
| U.S. Government securities | $12,023,000 | 3,408 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $12,023,000 | 3,259 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,102,000 | 4,312 |
| Mortgage-backed securities | $9,727,000 | 2,677 |
| Certificates of participation in pools of residential mortgages | $9,727,000 | 2,093 |
| Issued or guaranteed by U.S. | $9,727,000 | 2,001 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $78,000 | 1,911 |
| Available-for-sale securities (fair market value) | $11,945,000 | 3,973 |
| Total debt securities | $12,026,000 | 4,215 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $12,004,000 | 4,281 |
| U.S. Government securities | $12,004,000 | 3,466 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $12,004,000 | 3,331 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $792,000 | 4,499 |
| Mortgage-backed securities | $9,698,000 | 2,688 |
| Certificates of participation in pools of residential mortgages | $9,698,000 | 2,124 |
| Issued or guaranteed by U.S. | $9,698,000 | 2,122 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $84,000 | 1,940 |
| Available-for-sale securities (fair market value) | $11,920,000 | 4,004 |
| Total debt securities | $12,004,000 | 4,257 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $11,676,000 | 4,357 |
| U.S. Government securities | $11,676,000 | 3,520 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $11,676,000 | 3,383 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $553,000 | 4,631 |
| Mortgage-backed securities | $9,747,000 | 2,724 |
| Certificates of participation in pools of residential mortgages | $9,747,000 | 2,153 |
| Issued or guaranteed by U.S. | $9,747,000 | 2,152 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $93,000 | 1,960 |
| Available-for-sale securities (fair market value) | $11,583,000 | 4,081 |
| Total debt securities | $11,676,000 | 4,335 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $11,150,000 | 4,451 |
| U.S. Government securities | $11,150,000 | 3,614 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $11,150,000 | 3,470 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $595,000 | 4,684 |
| Mortgage-backed securities | $9,198,000 | 2,793 |
| Certificates of participation in pools of residential mortgages | $9,198,000 | 2,252 |
| Issued or guaranteed by U.S. | $9,198,000 | 2,250 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $103,000 | 2,001 |
| Available-for-sale securities (fair market value) | $11,047,000 | 4,171 |
| Total debt securities | $11,150,000 | 4,427 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $10,010,000 | 4,619 |
| U.S. Government securities | $10,010,000 | 3,785 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $10,010,000 | 3,656 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,679,000 | 4,141 |
| Mortgage-backed securities | $8,049,000 | 2,950 |
| Certificates of participation in pools of residential mortgages | $8,049,000 | 2,427 |
| Issued or guaranteed by U.S. | $8,049,000 | 2,426 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $113,000 | 2,020 |
| Available-for-sale securities (fair market value) | $9,897,000 | 4,335 |
| Total debt securities | $10,010,000 | 4,594 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $8,145,000 | 4,825 |
| U.S. Government securities | $8,145,000 | 4,093 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $8,145,000 | 3,956 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $414,000 | 4,832 |
| Mortgage-backed securities | $6,208,000 | 3,229 |
| Certificates of participation in pools of residential mortgages | $6,208,000 | 2,722 |
| Issued or guaranteed by U.S. | $6,208,000 | 2,720 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $122,000 | 2,049 |
| Available-for-sale securities (fair market value) | $8,023,000 | 4,529 |
| Total debt securities | $8,145,000 | 4,796 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $6,605,000 | 4,998 |
| U.S. Government securities | $6,605,000 | 4,336 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,605,000 | 4,195 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $452,000 | 4,871 |
| Mortgage-backed securities | $4,647,000 | 3,483 |
| Certificates of participation in pools of residential mortgages | $4,647,000 | 3,038 |
| Issued or guaranteed by U.S. | $4,647,000 | 3,032 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $132,000 | 2,066 |
| Available-for-sale securities (fair market value) | $6,473,000 | 4,694 |
| Total debt securities | $6,604,000 | 4,974 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $6,045,000 | 5,106 |
| U.S. Government securities | $6,045,000 | 4,463 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $6,045,000 | 4,339 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $483,000 | 4,938 |
| Mortgage-backed securities | $4,503,000 | 3,538 |
| Certificates of participation in pools of residential mortgages | $4,503,000 | 3,092 |
| Issued or guaranteed by U.S. | $4,503,000 | 3,090 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $141,000 | 2,086 |
| Available-for-sale securities (fair market value) | $5,904,000 | 4,786 |
| Total debt securities | $6,045,000 | 5,084 |
| 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 | $3,649,000 | 5,456 |
| U.S. Government securities | $3,649,000 | 4,916 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $3,649,000 | 4,799 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $516,000 | 4,984 |
| Mortgage-backed securities | $3,649,000 | 3,715 |
| Certificates of participation in pools of residential mortgages | $3,649,000 | 3,302 |
| Issued or guaranteed by U.S. | $3,649,000 | 3,298 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $152,000 | 2,124 |
| Available-for-sale securities (fair market value) | $3,497,000 | 5,136 |
| Total debt securities | $3,649,000 | 5,432 |
| 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 | $2,498,000 | 5,651 |
| U.S. Government securities | $2,498,000 | 5,215 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $2,498,000 | 5,114 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $288,000 | 5,147 |
| Mortgage-backed securities | $2,498,000 | 3,985 |
| Certificates of participation in pools of residential mortgages | $2,498,000 | 3,621 |
| Issued or guaranteed by U.S. | $2,498,000 | 3,618 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $165,000 | 2,161 |
| Available-for-sale securities (fair market value) | $2,333,000 | 5,317 |
| Total debt securities | $2,497,000 | 5,627 |
| 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 | $1,006,000 | 5,869 |
| U.S. Government securities | $1,006,000 | 5,590 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,006,000 | 5,493 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,006,000 | 4,927 |
| Mortgage-backed securities | $1,006,000 | 4,406 |
| Certificates of participation in pools of residential mortgages | $1,005,000 | 4,143 |
| Issued or guaranteed by U.S. | $1,005,000 | 4,140 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,000 | 3,307 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,191 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $178,000 | 2,191 |
| Available-for-sale securities (fair market value) | $828,000 | 5,547 |
| Total debt securities | $1,006,000 | 5,848 |
| 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 | $1,074,000 | 5,947 |
| U.S. Government securities | $1,074,000 | 5,666 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,074,000 | 5,574 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,074,000 | 4,961 |
| Mortgage-backed securities | $1,074,000 | 4,447 |
| Certificates of participation in pools of residential mortgages | $1,073,000 | 4,177 |
| Issued or guaranteed by U.S. | $1,073,000 | 4,172 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,000 | 3,360 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,239 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $190,000 | 2,194 |
| Available-for-sale securities (fair market value) | $884,000 | 5,621 |
| Total debt securities | $1,075,000 | 5,926 |
| 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 | $1,152,000 | 6,013 |
| U.S. Government securities | $1,152,000 | 5,736 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $1,152,000 | 5,648 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,152,000 | 4,981 |
| Mortgage-backed securities | $1,152,000 | 4,513 |
| Certificates of participation in pools of residential mortgages | $1,150,000 | 4,234 |
| Issued or guaranteed by U.S. | $1,150,000 | 4,230 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,000 | 3,391 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,275 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $211,000 | 2,219 |
| Available-for-sale securities (fair market value) | $941,000 | 5,685 |
| Total debt securities | $1,152,000 | 5,994 |
| 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 | $1,233,000 | 6,062 |
| U.S. Government securities | $1,233,000 | 5,802 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $1,233,000 | 5,716 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,233,000 | 5,022 |
| Mortgage-backed securities | $1,233,000 | 4,559 |
| Certificates of participation in pools of residential mortgages | $1,231,000 | 4,270 |
| Issued or guaranteed by U.S. | $1,231,000 | 4,263 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,000 | 3,417 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,295 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $226,000 | 2,214 |
| Available-for-sale securities (fair market value) | $1,007,000 | 5,732 |
| Total debt securities | $1,235,000 | 6,041 |
| 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 | $1,300,000 | 6,150 |
| U.S. Government securities | $1,300,000 | 5,882 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $1,300,000 | 5,790 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,300,000 | 5,062 |
| Mortgage-backed securities | $1,300,000 | 4,619 |
| Certificates of participation in pools of residential mortgages | $1,297,000 | 4,315 |
| Issued or guaranteed by U.S. | $1,297,000 | 4,308 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,000 | 3,456 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,330 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $243,000 | 2,236 |
| Available-for-sale securities (fair market value) | $1,057,000 | 5,810 |
| Total debt securities | $1,300,000 | 6,130 |
| 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 | $1,372,000 | 6,228 |
| U.S. Government securities | $1,372,000 | 5,960 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $1,372,000 | 5,867 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,372,000 | 5,114 |
| Mortgage-backed securities | $1,372,000 | 4,669 |
| Certificates of participation in pools of residential mortgages | $1,368,000 | 4,364 |
| Issued or guaranteed by U.S. | $1,368,000 | 4,360 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,000 | 3,515 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,377 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $262,000 | 2,261 |
| Available-for-sale securities (fair market value) | $1,110,000 | 5,885 |
| Total debt securities | $1,372,000 | 6,208 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $1,538,000 | 6,277 |
| U.S. Government securities | $1,538,000 | 6,007 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,538,000 | 5,910 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,537,000 | 5,120 |
| Mortgage-backed securities | $1,538,000 | 4,684 |
| Certificates of participation in pools of residential mortgages | $1,533,000 | 4,361 |
| Issued or guaranteed by U.S. | $1,533,000 | 4,358 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,000 | 3,552 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 3,413 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $282,000 | 2,265 |
| Available-for-sale securities (fair market value) | $1,256,000 | 5,929 |
| Total debt securities | $1,538,000 | 6,256 |
| 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 | $1,682,000 | 6,319 |
| U.S. Government securities | $1,682,000 | 6,027 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,682,000 | 5,934 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,681,000 | 5,125 |
| Mortgage-backed securities | $1,682,000 | 4,684 |
| Certificates of participation in pools of residential mortgages | $1,676,000 | 4,347 |
| Issued or guaranteed by U.S. | $1,676,000 | 4,343 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $6,000 | 3,583 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 3,446 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $305,000 | 2,265 |
| Available-for-sale securities (fair market value) | $1,377,000 | 5,969 |
| Total debt securities | $1,682,000 | 6,293 |
| 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 | $1,784,000 | 6,381 |
| U.S. Government securities | $1,784,000 | 6,067 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,784,000 | 5,967 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,596,000 | 5,190 |
| Mortgage-backed securities | $1,784,000 | 4,690 |
| Certificates of participation in pools of residential mortgages | $1,777,000 | 4,337 |
| Issued or guaranteed by U.S. | $1,777,000 | 4,331 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $7,000 | 3,584 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 3,442 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $329,000 | 2,265 |
| Available-for-sale securities (fair market value) | $1,455,000 | 6,029 |
| Total debt securities | $1,784,000 | 6,357 |
| 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 | $1,903,000 | 6,445 |
| U.S. Government securities | $1,903,000 | 6,121 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,903,000 | 6,022 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,695,000 | 5,209 |
| Mortgage-backed securities | $1,903,000 | 4,696 |
| Certificates of participation in pools of residential mortgages | $1,895,000 | 4,331 |
| Issued or guaranteed by U.S. | $1,895,000 | 4,324 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $8,000 | 3,629 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 3,481 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $354,000 | 2,241 |
| Available-for-sale securities (fair market value) | $1,549,000 | 6,089 |
| Total debt securities | $1,903,000 | 6,415 |
| 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 | $2,090,000 | 6,450 |
| U.S. Government securities | $2,090,000 | 6,060 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $2,090,000 | 5,954 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,750,000 | 5,211 |
| Mortgage-backed securities | $2,090,000 | 4,637 |
| Certificates of participation in pools of residential mortgages | $2,080,000 | 4,239 |
| Issued or guaranteed by U.S. | $2,080,000 | 4,234 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $10,000 | 3,645 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,492 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $388,000 | 2,160 |
| Available-for-sale securities (fair market value) | $1,702,000 | 6,102 |
| Total debt securities | $2,090,000 | 6,422 |
| 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 | $2,315,000 | 6,469 |
| U.S. Government securities | $2,315,000 | 6,069 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $2,315,000 | 5,962 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,941,000 | 5,220 |
| Mortgage-backed securities | $2,315,000 | 4,633 |
| Certificates of participation in pools of residential mortgages | $2,303,000 | 4,210 |
| Issued or guaranteed by U.S. | $2,303,000 | 4,206 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $12,000 | 3,678 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 3,517 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $430,000 | 2,132 |
| Available-for-sale securities (fair market value) | $1,885,000 | 6,130 |
| Total debt securities | $2,315,000 | 6,438 |
| 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 | $2,489,000 | 6,493 |
| U.S. Government securities | $2,489,000 | 6,056 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $2,489,000 | 5,954 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,196,000 | 5,126 |
| Mortgage-backed securities | $2,489,000 | 4,621 |
| Certificates of participation in pools of residential mortgages | $2,476,000 | 4,168 |
| Issued or guaranteed by U.S. | $2,476,000 | 4,166 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $13,000 | 3,720 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 3,560 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $471,000 | 2,143 |
| Available-for-sale securities (fair market value) | $2,018,000 | 6,156 |
| Total debt securities | $2,489,000 | 6,464 |
| 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 | $2,632,000 | 6,572 |
| U.S. Government securities | $2,632,000 | 6,145 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,632,000 | 6,048 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,316,000 | 5,154 |
| Mortgage-backed securities | $2,632,000 | 4,706 |
| Certificates of participation in pools of residential mortgages | $2,617,000 | 4,266 |
| Issued or guaranteed by U.S. | $2,617,000 | 4,265 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $15,000 | 3,797 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 3,627 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $512,000 | 2,148 |
| Available-for-sale securities (fair market value) | $2,120,000 | 6,227 |
| Total debt securities | $2,632,000 | 6,540 |
| 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 | $2,803,000 | 6,622 |
| U.S. Government securities | $2,803,000 | 6,214 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $2,803,000 | 6,120 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,101,000 | 5,277 |
| Mortgage-backed securities | $2,803,000 | 4,710 |
| Certificates of participation in pools of residential mortgages | $2,786,000 | 4,255 |
| Issued or guaranteed by U.S. | $2,786,000 | 4,254 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $17,000 | 3,805 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 3,630 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $552,000 | 2,145 |
| Available-for-sale securities (fair market value) | $2,251,000 | 6,278 |
| Total debt securities | $2,803,000 | 6,590 |
| 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 | $2,932,000 | 6,670 |
| U.S. Government securities | $2,932,000 | 6,273 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $2,932,000 | 6,167 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,583,000 | 5,517 |
| Mortgage-backed securities | $2,932,000 | 4,718 |
| Certificates of participation in pools of residential mortgages | $2,913,000 | 4,239 |
| Issued or guaranteed by U.S. | $2,913,000 | 4,237 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $19,000 | 3,829 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,651 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $594,000 | 2,169 |
| Available-for-sale securities (fair market value) | $2,338,000 | 6,318 |
| Total debt securities | $2,932,000 | 6,634 |
| 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 | $3,061,000 | 6,675 |
| U.S. Government securities | $3,061,000 | 6,261 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,061,000 | 6,162 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| 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 | 2,125 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,061,000 | 4,640 |
| Certificates of participation in pools of residential mortgages | $3,061,000 | 4,118 |
| Issued or guaranteed by U.S. | $3,061,000 | 4,112 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $332,000 | 2,443 |
| Available-for-sale securities (fair market value) | $2,729,000 | 6,268 |
| Total debt securities | $3,061,000 | 6,644 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $3,231,000 | 6,710 |
| U.S. Government securities | $3,231,000 | 6,279 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,231,000 | 6,166 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,231,000 | 4,566 |
| Certificates of participation in pools of residential mortgages | $3,231,000 | 4,009 |
| Issued or guaranteed by U.S. | $3,231,000 | 3,995 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $289,000 | 2,494 |
| Available-for-sale securities (fair market value) | $2,942,000 | 6,292 |
| Total debt securities | $3,231,000 | 6,677 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $3,367,000 | 6,783 |
| U.S. Government securities | $3,367,000 | 6,371 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,367,000 | 6,250 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,367,000 | 4,511 |
| Certificates of participation in pools of residential mortgages | $3,367,000 | 3,937 |
| Issued or guaranteed by U.S. | $3,367,000 | 3,924 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $260,000 | 2,551 |
| Available-for-sale securities (fair market value) | $3,107,000 | 6,344 |
| Total debt securities | $3,367,000 | 6,748 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $2,893,000 | 6,906 |
| U.S. Government securities | $2,893,000 | 6,499 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,893,000 | 6,381 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,893,000 | 4,579 |
| Certificates of participation in pools of residential mortgages | $2,893,000 | 4,035 |
| Issued or guaranteed by U.S. | $2,893,000 | 4,025 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $140,000 | 2,699 |
| Available-for-sale securities (fair market value) | $2,753,000 | 6,441 |
| Total debt securities | $2,893,000 | 6,868 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $3,036,000 | 6,885 |
| U.S. Government securities | $3,036,000 | 6,377 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,036,000 | 6,252 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,036,000 | 4,474 |
| Certificates of participation in pools of residential mortgages | $3,036,000 | 3,869 |
| Issued or guaranteed by U.S. | $3,036,000 | 3,859 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $893,000 | 2,222 |
| Available-for-sale securities (fair market value) | $2,143,000 | 6,549 |
| Total debt securities | $3,036,000 | 6,844 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $2,763,000 | 6,980 |
| U.S. Government securities | $2,763,000 | 6,509 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,763,000 | 6,380 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,763,000 | 4,567 |
| Certificates of participation in pools of residential mortgages | $2,763,000 | 3,954 |
| Issued or guaranteed by U.S. | $2,763,000 | 3,944 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,039,000 | 2,196 |
| Available-for-sale securities (fair market value) | $1,724,000 | 6,656 |
| Total debt securities | $2,763,000 | 6,944 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $2,355,000 | 7,150 |
| U.S. Government securities | $2,355,000 | 6,742 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,355,000 | 6,627 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,355,000 | 4,704 |
| Certificates of participation in pools of residential mortgages | $2,355,000 | 4,146 |
| Issued or guaranteed by U.S. | $2,355,000 | 4,137 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,052,000 | 2,264 |
| Available-for-sale securities (fair market value) | $1,303,000 | 6,803 |
| Total debt securities | $2,355,000 | 7,114 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $1,909,000 | 7,304 |
| U.S. Government securities | $1,871,000 | 6,984 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,871,000 | 6,875 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $38,000 | 3,093 |
| Privately issued residential mortgage-backed securities | $38,000 | 1,458 |
| 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 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,411,000 | 5,145 |
| Certificates of participation in pools of residential mortgages | $1,373,000 | 4,698 |
| Issued or guaranteed by U.S. | $1,373,000 | 4,688 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $38,000 | 3,632 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $38,000 | 1,395 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,124,000 | 2,278 |
| Available-for-sale securities (fair market value) | $785,000 | 6,968 |
| Total debt securities | $1,909,000 | 7,271 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $2,014,000 | 7,310 |
| U.S. Government securities | $1,974,000 | 6,989 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,974,000 | 6,888 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $40,000 | 3,151 |
| Privately issued residential mortgage-backed securities | $40,000 | 1,494 |
| 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 | 2,182 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,518,000 | 5,176 |
| Certificates of participation in pools of residential mortgages | $1,478,000 | 4,737 |
| Issued or guaranteed by U.S. | $1,478,000 | 4,727 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $40,000 | 3,645 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $40,000 | 1,421 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,209,000 | 2,282 |
| Available-for-sale securities (fair market value) | $805,000 | 7,005 |
| Total debt securities | $2,014,000 | 7,277 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $2,137,000 | 7,356 |
| U.S. Government securities | $2,094,000 | 6,991 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,094,000 | 6,891 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $43,000 | 3,250 |
| Privately issued residential mortgage-backed securities | $43,000 | 1,544 |
| 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 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,642,000 | 5,226 |
| Certificates of participation in pools of residential mortgages | $1,599,000 | 4,785 |
| Issued or guaranteed by U.S. | $1,599,000 | 4,774 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $43,000 | 3,640 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $43,000 | 1,468 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,315,000 | 2,318 |
| Available-for-sale securities (fair market value) | $822,000 | 7,073 |
| Total debt securities | $2,137,000 | 7,315 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $2,252,000 | 7,379 |
| U.S. Government securities | $2,206,000 | 6,993 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,206,000 | 6,899 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $46,000 | 3,323 |
| Privately issued residential mortgage-backed securities | $46,000 | 1,564 |
| 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 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,765,000 | 5,228 |
| Certificates of participation in pools of residential mortgages | $1,719,000 | 4,786 |
| Issued or guaranteed by U.S. | $1,719,000 | 4,772 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $46,000 | 3,641 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $46,000 | 1,485 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,422,000 | 2,315 |
| Available-for-sale securities (fair market value) | $830,000 | 7,123 |
| Total debt securities | $2,252,000 | 7,336 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $3,008,000 | 7,287 |
| U.S. Government securities | $2,958,000 | 6,881 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,958,000 | 6,792 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $50,000 | 3,251 |
| Privately issued residential mortgage-backed securities | $50,000 | 1,576 |
| 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 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,911,000 | 5,249 |
| Certificates of participation in pools of residential mortgages | $1,861,000 | 4,814 |
| Issued or guaranteed by U.S. | $1,861,000 | 4,798 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $50,000 | 3,644 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $50,000 | 1,499 |
| 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) | $2,028,000 | 2,160 |
| Available-for-sale securities (fair market value) | $980,000 | 7,147 |
| Total debt securities | $3,008,000 | 7,244 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $3,820,000 | 7,174 |
| U.S. Government securities | $3,767,000 | 6,756 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,767,000 | 6,658 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $53,000 | 3,174 |
| Privately issued residential mortgage-backed securities | $53,000 | 1,528 |
| 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 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,018,000 | 5,194 |
| Certificates of participation in pools of residential mortgages | $1,965,000 | 4,753 |
| Issued or guaranteed by U.S. | $1,965,000 | 4,738 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $53,000 | 3,607 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $53,000 | 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) | $2,124,000 | 2,157 |
| Available-for-sale securities (fair market value) | $1,696,000 | 7,045 |
| Total debt securities | $3,820,000 | 7,132 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $4,384,000 | 7,047 |
| U.S. Government securities | $4,329,000 | 6,593 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,329,000 | 6,497 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $55,000 | 3,130 |
| Privately issued residential mortgage-backed securities | $55,000 | 1,496 |
| 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 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,101,000 | 5,109 |
| Certificates of participation in pools of residential mortgages | $2,046,000 | 4,675 |
| Issued or guaranteed by U.S. | $2,046,000 | 4,660 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $55,000 | 3,533 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $55,000 | 1,420 |
| 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) | $1,990,000 | 2,212 |
| Available-for-sale securities (fair market value) | $2,394,000 | 6,915 |
| Total debt securities | $4,384,000 | 7,002 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $4,457,000 | 7,108 |
| U.S. Government securities | $4,399,000 | 6,623 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,399,000 | 6,526 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $58,000 | 3,093 |
| Privately issued residential mortgage-backed securities | $58,000 | 1,460 |
| 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 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,188,000 | 5,081 |
| Certificates of participation in pools of residential mortgages | $2,130,000 | 4,648 |
| Issued or guaranteed by U.S. | $2,130,000 | 4,629 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $58,000 | 3,540 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $58,000 | 1,377 |
| 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) | $2,251,000 | 2,139 |
| Available-for-sale securities (fair market value) | $2,206,000 | 7,011 |
| Total debt securities | $4,457,000 | 7,051 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $4,662,000 | 7,084 |
| U.S. Government securities | $4,601,000 | 6,579 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,601,000 | 6,484 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $61,000 | 3,061 |
| Privately issued residential mortgage-backed securities | $61,000 | 1,450 |
| 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 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,362,000 | 4,951 |
| Certificates of participation in pools of residential mortgages | $2,301,000 | 4,476 |
| Issued or guaranteed by U.S. | $2,301,000 | 4,456 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $61,000 | 3,523 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $61,000 | 1,366 |
| 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) | $2,426,000 | 2,136 |
| Available-for-sale securities (fair market value) | $2,236,000 | 7,021 |
| Total debt securities | $4,662,000 | 7,019 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $5,401,000 | 6,986 |
| U.S. Government securities | $5,337,000 | 6,481 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,337,000 | 6,383 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $64,000 | 2,894 |
| Privately issued residential mortgage-backed securities | $64,000 | 1,351 |
| 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 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,468,000 | 4,676 |
| Certificates of participation in pools of residential mortgages | $2,404,000 | 4,166 |
| Issued or guaranteed by U.S. | $2,404,000 | 4,150 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $64,000 | 3,446 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $64,000 | 1,274 |
| 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) | $3,183,000 | 2,014 |
| Available-for-sale securities (fair market value) | $2,218,000 | 7,066 |
| Total debt securities | $5,401,000 | 6,930 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $6,734,000 | 6,749 |
| U.S. Government securities | $6,667,000 | 6,181 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,667,000 | 6,074 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $67,000 | 2,850 |
| Privately issued residential mortgage-backed securities | $67,000 | 1,312 |
| 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 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,607,000 | 4,498 |
| Certificates of participation in pools of residential mortgages | $2,540,000 | 3,953 |
| Issued or guaranteed by U.S. | $2,540,000 | 3,936 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $67,000 | 3,417 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $67,000 | 1,236 |
| 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) | $4,562,000 | 1,813 |
| Available-for-sale securities (fair market value) | $2,172,000 | 7,109 |
| Total debt securities | $6,734,000 | 6,696 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $6,796,000 | 6,789 |
| U.S. Government securities | $6,725,000 | 6,203 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,725,000 | 6,087 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $71,000 | 2,795 |
| Privately issued residential mortgage-backed securities | $71,000 | 1,269 |
| 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 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,722,000 | 4,418 |
| Certificates of participation in pools of residential mortgages | $2,651,000 | 3,857 |
| Issued or guaranteed by U.S. | $2,651,000 | 3,846 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $71,000 | 3,382 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $71,000 | 1,189 |
| 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) | $4,640,000 | 1,817 |
| Available-for-sale securities (fair market value) | $2,156,000 | 7,146 |
| Total debt securities | $6,796,000 | 6,737 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $7,009,000 | 6,779 |
| U.S. Government securities | $6,934,000 | 6,199 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,934,000 | 6,081 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $75,000 | 2,822 |
| Privately issued residential mortgage-backed securities | $75,000 | 1,229 |
| 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 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,892,000 | 4,330 |
| Certificates of participation in pools of residential mortgages | $2,817,000 | 3,770 |
| Issued or guaranteed by U.S. | $2,817,000 | 3,755 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $75,000 | 3,357 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $75,000 | 1,139 |
| 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) | $4,802,000 | 1,832 |
| Available-for-sale securities (fair market value) | $2,207,000 | 7,151 |
| Total debt securities | $7,009,000 | 6,724 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $7,134,000 | 6,775 |
| U.S. Government securities | $7,056,000 | 6,195 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,056,000 | 6,068 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $78,000 | 2,864 |
| Privately issued residential mortgage-backed securities | $78,000 | 1,210 |
| 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 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,020,000 | 4,268 |
| Certificates of participation in pools of residential mortgages | $2,942,000 | 3,725 |
| Issued or guaranteed by U.S. | $2,942,000 | 3,714 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $78,000 | 3,360 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $78,000 | 1,128 |
| 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) | $4,918,000 | 1,839 |
| Available-for-sale securities (fair market value) | $2,216,000 | 7,187 |
| Total debt securities | $7,134,000 | 6,717 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $7,250,000 | 6,829 |
| U.S. Government securities | $7,167,000 | 6,212 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,167,000 | 6,086 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $83,000 | 2,912 |
| Privately issued residential mortgage-backed securities | $83,000 | 1,196 |
| 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 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,146,000 | 4,216 |
| Certificates of participation in pools of residential mortgages | $3,063,000 | 3,666 |
| Issued or guaranteed by U.S. | $3,063,000 | 3,645 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $83,000 | 3,330 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $83,000 | 1,101 |
| 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) | $5,055,000 | 1,883 |
| Available-for-sale securities (fair market value) | $2,195,000 | 7,241 |
| Total debt securities | $7,250,000 | 6,770 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $5,208,000 | 7,319 |
| U.S. Government securities | $5,120,000 | 6,850 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,120,000 | 6,712 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $88,000 | 2,976 |
| Privately issued residential mortgage-backed securities | $88,000 | 1,176 |
| 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 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,781,000 | 4,369 |
| Certificates of participation in pools of residential mortgages | $2,693,000 | 3,827 |
| Issued or guaranteed by U.S. | $2,693,000 | 3,812 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $88,000 | 3,343 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $88,000 | 1,089 |
| 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) | $4,594,000 | 1,965 |
| Available-for-sale securities (fair market value) | $614,000 | 7,674 |
| Total debt securities | $5,208,000 | 7,267 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $4,277,000 | 7,582 |
| U.S. Government securities | $4,182,000 | 7,185 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,182,000 | 7,035 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $95,000 | 3,038 |
| Privately issued residential mortgage-backed securities | $95,000 | 1,158 |
| 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 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,400,000 | 4,553 |
| Certificates of participation in pools of residential mortgages | $2,305,000 | 4,042 |
| Issued or guaranteed by U.S. | $2,305,000 | 4,028 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $95,000 | 3,342 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $95,000 | 1,075 |
| 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) | $4,277,000 | 2,042 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $4,277,000 | 7,532 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $3,908,000 | 7,716 |
| U.S. Government securities | $3,806,000 | 7,320 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,806,000 | 7,174 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $102,000 | 3,095 |
| Privately issued residential mortgage-backed securities | $102,000 | 1,128 |
| 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 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,504,000 | 4,542 |
| Certificates of participation in pools of residential mortgages | $2,402,000 | 4,018 |
| Issued or guaranteed by U.S. | $2,402,000 | 4,003 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $102,000 | 3,342 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $102,000 | 1,038 |
| 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) | $3,908,000 | 2,152 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $3,908,000 | 7,662 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $3,556,000 | 7,831 |
| U.S. Government securities | $3,556,000 | 7,435 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,556,000 | 7,288 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,152,000 | 4,753 |
| Certificates of participation in pools of residential mortgages | $2,039,000 | 4,267 |
| Issued or guaranteed by U.S. | $2,039,000 | 4,252 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $113,000 | 3,341 |
| CMOs issued by government agencies or sponsored agencies | $113,000 | 3,026 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,556,000 | 2,237 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $3,556,000 | 7,780 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $7,151,000 | 7,024 |
| U.S. Government securities | $7,151,000 | 6,359 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,151,000 | 6,232 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,773,000 | 5,072 |
| Certificates of participation in pools of residential mortgages | $1,646,000 | 4,586 |
| Issued or guaranteed by U.S. | $1,646,000 | 4,565 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $127,000 | 3,347 |
| CMOs issued by government agencies or sponsored agencies | $127,000 | 3,041 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,151,000 | 1,722 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $7,151,000 | 6,966 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $7,202,000 | 7,060 |
| U.S. Government securities | $7,059,000 | 6,443 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,059,000 | 6,297 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $143,000 | 3,201 |
| Privately issued residential mortgage-backed securities | $143,000 | 1,034 |
| 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 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,855,000 | 5,094 |
| Certificates of participation in pools of residential mortgages | $1,712,000 | 4,623 |
| Issued or guaranteed by U.S. | $1,712,000 | 4,607 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $143,000 | 3,367 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $143,000 | 948 |
| 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) | $7,202,000 | 1,730 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $7,202,000 | 7,005 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $2,636,000 | 8,225 |
| U.S. Government securities | $2,476,000 | 7,913 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,476,000 | 7,764 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $160,000 | 3,235 |
| Privately issued residential mortgage-backed securities | $160,000 | 1,016 |
| 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 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,232,000 | 5,482 |
| Certificates of participation in pools of residential mortgages | $1,072,000 | 5,070 |
| Issued or guaranteed by U.S. | $1,072,000 | 5,057 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $160,000 | 3,381 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $160,000 | 936 |
| 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) | $2,636,000 | 2,567 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $2,636,000 | 8,165 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $2,336,000 | 8,324 |
| U.S. Government securities | $2,039,000 | 8,089 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,039,000 | 7,944 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $297,000 | 3,049 |
| Privately issued residential mortgage-backed securities | $297,000 | 902 |
| 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 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $932,000 | 5,704 |
| Certificates of participation in pools of residential mortgages | $635,000 | 5,472 |
| Issued or guaranteed by U.S. | $635,000 | 5,456 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $297,000 | 3,216 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $297,000 | 832 |
| 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) | $2,336,000 | 2,702 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $2,336,000 | 8,271 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $2,618,000 | 8,342 |
| U.S. Government securities | $2,618,000 | 7,988 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,618,000 | 7,820 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,214,000 | 5,576 |
| Certificates of participation in pools of residential mortgages | $681,000 | 5,499 |
| Issued or guaranteed by U.S. | $681,000 | 5,482 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $533,000 | 3,023 |
| CMOs issued by government agencies or sponsored agencies | $533,000 | 2,774 |
| 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) | $2,618,000 | 2,615 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $2,618,000 | 8,292 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $3,079,000 | 8,207 |
| U.S. Government securities | $3,079,000 | 7,792 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,079,000 | 7,631 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,674,000 | 5,344 |
| Certificates of participation in pools of residential mortgages | $757,000 | 5,460 |
| Issued or guaranteed by U.S. | $757,000 | 5,441 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $917,000 | 2,863 |
| CMOs issued by government agencies or sponsored agencies | $917,000 | 2,607 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,079,000 | 2,464 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $3,079,000 | 8,138 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $2,977,000 | 8,318 |
| U.S. Government securities | $2,977,000 | 7,924 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,977,000 | 7,734 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,822,000 | 5,271 |
| Certificates of participation in pools of residential mortgages | $803,000 | 5,449 |
| Issued or guaranteed by U.S. | $803,000 | 5,426 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,019,000 | 2,763 |
| CMOs issued by government agencies or sponsored agencies | $1,019,000 | 2,624 |
| Privately issued | NA | NA |
| 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) | $2,977,000 | 2,523 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $2,977,000 | 8,243 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $3,117,000 | 8,265 |
| U.S. Government securities | $3,117,000 | 7,781 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,117,000 | 7,592 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,962,000 | 5,215 |
| Certificates of participation in pools of residential mortgages | $854,000 | 5,430 |
| Issued or guaranteed by U.S. | $854,000 | 5,405 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,108,000 | 2,742 |
| CMOs issued by government agencies or sponsored agencies | $1,108,000 | 2,593 |
| Privately issued | NA | NA |
| 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) | $3,117,000 | 2,494 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $3,117,000 | 8,181 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $3,365,000 | 8,215 |
| U.S. Government securities | $3,365,000 | 7,684 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,365,000 | 7,495 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,210,000 | 5,199 |
| Certificates of participation in pools of residential mortgages | $979,000 | 5,387 |
| Issued or guaranteed by U.S. | $979,000 | 5,366 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,231,000 | 2,862 |
| CMOs issued by government agencies or sponsored agencies | $1,231,000 | 2,714 |
| Privately issued | NA | NA |
| 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) | $3,365,000 | 2,447 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $3,365,000 | 8,145 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $2,762,000 | 8,443 |
| U.S. Government securities | $2,762,000 | 7,985 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,762,000 | 7,800 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,012,000 | 5,315 |
| Certificates of participation in pools of residential mortgages | $754,000 | 5,599 |
| Issued or guaranteed by U.S. | $754,000 | 5,580 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,258,000 | 2,953 |
| CMOs issued by government agencies or sponsored agencies | $1,258,000 | 2,815 |
| Privately issued | NA | NA |
| 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) | $2,762,000 | 2,665 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $2,762,000 | 8,359 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $771,000 | 8,966 |
| U.S. Government securities | $771,000 | 8,755 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $771,000 | 8,616 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $771,000 | 6,104 |
| Certificates of participation in pools of residential mortgages | $771,000 | 5,572 |
| Issued or guaranteed by U.S. | $771,000 | 5,555 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| 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) | $771,000 | 3,773 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $771,000 | 8,892 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $0 | 9,430 |
| U.S. Government securities | $0 | 9,306 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $0 | 9,193 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $0 | 7,553 |
| 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 | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $0 | 9,380 |
| 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 | $0 | 9,820 |
| U.S. Government securities | $0 | 9,633 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $0 | 9,486 |
| 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 | $0 | 7,590 |
| 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 | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $0 | 9,692 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $0 | 10,148 |
| U.S. Government securities | $0 | 9,980 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $0 | 9,793 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $0 | 7,939 |
| 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 | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $0 | 10,026 |
| 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 | $0 | 10,385 |
| U.S. Government securities | $0 | 10,185 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $0 | 9,927 |
| 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 | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $0 | 8,139 |
| 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 | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $0 | 10,235 |
| 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 | $0 | 10,855 |
| U.S. Government securities | $0 | 10,686 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $0 | 10,319 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| 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 | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $0 | 8,506 |
| 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 | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $0 | 10,722 |
| 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 | $0 | 11,393 |
| U.S. Government securities | $0 | 11,246 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $0 | 10,810 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $0 | 9,059 |
| 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 | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $0 | 11,277 |
| 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 | $0 | 11,914 |
| U.S. Government securities | $0 | 11,764 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $0 | 9,533 |
| 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 | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $0 | 11,792 |
| 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 | $0 | 12,560 |
| U.S. Government securities | $0 | 12,426 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $0 | 10,072 |
| 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 | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $0 | 12,456 |
| 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 | $0 | 13,214 |
| U.S. Government securities | $0 | 13,030 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $0 | 13,082 |
| 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 | $0 | 13,824 |
| U.S. Government securities | $0 | 13,618 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $0 | 13,675 |
| 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 |