Home > The New Washington State Bank > Securities
The New Washington State Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $114,569,000 | 1,545 |
| U.S. Government securities | $82,567,000 | 1,352 |
| U.S. Treasury securities | $3,977,000 | 1,964 |
| U.S. Government agency obligations | $78,590,000 | 1,184 |
| Securities issued by states & political subdivisions | $25,489,000 | 1,536 |
| Other domestic debt securities | $6,513,000 | 1,233 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $3,513,000 | 399 |
| Other domestic debt securities - All other | $3,000,000 | 1,164 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $76,151,000 | 965 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $31,197,000 | 1,154 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $23,501,000 | 670 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $11,442,000 | 427 |
| Other commercial mortgage-backed securities | $10,011,000 | 518 |
| Held to maturity securities (book value) | $28,489,000 | 710 |
| Available-for-sale securities (fair market value) | $86,080,000 | 1,684 |
| Total debt securities | $114,570,000 | 1,532 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $117,118,000 | 1,519 |
| U.S. Government securities | $85,119,000 | 1,313 |
| U.S. Treasury securities | $7,948,000 | 1,592 |
| U.S. Government agency obligations | $77,171,000 | 1,193 |
| Securities issued by states & political subdivisions | $25,531,000 | 1,513 |
| Other domestic debt securities | $6,468,000 | 1,224 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $3,468,000 | 400 |
| Other domestic debt securities - All other | $3,000,000 | 1,160 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,957 |
| Mortgage-backed securities | $74,876,000 | 962 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $30,446,000 | 1,151 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $23,384,000 | 651 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $11,172,000 | 418 |
| Other commercial mortgage-backed securities | $9,874,000 | 511 |
| Held to maturity securities (book value) | $28,531,000 | 718 |
| Available-for-sale securities (fair market value) | $88,587,000 | 1,625 |
| Total debt securities | $117,117,000 | 1,501 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $121,859,000 | 1,515 |
| U.S. Government securities | $89,703,000 | 1,296 |
| U.S. Treasury securities | $7,869,000 | 1,622 |
| U.S. Government agency obligations | $81,834,000 | 1,171 |
| Securities issued by states & political subdivisions | $25,673,000 | 1,580 |
| Other domestic debt securities | $6,483,000 | 1,240 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $3,483,000 | 383 |
| Other domestic debt securities - All other | $3,000,000 | 1,180 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $79,476,000 | 950 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $32,666,000 | 1,137 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $24,708,000 | 639 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $11,786,000 | 411 |
| Other commercial mortgage-backed securities | $10,316,000 | 507 |
| Held to maturity securities (book value) | $28,673,000 | 714 |
| Available-for-sale securities (fair market value) | $93,186,000 | 1,613 |
| Total debt securities | $121,859,000 | 1,503 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $127,989,000 | 1,527 |
| U.S. Government securities | $95,739,000 | 1,302 |
| U.S. Treasury securities | $9,833,000 | 1,525 |
| U.S. Government agency obligations | $85,906,000 | 1,139 |
| Securities issued by states & political subdivisions | $25,716,000 | 1,619 |
| Other domestic debt securities | $6,534,000 | 1,284 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $3,534,000 | 383 |
| Other domestic debt securities - All other | $3,000,000 | 1,207 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $83,511,000 | 956 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $34,205,000 | 1,146 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $26,016,000 | 649 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $12,370,000 | 417 |
| Other commercial mortgage-backed securities | $10,920,000 | 503 |
| Held to maturity securities (book value) | $28,716,000 | 746 |
| Available-for-sale securities (fair market value) | $99,273,000 | 1,597 |
| Total debt securities | $127,988,000 | 1,510 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $130,587,000 | 1,524 |
| U.S. Government securities | $98,315,000 | 1,290 |
| U.S. Treasury securities | $11,729,000 | 1,450 |
| U.S. Government agency obligations | $86,586,000 | 1,124 |
| Securities issued by states & political subdivisions | $25,759,000 | 1,665 |
| Other domestic debt securities | $6,513,000 | 1,302 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $3,513,000 | 398 |
| Other domestic debt securities - All other | $3,000,000 | 1,220 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $84,218,000 | 952 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $34,573,000 | 1,155 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $26,175,000 | 648 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $12,402,000 | 421 |
| Other commercial mortgage-backed securities | $11,068,000 | 497 |
| Held to maturity securities (book value) | $28,759,000 | 747 |
| Available-for-sale securities (fair market value) | $101,828,000 | 1,592 |
| Total debt securities | $130,586,000 | 1,510 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $131,428,000 | 1,525 |
| U.S. Government securities | $100,219,000 | 1,275 |
| U.S. Treasury securities | $11,682,000 | 1,470 |
| U.S. Government agency obligations | $88,537,000 | 1,110 |
| Securities issued by states & political subdivisions | $24,708,000 | 1,708 |
| Other domestic debt securities | $6,501,000 | 1,265 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $3,501,000 | 299 |
| Other domestic debt securities - All other | $3,000,000 | 1,221 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $86,178,000 | 938 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $34,790,000 | 1,156 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $27,054,000 | 644 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $12,804,000 | 420 |
| Other commercial mortgage-backed securities | $11,530,000 | 506 |
| Held to maturity securities (book value) | $27,708,000 | 749 |
| Available-for-sale securities (fair market value) | $103,720,000 | 1,573 |
| Total debt securities | $131,426,000 | 1,509 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 536 |
| Fair value | $3,000,000 | 519 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $132,809,000 | 1,527 |
| U.S. Government securities | $106,226,000 | 1,216 |
| U.S. Treasury securities | $11,784,000 | 1,453 |
| U.S. Government agency obligations | $94,442,000 | 1,095 |
| Securities issued by states & political subdivisions | $23,583,000 | 1,814 |
| Other domestic debt securities | $3,000,000 | 1,534 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $3,000,000 | 1,234 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $91,922,000 | 925 |
| Certificates of participation in pools of residential mortgages | $37,642,000 | 1,146 |
| Issued or guaranteed by U.S. | $37,642,000 | 1,126 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $28,991,000 | 689 |
| CMOs issued by government agencies or sponsored agencies | $28,991,000 | 620 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $25,289,000 | 520 |
| Commercial mortgage pass-through securities | $11,586,000 | 451 |
| Other commercial mortgage-backed securities | $13,703,000 | 513 |
| Held to maturity securities (book value) | $26,583,000 | 691 |
| Available-for-sale securities (fair market value) | $106,226,000 | 1,611 |
| Total debt securities | $132,809,000 | 1,515 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 514 |
| Fair value | $3,000,000 | 505 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $113,771,000 | 1,670 |
| U.S. Government securities | $90,520,000 | 1,359 |
| U.S. Treasury securities | $5,914,000 | 1,707 |
| U.S. Government agency obligations | $84,606,000 | 1,195 |
| Securities issued by states & political subdivisions | $20,251,000 | 1,989 |
| Other domestic debt securities | $3,000,000 | 1,521 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $3,000,000 | 1,216 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $81,935,000 | 1,011 |
| Certificates of participation in pools of residential mortgages | $37,456,000 | 1,178 |
| Issued or guaranteed by U.S. | $37,456,000 | 1,159 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $25,124,000 | 752 |
| CMOs issued by government agencies or sponsored agencies | $25,124,000 | 684 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $19,355,000 | 633 |
| Commercial mortgage pass-through securities | $10,307,000 | 485 |
| Other commercial mortgage-backed securities | $9,048,000 | 620 |
| Held to maturity securities (book value) | $23,251,000 | 648 |
| Available-for-sale securities (fair market value) | $90,520,000 | 1,812 |
| Total debt securities | $113,771,000 | 1,657 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 444 |
| Fair value | $3,000,000 | 441 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $92,992,000 | 1,881 |
| U.S. Government securities | $75,998,000 | 1,440 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $75,998,000 | 1,275 |
| Securities issued by states & political subdivisions | $16,244,000 | 2,265 |
| Other domestic debt securities | $750,000 | 1,942 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $750,000 | 1,629 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $73,132,000 | 1,086 |
| Certificates of participation in pools of residential mortgages | $39,243,000 | 1,130 |
| Issued or guaranteed by U.S. | $39,243,000 | 1,108 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $14,990,000 | 956 |
| CMOs issued by government agencies or sponsored agencies | $14,990,000 | 907 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $18,899,000 | 625 |
| Commercial mortgage pass-through securities | $11,225,000 | 462 |
| Other commercial mortgage-backed securities | $7,674,000 | 673 |
| Held to maturity securities (book value) | $16,994,000 | 629 |
| Available-for-sale securities (fair market value) | $75,998,000 | 1,989 |
| Total debt securities | $92,993,000 | 1,863 |
| Structured notes | ||
| Amortized cost | $750,000 | 778 |
| Fair value | $750,000 | 776 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $70,433,000 | 2,158 |
| U.S. Government securities | $57,243,000 | 1,657 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $57,243,000 | 1,498 |
| Securities issued by states & political subdivisions | $12,440,000 | 2,486 |
| Other domestic debt securities | $750,000 | 1,899 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $750,000 | 1,566 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $54,348,000 | 1,302 |
| Certificates of participation in pools of residential mortgages | $29,156,000 | 1,339 |
| Issued or guaranteed by U.S. | $29,156,000 | 1,307 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $9,859,000 | 1,195 |
| CMOs issued by government agencies or sponsored agencies | $9,859,000 | 1,151 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $15,333,000 | 709 |
| Commercial mortgage pass-through securities | $9,478,000 | 499 |
| Other commercial mortgage-backed securities | $5,855,000 | 737 |
| Held to maturity securities (book value) | $13,190,000 | 667 |
| Available-for-sale securities (fair market value) | $57,243,000 | 2,303 |
| Total debt securities | $70,433,000 | 2,142 |
| Structured notes | ||
| Amortized cost | $750,000 | 689 |
| Fair value | $750,000 | 688 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $61,173,000 | 2,289 |
| U.S. Government securities | $50,007,000 | 1,738 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $50,007,000 | 1,586 |
| Securities issued by states & political subdivisions | $10,416,000 | 2,634 |
| Other domestic debt securities | $750,000 | 1,880 |
| 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 | $750,000 | 1,516 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $47,101,000 | 1,363 |
| Certificates of participation in pools of residential mortgages | $24,939,000 | 1,440 |
| Issued or guaranteed by U.S. | $24,939,000 | 1,406 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $8,549,000 | 1,216 |
| CMOs issued by government agencies or sponsored agencies | $8,549,000 | 1,182 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $13,613,000 | 730 |
| Commercial mortgage pass-through securities | $7,713,000 | 566 |
| Other commercial mortgage-backed securities | $5,900,000 | 719 |
| Held to maturity securities (book value) | $11,166,000 | 687 |
| Available-for-sale securities (fair market value) | $50,007,000 | 2,406 |
| Total debt securities | $61,172,000 | 2,272 |
| Structured notes | ||
| Amortized cost | $750,000 | 624 |
| Fair value | $750,000 | 626 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $50,094,000 | 2,442 |
| U.S. Government securities | $40,968,000 | 1,852 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $40,968,000 | 1,728 |
| Securities issued by states & political subdivisions | $8,626,000 | 2,768 |
| Other domestic debt securities | $500,000 | 1,944 |
| 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 | $500,000 | 1,550 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $38,099,000 | 1,499 |
| Certificates of participation in pools of residential mortgages | $23,023,000 | 1,444 |
| Issued or guaranteed by U.S. | $23,023,000 | 1,405 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $7,413,000 | 1,252 |
| CMOs issued by government agencies or sponsored agencies | $7,413,000 | 1,210 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $7,663,000 | 932 |
| Commercial mortgage pass-through securities | $7,663,000 | 539 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $9,126,000 | 713 |
| Available-for-sale securities (fair market value) | $40,968,000 | 2,555 |
| Total debt securities | $50,094,000 | 2,426 |
| Structured notes | ||
| Amortized cost | $500,000 | 473 |
| Fair value | $500,000 | 476 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $44,295,000 | 2,506 |
| U.S. Government securities | $32,512,000 | 1,975 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $32,512,000 | 1,867 |
| Securities issued by states & political subdivisions | $11,283,000 | 2,492 |
| Other domestic debt securities | $500,000 | 1,878 |
| 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 | $500,000 | 1,483 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $29,568,000 | 1,675 |
| Certificates of participation in pools of residential mortgages | $17,389,000 | 1,590 |
| Issued or guaranteed by U.S. | $17,389,000 | 1,551 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $4,183,000 | 1,633 |
| CMOs issued by government agencies or sponsored agencies | $4,183,000 | 1,588 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $7,996,000 | 878 |
| Commercial mortgage pass-through securities | $7,996,000 | 503 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $11,783,000 | 607 |
| Available-for-sale securities (fair market value) | $32,512,000 | 2,731 |
| Total debt securities | $44,296,000 | 2,484 |
| Structured notes | ||
| Amortized cost | $500,000 | 256 |
| Fair value | $500,000 | 269 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $40,682,000 | 2,527 |
| U.S. Government securities | $31,285,000 | 1,959 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $31,285,000 | 1,857 |
| Securities issued by states & political subdivisions | $8,897,000 | 2,591 |
| Other domestic debt securities | $500,000 | 1,856 |
| 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 | $500,000 | 1,463 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $31,285,000 | 1,587 |
| Certificates of participation in pools of residential mortgages | $20,575,000 | 1,386 |
| Issued or guaranteed by U.S. | $20,575,000 | 1,351 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,621,000 | 1,608 |
| CMOs issued by government agencies or sponsored agencies | $4,621,000 | 1,569 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $6,089,000 | 964 |
| Commercial mortgage pass-through securities | $6,089,000 | 562 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $9,397,000 | 682 |
| Available-for-sale securities (fair market value) | $31,285,000 | 2,671 |
| Total debt securities | $40,682,000 | 2,505 |
| Structured notes | ||
| Amortized cost | $500,000 | 251 |
| Fair value | $500,000 | 269 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $41,709,000 | 2,439 |
| U.S. Government securities | $33,140,000 | 1,877 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $33,140,000 | 1,779 |
| Securities issued by states & political subdivisions | $8,069,000 | 2,638 |
| Other domestic debt securities | $500,000 | 1,794 |
| 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 | $500,000 | 1,412 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,254 |
| Mortgage-backed securities | $33,140,000 | 1,508 |
| Certificates of participation in pools of residential mortgages | $20,712,000 | 1,339 |
| Issued or guaranteed by U.S. | $20,712,000 | 1,302 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,311,000 | 1,447 |
| CMOs issued by government agencies or sponsored agencies | $6,311,000 | 1,408 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $6,117,000 | 930 |
| Commercial mortgage pass-through securities | $6,117,000 | 561 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $8,569,000 | 714 |
| Available-for-sale securities (fair market value) | $33,140,000 | 2,573 |
| Total debt securities | $41,709,000 | 2,415 |
| Structured notes | ||
| Amortized cost | $500,000 | 285 |
| Fair value | $500,000 | 296 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $40,190,000 | 2,417 |
| U.S. Government securities | $33,246,000 | 1,897 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $33,246,000 | 1,805 |
| Securities issued by states & political subdivisions | $6,944,000 | 2,689 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $33,246,000 | 1,488 |
| Certificates of participation in pools of residential mortgages | $21,398,000 | 1,313 |
| Issued or guaranteed by U.S. | $21,398,000 | 1,275 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $7,899,000 | 1,314 |
| CMOs issued by government agencies or sponsored agencies | $7,899,000 | 1,279 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $3,949,000 | 1,086 |
| Commercial mortgage pass-through securities | $3,949,000 | 684 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $6,944,000 | 798 |
| Available-for-sale securities (fair market value) | $33,246,000 | 2,520 |
| Total debt securities | $40,190,000 | 2,399 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $38,752,000 | 2,487 |
| U.S. Government securities | $31,465,000 | 2,002 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $31,465,000 | 1,892 |
| Securities issued by states & political subdivisions | $7,287,000 | 2,643 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $31,465,000 | 1,511 |
| Certificates of participation in pools of residential mortgages | $18,545,000 | 1,400 |
| Issued or guaranteed by U.S. | $18,545,000 | 1,362 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $8,927,000 | 1,228 |
| CMOs issued by government agencies or sponsored agencies | $8,927,000 | 1,192 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $3,993,000 | 1,062 |
| Commercial mortgage pass-through securities | $3,993,000 | 668 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $7,287,000 | 823 |
| Available-for-sale securities (fair market value) | $31,465,000 | 2,600 |
| Total debt securities | $38,752,000 | 2,468 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $37,798,000 | 2,533 |
| U.S. Government securities | $30,819,000 | 2,041 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $30,819,000 | 1,939 |
| Securities issued by states & political subdivisions | $6,979,000 | 2,698 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $29,824,000 | 1,526 |
| Certificates of participation in pools of residential mortgages | $15,345,000 | 1,546 |
| Issued or guaranteed by U.S. | $15,345,000 | 1,499 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $10,410,000 | 1,152 |
| CMOs issued by government agencies or sponsored agencies | $10,410,000 | 1,120 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $4,069,000 | 1,051 |
| Commercial mortgage pass-through securities | $4,069,000 | 665 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $6,979,000 | 879 |
| Available-for-sale securities (fair market value) | $30,819,000 | 2,633 |
| Total debt securities | $37,798,000 | 2,515 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $37,247,000 | 2,609 |
| U.S. Government securities | $29,645,000 | 2,128 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $29,645,000 | 2,016 |
| Securities issued by states & political subdivisions | $7,602,000 | 2,670 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $28,645,000 | 1,549 |
| Certificates of participation in pools of residential mortgages | $15,001,000 | 1,569 |
| Issued or guaranteed by U.S. | $15,001,000 | 1,543 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $11,554,000 | 1,090 |
| CMOs issued by government agencies or sponsored agencies | $11,554,000 | 1,055 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $2,090,000 | 1,276 |
| Commercial mortgage pass-through securities | $2,090,000 | 871 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $7,602,000 | 874 |
| Available-for-sale securities (fair market value) | $29,645,000 | 2,722 |
| Total debt securities | $37,247,000 | 2,590 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $36,648,000 | 2,660 |
| U.S. Government securities | $29,627,000 | 2,150 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $29,627,000 | 2,021 |
| Securities issued by states & political subdivisions | $7,021,000 | 2,808 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $26,613,000 | 1,604 |
| Certificates of participation in pools of residential mortgages | $14,446,000 | 1,613 |
| Issued or guaranteed by U.S. | $14,446,000 | 1,582 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $12,167,000 | 1,052 |
| CMOs issued by government agencies or sponsored agencies | $12,167,000 | 1,012 |
| 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) | $7,021,000 | 917 |
| Available-for-sale securities (fair market value) | $29,627,000 | 2,770 |
| Total debt securities | $36,648,000 | 2,641 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $35,455,000 | 2,744 |
| U.S. Government securities | $28,101,000 | 2,234 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $28,101,000 | 2,121 |
| Securities issued by states & political subdivisions | $7,354,000 | 2,824 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $26,127,000 | 1,625 |
| Certificates of participation in pools of residential mortgages | $14,736,000 | 1,600 |
| Issued or guaranteed by U.S. | $14,736,000 | 1,584 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $11,391,000 | 1,081 |
| CMOs issued by government agencies or sponsored agencies | $11,391,000 | 1,044 |
| 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) | $7,354,000 | 937 |
| Available-for-sale securities (fair market value) | $28,101,000 | 2,850 |
| Total debt securities | $35,455,000 | 2,725 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 569 |
| Fair value | $1,000,000 | 568 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $36,037,000 | 2,727 |
| U.S. Government securities | $28,680,000 | 2,222 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $28,680,000 | 2,107 |
| Securities issued by states & political subdivisions | $7,357,000 | 2,854 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $26,719,000 | 1,614 |
| Certificates of participation in pools of residential mortgages | $15,079,000 | 1,598 |
| Issued or guaranteed by U.S. | $15,079,000 | 1,591 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $11,640,000 | 1,048 |
| CMOs issued by government agencies or sponsored agencies | $11,640,000 | 1,011 |
| 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) | $7,357,000 | 967 |
| Available-for-sale securities (fair market value) | $28,680,000 | 2,835 |
| Total debt securities | $36,038,000 | 2,711 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 558 |
| Fair value | $1,000,000 | 555 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $33,425,000 | 2,894 |
| U.S. Government securities | $25,949,000 | 2,351 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $25,949,000 | 2,243 |
| Securities issued by states & political subdivisions | $7,476,000 | 2,886 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $23,984,000 | 1,751 |
| Certificates of participation in pools of residential mortgages | $15,945,000 | 1,587 |
| Issued or guaranteed by U.S. | $15,945,000 | 1,521 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $8,039,000 | 1,286 |
| CMOs issued by government agencies or sponsored agencies | $8,039,000 | 1,242 |
| 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) | $7,476,000 | 971 |
| Available-for-sale securities (fair market value) | $25,949,000 | 2,997 |
| Total debt securities | $33,425,000 | 2,874 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 563 |
| Fair value | $1,000,000 | 559 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $34,564,000 | 2,861 |
| U.S. Government securities | $27,086,000 | 2,346 |
| U.S. Treasury securities | $10,000 | 1,424 |
| U.S. Government agency obligations | $27,076,000 | 2,250 |
| Securities issued by states & political subdivisions | $7,478,000 | 2,926 |
| 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 | $10,000 | 4,739 |
| Mortgage-backed securities | $25,106,000 | 1,685 |
| Certificates of participation in pools of residential mortgages | $16,681,000 | 1,571 |
| Issued or guaranteed by U.S. | $16,681,000 | 1,568 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,425,000 | 1,250 |
| CMOs issued by government agencies or sponsored agencies | $8,425,000 | 1,200 |
| 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) | $7,478,000 | 993 |
| Available-for-sale securities (fair market value) | $27,086,000 | 2,971 |
| Total debt securities | $34,564,000 | 2,842 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 551 |
| Fair value | $1,001,000 | 546 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $35,974,000 | 2,815 |
| U.S. Government securities | $28,378,000 | 2,302 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $28,378,000 | 2,205 |
| Securities issued by states & political subdivisions | $7,596,000 | 2,977 |
| 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 | $0 | 4,818 |
| Mortgage-backed securities | $26,398,000 | 1,637 |
| Certificates of participation in pools of residential mortgages | $17,572,000 | 1,551 |
| Issued or guaranteed by U.S. | $17,572,000 | 1,550 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $8,826,000 | 1,204 |
| CMOs issued by government agencies or sponsored agencies | $8,826,000 | 1,160 |
| 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) | $7,596,000 | 1,000 |
| Available-for-sale securities (fair market value) | $28,378,000 | 2,966 |
| Total debt securities | $35,974,000 | 2,798 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 554 |
| Fair value | $999,000 | 559 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $32,158,000 | 3,050 |
| U.S. Government securities | $28,409,000 | 2,331 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $28,409,000 | 2,231 |
| Securities issued by states & political subdivisions | $3,749,000 | 3,650 |
| 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 | $0 | 4,886 |
| Mortgage-backed securities | $25,424,000 | 1,705 |
| Certificates of participation in pools of residential mortgages | $19,494,000 | 1,483 |
| Issued or guaranteed by U.S. | $19,494,000 | 1,479 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $5,930,000 | 1,441 |
| CMOs issued by government agencies or sponsored agencies | $5,930,000 | 1,393 |
| 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) | $3,749,000 | 1,299 |
| Available-for-sale securities (fair market value) | $28,409,000 | 2,980 |
| Total debt securities | $32,158,000 | 3,029 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 587 |
| Fair value | $1,000,000 | 589 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $32,981,000 | 3,057 |
| U.S. Government securities | $29,114,000 | 2,345 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $29,114,000 | 2,244 |
| Securities issued by states & political subdivisions | $3,867,000 | 3,668 |
| 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 | $0 | 4,931 |
| Mortgage-backed securities | $21,132,000 | 1,935 |
| Certificates of participation in pools of residential mortgages | $16,984,000 | 1,669 |
| Issued or guaranteed by U.S. | $16,984,000 | 1,668 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,148,000 | 1,710 |
| CMOs issued by government agencies or sponsored agencies | $4,148,000 | 1,651 |
| 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) | $3,867,000 | 1,305 |
| Available-for-sale securities (fair market value) | $29,114,000 | 2,998 |
| Total debt securities | $32,981,000 | 3,032 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 446 |
| Fair value | $1,994,000 | 465 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $31,048,000 | 3,172 |
| U.S. Government securities | $27,178,000 | 2,464 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $27,178,000 | 2,356 |
| Securities issued by states & political subdivisions | $3,870,000 | 3,701 |
| 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 | $0 | 4,985 |
| Mortgage-backed securities | $21,191,000 | 1,942 |
| Certificates of participation in pools of residential mortgages | $16,824,000 | 1,728 |
| Issued or guaranteed by U.S. | $16,824,000 | 1,728 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,367,000 | 1,694 |
| CMOs issued by government agencies or sponsored agencies | $4,367,000 | 1,631 |
| 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) | $3,870,000 | 1,333 |
| Available-for-sale securities (fair market value) | $27,178,000 | 3,115 |
| Total debt securities | $31,048,000 | 3,152 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 472 |
| Fair value | $1,991,000 | 487 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $27,135,000 | 3,386 |
| U.S. Government securities | $23,146,000 | 2,670 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $23,146,000 | 2,550 |
| Securities issued by states & political subdivisions | $3,989,000 | 3,713 |
| 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 | $0 | 5,033 |
| Mortgage-backed securities | $20,163,000 | 2,001 |
| Certificates of participation in pools of residential mortgages | $15,604,000 | 1,799 |
| Issued or guaranteed by U.S. | $15,604,000 | 1,797 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,559,000 | 1,635 |
| CMOs issued by government agencies or sponsored agencies | $4,559,000 | 1,573 |
| 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) | $3,989,000 | 1,337 |
| Available-for-sale securities (fair market value) | $23,146,000 | 3,360 |
| Total debt securities | $27,135,000 | 3,360 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 635 |
| Fair value | $1,000,000 | 637 |
| 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 | $28,716,000 | 3,280 |
| U.S. Government securities | $23,662,000 | 2,631 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $23,662,000 | 2,537 |
| Securities issued by states & political subdivisions | $5,054,000 | 3,517 |
| 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 | $0 | 5,116 |
| Mortgage-backed securities | $20,662,000 | 1,993 |
| Certificates of participation in pools of residential mortgages | $15,795,000 | 1,795 |
| Issued or guaranteed by U.S. | $15,795,000 | 1,795 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,867,000 | 1,621 |
| CMOs issued by government agencies or sponsored agencies | $4,867,000 | 1,556 |
| 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) | $5,054,000 | 1,247 |
| Available-for-sale securities (fair market value) | $23,662,000 | 3,328 |
| Total debt securities | $28,717,000 | 3,257 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 621 |
| Fair value | $1,000,000 | 653 |
| 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 | $29,060,000 | 3,341 |
| U.S. Government securities | $23,825,000 | 2,700 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $23,825,000 | 2,592 |
| Securities issued by states & political subdivisions | $5,235,000 | 3,503 |
| 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 | $0 | 5,199 |
| Mortgage-backed securities | $20,824,000 | 2,015 |
| Certificates of participation in pools of residential mortgages | $15,689,000 | 1,821 |
| Issued or guaranteed by U.S. | $15,689,000 | 1,817 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,135,000 | 1,599 |
| CMOs issued by government agencies or sponsored agencies | $5,135,000 | 1,530 |
| 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) | $5,235,000 | 1,263 |
| Available-for-sale securities (fair market value) | $23,825,000 | 3,370 |
| Total debt securities | $29,060,000 | 3,315 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 724 |
| Fair value | $1,000,000 | 780 |
| 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 | $23,875,000 | 3,714 |
| U.S. Government securities | $21,439,000 | 2,928 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $21,439,000 | 2,818 |
| Securities issued by states & political subdivisions | $2,436,000 | 4,109 |
| 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 | $0 | 5,255 |
| Mortgage-backed securities | $17,435,000 | 2,229 |
| Certificates of participation in pools of residential mortgages | $12,087,000 | 2,110 |
| Issued or guaranteed by U.S. | $12,087,000 | 2,107 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,348,000 | 1,584 |
| CMOs issued by government agencies or sponsored agencies | $5,348,000 | 1,514 |
| 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) | $2,436,000 | 1,596 |
| Available-for-sale securities (fair market value) | $21,439,000 | 3,563 |
| Total debt securities | $23,875,000 | 3,691 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $24,513,000 | 3,696 |
| U.S. Government securities | $21,906,000 | 2,922 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $21,906,000 | 2,817 |
| Securities issued by states & political subdivisions | $2,607,000 | 4,098 |
| 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 | $0 | 5,301 |
| Mortgage-backed securities | $15,922,000 | 2,339 |
| Certificates of participation in pools of residential mortgages | $10,479,000 | 2,282 |
| Issued or guaranteed by U.S. | $10,479,000 | 2,280 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,443,000 | 1,591 |
| CMOs issued by government agencies or sponsored agencies | $5,443,000 | 1,527 |
| 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) | $2,607,000 | 1,613 |
| Available-for-sale securities (fair market value) | $21,906,000 | 3,553 |
| Total debt securities | $24,513,000 | 3,674 |
| 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 | $26,506,000 | 3,634 |
| U.S. Government securities | $23,888,000 | 2,834 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $23,888,000 | 2,744 |
| Securities issued by states & political subdivisions | $2,618,000 | 4,132 |
| 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 | $0 | 5,371 |
| Mortgage-backed securities | $16,873,000 | 2,302 |
| Certificates of participation in pools of residential mortgages | $11,168,000 | 2,235 |
| Issued or guaranteed by U.S. | $11,168,000 | 2,234 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $5,705,000 | 1,566 |
| CMOs issued by government agencies or sponsored agencies | $5,705,000 | 1,502 |
| 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) | $2,618,000 | 1,613 |
| Available-for-sale securities (fair market value) | $23,888,000 | 3,485 |
| Total debt securities | $26,506,000 | 3,609 |
| 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 | $28,050,000 | 3,600 |
| U.S. Government securities | $24,781,000 | 2,868 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $24,781,000 | 2,783 |
| Securities issued by states & political subdivisions | $3,269,000 | 4,009 |
| 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 | $0 | 5,428 |
| Mortgage-backed securities | $17,793,000 | 2,300 |
| Certificates of participation in pools of residential mortgages | $11,878,000 | 2,223 |
| Issued or guaranteed by U.S. | $11,878,000 | 2,222 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,915,000 | 1,594 |
| CMOs issued by government agencies or sponsored agencies | $5,915,000 | 1,527 |
| 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) | $3,269,000 | 1,561 |
| Available-for-sale securities (fair market value) | $24,781,000 | 3,489 |
| Total debt securities | $28,050,000 | 3,572 |
| 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 | $27,895,000 | 3,656 |
| U.S. Government securities | $25,956,000 | 2,836 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $25,956,000 | 2,749 |
| Securities issued by states & political subdivisions | $1,939,000 | 4,382 |
| 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 | $0 | 5,487 |
| Mortgage-backed securities | $18,952,000 | 2,266 |
| Certificates of participation in pools of residential mortgages | $12,750,000 | 2,166 |
| Issued or guaranteed by U.S. | $12,750,000 | 2,166 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $6,202,000 | 1,600 |
| CMOs issued by government agencies or sponsored agencies | $6,202,000 | 1,531 |
| 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) | $1,939,000 | 1,735 |
| Available-for-sale securities (fair market value) | $25,956,000 | 3,456 |
| Total debt securities | $27,895,000 | 3,630 |
| 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 | $25,407,000 | 3,860 |
| U.S. Government securities | $23,410,000 | 3,081 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $23,410,000 | 2,983 |
| Securities issued by states & political subdivisions | $1,997,000 | 4,430 |
| 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 | $0 | 5,563 |
| Mortgage-backed securities | $17,448,000 | 2,378 |
| Certificates of participation in pools of residential mortgages | $11,123,000 | 2,384 |
| Issued or guaranteed by U.S. | $11,123,000 | 2,381 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,325,000 | 1,627 |
| CMOs issued by government agencies or sponsored agencies | $6,325,000 | 1,565 |
| 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) | $1,997,000 | 1,753 |
| Available-for-sale securities (fair market value) | $23,410,000 | 3,667 |
| Total debt securities | $25,407,000 | 3,836 |
| 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 | $24,075,000 | 4,058 |
| U.S. Government securities | $22,070,000 | 3,258 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $22,070,000 | 3,158 |
| Securities issued by states & political subdivisions | $2,005,000 | 4,455 |
| 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 | $0 | 5,639 |
| Mortgage-backed securities | $17,119,000 | 2,485 |
| Certificates of participation in pools of residential mortgages | $10,645,000 | 2,512 |
| Issued or guaranteed by U.S. | $10,645,000 | 2,509 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $6,474,000 | 1,640 |
| CMOs issued by government agencies or sponsored agencies | $6,474,000 | 1,562 |
| 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) | $2,005,000 | 1,766 |
| Available-for-sale securities (fair market value) | $22,070,000 | 3,859 |
| Total debt securities | $24,075,000 | 4,028 |
| 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 | $26,334,000 | 3,924 |
| U.S. Government securities | $23,071,000 | 3,229 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $23,071,000 | 3,133 |
| Securities issued by states & political subdivisions | $3,263,000 | 4,129 |
| 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 | $0 | 5,698 |
| Mortgage-backed securities | $18,111,000 | 2,453 |
| Certificates of participation in pools of residential mortgages | $11,360,000 | 2,467 |
| Issued or guaranteed by U.S. | $11,360,000 | 2,466 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,751,000 | 1,615 |
| CMOs issued by government agencies or sponsored agencies | $6,751,000 | 1,546 |
| 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) | $3,263,000 | 1,619 |
| Available-for-sale securities (fair market value) | $23,071,000 | 3,825 |
| Total debt securities | $26,334,000 | 3,894 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $26,762,000 | 3,916 |
| U.S. Government securities | $23,740,000 | 3,179 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $23,740,000 | 3,092 |
| Securities issued by states & political subdivisions | $3,022,000 | 4,222 |
| 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 | $0 | 5,749 |
| Mortgage-backed securities | $17,811,000 | 2,482 |
| Certificates of participation in pools of residential mortgages | $10,894,000 | 2,543 |
| Issued or guaranteed by U.S. | $10,894,000 | 2,543 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $6,917,000 | 1,611 |
| CMOs issued by government agencies or sponsored agencies | $6,917,000 | 1,543 |
| 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) | $3,022,000 | 1,647 |
| Available-for-sale securities (fair market value) | $23,740,000 | 3,793 |
| Total debt securities | $26,762,000 | 3,886 |
| 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 | $27,538,000 | 3,857 |
| U.S. Government securities | $24,464,000 | 3,102 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $24,464,000 | 3,032 |
| Securities issued by states & political subdivisions | $3,074,000 | 4,233 |
| 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 | $0 | 5,833 |
| Mortgage-backed securities | $17,556,000 | 2,508 |
| Certificates of participation in pools of residential mortgages | $11,483,000 | 2,473 |
| Issued or guaranteed by U.S. | $11,483,000 | 2,473 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $6,073,000 | 1,720 |
| CMOs issued by government agencies or sponsored agencies | $6,073,000 | 1,633 |
| 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) | $3,074,000 | 1,621 |
| Available-for-sale securities (fair market value) | $24,464,000 | 3,752 |
| Total debt securities | $27,538,000 | 3,831 |
| 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 | $27,174,000 | 3,922 |
| U.S. Government securities | $25,290,000 | 3,085 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $25,290,000 | 3,007 |
| Securities issued by states & political subdivisions | $1,884,000 | 4,608 |
| 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 | $0 | 5,888 |
| Mortgage-backed securities | $17,362,000 | 2,539 |
| Certificates of participation in pools of residential mortgages | $11,028,000 | 2,537 |
| Issued or guaranteed by U.S. | $11,028,000 | 2,535 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $6,334,000 | 1,711 |
| CMOs issued by government agencies or sponsored agencies | $6,334,000 | 1,620 |
| 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) | $1,884,000 | 1,775 |
| Available-for-sale securities (fair market value) | $25,290,000 | 3,726 |
| Total debt securities | $27,174,000 | 3,894 |
| 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 | $30,355,000 | 3,676 |
| U.S. Government securities | $28,413,000 | 2,864 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $28,413,000 | 2,799 |
| Securities issued by states & political subdivisions | $1,942,000 | 4,579 |
| 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 | $0 | 5,912 |
| Mortgage-backed securities | $18,501,000 | 2,471 |
| Certificates of participation in pools of residential mortgages | $11,956,000 | 2,413 |
| Issued or guaranteed by U.S. | $11,956,000 | 2,412 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,545,000 | 1,725 |
| CMOs issued by government agencies or sponsored agencies | $6,545,000 | 1,629 |
| 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) | $1,942,000 | 1,707 |
| Available-for-sale securities (fair market value) | $28,413,000 | 3,515 |
| Total debt securities | $30,355,000 | 3,641 |
| 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 | $33,993,000 | 3,480 |
| U.S. Government securities | $32,043,000 | 2,691 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $32,043,000 | 2,630 |
| Securities issued by states & political subdivisions | $1,950,000 | 4,570 |
| 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 | $0 | 5,985 |
| Mortgage-backed securities | $18,995,000 | 2,470 |
| Certificates of participation in pools of residential mortgages | $13,137,000 | 2,316 |
| Issued or guaranteed by U.S. | $13,137,000 | 2,316 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,858,000 | 1,869 |
| CMOs issued by government agencies or sponsored agencies | $5,858,000 | 1,775 |
| 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) | $1,950,000 | 1,674 |
| Available-for-sale securities (fair market value) | $32,043,000 | 3,333 |
| Total debt securities | $33,993,000 | 3,445 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,588 |
| Fair value | $1,000,000 | 1,653 |
| 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 | $34,108,000 | 3,417 |
| U.S. Government securities | $32,105,000 | 2,619 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $32,105,000 | 2,559 |
| Securities issued by states & political subdivisions | $2,003,000 | 4,559 |
| 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 | $0 | 6,039 |
| Mortgage-backed securities | $18,036,000 | 2,534 |
| Certificates of participation in pools of residential mortgages | $14,070,000 | 2,219 |
| Issued or guaranteed by U.S. | $14,070,000 | 2,218 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,966,000 | 2,200 |
| CMOs issued by government agencies or sponsored agencies | $3,966,000 | 2,106 |
| 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) | $2,003,000 | 1,666 |
| Available-for-sale securities (fair market value) | $32,105,000 | 3,289 |
| Total debt securities | $34,109,000 | 3,388 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,311 |
| Fair value | $2,002,000 | 1,275 |
| 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 | $35,384,000 | 3,385 |
| U.S. Government securities | $34,504,000 | 2,556 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $34,504,000 | 2,499 |
| Securities issued by states & political subdivisions | $880,000 | 5,050 |
| 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 | $0 | 6,124 |
| Mortgage-backed securities | $19,407,000 | 2,557 |
| Certificates of participation in pools of residential mortgages | $19,407,000 | 1,888 |
| Issued or guaranteed by U.S. | $19,407,000 | 1,886 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $880,000 | 1,997 |
| Available-for-sale securities (fair market value) | $34,504,000 | 3,168 |
| Total debt securities | $35,384,000 | 3,361 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,910 |
| Fair value | $1,005,000 | 1,785 |
| 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 | $42,690,000 | 3,015 |
| U.S. Government securities | $41,770,000 | 2,223 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $41,770,000 | 2,167 |
| Securities issued by states & political subdivisions | $920,000 | 5,018 |
| 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 | $0 | 6,201 |
| Mortgage-backed securities | $20,672,000 | 2,482 |
| Certificates of participation in pools of residential mortgages | $20,672,000 | 1,835 |
| Issued or guaranteed by U.S. | $20,672,000 | 1,834 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $920,000 | 2,002 |
| Available-for-sale securities (fair market value) | $41,770,000 | 2,819 |
| Total debt securities | $42,689,000 | 2,990 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,267 |
| Fair value | $3,004,000 | 1,254 |
| 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 | $25,008,000 | 4,153 |
| U.S. Government securities | $24,088,000 | 3,324 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $24,088,000 | 3,257 |
| Securities issued by states & political subdivisions | $920,000 | 4,989 |
| 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 | $0 | 6,234 |
| Mortgage-backed securities | $12,049,000 | 3,254 |
| Certificates of participation in pools of residential mortgages | $12,049,000 | 2,593 |
| Issued or guaranteed by U.S. | $12,049,000 | 2,589 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $920,000 | 2,041 |
| Available-for-sale securities (fair market value) | $24,088,000 | 3,900 |
| Total debt securities | $25,008,000 | 4,113 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,385 |
| Fair value | $1,002,000 | 2,245 |
| 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 | $21,789,000 | 4,392 |
| U.S. Government securities | $20,824,000 | 3,558 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $20,824,000 | 3,477 |
| Securities issued by states & political subdivisions | $965,000 | 4,958 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $10,784,000 | 3,317 |
| Certificates of participation in pools of residential mortgages | $10,784,000 | 2,645 |
| Issued or guaranteed by U.S. | $10,784,000 | 2,643 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $965,000 | 2,120 |
| Available-for-sale securities (fair market value) | $20,824,000 | 4,110 |
| Total debt securities | $21,789,000 | 4,363 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $19,596,000 | 4,551 |
| U.S. Government securities | $18,631,000 | 3,732 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $18,631,000 | 3,648 |
| Securities issued by states & political subdivisions | $965,000 | 4,948 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $10,610,000 | 3,272 |
| Certificates of participation in pools of residential mortgages | $10,610,000 | 2,580 |
| Issued or guaranteed by U.S. | $10,610,000 | 2,574 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $965,000 | 2,146 |
| Available-for-sale securities (fair market value) | $18,631,000 | 4,269 |
| Total debt securities | $19,596,000 | 4,515 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $23,786,000 | 4,171 |
| U.S. Government securities | $21,336,000 | 3,519 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $21,336,000 | 3,428 |
| Securities issued by states & political subdivisions | $2,450,000 | 4,265 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $11,301,000 | 3,151 |
| Certificates of participation in pools of residential mortgages | $11,301,000 | 2,454 |
| Issued or guaranteed by U.S. | $11,301,000 | 2,447 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $2,450,000 | 1,758 |
| Available-for-sale securities (fair market value) | $21,336,000 | 4,057 |
| Total debt securities | $23,786,000 | 4,132 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,597 |
| Fair value | $3,007,000 | 1,620 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $24,233,000 | 4,104 |
| U.S. Government securities | $21,783,000 | 3,470 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $21,783,000 | 3,372 |
| Securities issued by states & political subdivisions | $2,450,000 | 4,237 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $10,834,000 | 3,142 |
| Certificates of participation in pools of residential mortgages | $10,834,000 | 2,441 |
| Issued or guaranteed by U.S. | $10,834,000 | 2,436 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $2,450,000 | 1,768 |
| Available-for-sale securities (fair market value) | $21,783,000 | 3,995 |
| Total debt securities | $24,232,000 | 4,071 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,661 |
| Fair value | $2,996,000 | 1,676 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $25,185,000 | 3,904 |
| U.S. Government securities | $22,735,000 | 3,206 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $22,735,000 | 3,104 |
| Securities issued by states & political subdivisions | $2,450,000 | 4,232 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $11,769,000 | 2,936 |
| Certificates of participation in pools of residential mortgages | $11,769,000 | 2,242 |
| Issued or guaranteed by U.S. | $11,769,000 | 2,236 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $2,450,000 | 1,790 |
| Available-for-sale securities (fair market value) | $22,735,000 | 3,789 |
| Total debt securities | $25,186,000 | 3,871 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,305 |
| Fair value | $3,990,000 | 1,318 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $15,174,000 | 4,948 |
| U.S. Government securities | $14,174,000 | 4,154 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $14,174,000 | 4,041 |
| Securities issued by states & political subdivisions | $1,000,000 | 4,866 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $7,085,000 | 3,607 |
| Certificates of participation in pools of residential mortgages | $7,085,000 | 2,871 |
| Issued or guaranteed by U.S. | $7,085,000 | 2,862 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $1,000,000 | 2,209 |
| Available-for-sale securities (fair market value) | $14,174,000 | 4,641 |
| Total debt securities | $15,174,000 | 4,912 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,305 |
| Fair value | $4,012,000 | 1,338 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $22,193,000 | 4,150 |
| U.S. Government securities | $21,193,000 | 3,372 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $21,193,000 | 3,287 |
| Securities issued by states & political subdivisions | $1,000,000 | 4,854 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $7,648,000 | 3,507 |
| Certificates of participation in pools of residential mortgages | $7,648,000 | 2,808 |
| Issued or guaranteed by U.S. | $7,648,000 | 2,800 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $22,193,000 | 3,783 |
| Total debt securities | $22,193,000 | 4,111 |
| Structured notes | ||
| Amortized cost | $9,500,000 | 699 |
| Fair value | $9,526,000 | 707 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $24,688,000 | 3,944 |
| U.S. Government securities | $24,688,000 | 3,108 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $24,688,000 | 3,030 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $8,127,000 | 3,478 |
| Certificates of participation in pools of residential mortgages | $8,127,000 | 2,791 |
| Issued or guaranteed by U.S. | $8,127,000 | 2,785 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $24,688,000 | 3,582 |
| Total debt securities | $24,688,000 | 3,914 |
| Structured notes | ||
| Amortized cost | $11,496,000 | 475 |
| Fair value | $11,515,000 | 474 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $21,712,000 | 4,227 |
| U.S. Government securities | $21,712,000 | 3,348 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $21,712,000 | 3,270 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,065 |
| Mortgage-backed securities | $8,629,000 | 3,459 |
| Certificates of participation in pools of residential mortgages | $8,629,000 | 2,780 |
| Issued or guaranteed by U.S. | $8,629,000 | 2,773 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $21,712,000 | 3,838 |
| Total debt securities | $21,713,000 | 4,195 |
| Structured notes | ||
| Amortized cost | $4,996,000 | 824 |
| Fair value | $4,981,000 | 806 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $17,695,000 | 4,715 |
| U.S. Government securities | $17,695,000 | 3,759 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $17,695,000 | 3,686 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,105 |
| Mortgage-backed securities | $6,515,000 | 3,894 |
| Certificates of participation in pools of residential mortgages | $6,515,000 | 3,247 |
| Issued or guaranteed by U.S. | $6,515,000 | 3,238 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $17,695,000 | 4,290 |
| Total debt securities | $17,695,000 | 4,666 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,082 |
| Fair value | $2,015,000 | 1,096 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $18,250,000 | 4,652 |
| U.S. Government securities | $18,250,000 | 3,671 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $18,250,000 | 3,597 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,121 |
| Mortgage-backed securities | $7,003,000 | 3,854 |
| Certificates of participation in pools of residential mortgages | $7,003,000 | 3,217 |
| Issued or guaranteed by U.S. | $7,003,000 | 3,206 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $18,250,000 | 4,198 |
| Total debt securities | $18,250,000 | 4,605 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 744 |
| Fair value | $2,004,000 | 754 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $16,733,000 | 4,838 |
| U.S. Government securities | $16,733,000 | 3,924 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $16,733,000 | 3,852 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,157 |
| Mortgage-backed securities | $6,494,000 | 4,016 |
| Certificates of participation in pools of residential mortgages | $6,494,000 | 3,393 |
| Issued or guaranteed by U.S. | $6,494,000 | 3,382 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $16,733,000 | 4,365 |
| Total debt securities | $16,733,000 | 4,796 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 892 |
| Fair value | $1,008,000 | 900 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $16,916,000 | 4,824 |
| U.S. Government securities | $16,916,000 | 3,966 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $16,916,000 | 3,893 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,235 |
| Mortgage-backed securities | $6,717,000 | 3,917 |
| Certificates of participation in pools of residential mortgages | $6,717,000 | 3,313 |
| Issued or guaranteed by U.S. | $6,717,000 | 3,300 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $16,916,000 | 4,343 |
| Total debt securities | $16,916,000 | 4,785 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $12,975,000 | 5,366 |
| U.S. Government securities | $12,975,000 | 4,542 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $12,975,000 | 4,462 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,232 |
| Mortgage-backed securities | $5,887,000 | 3,992 |
| Certificates of participation in pools of residential mortgages | $5,887,000 | 3,398 |
| Issued or guaranteed by U.S. | $5,887,000 | 3,385 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $12,975,000 | 4,846 |
| Total debt securities | $12,975,000 | 5,329 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $17,745,000 | 4,732 |
| U.S. Government securities | $17,745,000 | 3,839 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $17,745,000 | 3,773 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,235 |
| Mortgage-backed securities | $6,098,000 | 3,929 |
| Certificates of participation in pools of residential mortgages | $6,098,000 | 3,336 |
| Issued or guaranteed by U.S. | $6,098,000 | 3,319 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $17,745,000 | 4,258 |
| Total debt securities | $17,745,000 | 4,680 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $15,255,000 | 5,076 |
| U.S. Government securities | $15,255,000 | 4,201 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $15,255,000 | 4,127 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,189 |
| Mortgage-backed securities | $4,510,000 | 4,247 |
| Certificates of participation in pools of residential mortgages | $4,510,000 | 3,669 |
| Issued or guaranteed by U.S. | $4,510,000 | 3,653 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $15,255,000 | 4,585 |
| Total debt securities | $15,254,000 | 5,022 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $14,617,000 | 5,220 |
| U.S. Government securities | $14,617,000 | 4,355 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $14,617,000 | 4,264 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,229 |
| Mortgage-backed securities | $2,474,000 | 4,670 |
| Certificates of participation in pools of residential mortgages | $2,474,000 | 4,130 |
| Issued or guaranteed by U.S. | $2,474,000 | 4,114 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $14,617,000 | 4,670 |
| Total debt securities | $14,617,000 | 5,165 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $15,602,000 | 5,081 |
| U.S. Government securities | $15,602,000 | 4,267 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $15,602,000 | 4,176 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,244 |
| Mortgage-backed securities | $2,538,000 | 4,527 |
| Certificates of participation in pools of residential mortgages | $2,538,000 | 3,954 |
| Issued or guaranteed by U.S. | $2,538,000 | 3,937 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $15,602,000 | 4,512 |
| Total debt securities | $15,602,000 | 5,034 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $14,533,000 | 5,288 |
| U.S. Government securities | $14,533,000 | 4,488 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $14,533,000 | 4,376 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,287 |
| Mortgage-backed securities | $1,625,000 | 4,912 |
| Certificates of participation in pools of residential mortgages | $1,625,000 | 4,404 |
| Issued or guaranteed by U.S. | $1,625,000 | 4,391 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $14,533,000 | 4,692 |
| Total debt securities | $14,533,000 | 5,242 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $13,748,000 | 5,463 |
| U.S. Government securities | $13,748,000 | 4,666 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $13,748,000 | 4,545 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,304 |
| Mortgage-backed securities | $1,771,000 | 4,845 |
| Certificates of participation in pools of residential mortgages | $1,771,000 | 4,321 |
| Issued or guaranteed by U.S. | $1,771,000 | 4,304 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $13,748,000 | 4,850 |
| Total debt securities | $13,747,000 | 5,416 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $15,184,000 | 5,261 |
| U.S. Government securities | $11,847,000 | 5,079 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $11,847,000 | 4,956 |
| Securities issued by states & political subdivisions | $3,337,000 | 3,685 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,311 |
| Mortgage-backed securities | $1,867,000 | 4,779 |
| Certificates of participation in pools of residential mortgages | $1,867,000 | 4,252 |
| Issued or guaranteed by U.S. | $1,867,000 | 4,238 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,337,000 | 2,117 |
| Available-for-sale securities (fair market value) | $11,847,000 | 5,194 |
| Total debt securities | $15,184,000 | 5,223 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $17,382,000 | 4,957 |
| U.S. Government securities | $14,044,000 | 4,700 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $14,044,000 | 4,565 |
| Securities issued by states & political subdivisions | $3,338,000 | 3,644 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,339 |
| Mortgage-backed securities | $1,912,000 | 4,775 |
| Certificates of participation in pools of residential mortgages | $1,912,000 | 4,240 |
| Issued or guaranteed by U.S. | $1,912,000 | 4,219 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,338,000 | 2,171 |
| Available-for-sale securities (fair market value) | $14,044,000 | 4,830 |
| Total debt securities | $17,383,000 | 4,916 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $18,545,000 | 4,769 |
| U.S. Government securities | $13,991,000 | 4,710 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $13,991,000 | 4,570 |
| Securities issued by states & political subdivisions | $3,621,000 | 3,543 |
| Other domestic debt securities | $933,000 | 2,043 |
| Privately issued residential mortgage-backed securities | $933,000 | 869 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,354 |
| Mortgage-backed securities | $933,000 | 5,369 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $933,000 | 2,539 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $933,000 | 812 |
| 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) | $3,621,000 | 2,132 |
| Available-for-sale securities (fair market value) | $14,924,000 | 4,687 |
| Total debt securities | $18,547,000 | 4,714 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $15,497,000 | 5,291 |
| U.S. Government securities | $13,275,000 | 4,891 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $13,275,000 | 4,757 |
| Securities issued by states & political subdivisions | $2,222,000 | 4,205 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,353 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,222,000 | 2,510 |
| Available-for-sale securities (fair market value) | $13,275,000 | 5,009 |
| Total debt securities | $15,496,000 | 5,239 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $15,060,000 | 5,363 |
| U.S. Government securities | $13,280,000 | 4,879 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $13,280,000 | 4,731 |
| Securities issued by states & political subdivisions | $1,780,000 | 4,498 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,373 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,780,000 | 2,731 |
| Available-for-sale securities (fair market value) | $13,280,000 | 5,006 |
| Total debt securities | $15,060,000 | 5,310 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,098 |
| Fair value | $994,000 | 2,134 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $16,053,000 | 5,209 |
| U.S. Government securities | $14,272,000 | 4,637 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $14,272,000 | 4,499 |
| Securities issued by states & political subdivisions | $1,781,000 | 4,499 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,370 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,781,000 | 2,747 |
| Available-for-sale securities (fair market value) | $14,272,000 | 4,820 |
| Total debt securities | $16,052,000 | 5,156 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,039 |
| Fair value | $991,000 | 2,160 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $15,858,000 | 5,269 |
| U.S. Government securities | $14,319,000 | 4,693 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $14,319,000 | 4,553 |
| Securities issued by states & political subdivisions | $1,539,000 | 4,647 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,347 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,539,000 | 2,909 |
| Available-for-sale securities (fair market value) | $14,319,000 | 4,843 |
| Total debt securities | $15,859,000 | 5,217 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,035 |
| Fair value | $989,000 | 2,240 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $15,354,000 | 5,403 |
| U.S. Government securities | $14,285,000 | 4,746 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $14,285,000 | 4,608 |
| Securities issued by states & political subdivisions | $1,069,000 | 5,035 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,399 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,069,000 | 3,157 |
| Available-for-sale securities (fair market value) | $14,285,000 | 4,912 |
| Total debt securities | $15,353,000 | 5,346 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,033 |
| Fair value | $986,000 | 2,156 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $14,833,000 | 5,538 |
| U.S. Government securities | $14,094,000 | 4,810 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $14,094,000 | 4,661 |
| Securities issued by states & political subdivisions | $739,000 | 5,354 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,417 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $739,000 | 3,401 |
| Available-for-sale securities (fair market value) | $14,094,000 | 4,967 |
| Total debt securities | $14,833,000 | 5,467 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,982 |
| Fair value | $990,000 | 2,171 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $14,224,000 | 5,664 |
| U.S. Government securities | $13,185,000 | 4,995 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $13,185,000 | 4,843 |
| Securities issued by states & political subdivisions | $1,039,000 | 5,118 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,418 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,039,000 | 3,260 |
| Available-for-sale securities (fair market value) | $13,185,000 | 5,116 |
| Total debt securities | $14,224,000 | 5,597 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,975 |
| Fair value | $994,000 | 2,193 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $13,614,000 | 5,835 |
| U.S. Government securities | $12,168,000 | 5,263 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $12,168,000 | 5,108 |
| Securities issued by states & political subdivisions | $1,446,000 | 4,768 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,410 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,446,000 | 3,066 |
| Available-for-sale securities (fair market value) | $12,168,000 | 5,379 |
| Total debt securities | $13,614,000 | 5,756 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,961 |
| Fair value | $987,000 | 2,068 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $12,332,000 | 6,062 |
| U.S. Government securities | $10,841,000 | 5,534 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $10,841,000 | 5,392 |
| Securities issued by states & political subdivisions | $1,491,000 | 4,729 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,365 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,491,000 | 3,036 |
| Available-for-sale securities (fair market value) | $10,841,000 | 5,662 |
| Total debt securities | $12,332,000 | 5,985 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,759 |
| Fair value | $1,005,000 | 1,832 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $13,404,000 | 5,911 |
| U.S. Government securities | $11,617,000 | 5,394 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $11,617,000 | 5,229 |
| Securities issued by states & political subdivisions | $1,787,000 | 4,543 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,319 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,787,000 | 2,959 |
| Available-for-sale securities (fair market value) | $11,617,000 | 5,557 |
| Total debt securities | $13,404,000 | 5,817 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $13,368,000 | 5,843 |
| U.S. Government securities | $11,691,000 | 5,227 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $11,691,000 | 5,073 |
| Securities issued by states & political subdivisions | $1,677,000 | 4,643 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,000,000 | 5,302 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,677,000 | 3,031 |
| Available-for-sale securities (fair market value) | $11,691,000 | 5,464 |
| Total debt securities | $13,368,000 | 5,754 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $14,878,000 | 5,508 |
| U.S. Government securities | $12,214,000 | 5,027 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $12,214,000 | 4,864 |
| Securities issued by states & political subdivisions | $1,649,000 | 4,626 |
| Other domestic debt securities | $1,015,000 | 2,759 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,015,000 | 2,438 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,163,000 | 3,983 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,649,000 | 3,074 |
| Available-for-sale securities (fair market value) | $13,229,000 | 5,097 |
| Total debt securities | $14,879,000 | 5,406 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $15,922,000 | 5,338 |
| U.S. Government securities | $13,240,000 | 4,841 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $13,240,000 | 4,674 |
| Securities issued by states & political subdivisions | $1,149,000 | 4,984 |
| Other domestic debt securities | $1,533,000 | 2,422 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,533,000 | 2,118 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,166,000 | 3,998 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,149,000 | 3,399 |
| Available-for-sale securities (fair market value) | $14,773,000 | 4,816 |
| Total debt securities | $15,922,000 | 5,237 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $14,561,000 | 5,535 |
| U.S. Government securities | $10,227,000 | 5,524 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $10,227,000 | 5,328 |
| Securities issued by states & political subdivisions | $1,274,000 | 4,887 |
| Other domestic debt securities | $3,060,000 | 1,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,060,000 | 1,558 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,274,000 | 3,399 |
| Available-for-sale securities (fair market value) | $13,287,000 | 5,020 |
| Total debt securities | $14,561,000 | 5,440 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $14,347,000 | 5,504 |
| U.S. Government securities | $8,240,000 | 6,023 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $8,240,000 | 5,790 |
| Securities issued by states & political subdivisions | $1,435,000 | 4,791 |
| Other domestic debt securities | $4,672,000 | 1,485 |
| 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 | $4,672,000 | 1,196 |
| 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) | $1,435,000 | 3,515 |
| Available-for-sale securities (fair market value) | $12,912,000 | 4,963 |
| Total debt securities | $14,347,000 | 5,412 |
| 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 | $12,521,000 | 6,102 |
| U.S. Government securities | $10,111,000 | 5,808 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $10,111,000 | 5,493 |
| Securities issued by states & political subdivisions | $1,767,000 | 4,561 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $643,000 | 3,302 |
| 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) | $1,497,000 | 4,152 |
| Available-for-sale securities (fair market value) | $11,024,000 | 5,459 |
| Total debt securities | $11,878,000 | 6,133 |
| 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 | $10,008,000 | 7,071 |
| U.S. Government securities | $6,927,000 | 7,201 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $6,927,000 | 6,674 |
| Securities issued by states & political subdivisions | $1,000,000 | 5,618 |
| Other domestic debt securities | $1,490,000 | 2,062 |
| 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 | $1,490,000 | 1,726 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $591,000 | 3,379 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,000,000 | 3,920 |
| 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) | $1,000,000 | 4,856 |
| Available-for-sale securities (fair market value) | $9,008,000 | 6,150 |
| Total debt securities | $9,417,000 | 7,137 |
| 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 | $10,115,000 | 7,067 |
| U.S. Government securities | $7,019,000 | 7,136 |
| U.S. Treasury securities | $3,016,000 | 3,168 |
| U.S. Government agency obligations | $4,003,000 | 7,704 |
| Securities issued by states & political subdivisions | $1,118,000 | 5,607 |
| Other domestic debt securities | $1,511,000 | 1,906 |
| 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 | $1,511,000 | 1,554 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $467,000 | 3,727 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 7,158 |
| 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) | $1,118,000 | 5,330 |
| Available-for-sale securities (fair market value) | $8,997,000 | 6,040 |
| Total debt securities | $9,648,000 | 7,073 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $9,912,000 | 7,438 |
| U.S. Government securities | $8,014,000 | 7,253 |
| U.S. Treasury securities | $5,019,000 | 3,185 |
| U.S. Government agency obligations | $2,995,000 | 8,444 |
| Securities issued by states & political subdivisions | $1,538,000 | 5,085 |
| 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 | $360,000 | 4,282 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 7,512 |
| 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) | $1,538,000 | 5,919 |
| Available-for-sale securities (fair market value) | $8,374,000 | 6,242 |
| Total debt securities | $9,552,000 | 7,431 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,189 |
| Fair value | $1,000,000 | 1,212 |
| 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 | $10,924,000 | 7,612 |
| U.S. Government securities | $9,019,000 | 7,387 |
| U.S. Treasury securities | $3,013,000 | 5,021 |
| U.S. Government agency obligations | $6,006,000 | 7,119 |
| Securities issued by states & political subdivisions | $1,646,000 | 5,171 |
| 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 | $259,000 | 4,806 |
| 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) | $1,646,000 | 6,550 |
| Available-for-sale securities (fair market value) | $9,278,000 | 6,206 |
| Total debt securities | $10,665,000 | 7,577 |
| Structured notes | ||
| Amortized cost | $2,001,000 | 1,000 |
| Fair value | $1,987,000 | 1,053 |
| 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 | $11,240,000 | 7,845 |
| U.S. Government securities | $9,544,000 | 7,498 |
| U.S. Treasury securities | $6,565,000 | 3,777 |
| U.S. Government agency obligations | $2,979,000 | 9,023 |
| Securities issued by states & political subdivisions | $1,250,000 | 5,928 |
| Other domestic debt securities | $228,000 | 3,909 |
| 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 | $228,000 | 3,067 |
| Foreign debt securities | NA | NA |
| Equity securities | $218,000 | 4,894 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 8,838 |
| 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) | $1,478,000 | 7,063 |
| Available-for-sale securities (fair market value) | $9,762,000 | 6,221 |
| Total debt securities | $11,022,000 | 7,788 |
| 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 | $13,778,000 | 7,460 |
| U.S. Government securities | $12,406,000 | 6,826 |
| U.S. Treasury securities | $10,459,000 | 3,261 |
| U.S. Government agency obligations | $1,947,000 | 10,005 |
| Securities issued by states & political subdivisions | $950,000 | 6,754 |
| Other domestic debt securities | $226,000 | 4,467 |
| 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 | $226,000 | 3,573 |
| Foreign debt securities | NA | NA |
| Equity securities | $196,000 | 4,837 |
| 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) | $1,176,000 | 10,627 |
| Available-for-sale securities (fair market value) | $12,602,000 | 4,079 |
| Total debt securities | $13,582,000 | 7,400 |
| 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 | $10,936,000 | 8,741 |
| U.S. Government securities | $10,590,000 | 7,761 |
| U.S. Treasury securities | $8,588,000 | 3,944 |
| U.S. Government agency obligations | $2,002,000 | 10,243 |
| Securities issued by states & political subdivisions | $122,000 | 9,187 |
| Other domestic debt securities | $224,000 | 5,169 |
| 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 | $224,000 | 4,051 |
| 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 | $10,936,000 | 8,602 |
| 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 | $13,451,000 | 7,831 |
| U.S. Government securities | $12,768,000 | 6,967 |
| U.S. Treasury securities | $11,668,000 | 3,094 |
| U.S. Government agency obligations | $1,100,000 | 11,449 |
| Securities issued by states & political subdivisions | $225,000 | 8,646 |
| Other domestic debt securities | $458,000 | 5,246 |
| 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 | $458,000 | 3,981 |
| 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 | $350,000 | 10,136 |
| 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 | $13,451,000 | 7,712 |
| 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 |