Home > Commodore Bank > Securities
Commodore Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $26,874,000 | 3,306 |
| U.S. Government securities | $25,072,000 | 2,683 |
| U.S. Treasury securities | $3,822,000 | 2,000 |
| U.S. Government agency obligations | $21,250,000 | 2,526 |
| Securities issued by states & political subdivisions | $1,802,000 | 3,368 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,553,000 | 2,133 |
| Mortgage-backed securities | $10,244,000 | 2,561 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,244,000 | 2,025 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $26,874,000 | 3,050 |
| Total debt securities | $26,873,000 | 3,282 |
| 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 | $26,778,000 | 3,320 |
| U.S. Government securities | $25,084,000 | 2,686 |
| U.S. Treasury securities | $3,756,000 | 2,068 |
| U.S. Government agency obligations | $21,328,000 | 2,501 |
| Securities issued by states & political subdivisions | $1,694,000 | 3,402 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,857,000 | 2,247 |
| Mortgage-backed securities | $10,052,000 | 2,556 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,052,000 | 2,031 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $26,778,000 | 3,056 |
| Total debt securities | $26,779,000 | 3,296 |
| 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 | $27,474,000 | 3,352 |
| U.S. Government securities | $25,757,000 | 2,702 |
| U.S. Treasury securities | $3,752,000 | 2,107 |
| U.S. Government agency obligations | $22,005,000 | 2,527 |
| Securities issued by states & political subdivisions | $1,717,000 | 3,443 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,425,000 | 2,077 |
| Mortgage-backed securities | $10,756,000 | 2,544 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,756,000 | 2,020 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $27,474,000 | 3,090 |
| Total debt securities | $27,476,000 | 3,328 |
| 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 | $27,975,000 | 3,415 |
| U.S. Government securities | $26,250,000 | 2,760 |
| U.S. Treasury securities | $3,772,000 | 2,175 |
| U.S. Government agency obligations | $22,478,000 | 2,511 |
| Securities issued by states & political subdivisions | $1,725,000 | 3,499 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,962,000 | 3,061 |
| Mortgage-backed securities | $11,134,000 | 2,564 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,134,000 | 2,036 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $27,975,000 | 3,148 |
| Total debt securities | $27,975,000 | 3,388 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,040 |
| Fair value | $491,000 | 1,050 |
| 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 | $28,100,000 | 3,446 |
| U.S. Government securities | $25,974,000 | 2,797 |
| U.S. Treasury securities | $3,732,000 | 2,231 |
| U.S. Government agency obligations | $22,242,000 | 2,521 |
| Securities issued by states & political subdivisions | $2,126,000 | 3,469 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,754,000 | 3,206 |
| Mortgage-backed securities | $11,515,000 | 2,573 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,515,000 | 2,020 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $28,100,000 | 3,177 |
| Total debt securities | $28,099,000 | 3,420 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,066 |
| Fair value | $486,000 | 1,076 |
| 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 | $28,131,000 | 3,456 |
| U.S. Government securities | $26,086,000 | 2,824 |
| U.S. Treasury securities | $3,722,000 | 2,266 |
| U.S. Government agency obligations | $22,364,000 | 2,548 |
| Securities issued by states & political subdivisions | $2,045,000 | 3,525 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,872,000 | 2,411 |
| Mortgage-backed securities | $11,645,000 | 2,566 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,645,000 | 2,022 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $28,131,000 | 3,187 |
| Total debt securities | $28,130,000 | 3,428 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,055 |
| Fair value | $485,000 | 1,063 |
| 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 | $27,110,000 | 3,510 |
| U.S. Government securities | $25,022,000 | 2,910 |
| U.S. Treasury securities | $3,279,000 | 2,271 |
| U.S. Government agency obligations | $21,743,000 | 2,607 |
| Securities issued by states & political subdivisions | $2,088,000 | 3,569 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,851,000 | 2,417 |
| Mortgage-backed securities | $12,304,000 | 2,573 |
| Certificates of participation in pools of residential mortgages | $12,304,000 | 2,078 |
| Issued or guaranteed by U.S. | $12,304,000 | 2,029 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $27,110,000 | 3,257 |
| Total debt securities | $27,112,000 | 3,492 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,031 |
| Fair value | $494,000 | 1,039 |
| 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 | $27,637,000 | 3,446 |
| U.S. Government securities | $25,358,000 | 2,811 |
| U.S. Treasury securities | $2,398,000 | 2,167 |
| U.S. Government agency obligations | $22,960,000 | 2,535 |
| Securities issued by states & political subdivisions | $2,279,000 | 3,536 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,838,000 | 2,322 |
| Mortgage-backed securities | $13,702,000 | 2,518 |
| Certificates of participation in pools of residential mortgages | $13,702,000 | 2,007 |
| Issued or guaranteed by U.S. | $13,702,000 | 1,963 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $27,637,000 | 3,223 |
| Total debt securities | $27,638,000 | 3,424 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $27,476,000 | 3,364 |
| U.S. Government securities | $24,903,000 | 2,672 |
| U.S. Treasury securities | $1,502,000 | 1,861 |
| U.S. Government agency obligations | $23,401,000 | 2,507 |
| Securities issued by states & political subdivisions | $2,573,000 | 3,533 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,557,000 | 2,397 |
| Mortgage-backed securities | $15,233,000 | 2,436 |
| Certificates of participation in pools of residential mortgages | $15,233,000 | 1,918 |
| Issued or guaranteed by U.S. | $15,233,000 | 1,866 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $27,476,000 | 3,176 |
| Total debt securities | $27,475,000 | 3,344 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $23,133,000 | 3,508 |
| U.S. Government securities | $20,552,000 | 2,837 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $20,552,000 | 2,624 |
| Securities issued by states & political subdivisions | $2,581,000 | 3,554 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,360,000 | 2,389 |
| Mortgage-backed securities | $14,299,000 | 2,513 |
| Certificates of participation in pools of residential mortgages | $14,299,000 | 1,974 |
| Issued or guaranteed by U.S. | $14,299,000 | 1,919 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $23,133,000 | 3,303 |
| Total debt securities | $23,132,000 | 3,487 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $21,025,000 | 3,561 |
| U.S. Government securities | $18,426,000 | 2,920 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $18,426,000 | 2,719 |
| Securities issued by states & political subdivisions | $2,599,000 | 3,559 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,543,000 | 2,419 |
| Mortgage-backed securities | $13,191,000 | 2,535 |
| Certificates of participation in pools of residential mortgages | $13,191,000 | 2,009 |
| Issued or guaranteed by U.S. | $13,191,000 | 1,958 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $21,025,000 | 3,360 |
| Total debt securities | $21,025,000 | 3,539 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $19,203,000 | 3,557 |
| U.S. Government securities | $16,623,000 | 2,888 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $16,623,000 | 2,720 |
| Securities issued by states & political subdivisions | $2,580,000 | 3,554 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,826,000 | 2,377 |
| Mortgage-backed securities | $12,871,000 | 2,505 |
| Certificates of participation in pools of residential mortgages | $12,871,000 | 1,964 |
| Issued or guaranteed by U.S. | $12,871,000 | 1,910 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $19,203,000 | 3,348 |
| Total debt securities | $19,203,000 | 3,531 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $17,283,000 | 3,569 |
| U.S. Government securities | $14,691,000 | 2,875 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $14,691,000 | 2,741 |
| Securities issued by states & political subdivisions | $2,592,000 | 3,546 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,502,000 | 2,756 |
| Mortgage-backed securities | $12,191,000 | 2,477 |
| Certificates of participation in pools of residential mortgages | $12,191,000 | 1,917 |
| Issued or guaranteed by U.S. | $12,191,000 | 1,868 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $17,283,000 | 3,354 |
| Total debt securities | $17,283,000 | 3,547 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $15,512,000 | 3,618 |
| U.S. Government securities | $12,390,000 | 3,037 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $12,390,000 | 2,889 |
| Securities issued by states & political subdivisions | $3,122,000 | 3,395 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,530,000 | 2,542 |
| Mortgage-backed securities | $10,889,000 | 2,564 |
| Certificates of participation in pools of residential mortgages | $10,889,000 | 2,001 |
| Issued or guaranteed by U.S. | $10,889,000 | 1,942 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $15,512,000 | 3,395 |
| Total debt securities | $15,511,000 | 3,594 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $16,640,000 | 3,540 |
| U.S. Government securities | $13,514,000 | 2,959 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $13,514,000 | 2,818 |
| Securities issued by states & political subdivisions | $3,126,000 | 3,384 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,100,000 | 3,044 |
| Mortgage-backed securities | $11,514,000 | 2,516 |
| Certificates of participation in pools of residential mortgages | $11,514,000 | 1,913 |
| Issued or guaranteed by U.S. | $11,514,000 | 1,865 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $16,640,000 | 3,309 |
| Total debt securities | $16,640,000 | 3,517 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $16,683,000 | 3,515 |
| U.S. Government securities | $13,514,000 | 2,985 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $13,514,000 | 2,835 |
| Securities issued by states & political subdivisions | $3,169,000 | 3,315 |
| 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 | $7,495,000 | 2,834 |
| Mortgage-backed securities | $12,012,000 | 2,490 |
| Certificates of participation in pools of residential mortgages | $12,012,000 | 1,861 |
| Issued or guaranteed by U.S. | $12,012,000 | 1,807 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $16,683,000 | 3,286 |
| Total debt securities | $16,683,000 | 3,490 |
| Structured notes | ||
| Amortized cost | $1,501,000 | 246 |
| Fair value | $1,502,000 | 247 |
| 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 | $21,297,000 | 3,287 |
| U.S. Government securities | $18,001,000 | 2,715 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $18,001,000 | 2,553 |
| Securities issued by states & political subdivisions | $3,296,000 | 3,296 |
| 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 | $5,245,000 | 3,183 |
| Mortgage-backed securities | $11,033,000 | 2,518 |
| Certificates of participation in pools of residential mortgages | $11,033,000 | 1,900 |
| Issued or guaranteed by U.S. | $11,033,000 | 1,848 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $21,297,000 | 3,068 |
| Total debt securities | $21,296,000 | 3,266 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 243 |
| Fair value | $2,482,000 | 252 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $22,428,000 | 3,249 |
| U.S. Government securities | $18,612,000 | 2,710 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $18,612,000 | 2,556 |
| Securities issued by states & political subdivisions | $3,816,000 | 3,231 |
| 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 | $7,079,000 | 2,974 |
| Mortgage-backed securities | $11,134,000 | 2,512 |
| Certificates of participation in pools of residential mortgages | $11,134,000 | 1,882 |
| Issued or guaranteed by U.S. | $11,134,000 | 1,825 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $22,428,000 | 3,029 |
| Total debt securities | $22,427,000 | 3,227 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 300 |
| Fair value | $2,988,000 | 298 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $23,812,000 | 3,233 |
| U.S. Government securities | $19,173,000 | 2,713 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $19,173,000 | 2,555 |
| Securities issued by states & political subdivisions | $4,639,000 | 3,123 |
| 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 | $9,875,000 | 2,720 |
| Mortgage-backed securities | $11,713,000 | 2,472 |
| Certificates of participation in pools of residential mortgages | $11,713,000 | 1,821 |
| Issued or guaranteed by U.S. | $11,713,000 | 1,786 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $23,812,000 | 3,001 |
| Total debt securities | $23,813,000 | 3,213 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 337 |
| Fair value | $2,965,000 | 340 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $23,944,000 | 3,271 |
| U.S. Government securities | $19,372,000 | 2,727 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $19,372,000 | 2,574 |
| Securities issued by states & political subdivisions | $4,572,000 | 3,202 |
| 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 | $8,134,000 | 2,958 |
| Mortgage-backed securities | $12,085,000 | 2,433 |
| Certificates of participation in pools of residential mortgages | $12,085,000 | 1,793 |
| Issued or guaranteed by U.S. | $12,085,000 | 1,756 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $23,944,000 | 3,029 |
| Total debt securities | $23,943,000 | 3,253 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 346 |
| Fair value | $2,894,000 | 351 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $24,600,000 | 3,274 |
| U.S. Government securities | $19,994,000 | 2,684 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $19,994,000 | 2,542 |
| Securities issued by states & political subdivisions | $4,606,000 | 3,248 |
| 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 | $7,155,000 | 3,092 |
| Mortgage-backed securities | $12,339,000 | 2,417 |
| Certificates of participation in pools of residential mortgages | $12,339,000 | 1,775 |
| Issued or guaranteed by U.S. | $12,339,000 | 1,752 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $24,600,000 | 3,033 |
| Total debt securities | $24,601,000 | 3,255 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 356 |
| Fair value | $2,850,000 | 361 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $25,135,000 | 3,243 |
| U.S. Government securities | $20,107,000 | 2,700 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $20,107,000 | 2,557 |
| Securities issued by states & political subdivisions | $5,028,000 | 3,217 |
| 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 | $7,011,000 | 3,135 |
| Mortgage-backed securities | $12,596,000 | 2,412 |
| Certificates of participation in pools of residential mortgages | $12,596,000 | 1,785 |
| Issued or guaranteed by U.S. | $12,596,000 | 1,775 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $25,135,000 | 2,998 |
| Total debt securities | $25,136,000 | 3,221 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 355 |
| Fair value | $2,787,000 | 365 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $25,437,000 | 3,278 |
| U.S. Government securities | $20,325,000 | 2,699 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $20,325,000 | 2,563 |
| Securities issued by states & political subdivisions | $5,112,000 | 3,254 |
| 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 | $7,982,000 | 3,044 |
| Mortgage-backed securities | $13,261,000 | 2,386 |
| Certificates of participation in pools of residential mortgages | $13,261,000 | 1,766 |
| Issued or guaranteed by U.S. | $13,261,000 | 1,691 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $25,437,000 | 3,022 |
| Total debt securities | $25,437,000 | 3,255 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 357 |
| Fair value | $2,818,000 | 360 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $26,058,000 | 3,270 |
| U.S. Government securities | $20,956,000 | 2,718 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $20,956,000 | 2,595 |
| Securities issued by states & political subdivisions | $5,102,000 | 3,306 |
| 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 | $8,032,000 | 3,072 |
| Mortgage-backed securities | $13,878,000 | 2,343 |
| Certificates of participation in pools of residential mortgages | $13,878,000 | 1,761 |
| Issued or guaranteed by U.S. | $13,878,000 | 1,759 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $26,058,000 | 3,021 |
| Total debt securities | $26,058,000 | 3,250 |
| Structured notes | ||
| Amortized cost | $2,998,000 | 348 |
| Fair value | $2,821,000 | 355 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $26,611,000 | 3,303 |
| U.S. Government securities | $21,411,000 | 2,694 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $21,411,000 | 2,573 |
| Securities issued by states & political subdivisions | $5,200,000 | 3,351 |
| 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 | $7,241,000 | 3,218 |
| Mortgage-backed securities | $14,170,000 | 2,341 |
| Certificates of participation in pools of residential mortgages | $14,170,000 | 1,764 |
| Issued or guaranteed by U.S. | $14,170,000 | 1,763 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $26,611,000 | 3,051 |
| Total debt securities | $26,611,000 | 3,276 |
| Structured notes | ||
| Amortized cost | $2,997,000 | 353 |
| Fair value | $2,888,000 | 351 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $25,906,000 | 3,386 |
| U.S. Government securities | $20,650,000 | 2,782 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $20,650,000 | 2,675 |
| Securities issued by states & political subdivisions | $5,256,000 | 3,380 |
| 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 | $8,596,000 | 3,087 |
| Mortgage-backed securities | $13,326,000 | 2,437 |
| Certificates of participation in pools of residential mortgages | $13,326,000 | 1,871 |
| Issued or guaranteed by U.S. | $13,326,000 | 1,870 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $25,906,000 | 3,122 |
| Total debt securities | $25,906,000 | 3,360 |
| Structured notes | ||
| Amortized cost | $2,997,000 | 366 |
| Fair value | $2,915,000 | 368 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $25,578,000 | 3,454 |
| U.S. Government securities | $20,338,000 | 2,843 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $20,338,000 | 2,726 |
| Securities issued by states & political subdivisions | $5,240,000 | 3,410 |
| 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 | $8,613,000 | 3,103 |
| Mortgage-backed securities | $12,975,000 | 2,495 |
| Certificates of participation in pools of residential mortgages | $12,975,000 | 1,937 |
| Issued or guaranteed by U.S. | $12,975,000 | 1,936 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $25,578,000 | 3,175 |
| Total debt securities | $25,578,000 | 3,429 |
| Structured notes | ||
| Amortized cost | $2,997,000 | 381 |
| Fair value | $2,931,000 | 381 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $25,040,000 | 3,530 |
| U.S. Government securities | $20,564,000 | 2,864 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $20,564,000 | 2,747 |
| Securities issued by states & political subdivisions | $4,476,000 | 3,587 |
| 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 | $8,427,000 | 3,157 |
| Mortgage-backed securities | $13,353,000 | 2,497 |
| Certificates of participation in pools of residential mortgages | $13,353,000 | 1,932 |
| Issued or guaranteed by U.S. | $13,353,000 | 1,932 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $25,040,000 | 3,240 |
| Total debt securities | $25,040,000 | 3,503 |
| Structured notes | ||
| Amortized cost | $2,996,000 | 402 |
| Fair value | $2,873,000 | 404 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $25,830,000 | 3,459 |
| U.S. Government securities | $21,056,000 | 2,830 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $21,056,000 | 2,697 |
| Securities issued by states & political subdivisions | $4,774,000 | 3,542 |
| 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 | $7,177,000 | 3,339 |
| Mortgage-backed securities | $13,879,000 | 2,433 |
| Certificates of participation in pools of residential mortgages | $13,879,000 | 1,912 |
| Issued or guaranteed by U.S. | $13,879,000 | 1,910 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $25,830,000 | 3,169 |
| Total debt securities | $25,830,000 | 3,432 |
| Structured notes | ||
| Amortized cost | $2,996,000 | 389 |
| Fair value | $2,853,000 | 394 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $24,533,000 | 3,555 |
| U.S. Government securities | $20,172,000 | 2,888 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $20,172,000 | 2,777 |
| Securities issued by states & political subdivisions | $4,361,000 | 3,660 |
| 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 | $5,983,000 | 3,593 |
| Mortgage-backed securities | $14,195,000 | 2,412 |
| Certificates of participation in pools of residential mortgages | $14,195,000 | 1,895 |
| Issued or guaranteed by U.S. | $14,195,000 | 1,895 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $24,533,000 | 3,273 |
| Total debt securities | $24,534,000 | 3,527 |
| Structured notes | ||
| Amortized cost | $2,497,000 | 417 |
| Fair value | $2,493,000 | 417 |
| 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 | $24,716,000 | 3,603 |
| U.S. Government securities | $20,332,000 | 2,930 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $20,332,000 | 2,811 |
| Securities issued by states & political subdivisions | $4,384,000 | 3,676 |
| 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 | $4,200,000 | 3,990 |
| Mortgage-backed securities | $13,806,000 | 2,476 |
| Certificates of participation in pools of residential mortgages | $13,806,000 | 1,952 |
| Issued or guaranteed by U.S. | $13,806,000 | 1,948 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $24,716,000 | 3,310 |
| Total debt securities | $24,716,000 | 3,578 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 572 |
| Fair value | $2,002,000 | 528 |
| 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 | $23,829,000 | 3,717 |
| U.S. Government securities | $18,938,000 | 3,116 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $18,938,000 | 3,009 |
| Securities issued by states & political subdivisions | $4,891,000 | 3,565 |
| 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 | $4,200,000 | 4,035 |
| Mortgage-backed securities | $13,457,000 | 2,508 |
| Certificates of participation in pools of residential mortgages | $13,457,000 | 1,993 |
| Issued or guaranteed by U.S. | $13,457,000 | 1,991 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $23,829,000 | 3,404 |
| Total debt securities | $23,829,000 | 3,696 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 782 |
| Fair value | $1,496,000 | 777 |
| 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 | $25,440,000 | 3,637 |
| U.S. Government securities | $20,562,000 | 3,027 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $20,562,000 | 2,909 |
| Securities issued by states & political subdivisions | $4,878,000 | 3,591 |
| 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 | $6,200,000 | 3,684 |
| Mortgage-backed securities | $12,657,000 | 2,597 |
| Certificates of participation in pools of residential mortgages | $12,657,000 | 2,066 |
| Issued or guaranteed by U.S. | $12,657,000 | 2,063 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $25,440,000 | 3,329 |
| Total debt securities | $25,440,000 | 3,613 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 875 |
| Fair value | $1,483,000 | 895 |
| 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 | $26,602,000 | 3,629 |
| U.S. Government securities | $20,408,000 | 3,093 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $20,408,000 | 2,996 |
| Securities issued by states & political subdivisions | $6,194,000 | 3,376 |
| 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 | $4,200,000 | 4,123 |
| Mortgage-backed securities | $12,019,000 | 2,691 |
| Certificates of participation in pools of residential mortgages | $12,019,000 | 2,154 |
| Issued or guaranteed by U.S. | $12,019,000 | 2,153 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $26,602,000 | 3,313 |
| Total debt securities | $26,602,000 | 3,603 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,000 |
| Fair value | $1,491,000 | 1,028 |
| 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 | $27,698,000 | 3,626 |
| U.S. Government securities | $20,979,000 | 3,131 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $20,979,000 | 3,040 |
| Securities issued by states & political subdivisions | $6,719,000 | 3,290 |
| 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 | $4,200,000 | 4,178 |
| Mortgage-backed securities | $12,163,000 | 2,737 |
| Certificates of participation in pools of residential mortgages | $12,163,000 | 2,198 |
| Issued or guaranteed by U.S. | $12,163,000 | 2,197 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $27,698,000 | 3,318 |
| Total debt securities | $27,697,000 | 3,597 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,122 |
| Fair value | $1,474,000 | 1,155 |
| 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 | $27,718,000 | 3,665 |
| U.S. Government securities | $20,794,000 | 3,215 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $20,794,000 | 3,115 |
| Securities issued by states & political subdivisions | $6,924,000 | 3,273 |
| 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 | $4,200,000 | 4,237 |
| Mortgage-backed securities | $11,903,000 | 2,808 |
| Certificates of participation in pools of residential mortgages | $11,903,000 | 2,249 |
| Issued or guaranteed by U.S. | $11,903,000 | 2,249 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $27,718,000 | 3,352 |
| Total debt securities | $27,718,000 | 3,640 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,195 |
| Fair value | $1,479,000 | 1,244 |
| 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 | $27,863,000 | 3,695 |
| U.S. Government securities | $19,824,000 | 3,361 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $19,824,000 | 3,254 |
| Securities issued by states & political subdivisions | $8,039,000 | 3,121 |
| 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 | $4,200,000 | 4,306 |
| Mortgage-backed securities | $9,618,000 | 3,092 |
| Certificates of participation in pools of residential mortgages | $9,618,000 | 2,557 |
| Issued or guaranteed by U.S. | $9,618,000 | 2,552 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $27,863,000 | 3,374 |
| Total debt securities | $27,863,000 | 3,669 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,057 |
| Fair value | $1,963,000 | 1,142 |
| 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 | $30,225,000 | 3,624 |
| U.S. Government securities | $19,726,000 | 3,459 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $19,726,000 | 3,354 |
| Securities issued by states & political subdivisions | $10,499,000 | 2,801 |
| 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 | $4,200,000 | 4,346 |
| Mortgage-backed securities | $9,739,000 | 3,156 |
| Certificates of participation in pools of residential mortgages | $9,739,000 | 2,621 |
| Issued or guaranteed by U.S. | $9,739,000 | 2,618 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $30,225,000 | 3,307 |
| Total debt securities | $30,225,000 | 3,597 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,141 |
| Fair value | $1,930,000 | 1,252 |
| 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 | $31,835,000 | 3,571 |
| U.S. Government securities | $19,663,000 | 3,502 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $19,663,000 | 3,402 |
| Securities issued by states & political subdivisions | $12,172,000 | 2,591 |
| 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 | $4,200,000 | 4,401 |
| Mortgage-backed securities | $9,700,000 | 3,219 |
| Certificates of participation in pools of residential mortgages | $9,700,000 | 2,678 |
| Issued or guaranteed by U.S. | $9,700,000 | 2,678 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $31,835,000 | 3,251 |
| Total debt securities | $31,835,000 | 3,543 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,190 |
| Fair value | $1,916,000 | 1,293 |
| 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 | $31,297,000 | 3,616 |
| U.S. Government securities | $19,288,000 | 3,560 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $19,288,000 | 3,461 |
| Securities issued by states & political subdivisions | $12,009,000 | 2,620 |
| 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 | $4,200,000 | 4,418 |
| Mortgage-backed securities | $9,507,000 | 3,274 |
| Certificates of participation in pools of residential mortgages | $9,507,000 | 2,729 |
| Issued or guaranteed by U.S. | $9,507,000 | 2,728 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $31,297,000 | 3,300 |
| Total debt securities | $31,297,000 | 3,586 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,222 |
| Fair value | $1,867,000 | 1,321 |
| 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 | $32,860,000 | 3,519 |
| U.S. Government securities | $20,202,000 | 3,474 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $20,202,000 | 3,380 |
| Securities issued by states & political subdivisions | $12,658,000 | 2,545 |
| 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 | $4,200,000 | 4,415 |
| Mortgage-backed securities | $10,617,000 | 3,122 |
| Certificates of participation in pools of residential mortgages | $10,617,000 | 2,577 |
| Issued or guaranteed by U.S. | $10,617,000 | 2,577 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $32,860,000 | 3,231 |
| Total debt securities | $32,860,000 | 3,486 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,200 |
| Fair value | $1,818,000 | 1,308 |
| 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 | $34,304,000 | 3,436 |
| U.S. Government securities | $21,945,000 | 3,344 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $21,945,000 | 3,259 |
| Securities issued by states & political subdivisions | $12,359,000 | 2,566 |
| 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 | $6,200,000 | 3,985 |
| Mortgage-backed securities | $11,807,000 | 3,017 |
| Certificates of participation in pools of residential mortgages | $11,807,000 | 2,449 |
| Issued or guaranteed by U.S. | $11,807,000 | 2,447 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $34,304,000 | 3,155 |
| Total debt securities | $34,304,000 | 3,404 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,174 |
| Fair value | $1,841,000 | 1,292 |
| 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 | $35,367,000 | 3,366 |
| U.S. Government securities | $22,294,000 | 3,299 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $22,294,000 | 3,213 |
| Securities issued by states & political subdivisions | $13,073,000 | 2,466 |
| 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 | $4,200,000 | 4,462 |
| Mortgage-backed securities | $11,758,000 | 3,032 |
| Certificates of participation in pools of residential mortgages | $11,758,000 | 2,439 |
| Issued or guaranteed by U.S. | $11,758,000 | 2,437 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $35,367,000 | 3,095 |
| Total debt securities | $35,367,000 | 3,335 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 1,255 |
| Fair value | $1,917,000 | 1,263 |
| 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 | $35,158,000 | 3,418 |
| U.S. Government securities | $22,098,000 | 3,349 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $22,098,000 | 3,270 |
| Securities issued by states & political subdivisions | $13,060,000 | 2,467 |
| 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 | $4,200,000 | 4,493 |
| Mortgage-backed securities | $11,655,000 | 3,089 |
| Certificates of participation in pools of residential mortgages | $11,655,000 | 2,452 |
| Issued or guaranteed by U.S. | $11,655,000 | 2,451 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $35,158,000 | 3,166 |
| Total debt securities | $35,158,000 | 3,386 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 1,103 |
| Fair value | $2,476,000 | 1,120 |
| 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 | $32,374,000 | 3,535 |
| U.S. Government securities | $18,604,000 | 3,643 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $18,604,000 | 3,550 |
| Securities issued by states & political subdivisions | $13,770,000 | 2,354 |
| 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 | $4,200,000 | 4,479 |
| Mortgage-backed securities | $11,800,000 | 3,100 |
| Certificates of participation in pools of residential mortgages | $11,800,000 | 2,445 |
| Issued or guaranteed by U.S. | $11,800,000 | 2,443 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $32,374,000 | 3,275 |
| Total debt securities | $32,374,000 | 3,503 |
| Structured notes | ||
| Amortized cost | $2,809,000 | 1,077 |
| Fair value | $2,793,000 | 1,080 |
| 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 | $34,489,000 | 3,435 |
| U.S. Government securities | $20,885,000 | 3,496 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $20,885,000 | 3,418 |
| Securities issued by states & political subdivisions | $13,604,000 | 2,335 |
| 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 | $4,816,000 | 4,391 |
| Mortgage-backed securities | $16,044,000 | 2,810 |
| Certificates of participation in pools of residential mortgages | $16,044,000 | 2,151 |
| Issued or guaranteed by U.S. | $16,044,000 | 2,150 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $34,489,000 | 3,169 |
| Total debt securities | $34,489,000 | 3,412 |
| Structured notes | ||
| Amortized cost | $2,809,000 | 1,134 |
| Fair value | $2,809,000 | 1,136 |
| 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 | $32,696,000 | 3,560 |
| U.S. Government securities | $19,999,000 | 3,639 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $19,999,000 | 3,564 |
| Securities issued by states & political subdivisions | $12,697,000 | 2,405 |
| 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 | $4,192,000 | 4,582 |
| Mortgage-backed securities | $15,806,000 | 2,874 |
| Certificates of participation in pools of residential mortgages | $15,806,000 | 2,205 |
| Issued or guaranteed by U.S. | $15,806,000 | 2,204 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $32,696,000 | 3,293 |
| Total debt securities | $32,693,000 | 3,532 |
| Structured notes | ||
| Amortized cost | $3,147,000 | 1,205 |
| Fair value | $3,152,000 | 1,206 |
| 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 | $31,643,000 | 3,636 |
| U.S. Government securities | $20,482,000 | 3,679 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $20,482,000 | 3,600 |
| Securities issued by states & political subdivisions | $11,161,000 | 2,501 |
| 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 | $5,265,000 | 4,329 |
| Mortgage-backed securities | $15,217,000 | 2,935 |
| Certificates of participation in pools of residential mortgages | $15,217,000 | 2,261 |
| Issued or guaranteed by U.S. | $15,217,000 | 2,258 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $31,643,000 | 3,365 |
| Total debt securities | $31,643,000 | 3,611 |
| Structured notes | ||
| Amortized cost | $3,146,000 | 1,358 |
| Fair value | $3,160,000 | 1,358 |
| 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 | $29,166,000 | 3,738 |
| U.S. Government securities | $17,756,000 | 3,876 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $17,756,000 | 3,801 |
| Securities issued by states & political subdivisions | $11,410,000 | 2,442 |
| 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 | $5,616,000 | 4,034 |
| Mortgage-backed securities | $12,141,000 | 3,162 |
| Certificates of participation in pools of residential mortgages | $12,141,000 | 2,470 |
| Issued or guaranteed by U.S. | $12,141,000 | 2,466 |
| 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) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $29,166,000 | 3,451 |
| Total debt securities | $29,167,000 | 3,715 |
| Structured notes | ||
| Amortized cost | $3,971,000 | 1,208 |
| Fair value | $3,987,000 | 1,205 |
| 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 | $30,726,000 | 3,558 |
| U.S. Government securities | $19,968,000 | 3,591 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $19,968,000 | 3,511 |
| Securities issued by states & political subdivisions | $10,758,000 | 2,474 |
| 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 | $4,200,000 | 4,405 |
| Mortgage-backed securities | $12,709,000 | 3,047 |
| Certificates of participation in pools of residential mortgages | $12,709,000 | 2,336 |
| Issued or guaranteed by U.S. | $12,709,000 | 2,330 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $30,726,000 | 3,280 |
| Total debt securities | $30,726,000 | 3,526 |
| Structured notes | ||
| Amortized cost | $3,970,000 | 1,253 |
| Fair value | $3,998,000 | 1,247 |
| 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 | $30,825,000 | 3,577 |
| U.S. Government securities | $21,100,000 | 3,544 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $21,100,000 | 3,457 |
| Securities issued by states & political subdivisions | $9,725,000 | 2,554 |
| 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 | $4,200,000 | 4,441 |
| Mortgage-backed securities | $11,822,000 | 3,080 |
| Certificates of participation in pools of residential mortgages | $11,822,000 | 2,394 |
| Issued or guaranteed by U.S. | $11,822,000 | 2,388 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $30,825,000 | 3,278 |
| Total debt securities | $30,825,000 | 3,551 |
| Structured notes | ||
| Amortized cost | $5,140,000 | 1,146 |
| Fair value | $5,105,000 | 1,149 |
| 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 | $30,577,000 | 3,583 |
| U.S. Government securities | $20,793,000 | 3,576 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $20,793,000 | 3,472 |
| Securities issued by states & political subdivisions | $9,784,000 | 2,517 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,200,000 | 4,447 |
| Mortgage-backed securities | $10,725,000 | 3,161 |
| Certificates of participation in pools of residential mortgages | $10,725,000 | 2,460 |
| Issued or guaranteed by U.S. | $10,725,000 | 2,455 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $30,577,000 | 3,293 |
| Total debt securities | $30,577,000 | 3,552 |
| Structured notes | ||
| Amortized cost | $5,139,000 | 1,192 |
| Fair value | $4,953,000 | 1,242 |
| 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 | $30,728,000 | 3,452 |
| U.S. Government securities | $21,335,000 | 3,347 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $21,335,000 | 3,246 |
| Securities issued by states & political subdivisions | $9,393,000 | 2,545 |
| 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 | $4,200,000 | 4,436 |
| Mortgage-backed securities | $12,256,000 | 2,883 |
| Certificates of participation in pools of residential mortgages | $12,256,000 | 2,199 |
| Issued or guaranteed by U.S. | $12,256,000 | 2,193 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $30,728,000 | 3,162 |
| Total debt securities | $30,728,000 | 3,421 |
| Structured notes | ||
| Amortized cost | $5,139,000 | 1,095 |
| Fair value | $4,953,000 | 1,135 |
| 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 | $26,620,000 | 3,740 |
| U.S. Government securities | $16,551,000 | 3,838 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $16,551,000 | 3,733 |
| Securities issued by states & political subdivisions | $10,069,000 | 2,368 |
| 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 | $3,755,000 | 4,637 |
| Mortgage-backed securities | $10,796,000 | 3,059 |
| Certificates of participation in pools of residential mortgages | $10,796,000 | 2,317 |
| Issued or guaranteed by U.S. | $10,796,000 | 2,314 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $26,620,000 | 3,423 |
| Total debt securities | $26,620,000 | 3,701 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 1,737 |
| Fair value | $2,542,000 | 1,703 |
| 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 | $27,133,000 | 3,698 |
| U.S. Government securities | $17,649,000 | 3,745 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $17,649,000 | 3,653 |
| Securities issued by states & political subdivisions | $9,484,000 | 2,345 |
| 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 | $4,200,000 | 4,544 |
| Mortgage-backed securities | $10,484,000 | 3,084 |
| Certificates of participation in pools of residential mortgages | $10,484,000 | 2,362 |
| Issued or guaranteed by U.S. | $10,484,000 | 2,356 |
| 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) | $27,133,000 | 3,382 |
| Total debt securities | $27,133,000 | 3,668 |
| Structured notes | ||
| Amortized cost | $3,997,000 | 1,426 |
| Fair value | $4,034,000 | 1,377 |
| 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 | $26,736,000 | 3,757 |
| U.S. Government securities | $17,868,000 | 3,785 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $17,868,000 | 3,701 |
| Securities issued by states & political subdivisions | $8,868,000 | 2,419 |
| 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 | $4,200,000 | 4,599 |
| Mortgage-backed securities | $10,329,000 | 3,156 |
| Certificates of participation in pools of residential mortgages | $10,329,000 | 2,484 |
| Issued or guaranteed by U.S. | $10,329,000 | 2,479 |
| 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) | $26,736,000 | 3,414 |
| Total debt securities | $26,736,000 | 3,727 |
| Structured notes | ||
| Amortized cost | $3,497,000 | 1,305 |
| Fair value | $3,468,000 | 1,309 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $26,372,000 | 3,759 |
| U.S. Government securities | $17,725,000 | 3,773 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $17,725,000 | 3,697 |
| Securities issued by states & political subdivisions | $8,647,000 | 2,458 |
| 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 | $3,461,000 | 4,887 |
| Mortgage-backed securities | $11,241,000 | 3,108 |
| Certificates of participation in pools of residential mortgages | $11,241,000 | 2,434 |
| Issued or guaranteed by U.S. | $11,241,000 | 2,427 |
| 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) | $26,372,000 | 3,400 |
| Total debt securities | $26,372,000 | 3,725 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,485 |
| Fair value | $1,958,000 | 1,623 |
| 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 | $26,695,000 | 3,764 |
| U.S. Government securities | $18,609,000 | 3,654 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $18,609,000 | 3,584 |
| Securities issued by states & political subdivisions | $8,086,000 | 2,580 |
| 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 | $4,200,000 | 4,638 |
| Mortgage-backed securities | $12,078,000 | 3,055 |
| Certificates of participation in pools of residential mortgages | $12,078,000 | 2,395 |
| Issued or guaranteed by U.S. | $12,078,000 | 2,385 |
| 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) | $26,695,000 | 3,399 |
| Total debt securities | $26,697,000 | 3,728 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,082 |
| Fair value | $1,984,000 | 1,195 |
| 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 | $25,616,000 | 3,818 |
| U.S. Government securities | $17,577,000 | 3,758 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $17,577,000 | 3,676 |
| Securities issued by states & political subdivisions | $8,039,000 | 2,532 |
| 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 | $3,008,000 | 5,113 |
| Mortgage-backed securities | $12,064,000 | 3,091 |
| Certificates of participation in pools of residential mortgages | $12,064,000 | 2,452 |
| Issued or guaranteed by U.S. | $12,064,000 | 2,443 |
| 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) | $25,616,000 | 3,433 |
| Total debt securities | $25,613,000 | 3,783 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 931 |
| Fair value | $1,478,000 | 970 |
| 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 | $26,626,000 | 3,740 |
| U.S. Government securities | $18,928,000 | 3,653 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $18,928,000 | 3,581 |
| Securities issued by states & political subdivisions | $7,698,000 | 2,504 |
| 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 | $3,056,000 | 5,128 |
| Mortgage-backed securities | $13,362,000 | 2,982 |
| Certificates of participation in pools of residential mortgages | $13,362,000 | 2,347 |
| Issued or guaranteed by U.S. | $13,362,000 | 2,336 |
| 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) | $26,626,000 | 3,364 |
| Total debt securities | $26,625,000 | 3,711 |
| Structured notes | ||
| Amortized cost | $1,498,000 | 768 |
| Fair value | $1,503,000 | 739 |
| 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 | $23,983,000 | 3,996 |
| U.S. Government securities | $18,090,000 | 3,799 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $18,090,000 | 3,721 |
| Securities issued by states & political subdivisions | $5,893,000 | 2,897 |
| 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 | $3,795,000 | 4,931 |
| Mortgage-backed securities | $12,975,000 | 2,979 |
| Certificates of participation in pools of residential mortgages | $12,975,000 | 2,365 |
| Issued or guaranteed by U.S. | $12,975,000 | 2,353 |
| 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) | $23,983,000 | 3,576 |
| Total debt securities | $23,982,000 | 3,954 |
| Structured notes | ||
| Amortized cost | $1,498,000 | 806 |
| Fair value | $1,511,000 | 785 |
| 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 | $23,961,000 | 3,913 |
| U.S. Government securities | $20,116,000 | 3,492 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $20,116,000 | 3,422 |
| Securities issued by states & political subdivisions | $3,845,000 | 3,444 |
| 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 | $4,644,000 | 4,643 |
| Mortgage-backed securities | $14,162,000 | 2,765 |
| Certificates of participation in pools of residential mortgages | $14,162,000 | 2,152 |
| Issued or guaranteed by U.S. | $14,162,000 | 2,141 |
| 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) | $23,961,000 | 3,487 |
| Total debt securities | $23,957,000 | 3,881 |
| Structured notes | ||
| Amortized cost | $1,498,000 | 784 |
| Fair value | $1,465,000 | 789 |
| 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 | $22,709,000 | 4,118 |
| U.S. Government securities | $18,782,000 | 3,698 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $18,782,000 | 3,627 |
| Securities issued by states & political subdivisions | $3,927,000 | 3,427 |
| 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 | $4,638,000 | 4,633 |
| Mortgage-backed securities | $13,344,000 | 2,809 |
| Certificates of participation in pools of residential mortgages | $13,344,000 | 2,219 |
| Issued or guaranteed by U.S. | $13,344,000 | 2,209 |
| 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) | $22,709,000 | 3,667 |
| Total debt securities | $22,709,000 | 4,069 |
| Structured notes | ||
| Amortized cost | $1,498,000 | 825 |
| Fair value | $1,464,000 | 829 |
| 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 | $21,695,000 | 4,211 |
| U.S. Government securities | $18,038,000 | 3,775 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $18,038,000 | 3,710 |
| Securities issued by states & political subdivisions | $3,657,000 | 3,543 |
| 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 | $5,294,000 | 4,384 |
| Mortgage-backed securities | $11,944,000 | 2,903 |
| Certificates of participation in pools of residential mortgages | $11,944,000 | 2,284 |
| Issued or guaranteed by U.S. | $11,944,000 | 2,273 |
| 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) | $21,695,000 | 3,776 |
| Total debt securities | $21,694,000 | 4,160 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,057 |
| Fair value | $1,007,000 | 1,111 |
| 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 | $25,283,000 | 3,856 |
| U.S. Government securities | $21,309,000 | 3,418 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $21,309,000 | 3,353 |
| Securities issued by states & political subdivisions | $3,974,000 | 3,425 |
| 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 | $5,500,000 | 4,371 |
| Mortgage-backed securities | $11,783,000 | 2,674 |
| Certificates of participation in pools of residential mortgages | $11,783,000 | 2,080 |
| Issued or guaranteed by U.S. | $11,783,000 | 2,070 |
| 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) | $25,283,000 | 3,418 |
| Total debt securities | $25,283,000 | 3,799 |
| Structured notes | ||
| Amortized cost | $2,497,000 | 918 |
| Fair value | $2,503,000 | 901 |
| 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 | $27,038,000 | 3,680 |
| U.S. Government securities | $22,131,000 | 3,375 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $22,131,000 | 3,308 |
| Securities issued by states & political subdivisions | $4,907,000 | 3,105 |
| 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 | $5,500,000 | 4,380 |
| Mortgage-backed securities | $12,202,000 | 2,448 |
| Certificates of participation in pools of residential mortgages | $12,202,000 | 1,878 |
| Issued or guaranteed by U.S. | $12,202,000 | 1,870 |
| 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) | $27,038,000 | 3,257 |
| Total debt securities | $27,037,000 | 3,634 |
| Structured notes | ||
| Amortized cost | $2,497,000 | 1,099 |
| Fair value | $2,495,000 | 1,087 |
| 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 | $27,980,000 | 3,587 |
| U.S. Government securities | $22,801,000 | 3,311 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $22,801,000 | 3,234 |
| Securities issued by states & political subdivisions | $5,179,000 | 3,027 |
| 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 | $10,233,000 | 3,378 |
| Mortgage-backed securities | $12,568,000 | 2,349 |
| Certificates of participation in pools of residential mortgages | $12,568,000 | 1,793 |
| Issued or guaranteed by U.S. | $12,568,000 | 1,787 |
| 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) | $27,980,000 | 3,144 |
| Total debt securities | $27,980,000 | 3,546 |
| Structured notes | ||
| Amortized cost | $2,496,000 | 1,162 |
| Fair value | $2,458,000 | 1,163 |
| 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 | $27,928,000 | 3,623 |
| U.S. Government securities | $22,674,000 | 3,356 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $22,674,000 | 3,266 |
| Securities issued by states & political subdivisions | $5,254,000 | 3,015 |
| 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 | $9,895,000 | 3,450 |
| Mortgage-backed securities | $12,778,000 | 2,323 |
| Certificates of participation in pools of residential mortgages | $12,778,000 | 1,780 |
| Issued or guaranteed by U.S. | $12,778,000 | 1,774 |
| 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) | $27,928,000 | 3,177 |
| Total debt securities | $27,927,000 | 3,584 |
| Structured notes | ||
| Amortized cost | $2,494,000 | 1,220 |
| Fair value | $2,476,000 | 1,209 |
| 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 | $31,364,000 | 3,358 |
| U.S. Government securities | $25,825,000 | 3,086 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $25,825,000 | 3,001 |
| Securities issued by states & political subdivisions | $5,539,000 | 2,957 |
| 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 | $8,790,000 | 3,624 |
| Mortgage-backed securities | $13,962,000 | 2,206 |
| Certificates of participation in pools of residential mortgages | $13,962,000 | 1,680 |
| Issued or guaranteed by U.S. | $13,962,000 | 1,672 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $31,364,000 | 2,919 |
| Total debt securities | $31,364,000 | 3,313 |
| Structured notes | ||
| Amortized cost | $3,992,000 | 914 |
| Fair value | $3,958,000 | 901 |
| 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 | $29,249,000 | 3,558 |
| U.S. Government securities | $23,049,000 | 3,375 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $23,049,000 | 3,277 |
| Securities issued by states & political subdivisions | $6,200,000 | 2,767 |
| 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 | $9,340,000 | 3,540 |
| Mortgage-backed securities | $13,709,000 | 2,239 |
| Certificates of participation in pools of residential mortgages | $13,709,000 | 1,718 |
| Issued or guaranteed by U.S. | $13,709,000 | 1,707 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $29,249,000 | 3,093 |
| Total debt securities | $29,249,000 | 3,507 |
| Structured notes | ||
| Amortized cost | $3,496,000 | 1,098 |
| Fair value | $3,447,000 | 1,099 |
| 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 | $28,311,000 | 3,629 |
| U.S. Government securities | $22,332,000 | 3,481 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $22,332,000 | 3,368 |
| Securities issued by states & political subdivisions | $5,979,000 | 2,803 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,140,000 | 3,569 |
| Mortgage-backed securities | $13,192,000 | 2,276 |
| Certificates of participation in pools of residential mortgages | $13,192,000 | 1,775 |
| Issued or guaranteed by U.S. | $13,192,000 | 1,765 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $28,311,000 | 3,161 |
| Total debt securities | $28,312,000 | 3,575 |
| Structured notes | ||
| Amortized cost | $3,995,000 | 1,040 |
| Fair value | $3,866,000 | 1,051 |
| 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 | $26,109,000 | 3,901 |
| U.S. Government securities | $20,988,000 | 3,662 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $20,988,000 | 3,552 |
| Securities issued by states & political subdivisions | $5,121,000 | 3,037 |
| 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 | $8,536,000 | 3,689 |
| Mortgage-backed securities | $12,740,000 | 2,358 |
| Certificates of participation in pools of residential mortgages | $12,740,000 | 1,846 |
| Issued or guaranteed by U.S. | $12,740,000 | 1,834 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $26,109,000 | 3,404 |
| Total debt securities | $26,109,000 | 3,846 |
| Structured notes | ||
| Amortized cost | $3,994,000 | 1,054 |
| Fair value | $3,896,000 | 1,060 |
| 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 | $24,479,000 | 4,101 |
| U.S. Government securities | $19,805,000 | 3,821 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $19,805,000 | 3,685 |
| Securities issued by states & political subdivisions | $4,674,000 | 3,190 |
| 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 | $7,150,000 | 3,979 |
| Mortgage-backed securities | $12,519,000 | 2,408 |
| Certificates of participation in pools of residential mortgages | $12,519,000 | 1,886 |
| Issued or guaranteed by U.S. | $12,519,000 | 1,873 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $24,479,000 | 3,542 |
| Total debt securities | $24,479,000 | 4,039 |
| Structured notes | ||
| Amortized cost | $3,994,000 | 1,057 |
| Fair value | $3,907,000 | 1,057 |
| 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 | $24,863,000 | 4,023 |
| U.S. Government securities | $19,918,000 | 3,776 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $19,918,000 | 3,638 |
| Securities issued by states & political subdivisions | $4,945,000 | 3,086 |
| 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 | $6,895,000 | 4,045 |
| Mortgage-backed securities | $12,528,000 | 2,415 |
| Certificates of participation in pools of residential mortgages | $12,528,000 | 1,907 |
| Issued or guaranteed by U.S. | $12,528,000 | 1,893 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $24,863,000 | 3,476 |
| Total debt securities | $24,862,000 | 3,963 |
| Structured notes | ||
| Amortized cost | $3,495,000 | 1,141 |
| Fair value | $3,454,000 | 1,137 |
| 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 | $25,170,000 | 4,020 |
| U.S. Government securities | $20,264,000 | 3,760 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $20,264,000 | 3,638 |
| Securities issued by states & political subdivisions | $4,906,000 | 3,081 |
| 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 | $6,916,000 | 4,027 |
| Mortgage-backed securities | $13,348,000 | 2,401 |
| Certificates of participation in pools of residential mortgages | $13,348,000 | 1,890 |
| Issued or guaranteed by U.S. | $13,348,000 | 1,876 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $25,170,000 | 3,486 |
| Total debt securities | $25,171,000 | 3,958 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,110 |
| Fair value | $3,466,000 | 1,140 |
| 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 | $25,747,000 | 4,025 |
| U.S. Government securities | $20,967,000 | 3,740 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $20,967,000 | 3,611 |
| Securities issued by states & political subdivisions | $4,780,000 | 3,106 |
| 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 | $5,831,000 | 4,360 |
| Mortgage-backed securities | $14,644,000 | 2,337 |
| Certificates of participation in pools of residential mortgages | $14,644,000 | 1,830 |
| Issued or guaranteed by U.S. | $14,644,000 | 1,818 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $25,747,000 | 3,480 |
| Total debt securities | $25,747,000 | 3,968 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,108 |
| Fair value | $3,419,000 | 1,144 |
| 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 | $25,760,000 | 4,028 |
| U.S. Government securities | $20,985,000 | 3,751 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $20,985,000 | 3,624 |
| Securities issued by states & political subdivisions | $4,775,000 | 3,140 |
| 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 | $5,918,000 | 4,323 |
| Mortgage-backed securities | $15,067,000 | 2,329 |
| Certificates of participation in pools of residential mortgages | $15,067,000 | 1,819 |
| Issued or guaranteed by U.S. | $15,067,000 | 1,811 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $25,760,000 | 3,486 |
| Total debt securities | $25,760,000 | 3,961 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,089 |
| Fair value | $3,465,000 | 1,120 |
| 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 | $23,869,000 | 4,235 |
| U.S. Government securities | $19,924,000 | 3,845 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $19,924,000 | 3,708 |
| Securities issued by states & political subdivisions | $3,945,000 | 3,444 |
| 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 | $6,950,000 | 4,024 |
| Mortgage-backed securities | $12,974,000 | 2,550 |
| Certificates of participation in pools of residential mortgages | $12,974,000 | 2,026 |
| Issued or guaranteed by U.S. | $12,974,000 | 2,019 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $23,869,000 | 3,657 |
| Total debt securities | $23,869,000 | 4,164 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 984 |
| Fair value | $3,985,000 | 1,019 |
| 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 | $25,267,000 | 4,137 |
| U.S. Government securities | $21,379,000 | 3,749 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $21,379,000 | 3,614 |
| Securities issued by states & political subdivisions | $3,888,000 | 3,457 |
| 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 | $3,462,000 | 5,179 |
| Mortgage-backed securities | $14,650,000 | 2,402 |
| Certificates of participation in pools of residential mortgages | $14,650,000 | 1,876 |
| Issued or guaranteed by U.S. | $14,650,000 | 1,866 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $25,267,000 | 3,577 |
| Total debt securities | $25,267,000 | 4,067 |
| Structured notes | ||
| Amortized cost | $3,499,000 | 1,102 |
| Fair value | $3,380,000 | 1,117 |
| 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 | $23,722,000 | 4,303 |
| U.S. Government securities | $20,475,000 | 3,791 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $20,475,000 | 3,659 |
| Securities issued by states & political subdivisions | $3,247,000 | 3,717 |
| 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 | $3,265,000 | 5,208 |
| Mortgage-backed securities | $13,974,000 | 2,531 |
| Certificates of participation in pools of residential mortgages | $13,974,000 | 1,982 |
| Issued or guaranteed by U.S. | $13,974,000 | 1,972 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $23,722,000 | 3,735 |
| Total debt securities | $23,722,000 | 4,228 |
| Structured notes | ||
| Amortized cost | $3,499,000 | 958 |
| Fair value | $3,514,000 | 959 |
| 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 | $25,434,000 | 4,164 |
| U.S. Government securities | $22,597,000 | 3,598 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $22,597,000 | 3,472 |
| Securities issued by states & political subdivisions | $2,837,000 | 3,937 |
| 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 | $1,269,000 | 6,322 |
| Mortgage-backed securities | $15,139,000 | 2,403 |
| Certificates of participation in pools of residential mortgages | $15,139,000 | 1,891 |
| Issued or guaranteed by U.S. | $15,139,000 | 1,878 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $25,434,000 | 3,593 |
| Total debt securities | $25,434,000 | 4,091 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 1,085 |
| Fair value | $2,473,000 | 1,095 |
| 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 | $24,310,000 | 4,227 |
| U.S. Government securities | $21,721,000 | 3,592 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $21,721,000 | 3,461 |
| Securities issued by states & political subdivisions | $2,589,000 | 4,081 |
| 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 | $1,361,000 | 6,274 |
| Mortgage-backed securities | $14,275,000 | 2,476 |
| Certificates of participation in pools of residential mortgages | $14,275,000 | 1,952 |
| Issued or guaranteed by U.S. | $14,275,000 | 1,943 |
| 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) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $24,310,000 | 3,633 |
| Total debt securities | $24,311,000 | 4,135 |
| Structured notes | ||
| Amortized cost | $2,499,000 | 917 |
| Fair value | $2,464,000 | 927 |
| 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 | $23,083,000 | 4,268 |
| U.S. Government securities | $20,810,000 | 3,601 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $20,810,000 | 3,457 |
| Securities issued by states & political subdivisions | $2,273,000 | 4,196 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,573,000 | 6,105 |
| Mortgage-backed securities | $15,192,000 | 2,423 |
| Certificates of participation in pools of residential mortgages | $15,192,000 | 1,833 |
| Issued or guaranteed by U.S. | $15,192,000 | 1,821 |
| 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) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $23,083,000 | 3,697 |
| Total debt securities | $23,079,000 | 4,185 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,048 |
| Fair value | $1,516,000 | 1,023 |
| 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 | $22,734,000 | 4,297 |
| U.S. Government securities | $19,865,000 | 3,717 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $19,865,000 | 3,554 |
| Securities issued by states & political subdivisions | $2,869,000 | 3,836 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,380,000 | 6,284 |
| Mortgage-backed securities | $15,191,000 | 2,425 |
| Certificates of participation in pools of residential mortgages | $15,191,000 | 1,811 |
| Issued or guaranteed by U.S. | $15,191,000 | 1,805 |
| 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) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $22,734,000 | 3,699 |
| Total debt securities | $22,734,000 | 4,212 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 681 |
| Fair value | $2,000,000 | 675 |
| 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 | $22,753,000 | 4,273 |
| U.S. Government securities | $19,883,000 | 3,718 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $19,883,000 | 3,555 |
| Securities issued by states & political subdivisions | $2,870,000 | 3,820 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,478,000 | 6,250 |
| Mortgage-backed securities | $15,788,000 | 2,323 |
| Certificates of participation in pools of residential mortgages | $15,788,000 | 1,718 |
| Issued or guaranteed by U.S. | $15,788,000 | 1,709 |
| 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) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $22,753,000 | 3,669 |
| Total debt securities | $22,750,000 | 4,184 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 646 |
| Fair value | $1,501,000 | 656 |
| 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 | $21,329,000 | 4,319 |
| U.S. Government securities | $17,969,000 | 3,847 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $17,969,000 | 3,661 |
| Securities issued by states & political subdivisions | $3,360,000 | 3,560 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $693,000 | 7,009 |
| Mortgage-backed securities | $13,905,000 | 2,341 |
| Certificates of participation in pools of residential mortgages | $13,905,000 | 1,693 |
| Issued or guaranteed by U.S. | $13,905,000 | 1,683 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $21,329,000 | 3,660 |
| Total debt securities | $21,329,000 | 4,233 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 323 |
| Fair value | $1,000,000 | 366 |
| 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 | $19,789,000 | 4,679 |
| U.S. Government securities | $12,345,000 | 5,182 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $12,345,000 | 4,856 |
| Securities issued by states & political subdivisions | $7,141,000 | 2,172 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $303,000 | 4,955 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,546,000 | 1,880 |
| Mortgage-backed securities | $8,367,000 | 2,569 |
| Certificates of participation in pools of residential mortgages | $8,367,000 | 1,947 |
| Issued or guaranteed by U.S. | $8,367,000 | 1,935 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $19,789,000 | 3,826 |
| Total debt securities | $19,486,000 | 4,585 |
| 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 | $19,340,000 | 4,966 |
| U.S. Government securities | $12,578,000 | 5,364 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $12,578,000 | 4,853 |
| Securities issued by states & political subdivisions | $6,480,000 | 2,446 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $282,000 | 4,985 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $775,000 | 7,417 |
| Mortgage-backed securities | $9,227,000 | 2,641 |
| Certificates of participation in pools of residential mortgages | $9,227,000 | 1,979 |
| Issued or guaranteed by U.S. | $9,227,000 | 1,969 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $19,340,000 | 3,993 |
| Total debt securities | $19,058,000 | 4,891 |
| 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 | $19,286,000 | 4,939 |
| U.S. Government securities | $12,822,000 | 5,291 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $12,822,000 | 4,537 |
| Securities issued by states & political subdivisions | $6,201,000 | 2,546 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $263,000 | 4,895 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $975,000 | 7,256 |
| Mortgage-backed securities | $7,764,000 | 3,116 |
| Certificates of participation in pools of residential mortgages | $7,764,000 | 2,327 |
| Issued or guaranteed by U.S. | $7,764,000 | 2,311 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $19,286,000 | 3,896 |
| Total debt securities | $19,023,000 | 4,874 |
| 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 | $9,564,000 | 7,543 |
| U.S. Government securities | $7,023,000 | 7,648 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $7,023,000 | 6,344 |
| Securities issued by states & political subdivisions | $2,377,000 | 4,286 |
| 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 | $164,000 | 5,723 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,360,000 | 7,112 |
| Mortgage-backed securities | $3,986,000 | 4,267 |
| Certificates of participation in pools of residential mortgages | $3,986,000 | 3,282 |
| Issued or guaranteed by U.S. | $3,986,000 | 3,268 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $9,564,000 | 5,868 |
| Total debt securities | $9,400,000 | 7,468 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $10,629,000 | 7,720 |
| U.S. Government securities | $9,232,000 | 7,315 |
| U.S. Treasury securities | $502,000 | 7,995 |
| U.S. Government agency obligations | $8,730,000 | 5,943 |
| Securities issued by states & political subdivisions | $1,397,000 | 5,488 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,344,000 | 7,438 |
| Mortgage-backed securities | $3,696,000 | 4,845 |
| Certificates of participation in pools of residential mortgages | $3,696,000 | 3,729 |
| Issued or guaranteed by U.S. | $3,696,000 | 3,707 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $10,629,000 | 5,800 |
| Total debt securities | $10,629,000 | 7,587 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $11,359,000 | 7,816 |
| U.S. Government securities | $9,263,000 | 7,603 |
| U.S. Treasury securities | $509,000 | 9,273 |
| U.S. Government agency obligations | $8,754,000 | 5,952 |
| Securities issued by states & political subdivisions | $2,096,000 | 4,789 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 8,838 |
| Mortgage-backed securities | $4,684,000 | 4,615 |
| Certificates of participation in pools of residential mortgages | $4,684,000 | 3,402 |
| Issued or guaranteed by U.S. | $4,684,000 | 3,374 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $11,359,000 | 5,752 |
| Total debt securities | $11,359,000 | 7,688 |
| Structured notes | ||
| Amortized cost | $500,000 | 3,409 |
| Fair value | $499,000 | 3,505 |
| 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 | $17,599,000 | 6,437 |
| U.S. Government securities | $15,281,000 | 5,982 |
| U.S. Treasury securities | $2,444,000 | 7,740 |
| U.S. Government agency obligations | $12,837,000 | 4,512 |
| Securities issued by states & political subdivisions | $2,318,000 | 4,823 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 9,205 |
| Mortgage-backed securities | $4,068,000 | 5,174 |
| Certificates of participation in pools of residential mortgages | $4,068,000 | 3,774 |
| Issued or guaranteed by U.S. | $4,068,000 | 3,748 |
| 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) | $6,552,000 | 7,127 |
| Available-for-sale securities (fair market value) | $11,047,000 | 4,465 |
| Total debt securities | $17,599,000 | 6,330 |
| 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 | $9,247,000 | 9,371 |
| U.S. Government securities | $6,793,000 | 9,520 |
| U.S. Treasury securities | $1,513,000 | 9,128 |
| U.S. Government agency obligations | $5,280,000 | 7,707 |
| Securities issued by states & political subdivisions | $2,454,000 | 4,799 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,000 | 9,961 |
| Mortgage-backed securities | $735,000 | 8,827 |
| Certificates of participation in pools of residential mortgages | $735,000 | 7,546 |
| Issued or guaranteed by U.S. | $735,000 | 7,498 |
| 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 | $9,247,000 | 9,233 |
| 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 | $8,806,000 | 9,664 |
| U.S. Government securities | $7,012,000 | 9,574 |
| U.S. Treasury securities | $1,019,000 | 10,235 |
| U.S. Government agency obligations | $5,993,000 | 7,363 |
| Securities issued by states & political subdivisions | $1,794,000 | 5,290 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $300,000 | 10,209 |
| Mortgage-backed securities | $940,000 | 9,035 |
| Certificates of participation in pools of residential mortgages | $940,000 | 7,637 |
| Issued or guaranteed by U.S. | $940,000 | 7,580 |
| 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 | $8,806,000 | 9,530 |
| 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 |