Home > First National Bank Northwest Florida > Securities
First National Bank Northwest Florida, Securities
| 2023-12-31 | Rank | |
| Total securities | $11,956,000 | 3,923 |
| U.S. Government securities | $10,042,000 | 3,567 |
| U.S. Treasury securities | $2,000,000 | 2,262 |
| U.S. Government agency obligations | $8,042,000 | 3,396 |
| Securities issued by states & political subdivisions | $1,914,000 | 3,349 |
| 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 | $0 | 3,946 |
| Mortgage-backed securities | $1,991,000 | 3,345 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,989,000 | 3,017 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 2,712 |
| 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) | $9,536,000 | 1,003 |
| Available-for-sale securities (fair market value) | $2,420,000 | 4,087 |
| Total debt securities | $11,956,000 | 3,899 |
| 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 | $12,259,000 | 3,931 |
| U.S. Government securities | $10,345,000 | 3,575 |
| U.S. Treasury securities | $1,994,000 | 2,329 |
| U.S. Government agency obligations | $8,351,000 | 3,380 |
| Securities issued by states & political subdivisions | $1,914,000 | 3,371 |
| 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 | $0 | 3,957 |
| Mortgage-backed securities | $2,025,000 | 3,348 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,023,000 | 3,016 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 2,709 |
| 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) | $9,827,000 | 1,012 |
| Available-for-sale securities (fair market value) | $2,432,000 | 4,099 |
| Total debt securities | $12,260,000 | 3,909 |
| 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 | $12,528,000 | 3,962 |
| U.S. Government securities | $10,613,000 | 3,597 |
| U.S. Treasury securities | $1,988,000 | 2,355 |
| U.S. Government agency obligations | $8,625,000 | 3,397 |
| Securities issued by states & political subdivisions | $1,915,000 | 3,407 |
| 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 | $0 | 3,969 |
| Mortgage-backed securities | $2,185,000 | 3,344 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,183,000 | 3,016 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 2,705 |
| 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) | $9,888,000 | 1,022 |
| Available-for-sale securities (fair market value) | $2,640,000 | 4,118 |
| Total debt securities | $12,528,000 | 3,939 |
| 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 | $12,726,000 | 4,027 |
| U.S. Government securities | $10,811,000 | 3,662 |
| U.S. Treasury securities | $1,983,000 | 2,429 |
| U.S. Government agency obligations | $8,828,000 | 3,397 |
| Securities issued by states & political subdivisions | $1,915,000 | 3,462 |
| 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 | $0 | 3,989 |
| Mortgage-backed securities | $2,341,000 | 3,380 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,338,000 | 3,031 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 2,740 |
| 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) | $9,925,000 | 1,056 |
| Available-for-sale securities (fair market value) | $2,801,000 | 4,178 |
| Total debt securities | $12,726,000 | 4,004 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $13,443,000 | 4,025 |
| U.S. Government securities | $11,027,000 | 3,674 |
| U.S. Treasury securities | $1,977,000 | 2,455 |
| U.S. Government agency obligations | $9,050,000 | 3,392 |
| Securities issued by states & political subdivisions | $2,416,000 | 3,425 |
| 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 | $0 | 3,972 |
| Mortgage-backed securities | $2,436,000 | 3,395 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,433,000 | 3,042 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 2,760 |
| 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) | $10,455,000 | 1,038 |
| Available-for-sale securities (fair market value) | $2,988,000 | 4,196 |
| Total debt securities | $13,444,000 | 4,005 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $7,642,000 | 4,316 |
| U.S. Government securities | $5,125,000 | 4,138 |
| U.S. Treasury securities | $1,971,000 | 2,490 |
| U.S. Government agency obligations | $3,154,000 | 3,941 |
| Securities issued by states & political subdivisions | $2,417,000 | 3,465 |
| 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 | $0 | 3,998 |
| Mortgage-backed securities | $2,536,000 | 3,404 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,533,000 | 3,041 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 2,774 |
| 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) | $4,468,000 | 1,277 |
| Available-for-sale securities (fair market value) | $3,074,000 | 4,233 |
| Total debt securities | $7,542,000 | 4,296 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $8,050,000 | 4,312 |
| U.S. Government securities | $5,432,000 | 4,131 |
| U.S. Treasury securities | $1,966,000 | 2,472 |
| U.S. Government agency obligations | $3,466,000 | 3,933 |
| Securities issued by states & political subdivisions | $2,418,000 | 3,504 |
| 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 | $0 | 4,021 |
| Mortgage-backed securities | $2,783,000 | 3,422 |
| Certificates of participation in pools of residential mortgages | $2,780,000 | 3,124 |
| Issued or guaranteed by U.S. | $2,780,000 | 3,030 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $3,000 | 2,881 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 2,807 |
| 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) | $4,474,000 | 1,213 |
| Available-for-sale securities (fair market value) | $3,376,000 | 4,252 |
| Total debt securities | $7,850,000 | 4,305 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $8,200,000 | 4,259 |
| U.S. Government securities | $3,781,000 | 4,192 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $3,781,000 | 3,886 |
| Securities issued by states & political subdivisions | $2,419,000 | 3,513 |
| 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 | $0 | 4,045 |
| Mortgage-backed securities | $3,077,000 | 3,396 |
| Certificates of participation in pools of residential mortgages | $3,073,000 | 3,096 |
| Issued or guaranteed by U.S. | $3,073,000 | 3,012 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $4,000 | 2,869 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 2,799 |
| 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) | $2,521,000 | 1,249 |
| Available-for-sale securities (fair market value) | $3,679,000 | 4,224 |
| Total debt securities | $6,200,000 | 4,329 |
| 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 | $8,694,000 | 4,205 |
| U.S. Government securities | $4,273,000 | 4,058 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $4,273,000 | 3,815 |
| Securities issued by states & political subdivisions | $2,421,000 | 3,556 |
| 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 | $0 | 4,071 |
| Mortgage-backed securities | $3,473,000 | 3,353 |
| Certificates of participation in pools of residential mortgages | $3,469,000 | 3,035 |
| Issued or guaranteed by U.S. | $3,469,000 | 2,943 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $4,000 | 2,860 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 2,801 |
| 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) | $2,537,000 | 1,141 |
| Available-for-sale securities (fair market value) | $4,157,000 | 4,210 |
| Total debt securities | $6,692,000 | 4,271 |
| 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 | $9,162,000 | 4,189 |
| U.S. Government securities | $4,740,000 | 4,007 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $4,740,000 | 3,802 |
| Securities issued by states & political subdivisions | $2,422,000 | 3,582 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $3,808,000 | 3,350 |
| Certificates of participation in pools of residential mortgages | $3,803,000 | 2,995 |
| Issued or guaranteed by U.S. | $3,803,000 | 2,911 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $5,000 | 2,888 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 2,825 |
| 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) | $2,552,000 | 1,128 |
| Available-for-sale securities (fair market value) | $4,610,000 | 4,210 |
| Total debt securities | $7,162,000 | 4,282 |
| 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 | $9,547,000 | 4,164 |
| U.S. Government securities | $5,124,000 | 3,973 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $5,124,000 | 3,757 |
| Securities issued by states & political subdivisions | $2,423,000 | 3,593 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $4,122,000 | 3,311 |
| Certificates of participation in pools of residential mortgages | $4,117,000 | 2,937 |
| Issued or guaranteed by U.S. | $4,117,000 | 2,847 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $5,000 | 2,878 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 2,822 |
| 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) | $2,568,000 | 1,112 |
| Available-for-sale securities (fair market value) | $4,979,000 | 4,199 |
| Total debt securities | $7,546,000 | 4,273 |
| 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 | $10,110,000 | 4,094 |
| U.S. Government securities | $5,686,000 | 3,812 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $5,686,000 | 3,628 |
| Securities issued by states & political subdivisions | $2,424,000 | 3,588 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $4,710,000 | 3,216 |
| Certificates of participation in pools of residential mortgages | $4,704,000 | 2,812 |
| Issued or guaranteed by U.S. | $4,704,000 | 2,726 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $6,000 | 2,848 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 2,789 |
| 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) | $2,585,000 | 1,084 |
| Available-for-sale securities (fair market value) | $5,525,000 | 4,128 |
| Total debt securities | $8,110,000 | 4,192 |
| 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 | $6,277,000 | 4,298 |
| U.S. Government securities | $5,270,000 | 3,761 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $5,270,000 | 3,616 |
| Securities issued by states & political subdivisions | $1,007,000 | 3,885 |
| 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 | $523,000 | 4,014 |
| Mortgage-backed securities | $4,217,000 | 3,251 |
| Certificates of participation in pools of residential mortgages | $4,211,000 | 2,823 |
| Issued or guaranteed by U.S. | $4,211,000 | 2,741 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $6,000 | 2,853 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 2,791 |
| 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) | $1,187,000 | 1,272 |
| Available-for-sale securities (fair market value) | $5,090,000 | 4,150 |
| Total debt securities | $6,277,000 | 4,274 |
| 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 | $6,936,000 | 4,233 |
| U.S. Government securities | $5,928,000 | 3,701 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $5,928,000 | 3,541 |
| Securities issued by states & political subdivisions | $1,008,000 | 3,855 |
| 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 | $702,000 | 3,992 |
| Mortgage-backed securities | $4,867,000 | 3,167 |
| Certificates of participation in pools of residential mortgages | $4,860,000 | 2,705 |
| Issued or guaranteed by U.S. | $4,860,000 | 2,623 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $7,000 | 2,851 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 2,792 |
| 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) | $1,210,000 | 1,259 |
| Available-for-sale securities (fair market value) | $5,726,000 | 4,078 |
| Total debt securities | $6,936,000 | 4,211 |
| 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 | $7,704,000 | 4,186 |
| U.S. Government securities | $6,695,000 | 3,628 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $6,695,000 | 3,463 |
| Securities issued by states & political subdivisions | $1,009,000 | 3,858 |
| 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 | $848,000 | 4,000 |
| Mortgage-backed securities | $5,609,000 | 3,087 |
| Certificates of participation in pools of residential mortgages | $5,602,000 | 2,580 |
| Issued or guaranteed by U.S. | $5,602,000 | 2,505 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $7,000 | 2,851 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 2,798 |
| 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) | $1,236,000 | 1,256 |
| Available-for-sale securities (fair market value) | $6,468,000 | 4,038 |
| Total debt securities | $7,704,000 | 4,161 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $8,386,000 | 4,159 |
| U.S. Government securities | $7,376,000 | 3,592 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $7,376,000 | 3,437 |
| Securities issued by states & political subdivisions | $1,010,000 | 3,845 |
| 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 | $1,037,000 | 3,958 |
| Mortgage-backed securities | $6,331,000 | 3,009 |
| Certificates of participation in pools of residential mortgages | $6,323,000 | 2,471 |
| Issued or guaranteed by U.S. | $6,323,000 | 2,388 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $8,000 | 2,850 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 2,791 |
| 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) | $1,265,000 | 1,252 |
| Available-for-sale securities (fair market value) | $7,121,000 | 4,016 |
| Total debt securities | $8,386,000 | 4,133 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $9,039,000 | 4,166 |
| U.S. Government securities | $8,029,000 | 3,612 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $8,029,000 | 3,456 |
| Securities issued by states & political subdivisions | $1,010,000 | 3,863 |
| 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 | $1,144,000 | 3,998 |
| Mortgage-backed securities | $6,877,000 | 2,919 |
| Certificates of participation in pools of residential mortgages | $6,869,000 | 2,334 |
| Issued or guaranteed by U.S. | $6,869,000 | 2,274 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $8,000 | 2,874 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 2,813 |
| 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) | $1,286,000 | 1,295 |
| Available-for-sale securities (fair market value) | $7,753,000 | 4,018 |
| Total debt securities | $9,040,000 | 4,141 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $9,693,000 | 4,165 |
| U.S. Government securities | $8,681,000 | 3,581 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $8,681,000 | 3,423 |
| Securities issued by states & political subdivisions | $1,012,000 | 3,905 |
| 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 | $1,294,000 | 4,028 |
| Mortgage-backed securities | $7,520,000 | 2,840 |
| Certificates of participation in pools of residential mortgages | $7,511,000 | 2,229 |
| Issued or guaranteed by U.S. | $7,511,000 | 2,164 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $9,000 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 2,831 |
| 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) | $1,311,000 | 1,349 |
| Available-for-sale securities (fair market value) | $8,382,000 | 4,021 |
| Total debt securities | $9,693,000 | 4,139 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $10,095,000 | 4,193 |
| U.S. Government securities | $9,083,000 | 3,605 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $9,083,000 | 3,444 |
| Securities issued by states & political subdivisions | $1,012,000 | 3,964 |
| 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 | $4,339,000 | 3,435 |
| Mortgage-backed securities | $7,911,000 | 2,798 |
| Certificates of participation in pools of residential mortgages | $7,902,000 | 2,185 |
| Issued or guaranteed by U.S. | $7,902,000 | 2,139 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $9,000 | 2,900 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 2,838 |
| 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) | $1,339,000 | 1,391 |
| Available-for-sale securities (fair market value) | $8,756,000 | 4,051 |
| Total debt securities | $10,095,000 | 4,170 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $7,311,000 | 4,494 |
| U.S. Government securities | $6,298,000 | 3,998 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $6,298,000 | 3,831 |
| Securities issued by states & political subdivisions | $1,013,000 | 4,021 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,501,000 | 4,069 |
| Mortgage-backed securities | $5,157,000 | 3,134 |
| Certificates of participation in pools of residential mortgages | $5,148,000 | 2,591 |
| Issued or guaranteed by U.S. | $5,148,000 | 2,525 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $9,000 | 2,926 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 2,858 |
| 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) | $1,370,000 | 1,406 |
| Available-for-sale securities (fair market value) | $5,941,000 | 4,336 |
| Total debt securities | $7,311,000 | 4,470 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $6,535,000 | 4,588 |
| U.S. Government securities | $5,520,000 | 4,132 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $5,520,000 | 3,988 |
| Securities issued by states & political subdivisions | $1,014,000 | 4,078 |
| Other domestic debt securities | $1,000 | 2,023 |
| Privately issued residential mortgage-backed securities | $1,000 | 653 |
| 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 | $2,490,000 | 3,899 |
| Mortgage-backed securities | $5,390,000 | 3,122 |
| Certificates of participation in pools of residential mortgages | $5,380,000 | 2,563 |
| Issued or guaranteed by U.S. | $5,379,000 | 2,520 |
| Privately issued | $1,000 | 208 |
| Collaterized mortgage obligations | $10,000 | 2,936 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 2,871 |
| 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) | $1,393,000 | 1,433 |
| Available-for-sale securities (fair market value) | $5,142,000 | 4,447 |
| Total debt securities | $6,536,000 | 4,563 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $6,780,000 | 4,621 |
| U.S. Government securities | $5,761,000 | 4,165 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $5,761,000 | 4,023 |
| Securities issued by states & political subdivisions | $1,015,000 | 4,125 |
| Other domestic debt securities | $4,000 | 1,991 |
| Privately issued residential mortgage-backed securities | $4,000 | 597 |
| 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 | $2,602,000 | 3,927 |
| Mortgage-backed securities | $5,631,000 | 3,113 |
| Certificates of participation in pools of residential mortgages | $5,621,000 | 2,559 |
| Issued or guaranteed by U.S. | $5,617,000 | 2,543 |
| Privately issued | $4,000 | 136 |
| Collaterized mortgage obligations | $10,000 | 2,951 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 2,882 |
| 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) | $1,417,000 | 1,456 |
| Available-for-sale securities (fair market value) | $5,363,000 | 4,471 |
| Total debt securities | $6,779,000 | 4,601 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $8,636,000 | 4,527 |
| U.S. Government securities | $6,110,000 | 4,127 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $6,110,000 | 3,980 |
| Securities issued by states & political subdivisions | $1,015,000 | 4,179 |
| Other domestic debt securities | $11,000 | 2,187 |
| Privately issued residential mortgage-backed securities | $11,000 | 860 |
| 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 | $1,500,000 | 231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $5,986,000 | 3,095 |
| Certificates of participation in pools of residential mortgages | $5,975,000 | 2,556 |
| Issued or guaranteed by U.S. | $5,964,000 | 2,437 |
| Privately issued | $11,000 | 422 |
| Collaterized mortgage obligations | $11,000 | 2,979 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 2,900 |
| 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) | $1,446,000 | 1,480 |
| Available-for-sale securities (fair market value) | $7,190,000 | 4,369 |
| Total debt securities | $7,137,000 | 4,618 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $9,090,000 | 4,536 |
| U.S. Government securities | $6,573,000 | 4,132 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $6,573,000 | 3,990 |
| Securities issued by states & political subdivisions | $1,017,000 | 4,219 |
| 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 | $1,500,000 | 248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $6,436,000 | 3,052 |
| Certificates of participation in pools of residential mortgages | $6,425,000 | 2,537 |
| Issued or guaranteed by U.S. | $6,425,000 | 2,535 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,000 | 2,987 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 2,907 |
| 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) | $1,491,000 | 1,501 |
| Available-for-sale securities (fair market value) | $7,599,000 | 4,377 |
| Total debt securities | $7,589,000 | 4,626 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $9,546,000 | 4,575 |
| U.S. Government securities | $7,029,000 | 4,101 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $7,029,000 | 3,961 |
| Securities issued by states & political subdivisions | $1,017,000 | 4,284 |
| 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 | $1,500,000 | 422 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $6,890,000 | 3,021 |
| Certificates of participation in pools of residential mortgages | $6,878,000 | 2,504 |
| Issued or guaranteed by U.S. | $6,878,000 | 2,502 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $12,000 | 2,999 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 2,914 |
| 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) | $1,528,000 | 1,526 |
| Available-for-sale securities (fair market value) | $8,018,000 | 4,415 |
| Total debt securities | $8,046,000 | 4,654 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $10,043,000 | 4,562 |
| U.S. Government securities | $7,525,000 | 4,077 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $7,525,000 | 3,938 |
| Securities issued by states & political subdivisions | $1,018,000 | 4,336 |
| 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 | $1,500,000 | 436 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $7,385,000 | 2,994 |
| Certificates of participation in pools of residential mortgages | $7,373,000 | 2,484 |
| Issued or guaranteed by U.S. | $7,373,000 | 2,483 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $12,000 | 3,027 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 2,941 |
| 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) | $1,569,000 | 1,566 |
| Available-for-sale securities (fair market value) | $8,474,000 | 4,406 |
| Total debt securities | $8,543,000 | 4,664 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $10,574,000 | 4,568 |
| U.S. Government securities | $8,055,000 | 4,056 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $8,055,000 | 3,924 |
| Securities issued by states & political subdivisions | $1,019,000 | 4,371 |
| 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 | $1,500,000 | 435 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $341,000 | 4,805 |
| Mortgage-backed securities | $7,913,000 | 2,966 |
| Certificates of participation in pools of residential mortgages | $7,900,000 | 2,454 |
| Issued or guaranteed by U.S. | $7,900,000 | 2,453 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $13,000 | 3,060 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 2,964 |
| 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) | $1,608,000 | 1,589 |
| Available-for-sale securities (fair market value) | $8,966,000 | 4,408 |
| Total debt securities | $9,074,000 | 4,670 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $11,056,000 | 4,565 |
| U.S. Government securities | $8,536,000 | 4,044 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $8,536,000 | 3,905 |
| Securities issued by states & political subdivisions | $1,020,000 | 4,428 |
| 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 | $1,500,000 | 430 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $362,000 | 4,852 |
| Mortgage-backed securities | $8,393,000 | 2,949 |
| Certificates of participation in pools of residential mortgages | $8,379,000 | 2,431 |
| Issued or guaranteed by U.S. | $8,379,000 | 2,431 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $14,000 | 3,100 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 3,004 |
| 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) | $1,650,000 | 1,606 |
| Available-for-sale securities (fair market value) | $9,406,000 | 4,406 |
| Total debt securities | $9,555,000 | 4,671 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $11,543,000 | 4,520 |
| U.S. Government securities | $9,022,000 | 3,970 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,022,000 | 3,826 |
| Securities issued by states & political subdivisions | $1,021,000 | 4,469 |
| 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 | $1,500,000 | 434 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $382,000 | 4,894 |
| Mortgage-backed securities | $8,877,000 | 2,895 |
| Certificates of participation in pools of residential mortgages | $8,862,000 | 2,374 |
| Issued or guaranteed by U.S. | $8,862,000 | 2,372 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $15,000 | 3,111 |
| CMOs issued by government agencies or sponsored agencies | $15,000 | 3,002 |
| 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) | $1,685,000 | 1,621 |
| Available-for-sale securities (fair market value) | $9,858,000 | 4,363 |
| Total debt securities | $10,043,000 | 4,639 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $12,402,000 | 4,471 |
| U.S. Government securities | $9,881,000 | 3,861 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $9,881,000 | 3,737 |
| Securities issued by states & political subdivisions | $1,021,000 | 4,487 |
| 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 | $1,500,000 | 448 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $411,000 | 4,958 |
| Mortgage-backed securities | $9,735,000 | 2,820 |
| Certificates of participation in pools of residential mortgages | $9,719,000 | 2,287 |
| Issued or guaranteed by U.S. | $9,719,000 | 2,287 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $16,000 | 3,139 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 3,032 |
| 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) | $1,742,000 | 1,623 |
| Available-for-sale securities (fair market value) | $10,660,000 | 4,308 |
| Total debt securities | $10,903,000 | 4,581 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $13,035,000 | 4,491 |
| U.S. Government securities | $10,513,000 | 3,896 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $10,513,000 | 3,775 |
| Securities issued by states & political subdivisions | $1,022,000 | 4,525 |
| 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 | $1,500,000 | 459 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $441,000 | 5,035 |
| Mortgage-backed securities | $10,365,000 | 2,792 |
| Certificates of participation in pools of residential mortgages | $10,348,000 | 2,277 |
| Issued or guaranteed by U.S. | $10,348,000 | 2,273 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $17,000 | 3,175 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 3,057 |
| 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) | $1,800,000 | 1,659 |
| Available-for-sale securities (fair market value) | $11,235,000 | 4,311 |
| Total debt securities | $11,535,000 | 4,601 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $13,608,000 | 4,502 |
| U.S. Government securities | $11,085,000 | 3,922 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $11,085,000 | 3,791 |
| Securities issued by states & political subdivisions | $1,023,000 | 4,560 |
| 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 | $1,500,000 | 456 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $473,000 | 5,080 |
| Mortgage-backed securities | $10,936,000 | 2,770 |
| Certificates of participation in pools of residential mortgages | $10,918,000 | 2,239 |
| Issued or guaranteed by U.S. | $10,918,000 | 2,238 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $18,000 | 3,190 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 3,080 |
| 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) | $1,858,000 | 1,689 |
| Available-for-sale securities (fair market value) | $11,750,000 | 4,327 |
| Total debt securities | $12,107,000 | 4,631 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $17,428,000 | 4,222 |
| U.S. Government securities | $12,072,000 | 3,845 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $12,072,000 | 3,709 |
| Securities issued by states & political subdivisions | $1,024,000 | 4,589 |
| 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 | $4,332,000 | 258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $11,385,000 | 2,712 |
| Certificates of participation in pools of residential mortgages | $11,366,000 | 2,184 |
| Issued or guaranteed by U.S. | $11,366,000 | 2,182 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $19,000 | 3,221 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,112 |
| 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) | $1,901,000 | 1,714 |
| Available-for-sale securities (fair market value) | $15,527,000 | 4,029 |
| Total debt securities | $13,095,000 | 4,590 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $20,923,000 | 4,037 |
| U.S. Government securities | $12,732,000 | 3,847 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $12,732,000 | 3,724 |
| Securities issued by states & political subdivisions | $1,025,000 | 4,636 |
| 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 | $7,166,000 | 183 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $12,027,000 | 2,690 |
| Certificates of participation in pools of residential mortgages | $12,006,000 | 2,156 |
| Issued or guaranteed by U.S. | $12,006,000 | 2,155 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $21,000 | 3,267 |
| CMOs issued by government agencies or sponsored agencies | $21,000 | 3,155 |
| 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) | $1,970,000 | 1,703 |
| Available-for-sale securities (fair market value) | $18,953,000 | 3,828 |
| Total debt securities | $13,757,000 | 4,618 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $12,353,000 | 4,846 |
| U.S. Government securities | $11,327,000 | 4,127 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $11,327,000 | 4,000 |
| Securities issued by states & political subdivisions | $1,026,000 | 4,657 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $10,618,000 | 2,883 |
| Certificates of participation in pools of residential mortgages | $10,596,000 | 2,345 |
| Issued or guaranteed by U.S. | $10,596,000 | 2,344 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $22,000 | 3,310 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,196 |
| 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) | $2,040,000 | 1,715 |
| Available-for-sale securities (fair market value) | $10,313,000 | 4,678 |
| Total debt securities | $12,352,000 | 4,824 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $13,070,000 | 4,847 |
| U.S. Government securities | $12,043,000 | 4,114 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $12,043,000 | 3,994 |
| Securities issued by states & political subdivisions | $1,027,000 | 4,655 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $11,330,000 | 2,857 |
| Certificates of participation in pools of residential mortgages | $11,307,000 | 2,310 |
| Issued or guaranteed by U.S. | $11,307,000 | 2,310 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $23,000 | 3,335 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 3,215 |
| 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) | $2,114,000 | 1,704 |
| Available-for-sale securities (fair market value) | $10,956,000 | 4,679 |
| Total debt securities | $13,070,000 | 4,822 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $13,788,000 | 4,838 |
| U.S. Government securities | $12,761,000 | 4,087 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $12,761,000 | 3,973 |
| Securities issued by states & political subdivisions | $1,027,000 | 4,731 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $12,005,000 | 2,826 |
| Certificates of participation in pools of residential mortgages | $11,980,000 | 2,286 |
| Issued or guaranteed by U.S. | $11,980,000 | 2,284 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $25,000 | 3,377 |
| CMOs issued by government agencies or sponsored agencies | $25,000 | 3,256 |
| 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) | $2,193,000 | 1,718 |
| Available-for-sale securities (fair market value) | $11,595,000 | 4,662 |
| Total debt securities | $13,788,000 | 4,816 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $14,808,000 | 4,828 |
| U.S. Government securities | $13,780,000 | 4,066 |
| U.S. Treasury securities | $472,000 | 1,266 |
| U.S. Government agency obligations | $13,308,000 | 4,004 |
| Securities issued by states & political subdivisions | $1,028,000 | 4,790 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $12,549,000 | 2,847 |
| Certificates of participation in pools of residential mortgages | $12,523,000 | 2,311 |
| Issued or guaranteed by U.S. | $12,523,000 | 2,309 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $26,000 | 3,436 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 3,305 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $2,262,000 | 1,721 |
| Available-for-sale securities (fair market value) | $12,546,000 | 4,656 |
| Total debt securities | $14,809,000 | 4,807 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $15,742,000 | 4,804 |
| U.S. Government securities | $14,713,000 | 4,029 |
| U.S. Treasury securities | $469,000 | 1,228 |
| U.S. Government agency obligations | $14,244,000 | 3,966 |
| Securities issued by states & political subdivisions | $1,029,000 | 4,837 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $13,313,000 | 2,816 |
| Certificates of participation in pools of residential mortgages | $13,285,000 | 2,271 |
| Issued or guaranteed by U.S. | $13,285,000 | 2,270 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $28,000 | 3,479 |
| CMOs issued by government agencies or sponsored agencies | $28,000 | 3,346 |
| 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) | $2,366,000 | 1,729 |
| Available-for-sale securities (fair market value) | $13,376,000 | 4,639 |
| Total debt securities | $15,742,000 | 4,783 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $14,080,000 | 5,025 |
| U.S. Government securities | $13,050,000 | 4,259 |
| U.S. Treasury securities | $462,000 | 1,087 |
| U.S. Government agency obligations | $12,588,000 | 4,210 |
| Securities issued by states & political subdivisions | $1,030,000 | 4,869 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $11,652,000 | 3,013 |
| Certificates of participation in pools of residential mortgages | $11,622,000 | 2,464 |
| Issued or guaranteed by U.S. | $11,622,000 | 2,463 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $30,000 | 3,511 |
| CMOs issued by government agencies or sponsored agencies | $30,000 | 3,376 |
| 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) | $2,447,000 | 1,716 |
| Available-for-sale securities (fair market value) | $11,633,000 | 4,855 |
| Total debt securities | $14,080,000 | 4,996 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $11,628,000 | 5,279 |
| U.S. Government securities | $10,597,000 | 4,563 |
| U.S. Treasury securities | $455,000 | 1,012 |
| U.S. Government agency obligations | $10,142,000 | 4,521 |
| Securities issued by states & political subdivisions | $1,031,000 | 4,911 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $9,201,000 | 3,297 |
| Certificates of participation in pools of residential mortgages | $9,168,000 | 2,776 |
| Issued or guaranteed by U.S. | $9,168,000 | 2,775 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $33,000 | 3,513 |
| CMOs issued by government agencies or sponsored agencies | $33,000 | 3,372 |
| 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) | $2,521,000 | 1,700 |
| Available-for-sale securities (fair market value) | $9,107,000 | 5,147 |
| Total debt securities | $11,627,000 | 5,250 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $12,102,000 | 5,288 |
| U.S. Government securities | $11,071,000 | 4,546 |
| U.S. Treasury securities | $459,000 | 1,008 |
| U.S. Government agency obligations | $10,612,000 | 4,491 |
| Securities issued by states & political subdivisions | $1,031,000 | 4,925 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $9,667,000 | 3,255 |
| Certificates of participation in pools of residential mortgages | $9,632,000 | 2,707 |
| Issued or guaranteed by U.S. | $9,632,000 | 2,704 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $35,000 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $35,000 | 3,408 |
| 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) | $2,595,000 | 1,655 |
| Available-for-sale securities (fair market value) | $9,507,000 | 5,160 |
| Total debt securities | $12,101,000 | 5,254 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $12,713,000 | 5,225 |
| U.S. Government securities | $11,748,000 | 4,435 |
| U.S. Treasury securities | $471,000 | 1,022 |
| U.S. Government agency obligations | $11,277,000 | 4,387 |
| Securities issued by states & political subdivisions | $965,000 | 4,952 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,801,000 | 3,647 |
| Mortgage-backed securities | $10,328,000 | 3,189 |
| Certificates of participation in pools of residential mortgages | $10,289,000 | 2,603 |
| Issued or guaranteed by U.S. | $10,289,000 | 2,601 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $39,000 | 3,574 |
| CMOs issued by government agencies or sponsored agencies | $39,000 | 3,420 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $1,671,000 | 1,746 |
| Available-for-sale securities (fair market value) | $11,042,000 | 5,010 |
| Total debt securities | $12,713,000 | 5,190 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $12,373,000 | 5,289 |
| U.S. Government securities | $12,373,000 | 4,389 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $12,373,000 | 4,283 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,401,000 | 3,591 |
| Mortgage-backed securities | $11,328,000 | 3,136 |
| Certificates of participation in pools of residential mortgages | $11,285,000 | 2,507 |
| Issued or guaranteed by U.S. | $11,285,000 | 2,506 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $43,000 | 3,609 |
| CMOs issued by government agencies or sponsored agencies | $43,000 | 3,440 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $1,823,000 | 1,697 |
| Available-for-sale securities (fair market value) | $10,550,000 | 5,119 |
| Total debt securities | $12,373,000 | 5,258 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $13,320,000 | 5,161 |
| U.S. Government securities | $13,320,000 | 4,239 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $13,320,000 | 4,131 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,619,000 | 4,986 |
| Mortgage-backed securities | $12,261,000 | 3,061 |
| Certificates of participation in pools of residential mortgages | $12,214,000 | 2,409 |
| Issued or guaranteed by U.S. | $12,214,000 | 2,407 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $47,000 | 3,638 |
| CMOs issued by government agencies or sponsored agencies | $47,000 | 3,478 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $2,008,000 | 1,662 |
| Available-for-sale securities (fair market value) | $11,312,000 | 5,011 |
| Total debt securities | $13,321,000 | 5,133 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $14,238,000 | 5,122 |
| U.S. Government securities | $14,238,000 | 4,212 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $14,238,000 | 4,126 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,765,000 | 3,365 |
| Mortgage-backed securities | $13,176,000 | 3,099 |
| Certificates of participation in pools of residential mortgages | $13,126,000 | 2,436 |
| Issued or guaranteed by U.S. | $13,126,000 | 2,434 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $50,000 | 3,716 |
| CMOs issued by government agencies or sponsored agencies | $50,000 | 3,551 |
| 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) | $2,156,000 | 1,662 |
| Available-for-sale securities (fair market value) | $12,082,000 | 5,000 |
| Total debt securities | $14,237,000 | 5,095 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $12,910,000 | 5,326 |
| U.S. Government securities | $12,910,000 | 4,439 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $12,910,000 | 4,347 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,099,000 | 3,709 |
| Mortgage-backed securities | $11,843,000 | 3,262 |
| Certificates of participation in pools of residential mortgages | $11,790,000 | 2,622 |
| Issued or guaranteed by U.S. | $11,790,000 | 2,621 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $53,000 | 3,728 |
| CMOs issued by government agencies or sponsored agencies | $53,000 | 3,556 |
| 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) | $2,312,000 | 1,646 |
| Available-for-sale securities (fair market value) | $10,598,000 | 5,232 |
| Total debt securities | $12,909,000 | 5,298 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $16,262,000 | 4,973 |
| U.S. Government securities | $16,262,000 | 4,134 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $16,262,000 | 4,042 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,598,000 | 3,277 |
| Mortgage-backed securities | $12,701,000 | 3,177 |
| Certificates of participation in pools of residential mortgages | $12,644,000 | 2,520 |
| Issued or guaranteed by U.S. | $12,644,000 | 2,514 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $57,000 | 3,753 |
| CMOs issued by government agencies or sponsored agencies | $57,000 | 3,577 |
| 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) | $4,495,000 | 1,395 |
| Available-for-sale securities (fair market value) | $11,767,000 | 5,109 |
| Total debt securities | $16,264,000 | 4,944 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $18,927,000 | 4,653 |
| U.S. Government securities | $18,927,000 | 3,755 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $18,927,000 | 3,682 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $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 | $6,667,000 | 3,796 |
| Mortgage-backed securities | $13,449,000 | 3,020 |
| Certificates of participation in pools of residential mortgages | $13,389,000 | 2,326 |
| Issued or guaranteed by U.S. | $13,389,000 | 2,322 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $60,000 | 3,712 |
| CMOs issued by government agencies or sponsored agencies | $60,000 | 3,445 |
| 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) | $6,704,000 | 1,210 |
| Available-for-sale securities (fair market value) | $12,223,000 | 5,030 |
| Total debt securities | $18,926,000 | 4,622 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $18,567,000 | 4,657 |
| U.S. Government securities | $18,567,000 | 3,743 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $18,567,000 | 3,659 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $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 | $6,851,000 | 3,743 |
| Mortgage-backed securities | $11,987,000 | 3,133 |
| Certificates of participation in pools of residential mortgages | $11,923,000 | 2,431 |
| Issued or guaranteed by U.S. | $11,923,000 | 2,426 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $64,000 | 3,693 |
| CMOs issued by government agencies or sponsored agencies | $64,000 | 3,420 |
| 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) | $7,888,000 | 1,130 |
| Available-for-sale securities (fair market value) | $10,679,000 | 5,207 |
| Total debt securities | $18,567,000 | 4,624 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $17,530,000 | 4,827 |
| U.S. Government securities | $17,530,000 | 3,952 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $17,530,000 | 3,852 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $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 | $9,932,000 | 3,219 |
| Mortgage-backed securities | $8,035,000 | 3,608 |
| Certificates of participation in pools of residential mortgages | $7,968,000 | 2,913 |
| Issued or guaranteed by U.S. | $7,968,000 | 2,907 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $67,000 | 3,686 |
| CMOs issued by government agencies or sponsored agencies | $67,000 | 3,400 |
| 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) | $10,011,000 | 1,019 |
| Available-for-sale securities (fair market value) | $7,519,000 | 5,721 |
| Total debt securities | $17,531,000 | 4,789 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $19,684,000 | 4,578 |
| U.S. Government securities | $19,684,000 | 3,688 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $19,684,000 | 3,582 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $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 | $11,144,000 | 3,033 |
| Mortgage-backed securities | $7,633,000 | 3,607 |
| Certificates of participation in pools of residential mortgages | $7,563,000 | 2,940 |
| Issued or guaranteed by U.S. | $7,563,000 | 2,933 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $70,000 | 3,654 |
| CMOs issued by government agencies or sponsored agencies | $70,000 | 3,367 |
| 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) | $10,070,000 | 1,024 |
| Available-for-sale securities (fair market value) | $9,614,000 | 5,411 |
| Total debt securities | $19,684,000 | 4,541 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $21,242,000 | 4,260 |
| U.S. Government securities | $21,242,000 | 3,358 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $21,242,000 | 3,257 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $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 | $9,728,000 | 3,214 |
| Mortgage-backed securities | $7,134,000 | 3,616 |
| Certificates of participation in pools of residential mortgages | $7,059,000 | 2,922 |
| Issued or guaranteed by U.S. | $7,059,000 | 2,915 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $75,000 | 3,649 |
| CMOs issued by government agencies or sponsored agencies | $75,000 | 3,337 |
| 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) | $11,117,000 | 961 |
| Available-for-sale securities (fair market value) | $10,125,000 | 5,237 |
| Total debt securities | $21,242,000 | 4,229 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $19,763,000 | 4,394 |
| U.S. Government securities | $19,763,000 | 3,462 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $19,763,000 | 3,367 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $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 | $9,823,000 | 3,254 |
| Mortgage-backed securities | $5,593,000 | 3,886 |
| Certificates of participation in pools of residential mortgages | $5,481,000 | 3,203 |
| Issued or guaranteed by U.S. | $5,481,000 | 3,196 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $112,000 | 3,605 |
| CMOs issued by government agencies or sponsored agencies | $112,000 | 3,283 |
| 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) | $8,997,000 | 1,106 |
| Available-for-sale securities (fair market value) | $10,766,000 | 5,113 |
| Total debt securities | $19,763,000 | 4,352 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $27,415,000 | 3,671 |
| U.S. Government securities | $27,415,000 | 2,852 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $27,415,000 | 2,768 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $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 | $9,899,000 | 3,256 |
| Mortgage-backed securities | $6,226,000 | 3,758 |
| Certificates of participation in pools of residential mortgages | $6,034,000 | 3,118 |
| Issued or guaranteed by U.S. | $6,034,000 | 3,110 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $192,000 | 3,443 |
| CMOs issued by government agencies or sponsored agencies | $192,000 | 3,125 |
| 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) | $13,988,000 | 896 |
| Available-for-sale securities (fair market value) | $13,427,000 | 4,761 |
| Total debt securities | $27,415,000 | 3,642 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $29,797,000 | 3,514 |
| U.S. Government securities | $29,797,000 | 2,724 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $29,797,000 | 2,654 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,981,000 | 3,326 |
| Mortgage-backed securities | $6,679,000 | 3,745 |
| Certificates of participation in pools of residential mortgages | $6,406,000 | 3,144 |
| Issued or guaranteed by U.S. | $6,406,000 | 3,136 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $273,000 | 3,347 |
| CMOs issued by government agencies or sponsored agencies | $273,000 | 3,018 |
| 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) | $14,991,000 | 862 |
| Available-for-sale securities (fair market value) | $14,806,000 | 4,621 |
| Total debt securities | $29,798,000 | 3,483 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $29,360,000 | 3,526 |
| U.S. Government securities | $29,360,000 | 2,720 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $29,360,000 | 2,653 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,997,000 | 3,336 |
| Mortgage-backed securities | $7,337,000 | 3,670 |
| Certificates of participation in pools of residential mortgages | $6,982,000 | 3,084 |
| Issued or guaranteed by U.S. | $6,982,000 | 3,077 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $355,000 | 3,293 |
| CMOs issued by government agencies or sponsored agencies | $355,000 | 2,957 |
| 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) | $14,991,000 | 868 |
| Available-for-sale securities (fair market value) | $14,369,000 | 4,677 |
| Total debt securities | $29,359,000 | 3,495 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $31,416,000 | 3,392 |
| U.S. Government securities | $31,416,000 | 2,581 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $31,416,000 | 2,518 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,997,000 | 3,350 |
| Mortgage-backed securities | $8,224,000 | 3,586 |
| Certificates of participation in pools of residential mortgages | $7,786,000 | 3,014 |
| Issued or guaranteed by U.S. | $7,786,000 | 3,004 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $438,000 | 3,242 |
| CMOs issued by government agencies or sponsored agencies | $438,000 | 2,899 |
| 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) | $16,990,000 | 829 |
| Available-for-sale securities (fair market value) | $14,426,000 | 4,702 |
| Total debt securities | $31,420,000 | 3,351 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $33,924,000 | 3,156 |
| U.S. Government securities | $33,032,000 | 2,423 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $33,032,000 | 2,367 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $892,000 | 810 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,980,000 | 3,056 |
| Mortgage-backed securities | $8,850,000 | 3,528 |
| Certificates of participation in pools of residential mortgages | $8,329,000 | 2,987 |
| Issued or guaranteed by U.S. | $8,329,000 | 2,973 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $521,000 | 3,173 |
| CMOs issued by government agencies or sponsored agencies | $521,000 | 2,817 |
| 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) | $17,989,000 | 809 |
| Available-for-sale securities (fair market value) | $15,935,000 | 4,484 |
| Total debt securities | $33,033,000 | 3,181 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $36,158,000 | 3,035 |
| U.S. Government securities | $35,535,000 | 2,297 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $35,535,000 | 2,245 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $623,000 | 887 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,979,000 | 3,097 |
| Mortgage-backed securities | $7,864,000 | 3,773 |
| Certificates of participation in pools of residential mortgages | $7,228,000 | 3,241 |
| Issued or guaranteed by U.S. | $7,228,000 | 3,228 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $636,000 | 3,134 |
| CMOs issued by government agencies or sponsored agencies | $636,000 | 2,765 |
| 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) | $20,487,000 | 736 |
| Available-for-sale securities (fair market value) | $15,671,000 | 4,520 |
| Total debt securities | $35,536,000 | 3,034 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $37,120,000 | 2,968 |
| U.S. Government securities | $36,244,000 | 2,256 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $36,244,000 | 2,217 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $876,000 | 791 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,979,000 | 3,149 |
| Mortgage-backed securities | $8,502,000 | 3,595 |
| Certificates of participation in pools of residential mortgages | $7,612,000 | 3,127 |
| Issued or guaranteed by U.S. | $7,612,000 | 3,115 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $890,000 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $890,000 | 2,603 |
| 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) | $20,487,000 | 741 |
| Available-for-sale securities (fair market value) | $16,633,000 | 4,387 |
| Total debt securities | $36,244,000 | 2,976 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $34,830,000 | 3,044 |
| U.S. Government securities | $34,194,000 | 2,335 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $34,194,000 | 2,282 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $636,000 | 863 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,131,000 | 3,428 |
| Mortgage-backed securities | $6,726,000 | 3,818 |
| Certificates of participation in pools of residential mortgages | $5,674,000 | 3,454 |
| Issued or guaranteed by U.S. | $5,674,000 | 3,439 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,052,000 | 2,730 |
| CMOs issued by government agencies or sponsored agencies | $1,052,000 | 2,386 |
| 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) | $20,488,000 | 740 |
| Available-for-sale securities (fair market value) | $14,342,000 | 4,642 |
| Total debt securities | $34,193,000 | 3,050 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $39,308,000 | 2,823 |
| U.S. Government securities | $34,635,000 | 2,328 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $34,635,000 | 2,277 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $4,673,000 | 1,275 |
| 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 | $4,673,000 | 734 |
| 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 | $10,318,000 | 3,330 |
| Mortgage-backed securities | $7,095,000 | 3,733 |
| Certificates of participation in pools of residential mortgages | $5,862,000 | 3,399 |
| Issued or guaranteed by U.S. | $5,862,000 | 3,383 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,233,000 | 2,650 |
| CMOs issued by government agencies or sponsored agencies | $1,233,000 | 2,320 |
| 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) | $20,488,000 | 728 |
| Available-for-sale securities (fair market value) | $18,820,000 | 4,118 |
| Total debt securities | $39,309,000 | 2,783 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $40,526,000 | 2,729 |
| U.S. Government securities | $35,609,000 | 2,274 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $35,609,000 | 2,229 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $4,917,000 | 1,214 |
| 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 | $4,917,000 | 708 |
| 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 | $10,867,000 | 3,211 |
| Mortgage-backed securities | $7,816,000 | 3,510 |
| Certificates of participation in pools of residential mortgages | $6,335,000 | 3,192 |
| Issued or guaranteed by U.S. | $6,335,000 | 3,178 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,481,000 | 2,545 |
| CMOs issued by government agencies or sponsored agencies | $1,481,000 | 2,207 |
| 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) | $20,489,000 | 710 |
| Available-for-sale securities (fair market value) | $20,037,000 | 3,966 |
| Total debt securities | $40,527,000 | 2,693 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $34,905,000 | 3,087 |
| U.S. Government securities | $34,905,000 | 2,325 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $34,905,000 | 2,277 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,912,000 | 3,244 |
| Mortgage-backed securities | $8,287,000 | 3,183 |
| Certificates of participation in pools of residential mortgages | $6,547,000 | 2,867 |
| Issued or guaranteed by U.S. | $6,547,000 | 2,853 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,740,000 | 2,321 |
| CMOs issued by government agencies or sponsored agencies | $1,740,000 | 2,021 |
| 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) | $16,505,000 | 877 |
| Available-for-sale securities (fair market value) | $18,400,000 | 4,145 |
| Total debt securities | $34,904,000 | 3,041 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $34,277,000 | 3,135 |
| U.S. Government securities | $34,277,000 | 2,398 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $34,277,000 | 2,345 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,988,000 | 4,258 |
| Mortgage-backed securities | $8,820,000 | 2,921 |
| Certificates of participation in pools of residential mortgages | $6,796,000 | 2,647 |
| Issued or guaranteed by U.S. | $6,796,000 | 2,635 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,024,000 | 2,175 |
| CMOs issued by government agencies or sponsored agencies | $2,024,000 | 1,881 |
| 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) | $15,506,000 | 955 |
| Available-for-sale securities (fair market value) | $18,771,000 | 4,107 |
| Total debt securities | $34,277,000 | 3,092 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $26,178,000 | 3,771 |
| U.S. Government securities | $26,178,000 | 3,010 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $26,178,000 | 2,936 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,459,000 | 4,745 |
| Mortgage-backed securities | $9,768,000 | 2,720 |
| Certificates of participation in pools of residential mortgages | $7,329,000 | 2,481 |
| Issued or guaranteed by U.S. | $7,329,000 | 2,469 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,439,000 | 2,016 |
| CMOs issued by government agencies or sponsored agencies | $2,439,000 | 1,741 |
| 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) | $11,527,000 | 1,154 |
| Available-for-sale securities (fair market value) | $14,651,000 | 4,670 |
| Total debt securities | $26,178,000 | 3,722 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $18,644,000 | 4,685 |
| U.S. Government securities | $18,644,000 | 3,838 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $18,644,000 | 3,744 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,822,000 | 4,648 |
| Mortgage-backed securities | $10,688,000 | 2,554 |
| Certificates of participation in pools of residential mortgages | $7,796,000 | 2,387 |
| Issued or guaranteed by U.S. | $7,796,000 | 2,378 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,892,000 | 1,882 |
| CMOs issued by government agencies or sponsored agencies | $2,892,000 | 1,613 |
| 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) | $3,033,000 | 2,142 |
| Available-for-sale securities (fair market value) | $15,611,000 | 4,557 |
| Total debt securities | $18,645,000 | 4,637 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $17,382,000 | 4,926 |
| U.S. Government securities | $17,382,000 | 4,095 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $17,382,000 | 3,993 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| 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 | $4,607,000 | 4,705 |
| Mortgage-backed securities | $11,446,000 | 2,457 |
| Certificates of participation in pools of residential mortgages | $8,131,000 | 2,341 |
| Issued or guaranteed by U.S. | $8,131,000 | 2,328 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $3,315,000 | 1,795 |
| CMOs issued by government agencies or sponsored agencies | $3,315,000 | 1,546 |
| 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) | $1,035,000 | 2,824 |
| Available-for-sale securities (fair market value) | $16,347,000 | 4,486 |
| Total debt securities | $17,382,000 | 4,882 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $19,139,000 | 4,702 |
| U.S. Government securities | $19,139,000 | 3,883 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $19,139,000 | 3,783 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,454,000 | 5,152 |
| Mortgage-backed securities | $12,199,000 | 2,381 |
| Certificates of participation in pools of residential mortgages | $8,468,000 | 2,314 |
| Issued or guaranteed by U.S. | $8,468,000 | 2,299 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $3,731,000 | 1,692 |
| CMOs issued by government agencies or sponsored agencies | $3,731,000 | 1,461 |
| 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) | $1,038,000 | 2,890 |
| Available-for-sale securities (fair market value) | $18,101,000 | 4,249 |
| Total debt securities | $19,139,000 | 4,653 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $18,735,000 | 4,741 |
| U.S. Government securities | $18,735,000 | 3,958 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $18,735,000 | 3,839 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| 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 | $3,552,000 | 5,129 |
| Mortgage-backed securities | $12,886,000 | 2,307 |
| Certificates of participation in pools of residential mortgages | $8,720,000 | 2,276 |
| Issued or guaranteed by U.S. | $8,720,000 | 2,266 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,166,000 | 1,591 |
| CMOs issued by government agencies or sponsored agencies | $4,166,000 | 1,373 |
| 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) | $40,000 | 3,908 |
| Available-for-sale securities (fair market value) | $18,695,000 | 4,127 |
| Total debt securities | $18,735,000 | 4,690 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $19,848,000 | 4,641 |
| U.S. Government securities | $19,848,000 | 3,834 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $19,848,000 | 3,713 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,809,000 | 5,043 |
| Mortgage-backed securities | $13,952,000 | 2,227 |
| Certificates of participation in pools of residential mortgages | $9,260,000 | 2,255 |
| Issued or guaranteed by U.S. | $9,260,000 | 2,245 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,692,000 | 1,518 |
| CMOs issued by government agencies or sponsored agencies | $4,692,000 | 1,301 |
| 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) | $43,000 | 3,974 |
| Available-for-sale securities (fair market value) | $19,805,000 | 4,030 |
| Total debt securities | $19,848,000 | 4,588 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $20,901,000 | 4,507 |
| U.S. Government securities | $20,901,000 | 3,672 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $20,901,000 | 3,547 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| 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 | $4,016,000 | 4,937 |
| Mortgage-backed securities | $14,958,000 | 2,151 |
| Certificates of participation in pools of residential mortgages | $9,769,000 | 2,190 |
| Issued or guaranteed by U.S. | $9,769,000 | 2,179 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $5,189,000 | 1,455 |
| CMOs issued by government agencies or sponsored agencies | $5,189,000 | 1,246 |
| 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) | $46,000 | 4,047 |
| Available-for-sale securities (fair market value) | $20,855,000 | 3,899 |
| Total debt securities | $20,902,000 | 4,442 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $22,106,000 | 4,336 |
| U.S. Government securities | $22,106,000 | 3,491 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $22,106,000 | 3,362 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $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 | $4,213,000 | 4,869 |
| Mortgage-backed securities | $16,131,000 | 2,057 |
| Certificates of participation in pools of residential mortgages | $10,260,000 | 2,161 |
| Issued or guaranteed by U.S. | $10,260,000 | 2,150 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,871,000 | 1,357 |
| CMOs issued by government agencies or sponsored agencies | $5,871,000 | 1,172 |
| 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) | $50,000 | 4,092 |
| Available-for-sale securities (fair market value) | $22,056,000 | 3,754 |
| Total debt securities | $22,106,000 | 4,281 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $18,441,000 | 4,869 |
| U.S. Government securities | $18,441,000 | 4,009 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $18,441,000 | 3,882 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $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 | $4,606,000 | 4,716 |
| Mortgage-backed securities | $17,436,000 | 2,007 |
| Certificates of participation in pools of residential mortgages | $11,058,000 | 2,140 |
| Issued or guaranteed by U.S. | $11,058,000 | 2,128 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $6,378,000 | 1,337 |
| CMOs issued by government agencies or sponsored agencies | $6,378,000 | 1,166 |
| 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) | $55,000 | 4,130 |
| Available-for-sale securities (fair market value) | $18,386,000 | 4,238 |
| Total debt securities | $18,442,000 | 4,812 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $19,186,000 | 4,822 |
| U.S. Government securities | $19,186,000 | 3,997 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $19,186,000 | 3,854 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| 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 | $4,785,000 | 4,688 |
| Mortgage-backed securities | $18,197,000 | 2,026 |
| Certificates of participation in pools of residential mortgages | $11,475,000 | 2,139 |
| Issued or guaranteed by U.S. | $11,475,000 | 2,129 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $6,722,000 | 1,329 |
| CMOs issued by government agencies or sponsored agencies | $6,722,000 | 1,158 |
| 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) | $62,000 | 4,195 |
| Available-for-sale securities (fair market value) | $19,124,000 | 4,202 |
| Total debt securities | $19,186,000 | 4,772 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $19,548,000 | 4,792 |
| U.S. Government securities | $19,548,000 | 3,935 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $19,548,000 | 3,801 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| 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 | $5,327,000 | 4,496 |
| Mortgage-backed securities | $12,506,000 | 2,603 |
| Certificates of participation in pools of residential mortgages | $10,244,000 | 2,339 |
| Issued or guaranteed by U.S. | $10,244,000 | 2,333 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,262,000 | 2,104 |
| CMOs issued by government agencies or sponsored agencies | $2,262,000 | 1,878 |
| 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) | $67,000 | 4,251 |
| Available-for-sale securities (fair market value) | $19,481,000 | 4,160 |
| Total debt securities | $19,548,000 | 4,730 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $10,265,000 | 6,439 |
| U.S. Government securities | $10,265,000 | 5,636 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $10,265,000 | 5,481 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| 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 | $5,721,000 | 4,355 |
| Mortgage-backed securities | $4,281,000 | 4,178 |
| Certificates of participation in pools of residential mortgages | $3,913,000 | 3,693 |
| Issued or guaranteed by U.S. | $3,913,000 | 3,687 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $368,000 | 3,151 |
| CMOs issued by government agencies or sponsored agencies | $368,000 | 2,882 |
| 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) | $81,000 | 4,273 |
| Available-for-sale securities (fair market value) | $10,184,000 | 5,712 |
| Total debt securities | $10,364,000 | 6,350 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $12,780,000 | 5,989 |
| U.S. Government securities | $12,780,000 | 5,135 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $12,780,000 | 4,978 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $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 | $2,964,000 | 5,439 |
| Mortgage-backed securities | $4,728,000 | 4,102 |
| Certificates of participation in pools of residential mortgages | $4,324,000 | 3,617 |
| Issued or guaranteed by U.S. | $4,324,000 | 3,608 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $404,000 | 3,177 |
| CMOs issued by government agencies or sponsored agencies | $404,000 | 2,917 |
| 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) | $90,000 | 4,304 |
| Available-for-sale securities (fair market value) | $12,690,000 | 5,272 |
| Total debt securities | $12,866,000 | 5,901 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $15,933,000 | 5,392 |
| U.S. Government securities | $15,933,000 | 4,485 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $15,933,000 | 4,333 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $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 | $3,921,000 | 4,963 |
| Mortgage-backed securities | $5,625,000 | 3,904 |
| Certificates of participation in pools of residential mortgages | $5,103,000 | 3,409 |
| Issued or guaranteed by U.S. | $5,103,000 | 3,400 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $522,000 | 3,111 |
| CMOs issued by government agencies or sponsored agencies | $522,000 | 2,842 |
| 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) | $98,000 | 4,352 |
| Available-for-sale securities (fair market value) | $15,835,000 | 4,748 |
| Total debt securities | $15,934,000 | 5,307 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $16,596,000 | 5,341 |
| U.S. Government securities | $16,596,000 | 4,406 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $16,596,000 | 4,256 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $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 | $4,248,000 | 4,757 |
| Mortgage-backed securities | $6,262,000 | 3,709 |
| Certificates of participation in pools of residential mortgages | $5,662,000 | 3,252 |
| Issued or guaranteed by U.S. | $5,662,000 | 3,240 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $600,000 | 3,066 |
| CMOs issued by government agencies or sponsored agencies | $600,000 | 2,924 |
| 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) | $107,000 | 4,358 |
| Available-for-sale securities (fair market value) | $16,489,000 | 4,674 |
| Total debt securities | $16,596,000 | 5,252 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $9,273,000 | 6,688 |
| U.S. Government securities | $9,273,000 | 5,810 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $9,273,000 | 5,634 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $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 | $4,696,000 | 4,553 |
| Mortgage-backed securities | $7,212,000 | 3,497 |
| Certificates of participation in pools of residential mortgages | $6,464,000 | 3,047 |
| Issued or guaranteed by U.S. | $6,464,000 | 3,033 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $748,000 | 2,998 |
| CMOs issued by government agencies or sponsored agencies | $748,000 | 2,853 |
| 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) | $121,000 | 4,372 |
| Available-for-sale securities (fair market value) | $9,152,000 | 5,959 |
| Total debt securities | $9,273,000 | 6,594 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $15,777,000 | 5,346 |
| U.S. Government securities | $15,777,000 | 4,332 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $15,777,000 | 4,175 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,163,000 | 5,177 |
| Mortgage-backed securities | $9,690,000 | 3,109 |
| Certificates of participation in pools of residential mortgages | $8,708,000 | 2,588 |
| Issued or guaranteed by U.S. | $8,708,000 | 2,575 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $982,000 | 3,057 |
| CMOs issued by government agencies or sponsored agencies | $982,000 | 2,907 |
| 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) | $4,138,000 | 2,253 |
| Available-for-sale securities (fair market value) | $11,639,000 | 5,386 |
| Total debt securities | $15,777,000 | 5,245 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $18,003,000 | 4,979 |
| U.S. Government securities | $18,003,000 | 3,975 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $18,003,000 | 3,818 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $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 | $3,186,000 | 5,211 |
| Mortgage-backed securities | $11,909,000 | 2,786 |
| Certificates of participation in pools of residential mortgages | $10,906,000 | 2,253 |
| Issued or guaranteed by U.S. | $10,906,000 | 2,242 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,003,000 | 3,144 |
| CMOs issued by government agencies or sponsored agencies | $1,003,000 | 3,001 |
| 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) | $4,154,000 | 2,292 |
| Available-for-sale securities (fair market value) | $13,849,000 | 4,980 |
| Total debt securities | $18,002,000 | 4,878 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $18,717,000 | 4,847 |
| U.S. Government securities | $18,717,000 | 3,872 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $18,717,000 | 3,707 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $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 | $3,211,000 | 5,205 |
| Mortgage-backed securities | $11,607,000 | 2,804 |
| Certificates of participation in pools of residential mortgages | $11,607,000 | 2,139 |
| Issued or guaranteed by U.S. | $11,607,000 | 2,128 |
| 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) | $4,172,000 | 2,341 |
| Available-for-sale securities (fair market value) | $14,545,000 | 4,804 |
| Total debt securities | $18,718,000 | 4,760 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $24,827,000 | 3,880 |
| U.S. Government securities | $24,827,000 | 2,971 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $24,827,000 | 2,811 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,911,000 | 4,878 |
| Mortgage-backed securities | $6,820,000 | 3,505 |
| Certificates of participation in pools of residential mortgages | $5,170,000 | 3,088 |
| Issued or guaranteed by U.S. | $5,170,000 | 3,073 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,650,000 | 2,889 |
| CMOs issued by government agencies or sponsored agencies | $1,650,000 | 2,733 |
| 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) | $11,897,000 | 1,384 |
| Available-for-sale securities (fair market value) | $12,930,000 | 4,959 |
| Total debt securities | $24,827,000 | 3,793 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $10,020,000 | 6,790 |
| U.S. Government securities | $9,286,000 | 6,083 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $9,286,000 | 5,739 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $734,000 | 3,067 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,323,000 | 4,943 |
| Mortgage-backed securities | $4,960,000 | 3,410 |
| Certificates of participation in pools of residential mortgages | $4,960,000 | 2,642 |
| Issued or guaranteed by U.S. | $4,960,000 | 2,624 |
| 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) | $998,000 | 4,472 |
| Available-for-sale securities (fair market value) | $9,022,000 | 5,982 |
| Total debt securities | $9,286,000 | 6,878 |
| 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 | $9,583,000 | 7,201 |
| U.S. Government securities | $9,058,000 | 6,434 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $9,058,000 | 5,896 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $525,000 | 3,627 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,692,000 | 4,761 |
| Mortgage-backed securities | $9,058,000 | 2,675 |
| Certificates of participation in pools of residential mortgages | $9,058,000 | 2,001 |
| Issued or guaranteed by U.S. | $9,058,000 | 1,991 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,609,000 | 4,476 |
| Available-for-sale securities (fair market value) | $7,974,000 | 6,446 |
| Total debt securities | $9,058,000 | 7,242 |
| 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 | $11,014,000 | 6,804 |
| U.S. Government securities | $10,531,000 | 5,926 |
| U.S. Treasury securities | $2,021,000 | 3,871 |
| U.S. Government agency obligations | $8,510,000 | 5,729 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $483,000 | 3,660 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,324,000 | 5,185 |
| Mortgage-backed securities | $8,510,000 | 2,963 |
| Certificates of participation in pools of residential mortgages | $8,510,000 | 2,187 |
| Issued or guaranteed by U.S. | $8,510,000 | 2,169 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,748,000 | 4,919 |
| Available-for-sale securities (fair market value) | $9,266,000 | 5,969 |
| Total debt securities | $10,531,000 | 6,797 |
| 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 | $12,779,000 | 6,604 |
| U.S. Government securities | $12,569,000 | 5,657 |
| U.S. Treasury securities | $2,030,000 | 5,039 |
| U.S. Government agency obligations | $10,539,000 | 5,059 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $210,000 | 5,314 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,091,000 | 6,363 |
| Mortgage-backed securities | $10,539,000 | 2,560 |
| Certificates of participation in pools of residential mortgages | $10,539,000 | 1,879 |
| Issued or guaranteed by U.S. | $10,539,000 | 1,865 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,034,000 | 6,263 |
| Available-for-sale securities (fair market value) | $11,745,000 | 5,241 |
| Total debt securities | $12,569,000 | 6,522 |
| 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 | $17,782,000 | 5,757 |
| U.S. Government securities | $17,672,000 | 4,854 |
| U.S. Treasury securities | $6,508,000 | 3,144 |
| U.S. Government agency obligations | $11,164,000 | 5,146 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $110,000 | 6,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,066,000 | 7,731 |
| Mortgage-backed securities | $11,164,000 | 2,742 |
| Certificates of participation in pools of residential mortgages | $11,164,000 | 2,005 |
| Issued or guaranteed by U.S. | $11,164,000 | 1,988 |
| 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) | $5,940,000 | 4,321 |
| Available-for-sale securities (fair market value) | $11,842,000 | 5,459 |
| Total debt securities | $17,672,000 | 5,663 |
| 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 | $19,804,000 | 5,584 |
| U.S. Government securities | $19,694,000 | 4,711 |
| U.S. Treasury securities | $9,552,000 | 2,832 |
| U.S. Government agency obligations | $10,142,000 | 5,425 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $110,000 | 6,054 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,178,000 | 7,862 |
| Mortgage-backed securities | $10,142,000 | 3,065 |
| Certificates of participation in pools of residential mortgages | $10,142,000 | 2,159 |
| Issued or guaranteed by U.S. | $10,142,000 | 2,134 |
| 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) | $8,060,000 | 3,888 |
| Available-for-sale securities (fair market value) | $11,744,000 | 5,631 |
| Total debt securities | $19,694,000 | 5,509 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $15,589,000 | 6,959 |
| U.S. Government securities | $15,479,000 | 5,925 |
| U.S. Treasury securities | $11,932,000 | 2,900 |
| U.S. Government agency obligations | $3,547,000 | 8,692 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $110,000 | 5,829 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,662,000 | 6,374 |
| Mortgage-backed securities | $3,547,000 | 5,488 |
| Certificates of participation in pools of residential mortgages | $3,547,000 | 4,035 |
| Issued or guaranteed by U.S. | $3,547,000 | 4,008 |
| 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) | $9,023,000 | 6,067 |
| Available-for-sale securities (fair market value) | $6,566,000 | 6,084 |
| Total debt securities | $15,479,000 | 6,880 |
| 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 | $9,144,000 | 9,414 |
| U.S. Government securities | $9,034,000 | 8,448 |
| U.S. Treasury securities | $8,056,000 | 4,142 |
| U.S. Government agency obligations | $978,000 | 11,253 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $110,000 | 5,509 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,196,000 | 8,222 |
| Mortgage-backed securities | $478,000 | 9,304 |
| Certificates of participation in pools of residential mortgages | $478,000 | 8,158 |
| Issued or guaranteed by U.S. | $478,000 | 8,103 |
| 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 | $9,034,000 | 9,313 |
| 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 | $7,285,000 | 10,378 |
| U.S. Government securities | $7,175,000 | 9,459 |
| U.S. Treasury securities | $5,553,000 | 5,434 |
| U.S. Government agency obligations | $1,622,000 | 10,886 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $110,000 | 4,947 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,093,000 | 8,504 |
| Mortgage-backed securities | $620,000 | 9,543 |
| Certificates of participation in pools of residential mortgages | $506,000 | 8,559 |
| Issued or guaranteed by U.S. | $506,000 | 8,498 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $114,000 | 6,891 |
| CMOs issued by government agencies or sponsored agencies | $114,000 | 6,342 |
| 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 | $7,175,000 | 10,298 |
| 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 |