Home > Holcomb Bank > Securities
Holcomb Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $67,023,000 | 2,221 |
| U.S. Government securities | $17,330,000 | 3,136 |
| U.S. Treasury securities | $6,160,000 | 1,696 |
| U.S. Government agency obligations | $11,170,000 | 3,151 |
| Securities issued by states & political subdivisions | $43,058,000 | 1,013 |
| Other domestic debt securities | $6,539,000 | 1,228 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $624,000 | 618 |
| Other domestic debt securities - All other | $5,915,000 | 891 |
| 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 | $31,765,000 | 1,896 |
| Mortgage-backed securities | $10,702,000 | 2,524 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,181,000 | 2,109 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,521,000 | 2,013 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $66,927,000 | 2,002 |
| Total debt securities | $66,929,000 | 2,205 |
| 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 | $66,471,000 | 2,199 |
| U.S. Government securities | $18,269,000 | 3,074 |
| U.S. Treasury securities | $7,014,000 | 1,668 |
| U.S. Government agency obligations | $11,255,000 | 3,122 |
| Securities issued by states & political subdivisions | $41,922,000 | 1,016 |
| Other domestic debt securities | $6,203,000 | 1,245 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $625,000 | 612 |
| Other domestic debt securities - All other | $5,578,000 | 914 |
| 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 | $30,721,000 | 1,881 |
| Mortgage-backed securities | $10,798,000 | 2,498 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,221,000 | 2,095 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,577,000 | 1,971 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $66,394,000 | 1,979 |
| Total debt securities | $66,395,000 | 2,186 |
| 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 | $68,668,000 | 2,222 |
| U.S. Government securities | $18,726,000 | 3,096 |
| U.S. Treasury securities | $7,047,000 | 1,692 |
| U.S. Government agency obligations | $11,679,000 | 3,143 |
| Securities issued by states & political subdivisions | $43,610,000 | 1,032 |
| Other domestic debt securities | $6,260,000 | 1,254 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $655,000 | 596 |
| Other domestic debt securities - All other | $5,605,000 | 921 |
| 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 | $26,877,000 | 2,013 |
| Mortgage-backed securities | $11,223,000 | 2,512 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,543,000 | 2,102 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,680,000 | 1,951 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $68,596,000 | 1,996 |
| Total debt securities | $68,594,000 | 2,207 |
| 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 | $69,824,000 | 2,280 |
| U.S. Government securities | $19,270,000 | 3,149 |
| U.S. Treasury securities | $7,104,000 | 1,757 |
| U.S. Government agency obligations | $12,166,000 | 3,134 |
| Securities issued by states & political subdivisions | $43,971,000 | 1,062 |
| Other domestic debt securities | $6,516,000 | 1,285 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $679,000 | 595 |
| Other domestic debt securities - All other | $5,837,000 | 932 |
| 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 | $24,385,000 | 2,064 |
| Mortgage-backed securities | $11,704,000 | 2,532 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,910,000 | 2,121 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,794,000 | 1,966 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $69,757,000 | 2,037 |
| Total debt securities | $69,758,000 | 2,262 |
| 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 | $71,193,000 | 2,276 |
| U.S. Government securities | $19,443,000 | 3,152 |
| U.S. Treasury securities | $7,032,000 | 1,801 |
| U.S. Government agency obligations | $12,411,000 | 3,120 |
| Securities issued by states & political subdivisions | $45,181,000 | 1,060 |
| Other domestic debt securities | $6,513,000 | 1,302 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $699,000 | 607 |
| Other domestic debt securities - All other | $5,814,000 | 941 |
| 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 | $22,064,000 | 2,050 |
| Mortgage-backed securities | $11,953,000 | 2,542 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,069,000 | 2,130 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,884,000 | 1,961 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $71,137,000 | 2,043 |
| Total debt securities | $71,137,000 | 2,261 |
| 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 | $71,299,000 | 2,281 |
| U.S. Government securities | $19,880,000 | 3,155 |
| U.S. Treasury securities | $7,008,000 | 1,827 |
| U.S. Government agency obligations | $12,872,000 | 3,087 |
| Securities issued by states & political subdivisions | $44,792,000 | 1,077 |
| Other domestic debt securities | $6,577,000 | 1,259 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $717,000 | 447 |
| Other domestic debt securities - All other | $5,860,000 | 934 |
| 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 | $20,027,000 | 2,083 |
| Mortgage-backed securities | $12,415,000 | 2,527 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,326,000 | 2,119 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,089,000 | 1,926 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $71,249,000 | 2,049 |
| Total debt securities | $71,249,000 | 2,267 |
| 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 | $73,421,000 | 2,270 |
| U.S. Government securities | $21,646,000 | 3,081 |
| U.S. Treasury securities | $7,088,000 | 1,796 |
| U.S. Government agency obligations | $14,558,000 | 3,015 |
| Securities issued by states & political subdivisions | $45,819,000 | 1,098 |
| Other domestic debt securities | $5,907,000 | 1,241 |
| 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 | $5,907,000 | 947 |
| 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 | $18,756,000 | 2,120 |
| Mortgage-backed securities | $14,086,000 | 2,478 |
| Certificates of participation in pools of residential mortgages | $10,845,000 | 2,183 |
| Issued or guaranteed by U.S. | $10,845,000 | 2,127 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $2,309,000 | 1,982 |
| CMOs issued by government agencies or sponsored agencies | $2,309,000 | 1,909 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $932,000 | 1,739 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $932,000 | 1,232 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $73,372,000 | 2,081 |
| Total debt securities | $73,371,000 | 2,259 |
| 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 | $79,456,000 | 2,113 |
| U.S. Government securities | $23,175,000 | 2,916 |
| U.S. Treasury securities | $7,337,000 | 1,591 |
| U.S. Government agency obligations | $15,838,000 | 2,927 |
| Securities issued by states & political subdivisions | $50,175,000 | 1,025 |
| Other domestic debt securities | $6,052,000 | 1,205 |
| 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 | $6,052,000 | 905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,826,000 | 2,324 |
| Mortgage-backed securities | $15,347,000 | 2,436 |
| Certificates of participation in pools of residential mortgages | $11,723,000 | 2,145 |
| Issued or guaranteed by U.S. | $11,723,000 | 2,096 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $2,638,000 | 1,920 |
| CMOs issued by government agencies or sponsored agencies | $2,638,000 | 1,853 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $986,000 | 1,702 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $986,000 | 1,204 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $79,402,000 | 1,962 |
| Total debt securities | $79,403,000 | 2,101 |
| 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 | $72,317,000 | 2,197 |
| U.S. Government securities | $16,496,000 | 3,157 |
| U.S. Treasury securities | $3,193,000 | 1,590 |
| U.S. Government agency obligations | $13,303,000 | 3,054 |
| Securities issued by states & political subdivisions | $49,543,000 | 1,088 |
| Other domestic debt securities | $6,216,000 | 1,175 |
| 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 | $6,216,000 | 858 |
| 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 | $15,259,000 | 2,280 |
| Mortgage-backed securities | $13,303,000 | 2,541 |
| Certificates of participation in pools of residential mortgages | $9,912,000 | 2,288 |
| Issued or guaranteed by U.S. | $9,912,000 | 2,225 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,991,000 | 1,843 |
| CMOs issued by government agencies or sponsored agencies | $2,991,000 | 1,789 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $400,000 | 1,888 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $400,000 | 1,336 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $72,255,000 | 2,056 |
| Total debt securities | $72,255,000 | 2,189 |
| 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 | $67,255,000 | 2,229 |
| U.S. Government securities | $15,406,000 | 3,161 |
| U.S. Treasury securities | $3,247,000 | 1,352 |
| U.S. Government agency obligations | $12,159,000 | 3,141 |
| Securities issued by states & political subdivisions | $45,530,000 | 1,137 |
| Other domestic debt securities | $6,265,000 | 1,117 |
| 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 | $6,265,000 | 799 |
| 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 | $14,882,000 | 2,267 |
| Mortgage-backed securities | $12,159,000 | 2,628 |
| Certificates of participation in pools of residential mortgages | $8,103,000 | 2,460 |
| Issued or guaranteed by U.S. | $8,103,000 | 2,395 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $3,335,000 | 1,796 |
| CMOs issued by government agencies or sponsored agencies | $3,335,000 | 1,750 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $721,000 | 1,796 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $721,000 | 1,272 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $67,201,000 | 2,088 |
| Total debt securities | $67,199,000 | 2,213 |
| 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 | $66,196,000 | 2,188 |
| U.S. Government securities | $14,567,000 | 3,169 |
| U.S. Treasury securities | $3,223,000 | 1,257 |
| U.S. Government agency obligations | $11,344,000 | 3,194 |
| Securities issued by states & political subdivisions | $46,326,000 | 1,091 |
| Other domestic debt securities | $5,254,000 | 1,172 |
| 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 | $5,254,000 | 844 |
| 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 | $15,383,000 | 2,228 |
| Mortgage-backed securities | $11,344,000 | 2,667 |
| Certificates of participation in pools of residential mortgages | $6,733,000 | 2,603 |
| Issued or guaranteed by U.S. | $6,733,000 | 2,528 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $3,731,000 | 1,691 |
| CMOs issued by government agencies or sponsored agencies | $3,731,000 | 1,655 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $880,000 | 1,753 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $880,000 | 1,217 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $66,147,000 | 2,060 |
| Total debt securities | $66,147,000 | 2,172 |
| 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 | $59,006,000 | 2,211 |
| U.S. Government securities | $12,957,000 | 3,186 |
| U.S. Treasury securities | $1,102,000 | 1,298 |
| U.S. Government agency obligations | $11,855,000 | 3,091 |
| Securities issued by states & political subdivisions | $42,273,000 | 1,122 |
| Other domestic debt securities | $3,726,000 | 1,274 |
| 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 | $3,726,000 | 914 |
| 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 | $15,042,000 | 2,233 |
| Mortgage-backed securities | $11,855,000 | 2,581 |
| Certificates of participation in pools of residential mortgages | $6,772,000 | 2,541 |
| Issued or guaranteed by U.S. | $6,772,000 | 2,466 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $4,187,000 | 1,609 |
| CMOs issued by government agencies or sponsored agencies | $4,187,000 | 1,570 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $896,000 | 1,732 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $896,000 | 1,195 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $58,956,000 | 2,079 |
| Total debt securities | $58,956,000 | 2,191 |
| Structured notes | ||
| Amortized cost | $500,000 | 473 |
| Fair value | $500,000 | 476 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $60,613,000 | 2,056 |
| U.S. Government securities | $12,715,000 | 3,049 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $12,715,000 | 2,897 |
| Securities issued by states & political subdivisions | $44,352,000 | 1,028 |
| Other domestic debt securities | $3,509,000 | 1,237 |
| 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 | $3,509,000 | 893 |
| 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 | $16,629,000 | 2,106 |
| Mortgage-backed securities | $12,715,000 | 2,435 |
| Certificates of participation in pools of residential mortgages | $8,019,000 | 2,294 |
| Issued or guaranteed by U.S. | $8,019,000 | 2,231 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $3,759,000 | 1,696 |
| CMOs issued by government agencies or sponsored agencies | $3,759,000 | 1,654 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $937,000 | 1,679 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $937,000 | 1,146 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $60,576,000 | 1,932 |
| Total debt securities | $60,575,000 | 2,040 |
| Structured notes | ||
| Amortized cost | $500,000 | 256 |
| Fair value | $500,000 | 269 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $62,084,000 | 1,913 |
| U.S. Government securities | $13,753,000 | 2,907 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $13,753,000 | 2,766 |
| Securities issued by states & political subdivisions | $45,312,000 | 942 |
| Other domestic debt securities | $2,987,000 | 1,276 |
| 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 | $2,987,000 | 921 |
| 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 | $22,868,000 | 1,736 |
| Mortgage-backed securities | $13,753,000 | 2,347 |
| Certificates of participation in pools of residential mortgages | $8,688,000 | 2,198 |
| Issued or guaranteed by U.S. | $8,688,000 | 2,134 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,107,000 | 1,683 |
| CMOs issued by government agencies or sponsored agencies | $4,107,000 | 1,641 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $958,000 | 1,648 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $958,000 | 1,109 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $62,052,000 | 1,790 |
| Total debt securities | $62,051,000 | 1,898 |
| Structured notes | ||
| Amortized cost | $500,000 | 251 |
| Fair value | $500,000 | 269 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $33,434,000 | 2,735 |
| U.S. Government securities | $14,749,000 | 2,849 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $14,749,000 | 2,715 |
| Securities issued by states & political subdivisions | $18,153,000 | 1,799 |
| Other domestic debt securities | $500,000 | 1,794 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $500,000 | 1,412 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,217,000 | 1,951 |
| Mortgage-backed securities | $14,749,000 | 2,285 |
| Certificates of participation in pools of residential mortgages | $9,324,000 | 2,102 |
| Issued or guaranteed by U.S. | $9,324,000 | 2,046 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,454,000 | 1,681 |
| CMOs issued by government agencies or sponsored agencies | $4,454,000 | 1,643 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $971,000 | 1,627 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $971,000 | 1,077 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $33,402,000 | 2,559 |
| Total debt securities | $33,402,000 | 2,715 |
| 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 | $31,237,000 | 2,774 |
| U.S. Government securities | $15,217,000 | 2,832 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $15,217,000 | 2,690 |
| Securities issued by states & political subdivisions | $15,992,000 | 1,811 |
| 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 | $14,419,000 | 2,186 |
| Mortgage-backed securities | $15,217,000 | 2,253 |
| Certificates of participation in pools of residential mortgages | $9,584,000 | 2,085 |
| Issued or guaranteed by U.S. | $9,584,000 | 2,027 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $4,643,000 | 1,660 |
| CMOs issued by government agencies or sponsored agencies | $4,643,000 | 1,618 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $990,000 | 1,600 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $990,000 | 1,051 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $31,209,000 | 2,605 |
| Total debt securities | $31,210,000 | 2,760 |
| 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 | $30,391,000 | 2,832 |
| U.S. Government securities | $14,944,000 | 2,928 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $14,944,000 | 2,770 |
| Securities issued by states & political subdivisions | $15,405,000 | 1,828 |
| 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 | $13,008,000 | 2,300 |
| Mortgage-backed securities | $14,944,000 | 2,250 |
| Certificates of participation in pools of residential mortgages | $9,597,000 | 2,024 |
| Issued or guaranteed by U.S. | $9,597,000 | 1,969 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $4,352,000 | 1,674 |
| CMOs issued by government agencies or sponsored agencies | $4,352,000 | 1,633 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $995,000 | 1,570 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $995,000 | 1,009 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $30,349,000 | 2,644 |
| Total debt securities | $30,350,000 | 2,813 |
| 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 | $28,176,000 | 2,944 |
| U.S. Government securities | $14,314,000 | 3,025 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $14,314,000 | 2,864 |
| Securities issued by states & political subdivisions | $13,821,000 | 1,964 |
| 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 | $13,143,000 | 2,345 |
| Mortgage-backed securities | $14,314,000 | 2,290 |
| Certificates of participation in pools of residential mortgages | $8,713,000 | 2,099 |
| Issued or guaranteed by U.S. | $8,713,000 | 2,036 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $4,592,000 | 1,642 |
| CMOs issued by government agencies or sponsored agencies | $4,592,000 | 1,607 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $1,009,000 | 1,537 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $1,009,000 | 963 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $28,135,000 | 2,745 |
| Total debt securities | $28,137,000 | 2,929 |
| 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 | $28,401,000 | 2,986 |
| U.S. Government securities | $15,702,000 | 2,958 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $15,702,000 | 2,794 |
| Securities issued by states & political subdivisions | $12,663,000 | 2,105 |
| 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 | $13,194,000 | 2,383 |
| Mortgage-backed securities | $15,022,000 | 2,219 |
| Certificates of participation in pools of residential mortgages | $9,158,000 | 2,043 |
| Issued or guaranteed by U.S. | $9,158,000 | 2,002 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $4,851,000 | 1,602 |
| CMOs issued by government agencies or sponsored agencies | $4,851,000 | 1,556 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $1,013,000 | 1,522 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $1,013,000 | 931 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $28,365,000 | 2,778 |
| Total debt securities | $28,364,000 | 2,975 |
| Structured notes | ||
| Amortized cost | $664,000 | 711 |
| Fair value | $680,000 | 711 |
| 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 | $28,180,000 | 3,046 |
| U.S. Government securities | $16,126,000 | 2,953 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $16,126,000 | 2,792 |
| Securities issued by states & political subdivisions | $12,017,000 | 2,229 |
| 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 | $12,226,000 | 2,524 |
| Mortgage-backed securities | $15,465,000 | 2,175 |
| Certificates of participation in pools of residential mortgages | $9,480,000 | 2,036 |
| Issued or guaranteed by U.S. | $9,480,000 | 1,991 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,987,000 | 1,589 |
| CMOs issued by government agencies or sponsored agencies | $4,987,000 | 1,542 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $998,000 | 1,468 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $998,000 | 878 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $28,143,000 | 2,826 |
| Total debt securities | $28,142,000 | 3,031 |
| Structured notes | ||
| Amortized cost | $661,000 | 723 |
| Fair value | $661,000 | 724 |
| 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 | $25,821,000 | 3,205 |
| U.S. Government securities | $14,371,000 | 3,134 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $14,371,000 | 2,962 |
| Securities issued by states & political subdivisions | $11,422,000 | 2,334 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $28,000 | 506 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,207,000 | 2,832 |
| Mortgage-backed securities | $14,371,000 | 2,252 |
| Certificates of participation in pools of residential mortgages | $9,327,000 | 2,063 |
| Issued or guaranteed by U.S. | $9,327,000 | 2,031 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,053,000 | 1,724 |
| CMOs issued by government agencies or sponsored agencies | $4,053,000 | 1,673 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $991,000 | 1,433 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $991,000 | 844 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $25,821,000 | 2,970 |
| Total debt securities | $25,794,000 | 3,189 |
| 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 | $24,836,000 | 3,270 |
| U.S. Government securities | $14,916,000 | 3,111 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $14,916,000 | 2,952 |
| Securities issued by states & political subdivisions | $9,881,000 | 2,525 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $39,000 | 512 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,027,000 | 2,859 |
| Mortgage-backed securities | $14,916,000 | 2,234 |
| Certificates of participation in pools of residential mortgages | $9,733,000 | 2,047 |
| Issued or guaranteed by U.S. | $9,733,000 | 2,034 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,194,000 | 1,664 |
| CMOs issued by government agencies or sponsored agencies | $4,194,000 | 1,620 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $989,000 | 1,412 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $989,000 | 838 |
| Held to maturity securities (book value) | $430,000 | 1,710 |
| Available-for-sale securities (fair market value) | $24,406,000 | 3,054 |
| Total debt securities | $24,797,000 | 3,250 |
| 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 | $25,751,000 | 3,260 |
| U.S. Government securities | $15,738,000 | 3,052 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $15,738,000 | 2,896 |
| Securities issued by states & political subdivisions | $9,965,000 | 2,568 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $48,000 | 527 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,240,000 | 3,289 |
| Mortgage-backed securities | $15,738,000 | 2,210 |
| Certificates of participation in pools of residential mortgages | $10,318,000 | 2,041 |
| Issued or guaranteed by U.S. | $10,318,000 | 1,952 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $4,425,000 | 1,649 |
| CMOs issued by government agencies or sponsored agencies | $4,425,000 | 1,601 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $995,000 | 1,382 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $995,000 | 831 |
| Held to maturity securities (book value) | $430,000 | 1,737 |
| Available-for-sale securities (fair market value) | $25,321,000 | 3,024 |
| Total debt securities | $25,704,000 | 3,241 |
| 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 | $29,243,000 | 3,121 |
| U.S. Government securities | $17,868,000 | 2,938 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $17,868,000 | 2,803 |
| Securities issued by states & political subdivisions | $11,336,000 | 2,454 |
| 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 | $39,000 | 615 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,442,000 | 2,882 |
| Mortgage-backed securities | $17,868,000 | 2,058 |
| Certificates of participation in pools of residential mortgages | $12,227,000 | 1,905 |
| Issued or guaranteed by U.S. | $12,227,000 | 1,903 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,638,000 | 1,619 |
| CMOs issued by government agencies or sponsored agencies | $4,638,000 | 1,564 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $1,003,000 | 1,211 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $1,003,000 | 804 |
| Held to maturity securities (book value) | $430,000 | 1,761 |
| Available-for-sale securities (fair market value) | $28,813,000 | 2,899 |
| Total debt securities | $29,203,000 | 3,106 |
| 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 | $33,766,000 | 2,925 |
| U.S. Government securities | $19,826,000 | 2,816 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $19,826,000 | 2,683 |
| Securities issued by states & political subdivisions | $13,901,000 | 2,277 |
| 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 | $39,000 | 843 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,173,000 | 2,750 |
| Mortgage-backed securities | $19,826,000 | 1,950 |
| Certificates of participation in pools of residential mortgages | $15,384,000 | 1,690 |
| Issued or guaranteed by U.S. | $15,384,000 | 1,689 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $3,935,000 | 1,710 |
| CMOs issued by government agencies or sponsored agencies | $3,935,000 | 1,659 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $507,000 | 1,353 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $507,000 | 892 |
| Held to maturity securities (book value) | $430,000 | 1,790 |
| Available-for-sale securities (fair market value) | $33,336,000 | 2,720 |
| Total debt securities | $33,728,000 | 2,908 |
| 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 | $33,326,000 | 2,990 |
| U.S. Government securities | $19,574,000 | 2,857 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $19,574,000 | 2,744 |
| Securities issued by states & political subdivisions | $13,718,000 | 2,327 |
| 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 | $34,000 | 908 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,587,000 | 2,735 |
| Mortgage-backed securities | $19,574,000 | 1,984 |
| Certificates of participation in pools of residential mortgages | $16,478,000 | 1,655 |
| Issued or guaranteed by U.S. | $16,478,000 | 1,653 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,584,000 | 1,951 |
| CMOs issued by government agencies or sponsored agencies | $2,584,000 | 1,890 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $512,000 | 1,339 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $512,000 | 878 |
| Held to maturity securities (book value) | $35,000 | 2,060 |
| Available-for-sale securities (fair market value) | $33,291,000 | 2,761 |
| Total debt securities | $33,294,000 | 2,971 |
| 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 | $32,744,000 | 3,065 |
| U.S. Government securities | $18,786,000 | 2,962 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $18,786,000 | 2,844 |
| Securities issued by states & political subdivisions | $13,925,000 | 2,334 |
| 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 | $33,000 | 879 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,696,000 | 2,735 |
| Mortgage-backed securities | $18,786,000 | 2,049 |
| Certificates of participation in pools of residential mortgages | $16,419,000 | 1,707 |
| Issued or guaranteed by U.S. | $16,419,000 | 1,706 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,851,000 | 2,166 |
| CMOs issued by government agencies or sponsored agencies | $1,851,000 | 2,101 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $516,000 | 1,290 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $516,000 | 837 |
| Held to maturity securities (book value) | $35,000 | 2,085 |
| Available-for-sale securities (fair market value) | $32,709,000 | 2,822 |
| Total debt securities | $32,711,000 | 3,045 |
| 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 | $29,684,000 | 3,240 |
| U.S. Government securities | $17,222,000 | 3,143 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $17,222,000 | 3,015 |
| Securities issued by states & political subdivisions | $12,448,000 | 2,506 |
| 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 | $14,000 | 995 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,472,000 | 2,890 |
| Mortgage-backed securities | $17,222,000 | 2,211 |
| Certificates of participation in pools of residential mortgages | $15,691,000 | 1,787 |
| Issued or guaranteed by U.S. | $15,691,000 | 1,787 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,021,000 | 2,474 |
| CMOs issued by government agencies or sponsored agencies | $1,021,000 | 2,407 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $510,000 | 1,267 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $510,000 | 828 |
| Held to maturity securities (book value) | $35,000 | 2,122 |
| Available-for-sale securities (fair market value) | $29,649,000 | 2,981 |
| Total debt securities | $29,669,000 | 3,220 |
| 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 | $25,759,000 | 3,468 |
| U.S. Government securities | $13,910,000 | 3,405 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $13,910,000 | 3,276 |
| Securities issued by states & political subdivisions | $11,820,000 | 2,571 |
| 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 | $29,000 | 929 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,370,000 | 2,688 |
| Mortgage-backed securities | $13,910,000 | 2,430 |
| Certificates of participation in pools of residential mortgages | $13,633,000 | 1,929 |
| Issued or guaranteed by U.S. | $13,633,000 | 1,927 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $277,000 | 2,861 |
| CMOs issued by government agencies or sponsored agencies | $277,000 | 2,769 |
| 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) | $36,000 | 2,148 |
| Available-for-sale securities (fair market value) | $25,723,000 | 3,178 |
| Total debt securities | $25,730,000 | 3,442 |
| 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 | $25,376,000 | 3,501 |
| U.S. Government securities | $12,821,000 | 3,516 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $12,821,000 | 3,398 |
| Securities issued by states & political subdivisions | $12,534,000 | 2,496 |
| 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 | $21,000 | 940 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,253,000 | 2,527 |
| Mortgage-backed securities | $12,821,000 | 2,533 |
| Certificates of participation in pools of residential mortgages | $12,515,000 | 2,029 |
| Issued or guaranteed by U.S. | $12,515,000 | 2,029 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $306,000 | 2,871 |
| CMOs issued by government agencies or sponsored agencies | $306,000 | 2,783 |
| 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) | $66,000 | 2,138 |
| Available-for-sale securities (fair market value) | $25,310,000 | 3,228 |
| Total debt securities | $25,353,000 | 3,479 |
| 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 | $26,463,000 | 3,498 |
| U.S. Government securities | $13,761,000 | 3,527 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $13,761,000 | 3,404 |
| Securities issued by states & political subdivisions | $12,685,000 | 2,486 |
| 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 | $17,000 | 979 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,266,000 | 2,485 |
| Mortgage-backed securities | $13,761,000 | 2,480 |
| Certificates of participation in pools of residential mortgages | $13,429,000 | 1,984 |
| Issued or guaranteed by U.S. | $13,429,000 | 1,980 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $332,000 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $332,000 | 2,794 |
| 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) | $66,000 | 2,189 |
| Available-for-sale securities (fair market value) | $26,397,000 | 3,217 |
| Total debt securities | $26,445,000 | 3,475 |
| 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 | $28,394,000 | 3,421 |
| U.S. Government securities | $15,778,000 | 3,402 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $15,778,000 | 3,292 |
| Securities issued by states & political subdivisions | $12,597,000 | 2,487 |
| 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 | $19,000 | 947 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,472,000 | 2,484 |
| Mortgage-backed securities | $15,778,000 | 2,338 |
| Certificates of participation in pools of residential mortgages | $15,430,000 | 1,842 |
| Issued or guaranteed by U.S. | $15,430,000 | 1,841 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $348,000 | 2,904 |
| CMOs issued by government agencies or sponsored agencies | $348,000 | 2,811 |
| 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) | $66,000 | 2,233 |
| Available-for-sale securities (fair market value) | $28,328,000 | 3,141 |
| Total debt securities | $28,374,000 | 3,397 |
| 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 | $31,989,000 | 3,259 |
| U.S. Government securities | $18,512,000 | 3,193 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $18,512,000 | 3,083 |
| Securities issued by states & political subdivisions | $13,461,000 | 2,420 |
| 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 | $16,000 | 977 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,782,000 | 2,489 |
| Mortgage-backed securities | $18,512,000 | 2,167 |
| Certificates of participation in pools of residential mortgages | $18,141,000 | 1,670 |
| Issued or guaranteed by U.S. | $18,141,000 | 1,669 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $371,000 | 2,914 |
| CMOs issued by government agencies or sponsored agencies | $371,000 | 2,826 |
| 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) | $67,000 | 2,274 |
| Available-for-sale securities (fair market value) | $31,922,000 | 2,977 |
| Total debt securities | $31,974,000 | 3,231 |
| 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 | $34,990,000 | 3,125 |
| U.S. Government securities | $21,386,000 | 3,029 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $21,386,000 | 2,930 |
| Securities issued by states & political subdivisions | $13,590,000 | 2,420 |
| 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 | $14,000 | 1,014 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,616,000 | 2,818 |
| Mortgage-backed securities | $21,386,000 | 2,009 |
| Certificates of participation in pools of residential mortgages | $20,985,000 | 1,536 |
| Issued or guaranteed by U.S. | $20,985,000 | 1,536 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $401,000 | 2,950 |
| CMOs issued by government agencies or sponsored agencies | $401,000 | 2,860 |
| 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) | $97,000 | 2,264 |
| Available-for-sale securities (fair market value) | $34,893,000 | 2,855 |
| Total debt securities | $34,976,000 | 3,100 |
| 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 | $37,746,000 | 3,022 |
| U.S. Government securities | $22,880,000 | 3,013 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $22,880,000 | 2,921 |
| Securities issued by states & political subdivisions | $14,851,000 | 2,290 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $15,000 | 1,020 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,830,000 | 2,934 |
| Mortgage-backed securities | $22,880,000 | 1,988 |
| Certificates of participation in pools of residential mortgages | $22,459,000 | 1,506 |
| Issued or guaranteed by U.S. | $22,459,000 | 1,506 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $421,000 | 2,994 |
| CMOs issued by government agencies or sponsored agencies | $421,000 | 2,900 |
| 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) | $98,000 | 2,305 |
| Available-for-sale securities (fair market value) | $37,648,000 | 2,770 |
| Total debt securities | $37,731,000 | 2,999 |
| 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 | $39,720,000 | 2,957 |
| U.S. Government securities | $24,584,000 | 2,924 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $24,584,000 | 2,849 |
| Securities issued by states & political subdivisions | $15,120,000 | 2,247 |
| 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 | $16,000 | 1,033 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,238,000 | 2,922 |
| Mortgage-backed securities | $24,584,000 | 1,944 |
| Certificates of participation in pools of residential mortgages | $24,141,000 | 1,450 |
| Issued or guaranteed by U.S. | $24,141,000 | 1,450 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $443,000 | 3,015 |
| CMOs issued by government agencies or sponsored agencies | $443,000 | 2,916 |
| 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) | $98,000 | 2,314 |
| Available-for-sale securities (fair market value) | $39,622,000 | 2,708 |
| Total debt securities | $39,707,000 | 2,935 |
| 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 | $40,851,000 | 2,947 |
| U.S. Government securities | $26,148,000 | 2,844 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $26,148,000 | 2,751 |
| Securities issued by states & political subdivisions | $14,688,000 | 2,298 |
| 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 | $15,000 | 1,042 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,029,000 | 2,964 |
| Mortgage-backed securities | $26,148,000 | 1,893 |
| Certificates of participation in pools of residential mortgages | $25,690,000 | 1,401 |
| Issued or guaranteed by U.S. | $25,690,000 | 1,399 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $458,000 | 3,067 |
| CMOs issued by government agencies or sponsored agencies | $458,000 | 2,971 |
| 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) | $99,000 | 2,345 |
| Available-for-sale securities (fair market value) | $40,752,000 | 2,700 |
| Total debt securities | $40,835,000 | 2,929 |
| 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 | $45,979,000 | 2,789 |
| U.S. Government securities | $30,485,000 | 2,671 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $30,485,000 | 2,590 |
| Securities issued by states & political subdivisions | $15,479,000 | 2,220 |
| 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 | $15,000 | 1,077 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,902,000 | 3,006 |
| Mortgage-backed securities | $30,485,000 | 1,779 |
| Certificates of participation in pools of residential mortgages | $30,011,000 | 1,278 |
| Issued or guaranteed by U.S. | $30,011,000 | 1,277 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $474,000 | 3,105 |
| CMOs issued by government agencies or sponsored agencies | $474,000 | 2,992 |
| 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) | $129,000 | 2,351 |
| Available-for-sale securities (fair market value) | $45,850,000 | 2,545 |
| Total debt securities | $45,963,000 | 2,765 |
| 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 | $49,732,000 | 2,675 |
| U.S. Government securities | $34,139,000 | 2,520 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $34,139,000 | 2,438 |
| Securities issued by states & political subdivisions | $15,578,000 | 2,221 |
| 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 | $15,000 | 1,088 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,744,000 | 3,031 |
| Mortgage-backed securities | $34,139,000 | 1,681 |
| Certificates of participation in pools of residential mortgages | $33,644,000 | 1,198 |
| Issued or guaranteed by U.S. | $33,644,000 | 1,198 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $495,000 | 3,120 |
| CMOs issued by government agencies or sponsored agencies | $495,000 | 3,015 |
| 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) | $130,000 | 2,365 |
| Available-for-sale securities (fair market value) | $49,602,000 | 2,437 |
| Total debt securities | $49,715,000 | 2,650 |
| 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 | $53,215,000 | 2,557 |
| U.S. Government securities | $36,929,000 | 2,406 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $36,929,000 | 2,344 |
| Securities issued by states & political subdivisions | $16,271,000 | 2,169 |
| 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 | $15,000 | 1,109 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,501,000 | 2,953 |
| Mortgage-backed securities | $36,929,000 | 1,586 |
| Certificates of participation in pools of residential mortgages | $36,419,000 | 1,124 |
| Issued or guaranteed by U.S. | $36,419,000 | 1,124 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $510,000 | 3,139 |
| CMOs issued by government agencies or sponsored agencies | $510,000 | 3,032 |
| 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) | $130,000 | 2,385 |
| Available-for-sale securities (fair market value) | $53,085,000 | 2,336 |
| Total debt securities | $53,200,000 | 2,541 |
| 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 | $49,171,000 | 2,722 |
| U.S. Government securities | $33,554,000 | 2,563 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $33,554,000 | 2,491 |
| Securities issued by states & political subdivisions | $15,617,000 | 2,234 |
| 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 | $10,267,000 | 3,251 |
| Mortgage-backed securities | $33,554,000 | 1,710 |
| Certificates of participation in pools of residential mortgages | $33,554,000 | 1,202 |
| Issued or guaranteed by U.S. | $33,554,000 | 1,202 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $131,000 | 2,406 |
| Available-for-sale securities (fair market value) | $49,040,000 | 2,480 |
| Total debt securities | $49,171,000 | 2,696 |
| 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 | $44,978,000 | 2,928 |
| U.S. Government securities | $30,091,000 | 2,765 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $30,091,000 | 2,696 |
| Securities issued by states & political subdivisions | $14,887,000 | 2,310 |
| 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 | $16,435,000 | 2,499 |
| Mortgage-backed securities | $30,091,000 | 1,866 |
| Certificates of participation in pools of residential mortgages | $30,091,000 | 1,320 |
| Issued or guaranteed by U.S. | $30,091,000 | 1,317 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $157,000 | 2,395 |
| Available-for-sale securities (fair market value) | $44,821,000 | 2,671 |
| Total debt securities | $44,977,000 | 2,901 |
| 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 | $43,866,000 | 2,945 |
| U.S. Government securities | $30,071,000 | 2,752 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $30,071,000 | 2,689 |
| Securities issued by states & political subdivisions | $13,795,000 | 2,395 |
| 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 | $16,760,000 | 2,464 |
| Mortgage-backed securities | $29,569,000 | 1,864 |
| Certificates of participation in pools of residential mortgages | $29,569,000 | 1,328 |
| Issued or guaranteed by U.S. | $29,569,000 | 1,328 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $157,000 | 2,341 |
| Available-for-sale securities (fair market value) | $43,709,000 | 2,707 |
| Total debt securities | $43,866,000 | 2,921 |
| 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 | $47,338,000 | 2,805 |
| U.S. Government securities | $33,333,000 | 2,608 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $33,333,000 | 2,546 |
| Securities issued by states & political subdivisions | $14,005,000 | 2,371 |
| 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 | $17,335,000 | 2,438 |
| Mortgage-backed securities | $32,324,000 | 1,800 |
| Certificates of participation in pools of residential mortgages | $32,324,000 | 1,257 |
| Issued or guaranteed by U.S. | $32,324,000 | 1,255 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $158,000 | 2,335 |
| Available-for-sale securities (fair market value) | $47,180,000 | 2,608 |
| Total debt securities | $47,338,000 | 2,780 |
| 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 | $42,795,000 | 2,977 |
| U.S. Government securities | $29,582,000 | 2,763 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $29,582,000 | 2,696 |
| Securities issued by states & political subdivisions | $13,213,000 | 2,413 |
| 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 | $17,050,000 | 2,437 |
| Mortgage-backed securities | $28,565,000 | 1,943 |
| Certificates of participation in pools of residential mortgages | $28,565,000 | 1,388 |
| Issued or guaranteed by U.S. | $28,565,000 | 1,384 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $159,000 | 2,359 |
| Available-for-sale securities (fair market value) | $42,636,000 | 2,751 |
| Total debt securities | $42,793,000 | 2,947 |
| 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 | $40,594,000 | 3,097 |
| U.S. Government securities | $27,765,000 | 2,939 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $27,765,000 | 2,885 |
| Securities issued by states & political subdivisions | $12,829,000 | 2,431 |
| 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 | $19,650,000 | 2,247 |
| Mortgage-backed securities | $26,350,000 | 2,137 |
| Certificates of participation in pools of residential mortgages | $26,350,000 | 1,526 |
| Issued or guaranteed by U.S. | $26,350,000 | 1,524 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $159,000 | 2,416 |
| Available-for-sale securities (fair market value) | $40,435,000 | 2,877 |
| Total debt securities | $40,595,000 | 3,076 |
| Structured notes | ||
| Amortized cost | $388,000 | 2,416 |
| Fair value | $391,000 | 2,411 |
| 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 | $41,592,000 | 3,062 |
| U.S. Government securities | $29,489,000 | 2,873 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $29,489,000 | 2,816 |
| Securities issued by states & political subdivisions | $12,103,000 | 2,472 |
| 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 | $20,409,000 | 2,224 |
| Mortgage-backed securities | $28,022,000 | 2,085 |
| Certificates of participation in pools of residential mortgages | $28,022,000 | 1,495 |
| Issued or guaranteed by U.S. | $28,022,000 | 1,493 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $41,592,000 | 2,825 |
| Total debt securities | $41,592,000 | 3,037 |
| Structured notes | ||
| Amortized cost | $432,000 | 2,632 |
| Fair value | $436,000 | 2,630 |
| 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 | $40,659,000 | 3,121 |
| U.S. Government securities | $29,274,000 | 2,933 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $29,274,000 | 2,873 |
| Securities issued by states & political subdivisions | $11,385,000 | 2,475 |
| 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 | $20,237,000 | 2,251 |
| Mortgage-backed securities | $26,761,000 | 2,150 |
| Certificates of participation in pools of residential mortgages | $26,761,000 | 1,518 |
| Issued or guaranteed by U.S. | $26,761,000 | 1,515 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $40,659,000 | 2,875 |
| Total debt securities | $40,658,000 | 3,090 |
| Structured notes | ||
| Amortized cost | $478,000 | 2,848 |
| Fair value | $481,000 | 2,840 |
| 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 | $35,061,000 | 3,337 |
| U.S. Government securities | $23,538,000 | 3,303 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $23,538,000 | 3,233 |
| Securities issued by states & political subdivisions | $11,523,000 | 2,426 |
| 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 | $20,316,000 | 2,133 |
| Mortgage-backed securities | $20,961,000 | 2,407 |
| Certificates of participation in pools of residential mortgages | $20,961,000 | 1,727 |
| Issued or guaranteed by U.S. | $20,961,000 | 1,726 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $200,000 | 2,554 |
| Available-for-sale securities (fair market value) | $34,861,000 | 3,071 |
| Total debt securities | $35,061,000 | 3,314 |
| 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 | $31,893,000 | 3,477 |
| U.S. Government securities | $20,487,000 | 3,517 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $20,487,000 | 3,440 |
| Securities issued by states & political subdivisions | $11,406,000 | 2,382 |
| 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 | $20,847,000 | 2,062 |
| Mortgage-backed securities | $17,847,000 | 2,585 |
| Certificates of participation in pools of residential mortgages | $17,847,000 | 1,893 |
| Issued or guaranteed by U.S. | $17,847,000 | 1,888 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $200,000 | 2,572 |
| Available-for-sale securities (fair market value) | $31,693,000 | 3,212 |
| Total debt securities | $31,894,000 | 3,442 |
| 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 | $29,620,000 | 3,654 |
| U.S. Government securities | $19,678,000 | 3,698 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $19,678,000 | 3,603 |
| Securities issued by states & political subdivisions | $9,942,000 | 2,516 |
| 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 | $19,923,000 | 2,168 |
| Mortgage-backed securities | $16,481,000 | 2,643 |
| Certificates of participation in pools of residential mortgages | $16,481,000 | 1,928 |
| Issued or guaranteed by U.S. | $16,481,000 | 1,926 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $200,000 | 2,614 |
| Available-for-sale securities (fair market value) | $29,420,000 | 3,373 |
| Total debt securities | $29,621,000 | 3,624 |
| 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 | $31,206,000 | 3,537 |
| U.S. Government securities | $20,801,000 | 3,574 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $20,801,000 | 3,471 |
| Securities issued by states & political subdivisions | $10,405,000 | 2,427 |
| 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 | $18,083,000 | 2,298 |
| Mortgage-backed securities | $17,554,000 | 2,485 |
| Certificates of participation in pools of residential mortgages | $17,554,000 | 1,814 |
| Issued or guaranteed by U.S. | $17,554,000 | 1,811 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $200,000 | 2,629 |
| Available-for-sale securities (fair market value) | $31,006,000 | 3,260 |
| Total debt securities | $31,206,000 | 3,505 |
| 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 | $21,384,000 | 4,246 |
| U.S. Government securities | $13,626,000 | 4,285 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $13,626,000 | 4,155 |
| Securities issued by states & political subdivisions | $7,758,000 | 2,842 |
| 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 | $18,006,000 | 2,292 |
| Mortgage-backed securities | $10,821,000 | 3,060 |
| Certificates of participation in pools of residential mortgages | $10,821,000 | 2,355 |
| Issued or guaranteed by U.S. | $10,821,000 | 2,350 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $216,000 | 2,646 |
| Available-for-sale securities (fair market value) | $21,168,000 | 3,921 |
| Total debt securities | $21,384,000 | 4,213 |
| 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 | $21,010,000 | 4,247 |
| U.S. Government securities | $12,779,000 | 4,361 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $12,779,000 | 4,248 |
| Securities issued by states & political subdivisions | $8,231,000 | 2,669 |
| 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 | $18,427,000 | 2,242 |
| Mortgage-backed securities | $8,106,000 | 3,424 |
| Certificates of participation in pools of residential mortgages | $8,106,000 | 2,701 |
| Issued or guaranteed by U.S. | $8,106,000 | 2,693 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $216,000 | 2,716 |
| Available-for-sale securities (fair market value) | $20,794,000 | 3,904 |
| Total debt securities | $21,010,000 | 4,206 |
| 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 | $20,454,000 | 4,330 |
| U.S. Government securities | $4,730,000 | 6,098 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $4,730,000 | 5,980 |
| Securities issued by states & political subdivisions | $8,163,000 | 2,563 |
| Other domestic debt securities | $7,561,000 | 913 |
| Privately issued residential mortgage-backed securities | $7,561,000 | 491 |
| 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 | $15,880,000 | 2,503 |
| Mortgage-backed securities | $7,561,000 | 3,518 |
| Certificates of participation in pools of residential mortgages | $0 | 5,970 |
| Issued or guaranteed by U.S. | $0 | 5,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $7,561,000 | 1,618 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $7,561,000 | 474 |
| 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) | $316,000 | 2,664 |
| Available-for-sale securities (fair market value) | $20,138,000 | 3,978 |
| Total debt securities | $20,457,000 | 4,289 |
| 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 | $22,591,000 | 4,169 |
| U.S. Government securities | $6,257,000 | 5,810 |
| U.S. Treasury securities | $2,013,000 | 657 |
| U.S. Government agency obligations | $4,244,000 | 6,202 |
| Securities issued by states & political subdivisions | $8,033,000 | 2,560 |
| Other domestic debt securities | $8,301,000 | 904 |
| Privately issued residential mortgage-backed securities | $8,301,000 | 501 |
| 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 | $16,349,000 | 2,524 |
| Mortgage-backed securities | $8,301,000 | 3,455 |
| Certificates of participation in pools of residential mortgages | $0 | 6,066 |
| Issued or guaranteed by U.S. | $0 | 6,054 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $8,301,000 | 1,498 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $8,301,000 | 480 |
| 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) | $216,000 | 2,834 |
| Available-for-sale securities (fair market value) | $22,375,000 | 3,794 |
| Total debt securities | $22,595,000 | 4,129 |
| 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 | $23,803,000 | 3,998 |
| U.S. Government securities | $6,939,000 | 5,621 |
| U.S. Treasury securities | $2,534,000 | 548 |
| U.S. Government agency obligations | $4,405,000 | 6,163 |
| Securities issued by states & political subdivisions | $8,033,000 | 2,577 |
| Other domestic debt securities | $8,831,000 | 910 |
| Privately issued residential mortgage-backed securities | $8,831,000 | 507 |
| 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 | $16,242,000 | 2,558 |
| Mortgage-backed securities | $8,831,000 | 3,431 |
| Certificates of participation in pools of residential mortgages | $0 | 6,128 |
| Issued or guaranteed by U.S. | $0 | 6,113 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $8,831,000 | 1,445 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $8,831,000 | 488 |
| 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) | $216,000 | 2,892 |
| Available-for-sale securities (fair market value) | $23,587,000 | 3,637 |
| Total debt securities | $23,803,000 | 3,968 |
| 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 | $19,472,000 | 4,504 |
| U.S. Government securities | $6,131,000 | 5,859 |
| U.S. Treasury securities | $4,067,000 | 409 |
| U.S. Government agency obligations | $2,064,000 | 6,900 |
| Securities issued by states & political subdivisions | $7,965,000 | 2,591 |
| Other domestic debt securities | $5,376,000 | 1,246 |
| Privately issued residential mortgage-backed securities | $5,376,000 | 671 |
| 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 | $16,591,000 | 2,508 |
| Mortgage-backed securities | $5,376,000 | 4,145 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $5,376,000 | 1,788 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $5,376,000 | 644 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $19,472,000 | 4,085 |
| Total debt securities | $19,472,000 | 4,464 |
| 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 | $20,321,000 | 4,394 |
| U.S. Government securities | $6,655,000 | 5,731 |
| U.S. Treasury securities | $4,097,000 | 396 |
| U.S. Government agency obligations | $2,558,000 | 6,794 |
| Securities issued by states & political subdivisions | $7,901,000 | 2,562 |
| Other domestic debt securities | $5,765,000 | 1,239 |
| Privately issued residential mortgage-backed securities | $5,765,000 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,560,000 | 2,538 |
| Mortgage-backed securities | $5,765,000 | 4,104 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $5,765,000 | 1,726 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $5,765,000 | 642 |
| 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) | $100,000 | 3,174 |
| Available-for-sale securities (fair market value) | $20,221,000 | 3,978 |
| Total debt securities | $20,321,000 | 4,357 |
| 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 | $21,239,000 | 4,290 |
| U.S. Government securities | $8,808,000 | 5,339 |
| U.S. Treasury securities | $5,639,000 | 289 |
| U.S. Government agency obligations | $3,169,000 | 6,715 |
| Securities issued by states & political subdivisions | $7,637,000 | 2,522 |
| Other domestic debt securities | $4,794,000 | 1,278 |
| Privately issued residential mortgage-backed securities | $4,794,000 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,629,000 | 2,488 |
| Mortgage-backed securities | $4,794,000 | 4,410 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,794,000 | 1,878 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $4,794,000 | 700 |
| 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) | $100,000 | 3,212 |
| Available-for-sale securities (fair market value) | $21,139,000 | 3,867 |
| Total debt securities | $21,239,000 | 4,254 |
| 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 | $22,513,000 | 4,145 |
| U.S. Government securities | $14,547,000 | 4,305 |
| U.S. Treasury securities | $6,203,000 | 236 |
| U.S. Government agency obligations | $8,344,000 | 5,435 |
| Securities issued by states & political subdivisions | $7,966,000 | 2,424 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,447,000 | 3,061 |
| Mortgage-backed securities | $5,161,000 | 4,269 |
| Certificates of participation in pools of residential mortgages | $5,161,000 | 3,697 |
| Issued or guaranteed by U.S. | $5,161,000 | 3,681 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $22,513,000 | 3,704 |
| Total debt securities | $22,513,000 | 4,105 |
| 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 | $23,040,000 | 4,027 |
| U.S. Government securities | $15,536,000 | 4,124 |
| U.S. Treasury securities | $10,495,000 | 171 |
| U.S. Government agency obligations | $5,041,000 | 6,276 |
| Securities issued by states & political subdivisions | $7,504,000 | 2,509 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,057,000 | 2,848 |
| Mortgage-backed securities | $2,431,000 | 5,002 |
| Certificates of participation in pools of residential mortgages | $2,431,000 | 4,511 |
| Issued or guaranteed by U.S. | $2,431,000 | 4,498 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,140,000 | 771 |
| Available-for-sale securities (fair market value) | $3,900,000 | 6,588 |
| Total debt securities | $23,040,000 | 3,988 |
| 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 | $19,598,000 | 4,508 |
| U.S. Government securities | $13,095,000 | 4,533 |
| U.S. Treasury securities | $10,994,000 | 161 |
| U.S. Government agency obligations | $2,101,000 | 7,234 |
| Securities issued by states & political subdivisions | $6,503,000 | 2,728 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,776,000 | 3,114 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,598,000 | 754 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $19,598,000 | 4,456 |
| 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 | $17,381,000 | 4,758 |
| U.S. Government securities | $10,983,000 | 4,944 |
| U.S. Treasury securities | $9,981,000 | 187 |
| U.S. Government agency obligations | $1,002,000 | 7,602 |
| Securities issued by states & political subdivisions | $6,398,000 | 2,770 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,550,000 | 2,970 |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,381,000 | 804 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $17,381,000 | 4,701 |
| 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 | $16,888,000 | 4,888 |
| U.S. Government securities | $10,465,000 | 5,159 |
| U.S. Treasury securities | $9,463,000 | 213 |
| U.S. Government agency obligations | $1,002,000 | 7,691 |
| Securities issued by states & political subdivisions | $6,423,000 | 2,741 |
| 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 | $11,036,000 | 3,227 |
| Mortgage-backed securities | $0 | 6,642 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,888,000 | 863 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $16,888,000 | 4,838 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $15,002,000 | 5,181 |
| U.S. Government securities | $8,494,000 | 5,717 |
| U.S. Treasury securities | $8,494,000 | 238 |
| U.S. Government agency obligations | $0 | 8,083 |
| Securities issued by states & political subdivisions | $6,508,000 | 2,693 |
| 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 | $10,981,000 | 3,262 |
| Mortgage-backed securities | $0 | 6,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,002,000 | 974 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $15,001,000 | 5,137 |
| 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 | $15,052,000 | 5,191 |
| U.S. Government securities | $8,990,000 | 5,630 |
| U.S. Treasury securities | $8,990,000 | 264 |
| U.S. Government agency obligations | $0 | 8,127 |
| Securities issued by states & political subdivisions | $6,062,000 | 2,795 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,780,000 | 3,293 |
| Mortgage-backed securities | $0 | 6,667 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,555,000 | 1,058 |
| Available-for-sale securities (fair market value) | $1,497,000 | 7,290 |
| Total debt securities | $15,052,000 | 5,149 |
| 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 | $16,018,000 | 5,080 |
| U.S. Government securities | $9,775,000 | 5,481 |
| U.S. Treasury securities | $9,775,000 | 279 |
| U.S. Government agency obligations | $0 | 8,164 |
| Securities issued by states & political subdivisions | $6,243,000 | 2,757 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,781,000 | 3,473 |
| Mortgage-backed securities | $0 | 6,691 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,525,000 | 1,026 |
| Available-for-sale securities (fair market value) | $1,493,000 | 7,319 |
| Total debt securities | $16,018,000 | 5,037 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $15,507,000 | 5,215 |
| U.S. Government securities | $9,258,000 | 5,650 |
| U.S. Treasury securities | $9,258,000 | 309 |
| U.S. Government agency obligations | $0 | 8,217 |
| Securities issued by states & political subdivisions | $6,249,000 | 2,765 |
| 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 | $9,776,000 | 3,461 |
| Mortgage-backed securities | $0 | 6,730 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,018,000 | 1,077 |
| Available-for-sale securities (fair market value) | $1,489,000 | 7,368 |
| Total debt securities | $15,507,000 | 5,171 |
| 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 | $14,661,000 | 5,370 |
| U.S. Government securities | $8,278,000 | 5,936 |
| U.S. Treasury securities | $8,278,000 | 331 |
| U.S. Government agency obligations | $0 | 8,301 |
| Securities issued by states & political subdivisions | $6,383,000 | 2,711 |
| 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 | $10,475,000 | 3,337 |
| Mortgage-backed securities | $0 | 6,779 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,177,000 | 1,148 |
| Available-for-sale securities (fair market value) | $1,484,000 | 7,415 |
| Total debt securities | $14,661,000 | 5,321 |
| 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 | $15,260,000 | 5,285 |
| U.S. Government securities | $8,772,000 | 5,846 |
| U.S. Treasury securities | $8,772,000 | 341 |
| U.S. Government agency obligations | $0 | 8,348 |
| Securities issued by states & political subdivisions | $6,488,000 | 2,671 |
| 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 | $10,203,000 | 3,376 |
| Mortgage-backed securities | $0 | 6,845 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,781,000 | 1,139 |
| Available-for-sale securities (fair market value) | $1,479,000 | 7,447 |
| Total debt securities | $15,260,000 | 5,230 |
| 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 | $16,820,000 | 5,081 |
| U.S. Government securities | $9,582,000 | 5,684 |
| U.S. Treasury securities | $9,079,000 | 357 |
| U.S. Government agency obligations | $503,000 | 8,184 |
| Securities issued by states & political subdivisions | $7,238,000 | 2,488 |
| 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 | $10,006,000 | 3,397 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,337,000 | 1,079 |
| Available-for-sale securities (fair market value) | $1,483,000 | 7,496 |
| Total debt securities | $16,820,000 | 5,023 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $15,589,000 | 5,276 |
| U.S. Government securities | $8,589,000 | 5,927 |
| U.S. Treasury securities | $8,082,000 | 393 |
| U.S. Government agency obligations | $507,000 | 8,224 |
| Securities issued by states & political subdivisions | $7,000,000 | 2,531 |
| 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 | $8,758,000 | 3,629 |
| Mortgage-backed securities | $0 | 6,961 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,103,000 | 1,175 |
| Available-for-sale securities (fair market value) | $1,486,000 | 7,538 |
| Total debt securities | $15,589,000 | 5,226 |
| 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 | $16,173,000 | 5,181 |
| U.S. Government securities | $9,107,000 | 5,773 |
| U.S. Treasury securities | $8,596,000 | 373 |
| U.S. Government agency obligations | $511,000 | 8,272 |
| Securities issued by states & political subdivisions | $7,066,000 | 2,506 |
| 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 | $9,752,000 | 3,416 |
| Mortgage-backed securities | $0 | 6,997 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,673,000 | 1,153 |
| Available-for-sale securities (fair market value) | $1,500,000 | 7,549 |
| Total debt securities | $16,173,000 | 5,130 |
| 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 | $15,782,000 | 5,282 |
| U.S. Government securities | $15,782,000 | 4,430 |
| U.S. Treasury securities | $8,095,000 | 392 |
| U.S. Government agency obligations | $7,687,000 | 6,073 |
| 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 | $9,260,000 | 3,504 |
| Mortgage-backed securities | $0 | 7,037 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $15,782,000 | 1,110 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $15,782,000 | 5,231 |
| 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 | $17,224,000 | 5,104 |
| U.S. Government securities | $9,914,000 | 5,700 |
| U.S. Treasury securities | $9,395,000 | 400 |
| U.S. Government agency obligations | $519,000 | 8,349 |
| Securities issued by states & political subdivisions | $7,310,000 | 2,425 |
| 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 | $8,259,000 | 3,730 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,723,000 | 1,079 |
| Available-for-sale securities (fair market value) | $501,000 | 7,910 |
| Total debt securities | $17,223,000 | 5,047 |
| 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 | $19,602,000 | 4,783 |
| U.S. Government securities | $11,416,000 | 5,366 |
| U.S. Treasury securities | $10,393,000 | 367 |
| U.S. Government agency obligations | $1,023,000 | 8,221 |
| Securities issued by states & political subdivisions | $8,186,000 | 2,258 |
| 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 | $8,261,000 | 3,717 |
| Mortgage-backed securities | $0 | 7,171 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,602,000 | 985 |
| Available-for-sale securities (fair market value) | $1,000,000 | 7,801 |
| Total debt securities | $19,602,000 | 4,720 |
| 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 | $21,207,000 | 4,568 |
| U.S. Government securities | $12,419,000 | 5,165 |
| U.S. Treasury securities | $11,393,000 | 338 |
| U.S. Government agency obligations | $1,026,000 | 8,269 |
| Securities issued by states & political subdivisions | $8,788,000 | 2,152 |
| 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 | $9,238,000 | 3,475 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,707,000 | 958 |
| Available-for-sale securities (fair market value) | $1,500,000 | 7,730 |
| Total debt securities | $21,207,000 | 4,502 |
| 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 | $20,985,000 | 4,658 |
| U.S. Government securities | $12,172,000 | 5,262 |
| U.S. Treasury securities | $11,392,000 | 358 |
| U.S. Government agency obligations | $780,000 | 8,444 |
| Securities issued by states & political subdivisions | $8,813,000 | 2,144 |
| 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 | $8,740,000 | 3,569 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,986,000 | 989 |
| Available-for-sale securities (fair market value) | $1,999,000 | 7,684 |
| Total debt securities | $20,985,000 | 4,592 |
| 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 | $21,461,000 | 4,572 |
| U.S. Government securities | $12,186,000 | 5,202 |
| U.S. Treasury securities | $10,900,000 | 362 |
| U.S. Government agency obligations | $1,286,000 | 8,251 |
| Securities issued by states & political subdivisions | $9,275,000 | 2,092 |
| 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 | $8,746,000 | 3,493 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,454,000 | 949 |
| Available-for-sale securities (fair market value) | $2,007,000 | 7,680 |
| Total debt securities | $21,453,000 | 4,498 |
| 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 | $20,903,000 | 4,693 |
| U.S. Government securities | $11,693,000 | 5,377 |
| U.S. Treasury securities | $9,899,000 | 421 |
| U.S. Government agency obligations | $1,794,000 | 8,153 |
| Securities issued by states & political subdivisions | $9,210,000 | 2,089 |
| 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 | $9,048,000 | 3,362 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,897,000 | 988 |
| Available-for-sale securities (fair market value) | $2,006,000 | 7,739 |
| Total debt securities | $20,897,000 | 4,615 |
| 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 | $21,201,000 | 4,580 |
| U.S. Government securities | $12,190,000 | 5,115 |
| U.S. Treasury securities | $10,895,000 | 380 |
| U.S. Government agency obligations | $1,295,000 | 8,302 |
| Securities issued by states & political subdivisions | $9,011,000 | 2,138 |
| 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 | $8,552,000 | 3,385 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,200,000 | 970 |
| Available-for-sale securities (fair market value) | $2,001,000 | 7,751 |
| Total debt securities | $21,201,000 | 4,508 |
| 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 | $20,632,000 | 4,607 |
| U.S. Government securities | $11,710,000 | 5,149 |
| U.S. Treasury securities | $10,410,000 | 391 |
| U.S. Government agency obligations | $1,300,000 | 8,308 |
| Securities issued by states & political subdivisions | $8,922,000 | 2,115 |
| 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 | $8,554,000 | 3,345 |
| Mortgage-backed securities | $0 | 7,451 |
| Certificates of participation in pools of residential mortgages | $0 | 7,164 |
| Issued or guaranteed by U.S. | $0 | 7,141 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,616,000 | 947 |
| Available-for-sale securities (fair market value) | $2,016,000 | 7,759 |
| Total debt securities | $20,632,000 | 4,517 |
| 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 | $20,376,000 | 4,619 |
| U.S. Government securities | $11,716,000 | 5,178 |
| U.S. Treasury securities | $9,910,000 | 440 |
| U.S. Government agency obligations | $1,806,000 | 8,188 |
| Securities issued by states & political subdivisions | $8,660,000 | 2,081 |
| 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 | $8,371,000 | 3,424 |
| Mortgage-backed securities | $0 | 7,482 |
| Certificates of participation in pools of residential mortgages | $0 | 7,183 |
| Issued or guaranteed by U.S. | $0 | 7,158 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,360,000 | 984 |
| Available-for-sale securities (fair market value) | $2,016,000 | 7,794 |
| Total debt securities | $20,376,000 | 4,522 |
| 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 | $20,059,000 | 4,638 |
| U.S. Government securities | $11,752,000 | 5,167 |
| U.S. Treasury securities | $9,938,000 | 462 |
| U.S. Government agency obligations | $1,814,000 | 8,231 |
| Securities issued by states & political subdivisions | $8,307,000 | 2,109 |
| 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 | $8,885,000 | 3,294 |
| Mortgage-backed securities | $0 | 7,491 |
| Certificates of participation in pools of residential mortgages | $0 | 7,180 |
| Issued or guaranteed by U.S. | $0 | 7,155 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $17,514,000 | 1,034 |
| Available-for-sale securities (fair market value) | $2,545,000 | 7,659 |
| Total debt securities | $20,059,000 | 4,548 |
| 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 | $21,156,000 | 4,347 |
| U.S. Government securities | $14,098,000 | 4,544 |
| U.S. Treasury securities | $11,659,000 | 409 |
| U.S. Government agency obligations | $2,439,000 | 8,101 |
| Securities issued by states & political subdivisions | $7,058,000 | 2,289 |
| 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 | $9,677,000 | 3,026 |
| Mortgage-backed securities | $0 | 7,553 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,584,000 | 969 |
| Available-for-sale securities (fair market value) | $2,572,000 | 7,753 |
| Total debt securities | $21,156,000 | 4,262 |
| 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 | $14,237,000 | 5,720 |
| U.S. Government securities | $8,745,000 | 6,257 |
| U.S. Treasury securities | $7,493,000 | 802 |
| U.S. Government agency obligations | $1,252,000 | 8,985 |
| Securities issued by states & political subdivisions | $5,492,000 | 2,646 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,427,000 | 3,560 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,240,000 | 1,773 |
| Available-for-sale securities (fair market value) | $2,997,000 | 7,871 |
| Total debt securities | $14,237,000 | 5,604 |
| 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 | $12,462,000 | 6,410 |
| U.S. Government securities | $8,119,000 | 6,738 |
| U.S. Treasury securities | $7,864,000 | 1,088 |
| U.S. Government agency obligations | $255,000 | 9,640 |
| Securities issued by states & political subdivisions | $4,343,000 | 3,200 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,307,000 | 3,843 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,494,000 | 2,180 |
| Available-for-sale securities (fair market value) | $2,968,000 | 8,092 |
| Total debt securities | $12,462,000 | 6,301 |
| 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 | $11,230,000 | 6,745 |
| U.S. Government securities | $8,378,000 | 6,612 |
| U.S. Treasury securities | $7,878,000 | 1,617 |
| U.S. Government agency obligations | $500,000 | 9,599 |
| Securities issued by states & political subdivisions | $2,852,000 | 4,079 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,288,000 | 3,471 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,725,000 | 2,363 |
| Available-for-sale securities (fair market value) | $1,505,000 | 8,650 |
| Total debt securities | $11,230,000 | 6,607 |
| 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 | $11,055,000 | 7,097 |
| U.S. Government securities | $7,897,000 | 7,305 |
| U.S. Treasury securities | $7,396,000 | 2,363 |
| U.S. Government agency obligations | $501,000 | 9,979 |
| Securities issued by states & political subdivisions | $3,158,000 | 3,721 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,921,000 | 4,558 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,554,000 | 2,889 |
| Available-for-sale securities (fair market value) | $1,501,000 | 8,961 |
| Total debt securities | $11,055,000 | 6,969 |
| 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 | $12,302,000 | 7,187 |
| U.S. Government securities | $9,201,000 | 7,324 |
| U.S. Treasury securities | $8,698,000 | 2,520 |
| U.S. Government agency obligations | $503,000 | 10,459 |
| Securities issued by states & political subdivisions | $3,101,000 | 3,864 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,327,000 | 4,046 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,799,000 | 2,996 |
| Available-for-sale securities (fair market value) | $1,503,000 | 9,256 |
| Total debt securities | $12,302,000 | 7,046 |
| 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 | $15,140,000 | 6,664 |
| U.S. Government securities | $11,918,000 | 6,619 |
| U.S. Treasury securities | $7,788,000 | 3,333 |
| U.S. Government agency obligations | $4,130,000 | 8,241 |
| Securities issued by states & political subdivisions | $3,222,000 | 3,809 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,334,000 | 4,081 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,622,000 | 2,696 |
| Available-for-sale securities (fair market value) | $1,518,000 | 9,653 |
| Total debt securities | $15,140,000 | 6,538 |
| Structured notes | ||
| Amortized cost | $700,000 | 3,192 |
| Fair value | $699,000 | 3,188 |
| 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 | $11,555,000 | 8,212 |
| U.S. Government securities | $8,385,000 | 8,474 |
| U.S. Treasury securities | $6,380,000 | 4,751 |
| U.S. Government agency obligations | $2,005,000 | 9,915 |
| Securities issued by states & political subdivisions | $3,170,000 | 4,044 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,329,000 | 4,561 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,055,000 | 5,324 |
| Available-for-sale securities (fair market value) | $500,000 | 10,127 |
| Total debt securities | $11,555,000 | 8,078 |
| 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 | $14,500,000 | 7,573 |
| U.S. Government securities | $11,387,000 | 7,471 |
| U.S. Treasury securities | $6,212,000 | 4,941 |
| U.S. Government agency obligations | $5,175,000 | 7,773 |
| Securities issued by states & political subdivisions | $3,113,000 | 4,175 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,811,000 | 4,733 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $14,500,000 | 7,425 |
| 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 | $12,653,000 | 8,143 |
| U.S. Government securities | $9,679,000 | 8,194 |
| U.S. Treasury securities | $6,493,000 | 4,882 |
| U.S. Government agency obligations | $3,186,000 | 9,376 |
| Securities issued by states & political subdivisions | $2,974,000 | 4,086 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,913,000 | 7,271 |
| Mortgage-backed securities | $44,000 | 10,957 |
| Certificates of participation in pools of residential mortgages | $44,000 | 10,042 |
| Issued or guaranteed by U.S. | $44,000 | 9,968 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $12,653,000 | 8,008 |
| 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 |