Home > Kennett Trust Bank > Securities
Kennett Trust Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $38,801,000 | 2,912 |
| U.S. Government securities | $17,681,000 | 3,108 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $17,681,000 | 2,726 |
| Securities issued by states & political subdivisions | $14,091,000 | 2,142 |
| Other domestic debt securities | $7,029,000 | 1,193 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,964,000 | 356 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $3,065,000 | 1,159 |
| 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 | $19,000 | 3,938 |
| Mortgage-backed securities | $17,623,000 | 2,140 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,310,000 | 1,814 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,313,000 | 1,497 |
| 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) | $38,801,000 | 2,682 |
| Total debt securities | $38,800,000 | 2,893 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $159,000 | 207 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $38,043,000 | 2,923 |
| U.S. Government securities | $17,636,000 | 3,107 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $17,636,000 | 2,711 |
| Securities issued by states & political subdivisions | $13,280,000 | 2,186 |
| Other domestic debt securities | $7,127,000 | 1,178 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,111,000 | 336 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $3,016,000 | 1,157 |
| 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 | $1,975,000 | 3,651 |
| Mortgage-backed securities | $17,574,000 | 2,097 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,402,000 | 1,771 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,172,000 | 1,489 |
| 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) | $38,043,000 | 2,691 |
| Total debt securities | $38,043,000 | 2,904 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $161,000 | 206 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $39,227,000 | 2,949 |
| U.S. Government securities | $18,052,000 | 3,130 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $18,052,000 | 2,751 |
| Securities issued by states & political subdivisions | $13,860,000 | 2,200 |
| Other domestic debt securities | $7,315,000 | 1,182 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,265,000 | 335 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $3,050,000 | 1,172 |
| 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 | $1,975,000 | 3,638 |
| Mortgage-backed securities | $17,985,000 | 2,123 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,594,000 | 1,812 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,391,000 | 1,483 |
| 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) | $39,227,000 | 2,712 |
| Total debt securities | $39,227,000 | 2,932 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $155,000 | 202 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $40,469,000 | 2,996 |
| U.S. Government securities | $18,623,000 | 3,177 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $18,623,000 | 2,721 |
| Securities issued by states & political subdivisions | $14,211,000 | 2,236 |
| Other domestic debt securities | $7,635,000 | 1,207 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,387,000 | 340 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $3,248,000 | 1,181 |
| 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 | $1,735,000 | 3,654 |
| Mortgage-backed securities | $18,532,000 | 2,158 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,970,000 | 1,840 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,562,000 | 1,500 |
| 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) | $40,469,000 | 2,747 |
| Total debt securities | $40,469,000 | 2,974 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $152,000 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $40,491,000 | 3,028 |
| U.S. Government securities | $19,776,000 | 3,137 |
| U.S. Treasury securities | $5,697,000 | 1,936 |
| U.S. Government agency obligations | $14,079,000 | 3,001 |
| Securities issued by states & political subdivisions | $14,179,000 | 2,277 |
| Other domestic debt securities | $6,536,000 | 1,298 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,235,000 | 369 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $3,301,000 | 1,186 |
| 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 | $1,735,000 | 3,610 |
| Mortgage-backed securities | $13,978,000 | 2,422 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,979,000 | 2,063 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,999,000 | 1,750 |
| 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) | $40,491,000 | 2,772 |
| Total debt securities | $40,491,000 | 3,007 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $155,000 | 228 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $34,586,000 | 3,227 |
| U.S. Government securities | $12,434,000 | 3,601 |
| U.S. Treasury securities | $5,652,000 | 1,973 |
| U.S. Government agency obligations | $6,782,000 | 3,588 |
| Securities issued by states & political subdivisions | $13,987,000 | 2,288 |
| Other domestic debt securities | $8,165,000 | 1,160 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,865,000 | 320 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $3,300,000 | 1,187 |
| 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 | $1,735,000 | 3,606 |
| Mortgage-backed securities | $6,672,000 | 2,991 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,563,000 | 2,888 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,109,000 | 1,737 |
| 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) | $34,586,000 | 2,967 |
| Total debt securities | $34,586,000 | 3,204 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $163,000 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $35,869,000 | 3,222 |
| U.S. Government securities | $12,922,000 | 3,601 |
| U.S. Treasury securities | $5,784,000 | 1,930 |
| U.S. Government agency obligations | $7,138,000 | 3,587 |
| Securities issued by states & political subdivisions | $14,613,000 | 2,310 |
| Other domestic debt securities | $8,334,000 | 1,084 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,956,000 | 325 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $3,378,000 | 1,189 |
| 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 | $1,735,000 | 3,617 |
| Mortgage-backed securities | $7,015,000 | 2,993 |
| Certificates of participation in pools of residential mortgages | $3,756,000 | 2,978 |
| Issued or guaranteed by U.S. | $3,756,000 | 2,891 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $3,259,000 | 1,824 |
| CMOs issued by government agencies or sponsored agencies | $3,259,000 | 1,747 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $35,869,000 | 2,986 |
| Total debt securities | $35,869,000 | 3,204 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $159,000 | 235 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $37,615,000 | 3,113 |
| U.S. Government securities | $13,686,000 | 3,483 |
| U.S. Treasury securities | $5,886,000 | 1,713 |
| U.S. Government agency obligations | $7,800,000 | 3,504 |
| Securities issued by states & political subdivisions | $15,741,000 | 2,259 |
| Other domestic debt securities | $8,188,000 | 1,069 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,254,000 | 324 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $2,934,000 | 1,234 |
| 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 | $1,735,000 | 3,627 |
| Mortgage-backed securities | $7,666,000 | 2,947 |
| Certificates of participation in pools of residential mortgages | $4,118,000 | 2,936 |
| Issued or guaranteed by U.S. | $4,118,000 | 2,855 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $3,548,000 | 1,793 |
| CMOs issued by government agencies or sponsored agencies | $3,548,000 | 1,722 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $37,615,000 | 2,918 |
| Total debt securities | $37,610,000 | 3,097 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $166,000 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $34,132,000 | 3,163 |
| U.S. Government securities | $8,510,000 | 3,704 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $8,510,000 | 3,423 |
| Securities issued by states & political subdivisions | $17,164,000 | 2,214 |
| Other domestic debt securities | $8,458,000 | 1,026 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,458,000 | 333 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $3,000,000 | 1,151 |
| 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 | $1,735,000 | 3,637 |
| Mortgage-backed securities | $8,359,000 | 2,890 |
| Certificates of participation in pools of residential mortgages | $4,545,000 | 2,868 |
| Issued or guaranteed by U.S. | $4,545,000 | 2,778 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $3,814,000 | 1,728 |
| CMOs issued by government agencies or sponsored agencies | $3,814,000 | 1,674 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $34,132,000 | 2,990 |
| Total debt securities | $34,132,000 | 3,141 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $153,000 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $32,903,000 | 3,154 |
| U.S. Government securities | $8,113,000 | 3,682 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $8,113,000 | 3,456 |
| Securities issued by states & political subdivisions | $16,247,000 | 2,231 |
| Other domestic debt securities | $8,543,000 | 973 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,515,000 | 331 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $3,028,000 | 1,097 |
| 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 | $1,735,000 | 3,667 |
| Mortgage-backed securities | $7,941,000 | 2,941 |
| Certificates of participation in pools of residential mortgages | $2,904,000 | 3,121 |
| Issued or guaranteed by U.S. | $2,904,000 | 3,035 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $5,037,000 | 1,576 |
| CMOs issued by government agencies or sponsored agencies | $5,037,000 | 1,533 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $32,903,000 | 2,972 |
| Total debt securities | $32,903,000 | 3,132 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $145,000 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $32,829,000 | 3,106 |
| U.S. Government securities | $8,431,000 | 3,639 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $8,431,000 | 3,412 |
| Securities issued by states & political subdivisions | $15,789,000 | 2,237 |
| Other domestic debt securities | $8,609,000 | 945 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,609,000 | 337 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $3,000,000 | 1,038 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,735,000 | 3,688 |
| Mortgage-backed securities | $8,241,000 | 2,908 |
| Certificates of participation in pools of residential mortgages | $3,104,000 | 3,077 |
| Issued or guaranteed by U.S. | $3,104,000 | 2,982 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $5,137,000 | 1,517 |
| CMOs issued by government agencies or sponsored agencies | $5,137,000 | 1,479 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $32,829,000 | 2,927 |
| Total debt securities | $32,829,000 | 3,088 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $147,000 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $31,632,000 | 3,044 |
| U.S. Government securities | $8,789,000 | 3,514 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $8,789,000 | 3,336 |
| Securities issued by states & political subdivisions | $16,134,000 | 2,159 |
| Other domestic debt securities | $6,709,000 | 1,012 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,227,000 | 369 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $2,482,000 | 1,058 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 3,742 |
| Mortgage-backed securities | $8,577,000 | 2,845 |
| Certificates of participation in pools of residential mortgages | $3,359,000 | 2,991 |
| Issued or guaranteed by U.S. | $3,359,000 | 2,899 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $5,218,000 | 1,478 |
| CMOs issued by government agencies or sponsored agencies | $5,218,000 | 1,436 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $31,632,000 | 2,859 |
| Total debt securities | $31,632,000 | 3,025 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $150,000 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $28,455,000 | 3,056 |
| U.S. Government securities | $5,577,000 | 3,722 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $5,577,000 | 3,576 |
| Securities issued by states & political subdivisions | $17,362,000 | 2,046 |
| Other domestic debt securities | $5,516,000 | 1,037 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,016,000 | 383 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $2,500,000 | 1,014 |
| 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 | $4,725,000 | 3,168 |
| Mortgage-backed securities | $5,346,000 | 3,105 |
| Certificates of participation in pools of residential mortgages | $2,425,000 | 3,143 |
| Issued or guaranteed by U.S. | $2,425,000 | 3,062 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $2,921,000 | 1,850 |
| CMOs issued by government agencies or sponsored agencies | $2,921,000 | 1,804 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $28,455,000 | 2,872 |
| Total debt securities | $28,454,000 | 3,036 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $139,000 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $26,829,000 | 3,041 |
| U.S. Government securities | $5,442,000 | 3,753 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $5,442,000 | 3,601 |
| Securities issued by states & political subdivisions | $16,406,000 | 1,990 |
| Other domestic debt securities | $4,981,000 | 1,038 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,983,000 | 367 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,998,000 | 1,068 |
| 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 | $6,125,000 | 3,016 |
| Mortgage-backed securities | $5,191,000 | 3,132 |
| Certificates of participation in pools of residential mortgages | $489,000 | 3,692 |
| Issued or guaranteed by U.S. | $489,000 | 3,611 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,822,000 | 2,105 |
| CMOs issued by government agencies or sponsored agencies | $1,822,000 | 2,054 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $2,880,000 | 1,254 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $2,880,000 | 831 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $26,829,000 | 2,853 |
| Total debt securities | $26,829,000 | 3,022 |
| Structured notes | ||
| Amortized cost | $1,998,000 | 149 |
| Fair value | $2,000,000 | 145 |
| Trading account assets | $134,000 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $24,963,000 | 3,105 |
| U.S. Government securities | $5,857,000 | 3,724 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $5,857,000 | 3,562 |
| Securities issued by states & political subdivisions | $16,219,000 | 1,933 |
| Other domestic debt securities | $2,887,000 | 1,220 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,887,000 | 337 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,430,000 | 3,135 |
| Mortgage-backed securities | $5,594,000 | 3,089 |
| Certificates of participation in pools of residential mortgages | $774,000 | 3,587 |
| Issued or guaranteed by U.S. | $774,000 | 3,496 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,944,000 | 2,102 |
| CMOs issued by government agencies or sponsored agencies | $1,944,000 | 2,057 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $2,876,000 | 1,240 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $2,876,000 | 807 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $24,963,000 | 2,908 |
| Total debt securities | $24,963,000 | 3,084 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $134,000 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $23,170,000 | 3,137 |
| U.S. Government securities | $10,932,000 | 3,211 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $10,932,000 | 3,070 |
| Securities issued by states & political subdivisions | $11,116,000 | 2,198 |
| Other domestic debt securities | $1,122,000 | 1,490 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,122,000 | 373 |
| 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 | $5,163,000 | 3,141 |
| Mortgage-backed securities | $10,623,000 | 2,593 |
| Certificates of participation in pools of residential mortgages | $977,000 | 3,538 |
| Issued or guaranteed by U.S. | $977,000 | 3,437 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,973,000 | 2,092 |
| CMOs issued by government agencies or sponsored agencies | $1,973,000 | 2,043 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $7,673,000 | 837 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $7,673,000 | 542 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $23,170,000 | 2,937 |
| Total debt securities | $23,170,000 | 3,117 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $163,000 | 207 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $22,245,000 | 3,234 |
| U.S. Government securities | $11,307,000 | 3,258 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $11,307,000 | 3,098 |
| Securities issued by states & political subdivisions | $9,644,000 | 2,330 |
| Other domestic debt securities | $1,294,000 | 1,434 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $1,294,000 | 349 |
| 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 | $3,879,000 | 3,410 |
| Mortgage-backed securities | $10,895,000 | 2,528 |
| Certificates of participation in pools of residential mortgages | $1,247,000 | 3,447 |
| Issued or guaranteed by U.S. | $1,247,000 | 3,352 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,999,000 | 2,095 |
| CMOs issued by government agencies or sponsored agencies | $1,999,000 | 2,045 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $7,649,000 | 813 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $7,649,000 | 519 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $22,245,000 | 3,018 |
| Total debt securities | $22,245,000 | 3,213 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $207,000 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $22,602,000 | 3,241 |
| U.S. Government securities | $16,114,000 | 2,883 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $16,114,000 | 2,723 |
| Securities issued by states & political subdivisions | $6,488,000 | 2,770 |
| 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 | $5,207,000 | 3,245 |
| Mortgage-backed securities | $15,669,000 | 2,188 |
| Certificates of participation in pools of residential mortgages | $2,799,000 | 3,029 |
| Issued or guaranteed by U.S. | $2,799,000 | 2,938 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,495,000 | 2,020 |
| CMOs issued by government agencies or sponsored agencies | $2,495,000 | 1,972 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $10,375,000 | 693 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $10,375,000 | 432 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $22,602,000 | 3,019 |
| Total debt securities | $22,602,000 | 3,219 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $219,000 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $22,716,000 | 3,292 |
| U.S. Government securities | $16,301,000 | 2,912 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $16,301,000 | 2,745 |
| Securities issued by states & political subdivisions | $6,415,000 | 2,849 |
| 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 | $5,237,000 | 3,287 |
| Mortgage-backed securities | $15,834,000 | 2,158 |
| Certificates of participation in pools of residential mortgages | $5,086,000 | 2,589 |
| Issued or guaranteed by U.S. | $5,086,000 | 2,523 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $521,000 | 2,565 |
| CMOs issued by government agencies or sponsored agencies | $521,000 | 2,517 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $10,227,000 | 676 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $10,227,000 | 417 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $22,716,000 | 3,052 |
| Total debt securities | $22,716,000 | 3,270 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $215,000 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $22,654,000 | 3,337 |
| U.S. Government securities | $9,498,000 | 3,594 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $9,498,000 | 3,427 |
| Securities issued by states & political subdivisions | $13,156,000 | 2,112 |
| 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 | $3,710,000 | 3,614 |
| Mortgage-backed securities | $8,986,000 | 2,702 |
| Certificates of participation in pools of residential mortgages | $3,255,000 | 2,973 |
| Issued or guaranteed by U.S. | $3,255,000 | 2,885 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $531,000 | 2,585 |
| CMOs issued by government agencies or sponsored agencies | $531,000 | 2,538 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $5,200,000 | 866 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $5,200,000 | 500 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $22,654,000 | 3,091 |
| Total debt securities | $22,653,000 | 3,316 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $225,000 | 198 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $23,835,000 | 3,313 |
| U.S. Government securities | $4,425,000 | 4,281 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $4,425,000 | 4,123 |
| Securities issued by states & political subdivisions | $12,710,000 | 2,216 |
| Other domestic debt securities | $6,700,000 | 741 |
| Privately issued residential mortgage-backed securities | $6,700,000 | 163 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,750,000 | 3,634 |
| Mortgage-backed securities | $10,544,000 | 2,563 |
| Certificates of participation in pools of residential mortgages | $3,302,000 | 2,979 |
| Issued or guaranteed by U.S. | $3,302,000 | 2,918 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $7,242,000 | 1,366 |
| CMOs issued by government agencies or sponsored agencies | $542,000 | 2,544 |
| Privately issued | $6,700,000 | 127 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $23,835,000 | 3,063 |
| Total debt securities | $23,836,000 | 3,293 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $240,000 | 202 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $24,349,000 | 3,312 |
| U.S. Government securities | $11,864,000 | 3,413 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $11,864,000 | 3,259 |
| Securities issued by states & political subdivisions | $12,485,000 | 2,260 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,123,000 | 3,602 |
| Mortgage-backed securities | $11,155,000 | 2,526 |
| Certificates of participation in pools of residential mortgages | $3,567,000 | 2,959 |
| Issued or guaranteed by U.S. | $3,567,000 | 2,937 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $553,000 | 2,588 |
| CMOs issued by government agencies or sponsored agencies | $553,000 | 2,538 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $7,035,000 | 738 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $7,035,000 | 441 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $24,349,000 | 3,059 |
| Total debt securities | $24,349,000 | 3,292 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $245,000 | 200 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $26,474,000 | 3,229 |
| U.S. Government securities | $12,294,000 | 3,378 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $12,294,000 | 3,229 |
| Securities issued by states & political subdivisions | $12,650,000 | 2,298 |
| Other domestic debt securities | $1,530,000 | 1,473 |
| Privately issued residential mortgage-backed securities | $1,530,000 | 434 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,844,000 | 3,352 |
| Mortgage-backed securities | $13,042,000 | 2,401 |
| Certificates of participation in pools of residential mortgages | $3,749,000 | 2,967 |
| Issued or guaranteed by U.S. | $2,219,000 | 3,168 |
| Privately issued | $1,530,000 | 231 |
| Collaterized mortgage obligations | $583,000 | 2,606 |
| CMOs issued by government agencies or sponsored agencies | $583,000 | 2,552 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $8,710,000 | 651 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $8,710,000 | 380 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $26,474,000 | 2,977 |
| Total debt securities | $26,474,000 | 3,207 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $252,000 | 194 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $25,758,000 | 3,296 |
| U.S. Government securities | $14,478,000 | 3,233 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $14,478,000 | 3,068 |
| Securities issued by states & political subdivisions | $11,280,000 | 2,466 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,238,000 | 3,336 |
| Mortgage-backed securities | $13,633,000 | 2,365 |
| Certificates of participation in pools of residential mortgages | $3,944,000 | 2,973 |
| Issued or guaranteed by U.S. | $3,944,000 | 2,968 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $608,000 | 2,595 |
| CMOs issued by government agencies or sponsored agencies | $608,000 | 2,537 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $9,081,000 | 566 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $9,081,000 | 358 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $25,758,000 | 3,041 |
| Total debt securities | $25,757,000 | 3,275 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $264,000 | 187 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $26,347,000 | 3,316 |
| U.S. Government securities | $14,843,000 | 3,227 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $14,843,000 | 3,073 |
| Securities issued by states & political subdivisions | $11,504,000 | 2,498 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,344,000 | 3,369 |
| Mortgage-backed securities | $13,946,000 | 2,365 |
| Certificates of participation in pools of residential mortgages | $4,089,000 | 2,991 |
| Issued or guaranteed by U.S. | $4,089,000 | 2,988 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $635,000 | 2,570 |
| CMOs issued by government agencies or sponsored agencies | $635,000 | 2,509 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $9,222,000 | 552 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $9,222,000 | 337 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $26,347,000 | 3,065 |
| Total debt securities | $26,348,000 | 3,288 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $263,000 | 191 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $26,511,000 | 3,349 |
| U.S. Government securities | $14,827,000 | 3,248 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $14,827,000 | 3,121 |
| Securities issued by states & political subdivisions | $11,684,000 | 2,519 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,482,000 | 3,236 |
| Mortgage-backed securities | $13,884,000 | 2,395 |
| Certificates of participation in pools of residential mortgages | $7,134,000 | 2,512 |
| Issued or guaranteed by U.S. | $7,134,000 | 2,511 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $667,000 | 2,565 |
| CMOs issued by government agencies or sponsored agencies | $667,000 | 2,507 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $6,083,000 | 652 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $6,083,000 | 410 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $26,511,000 | 3,085 |
| Total debt securities | $26,512,000 | 3,326 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $279,000 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $26,858,000 | 3,380 |
| U.S. Government securities | $15,139,000 | 3,280 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $15,139,000 | 3,153 |
| Securities issued by states & political subdivisions | $11,719,000 | 2,550 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,576,000 | 3,243 |
| Mortgage-backed securities | $14,158,000 | 2,389 |
| Certificates of participation in pools of residential mortgages | $7,348,000 | 2,524 |
| Issued or guaranteed by U.S. | $7,348,000 | 2,523 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $689,000 | 2,578 |
| CMOs issued by government agencies or sponsored agencies | $689,000 | 2,513 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $6,121,000 | 630 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $6,121,000 | 395 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $26,858,000 | 3,109 |
| Total debt securities | $26,858,000 | 3,357 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $297,000 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $27,048,000 | 3,389 |
| U.S. Government securities | $15,311,000 | 3,304 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $15,311,000 | 3,178 |
| Securities issued by states & political subdivisions | $11,737,000 | 2,570 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,043,000 | 3,216 |
| Mortgage-backed securities | $14,287,000 | 2,420 |
| Certificates of participation in pools of residential mortgages | $7,481,000 | 2,554 |
| Issued or guaranteed by U.S. | $7,481,000 | 2,554 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $703,000 | 2,613 |
| CMOs issued by government agencies or sponsored agencies | $703,000 | 2,549 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $6,103,000 | 622 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $6,103,000 | 388 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $27,048,000 | 3,120 |
| Total debt securities | $27,048,000 | 3,363 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $325,000 | 193 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $27,160,000 | 3,381 |
| U.S. Government securities | $15,567,000 | 3,253 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $15,567,000 | 3,131 |
| Securities issued by states & political subdivisions | $11,593,000 | 2,591 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,075,000 | 3,213 |
| Mortgage-backed securities | $14,445,000 | 2,379 |
| Certificates of participation in pools of residential mortgages | $7,616,000 | 2,534 |
| Issued or guaranteed by U.S. | $7,616,000 | 2,531 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $723,000 | 2,614 |
| CMOs issued by government agencies or sponsored agencies | $723,000 | 2,538 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $6,106,000 | 601 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $6,106,000 | 375 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $27,160,000 | 3,097 |
| Total debt securities | $27,161,000 | 3,356 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $315,000 | 204 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $27,741,000 | 3,353 |
| U.S. Government securities | $16,330,000 | 3,182 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $16,330,000 | 3,077 |
| Securities issued by states & political subdivisions | $11,411,000 | 2,612 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,668,000 | 3,303 |
| Mortgage-backed securities | $15,159,000 | 2,343 |
| Certificates of participation in pools of residential mortgages | $8,177,000 | 2,488 |
| Issued or guaranteed by U.S. | $8,177,000 | 2,487 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $770,000 | 2,619 |
| CMOs issued by government agencies or sponsored agencies | $770,000 | 2,545 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $6,212,000 | 564 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $6,212,000 | 360 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $27,741,000 | 3,078 |
| Total debt securities | $27,741,000 | 3,324 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $350,000 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $29,081,000 | 3,337 |
| U.S. Government securities | $22,734,000 | 2,762 |
| U.S. Treasury securities | $1,001,000 | 1,014 |
| U.S. Government agency obligations | $21,733,000 | 2,723 |
| Securities issued by states & political subdivisions | $6,347,000 | 3,324 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,428,000 | 3,940 |
| Mortgage-backed securities | $14,423,000 | 2,422 |
| Certificates of participation in pools of residential mortgages | $7,398,000 | 2,638 |
| Issued or guaranteed by U.S. | $7,398,000 | 2,633 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $808,000 | 2,631 |
| CMOs issued by government agencies or sponsored agencies | $808,000 | 2,548 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $6,217,000 | 541 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $6,217,000 | 343 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $29,081,000 | 3,069 |
| Total debt securities | $29,080,000 | 3,311 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $395,000 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $25,257,000 | 3,619 |
| U.S. Government securities | $23,119,000 | 2,810 |
| U.S. Treasury securities | $996,000 | 1,060 |
| U.S. Government agency obligations | $22,123,000 | 2,768 |
| Securities issued by states & political subdivisions | $2,138,000 | 4,184 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,390,000 | 4,765 |
| Mortgage-backed securities | $14,749,000 | 2,400 |
| Certificates of participation in pools of residential mortgages | $7,723,000 | 2,598 |
| Issued or guaranteed by U.S. | $7,723,000 | 2,596 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $827,000 | 2,638 |
| CMOs issued by government agencies or sponsored agencies | $827,000 | 2,562 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $6,199,000 | 531 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $6,199,000 | 337 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $25,257,000 | 3,320 |
| Total debt securities | $25,257,000 | 3,594 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $428,000 | 201 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $19,073,000 | 4,105 |
| U.S. Government securities | $8,362,000 | 4,328 |
| U.S. Treasury securities | $981,000 | 1,128 |
| U.S. Government agency obligations | $7,381,000 | 4,362 |
| Securities issued by states & political subdivisions | $10,711,000 | 2,727 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,721,000 | 4,424 |
| Mortgage-backed securities | $6,038,000 | 3,338 |
| Certificates of participation in pools of residential mortgages | $3,123,000 | 3,466 |
| Issued or guaranteed by U.S. | $3,123,000 | 3,462 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $834,000 | 2,673 |
| CMOs issued by government agencies or sponsored agencies | $834,000 | 2,595 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $2,081,000 | 745 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $2,081,000 | 492 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $19,073,000 | 3,758 |
| Total debt securities | $19,073,000 | 4,077 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $461,000 | 193 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $19,443,000 | 4,139 |
| U.S. Government securities | $8,797,000 | 4,346 |
| U.S. Treasury securities | $990,000 | 1,058 |
| U.S. Government agency obligations | $7,807,000 | 4,392 |
| Securities issued by states & political subdivisions | $10,646,000 | 2,746 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,558,000 | 4,546 |
| Mortgage-backed securities | $6,182,000 | 3,359 |
| Certificates of participation in pools of residential mortgages | $3,203,000 | 3,491 |
| Issued or guaranteed by U.S. | $3,203,000 | 3,486 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $865,000 | 2,688 |
| CMOs issued by government agencies or sponsored agencies | $865,000 | 2,610 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $2,114,000 | 714 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $2,114,000 | 471 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $19,443,000 | 3,786 |
| Total debt securities | $19,443,000 | 4,109 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $468,000 | 208 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $25,329,000 | 3,767 |
| U.S. Government securities | $12,810,000 | 3,956 |
| U.S. Treasury securities | $1,987,000 | 859 |
| U.S. Government agency obligations | $10,823,000 | 4,071 |
| Securities issued by states & political subdivisions | $12,519,000 | 2,542 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,844,000 | 4,527 |
| Mortgage-backed securities | $9,155,000 | 3,049 |
| Certificates of participation in pools of residential mortgages | $4,385,000 | 3,292 |
| Issued or guaranteed by U.S. | $4,385,000 | 3,290 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,674,000 | 2,431 |
| CMOs issued by government agencies or sponsored agencies | $1,674,000 | 2,359 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $3,096,000 | 601 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $3,096,000 | 386 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $25,329,000 | 3,449 |
| Total debt securities | $25,329,000 | 3,748 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $500,000 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $28,229,000 | 3,636 |
| U.S. Government securities | $15,119,000 | 3,759 |
| U.S. Treasury securities | $2,018,000 | 793 |
| U.S. Government agency obligations | $13,101,000 | 3,868 |
| Securities issued by states & political subdivisions | $13,110,000 | 2,455 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,985,000 | 3,879 |
| Mortgage-backed securities | $9,348,000 | 3,080 |
| Certificates of participation in pools of residential mortgages | $4,410,000 | 3,363 |
| Issued or guaranteed by U.S. | $4,410,000 | 3,361 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,769,000 | 2,442 |
| CMOs issued by government agencies or sponsored agencies | $1,769,000 | 2,367 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $3,169,000 | 579 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $3,169,000 | 367 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $28,229,000 | 3,319 |
| Total debt securities | $28,229,000 | 3,611 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $557,000 | 202 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $28,845,000 | 3,630 |
| U.S. Government securities | $16,041,000 | 3,711 |
| U.S. Treasury securities | $1,983,000 | 848 |
| U.S. Government agency obligations | $14,058,000 | 3,813 |
| Securities issued by states & political subdivisions | $12,804,000 | 2,511 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,946,000 | 4,131 |
| Mortgage-backed securities | $12,035,000 | 2,822 |
| Certificates of participation in pools of residential mortgages | $7,126,000 | 2,916 |
| Issued or guaranteed by U.S. | $7,126,000 | 2,915 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,909,000 | 1,814 |
| CMOs issued by government agencies or sponsored agencies | $4,909,000 | 1,734 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $28,845,000 | 3,313 |
| Total debt securities | $28,845,000 | 3,609 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $588,000 | 198 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $27,683,000 | 3,778 |
| U.S. Government securities | $16,155,000 | 3,819 |
| U.S. Treasury securities | $1,958,000 | 858 |
| U.S. Government agency obligations | $14,197,000 | 3,904 |
| Securities issued by states & political subdivisions | $11,528,000 | 2,663 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,898,000 | 3,986 |
| Mortgage-backed securities | $12,213,000 | 2,875 |
| Certificates of participation in pools of residential mortgages | $7,317,000 | 2,972 |
| Issued or guaranteed by U.S. | $7,317,000 | 2,970 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $4,896,000 | 1,834 |
| CMOs issued by government agencies or sponsored agencies | $4,896,000 | 1,761 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $27,683,000 | 3,448 |
| Total debt securities | $27,683,000 | 3,752 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $621,000 | 186 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $25,750,000 | 3,972 |
| U.S. Government securities | $13,411,000 | 4,187 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $13,411,000 | 4,078 |
| Securities issued by states & political subdivisions | $12,339,000 | 2,567 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,868,000 | 4,749 |
| Mortgage-backed securities | $11,422,000 | 3,010 |
| Certificates of participation in pools of residential mortgages | $7,414,000 | 3,007 |
| Issued or guaranteed by U.S. | $7,414,000 | 3,007 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,008,000 | 2,022 |
| CMOs issued by government agencies or sponsored agencies | $4,008,000 | 1,941 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $25,750,000 | 3,626 |
| Total debt securities | $25,750,000 | 3,941 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $1,208,000 | 166 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $25,408,000 | 4,030 |
| U.S. Government securities | $11,226,000 | 4,492 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $11,226,000 | 4,391 |
| Securities issued by states & political subdivisions | $12,131,000 | 2,607 |
| Other domestic debt securities | $2,051,000 | 1,448 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $2,051,000 | 97 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,741,000 | 4,817 |
| Mortgage-backed securities | $11,324,000 | 3,055 |
| Certificates of participation in pools of residential mortgages | $7,349,000 | 3,042 |
| Issued or guaranteed by U.S. | $7,349,000 | 3,042 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,924,000 | 2,506 |
| CMOs issued by government agencies or sponsored agencies | $1,924,000 | 2,427 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $2,051,000 | 610 |
| Commercial mortgage pass-through securities | $2,051,000 | 392 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $25,408,000 | 3,670 |
| Total debt securities | $25,408,000 | 4,001 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $1,195,000 | 159 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $18,895,000 | 4,565 |
| U.S. Government securities | $6,960,000 | 5,089 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,960,000 | 4,986 |
| Securities issued by states & political subdivisions | $11,935,000 | 2,627 |
| 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 | $2,637,000 | 4,868 |
| Mortgage-backed securities | $6,960,000 | 3,607 |
| Certificates of participation in pools of residential mortgages | $6,960,000 | 3,106 |
| Issued or guaranteed by U.S. | $6,960,000 | 3,104 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $18,895,000 | 4,187 |
| Total debt securities | $18,895,000 | 4,544 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $4,039,000 | 105 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $18,978,000 | 4,596 |
| U.S. Government securities | $7,013,000 | 5,131 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,013,000 | 5,035 |
| Securities issued by states & political subdivisions | $11,965,000 | 2,616 |
| 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 | $3,579,000 | 4,632 |
| Mortgage-backed securities | $7,013,000 | 3,637 |
| Certificates of participation in pools of residential mortgages | $7,013,000 | 3,102 |
| Issued or guaranteed by U.S. | $7,013,000 | 3,099 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $18,978,000 | 4,220 |
| Total debt securities | $18,978,000 | 4,561 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $4,378,000 | 105 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $18,123,000 | 4,672 |
| U.S. Government securities | $6,091,000 | 5,296 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $6,091,000 | 5,186 |
| Securities issued by states & political subdivisions | $12,032,000 | 2,597 |
| 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 | $3,503,000 | 4,654 |
| Mortgage-backed securities | $6,091,000 | 3,815 |
| Certificates of participation in pools of residential mortgages | $6,091,000 | 3,253 |
| Issued or guaranteed by U.S. | $6,091,000 | 3,250 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $18,123,000 | 4,298 |
| Total debt securities | $18,123,000 | 4,637 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $4,640,000 | 103 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $11,250,000 | 5,417 |
| U.S. Government securities | $976,000 | 6,380 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $976,000 | 6,275 |
| Securities issued by states & political subdivisions | $10,274,000 | 2,819 |
| 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 | $3,641,000 | 4,665 |
| Mortgage-backed securities | $976,000 | 5,031 |
| Certificates of participation in pools of residential mortgages | $976,000 | 4,699 |
| Issued or guaranteed by U.S. | $976,000 | 4,697 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $11,250,000 | 5,049 |
| Total debt securities | $11,250,000 | 5,383 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $9,252,000 | 82 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $11,469,000 | 5,365 |
| U.S. Government securities | $1,043,000 | 6,386 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,043,000 | 6,280 |
| Securities issued by states & political subdivisions | $10,426,000 | 2,769 |
| 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 | $3,814,000 | 4,596 |
| Mortgage-backed securities | $1,043,000 | 5,042 |
| Certificates of participation in pools of residential mortgages | $1,043,000 | 4,698 |
| Issued or guaranteed by U.S. | $1,043,000 | 4,697 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $11,469,000 | 4,989 |
| Total debt securities | $11,469,000 | 5,340 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $10,018,000 | 84 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $11,559,000 | 5,448 |
| U.S. Government securities | $1,112,000 | 6,483 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,112,000 | 6,387 |
| Securities issued by states & political subdivisions | $10,447,000 | 2,737 |
| 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 | $3,150,000 | 4,857 |
| Mortgage-backed securities | $1,112,000 | 5,115 |
| Certificates of participation in pools of residential mortgages | $1,112,000 | 4,772 |
| Issued or guaranteed by U.S. | $1,112,000 | 4,769 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $11,559,000 | 5,060 |
| Total debt securities | $11,559,000 | 5,419 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $11,434,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $10,318,000 | 5,647 |
| U.S. Government securities | $0 | 6,933 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $0 | 6,856 |
| Securities issued by states & political subdivisions | $10,318,000 | 2,696 |
| 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 | $3,100,000 | 4,923 |
| Mortgage-backed securities | $0 | 5,941 |
| Certificates of participation in pools of residential mortgages | $0 | 5,754 |
| Issued or guaranteed by U.S. | $0 | 5,744 |
| 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) | $10,318,000 | 5,266 |
| Total debt securities | $10,318,000 | 5,619 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $13,129,000 | 77 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $10,218,000 | 5,705 |
| U.S. Government securities | $0 | 6,997 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $0 | 6,911 |
| Securities issued by states & political subdivisions | $10,218,000 | 2,638 |
| 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 | $3,100,000 | 4,955 |
| Mortgage-backed securities | $0 | 5,982 |
| Certificates of participation in pools of residential mortgages | $0 | 5,796 |
| Issued or guaranteed by U.S. | $0 | 5,788 |
| 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) | $10,218,000 | 5,316 |
| Total debt securities | $10,218,000 | 5,678 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $13,776,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $10,145,000 | 5,721 |
| U.S. Government securities | $0 | 7,030 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $0 | 6,948 |
| Securities issued by states & political subdivisions | $10,145,000 | 2,606 |
| 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 | $400,000 | 5,757 |
| Mortgage-backed securities | $0 | 5,999 |
| Certificates of participation in pools of residential mortgages | $0 | 5,792 |
| Issued or guaranteed by U.S. | $0 | 5,781 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $10,145,000 | 5,305 |
| Total debt securities | $10,145,000 | 5,693 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $7,759,000 | 92 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $9,271,000 | 5,830 |
| U.S. Government securities | $0 | 7,111 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $0 | 7,028 |
| Securities issued by states & political subdivisions | $9,271,000 | 2,690 |
| 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 | $400,000 | 5,784 |
| Mortgage-backed securities | $0 | 6,031 |
| Certificates of participation in pools of residential mortgages | $0 | 5,817 |
| Issued or guaranteed by U.S. | $0 | 5,805 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $9,271,000 | 5,395 |
| Total debt securities | $9,271,000 | 5,790 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $8,147,000 | 92 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $9,815,000 | 5,829 |
| U.S. Government securities | $0 | 7,198 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $0 | 7,103 |
| Securities issued by states & political subdivisions | $9,815,000 | 2,538 |
| 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 | $400,000 | 5,830 |
| Mortgage-backed securities | $0 | 6,067 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $9,815,000 | 5,388 |
| Total debt securities | $9,815,000 | 5,794 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $8,412,000 | 91 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $9,513,000 | 5,875 |
| U.S. Government securities | $0 | 7,252 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $0 | 7,165 |
| Securities issued by states & political subdivisions | $9,513,000 | 2,555 |
| 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 | $593,000 | 5,758 |
| Mortgage-backed securities | $0 | 6,094 |
| Certificates of participation in pools of residential mortgages | $0 | 5,856 |
| Issued or guaranteed by U.S. | $0 | 5,845 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $9,513,000 | 5,428 |
| Total debt securities | $9,513,000 | 5,842 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $9,179,000 | 87 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $8,854,000 | 5,880 |
| U.S. Government securities | $0 | 7,301 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $0 | 7,211 |
| Securities issued by states & political subdivisions | $8,854,000 | 2,640 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $0 | 6,134 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $8,854,000 | 5,429 |
| Total debt securities | $8,854,000 | 5,838 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $6,965,000 | 92 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $4,641,000 | 6,623 |
| U.S. Government securities | $0 | 7,375 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $0 | 7,288 |
| Securities issued by states & political subdivisions | $4,641,000 | 3,463 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $0 | 6,191 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $4,641,000 | 6,111 |
| Total debt securities | $4,641,000 | 6,589 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $10,975,000 | 89 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $4,221,000 | 6,784 |
| U.S. Government securities | $0 | 7,469 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $0 | 7,387 |
| Securities issued by states & political subdivisions | $4,221,000 | 3,507 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $0 | 6,235 |
| 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 | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $4,221,000 | 6,267 |
| Total debt securities | $4,221,000 | 6,741 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $12,303,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $4,261,000 | 6,851 |
| U.S. Government securities | $0 | 7,572 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $0 | 7,484 |
| Securities issued by states & political subdivisions | $4,261,000 | 3,485 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $0 | 6,328 |
| 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 | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $4,261,000 | 6,329 |
| Total debt securities | $4,261,000 | 6,809 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $15,241,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $0 | 7,776 |
| U.S. Government securities | $0 | 7,608 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $0 | 7,522 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $0 | 6,385 |
| 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 | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $0 | 7,286 |
| Total debt securities | $0 | 7,735 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $19,238,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $0 | 7,856 |
| U.S. Government securities | $0 | 7,692 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $0 | 7,608 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $0 | 6,466 |
| 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 | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $0 | 7,355 |
| Total debt securities | $0 | 7,809 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $20,369,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $0 | 7,935 |
| U.S. Government securities | $0 | 7,759 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $0 | 7,687 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $0 | 6,522 |
| 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 | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $0 | 7,893 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $21,525,000 | 80 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $0 | 8,001 |
| U.S. Government securities | $0 | 7,829 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $0 | 7,762 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $0 | 6,573 |
| 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 | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $0 | 7,959 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $21,965,000 | 87 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $0 | 8,058 |
| U.S. Government securities | $0 | 7,896 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $0 | 7,832 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| 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) | $0 | 7,524 |
| Total debt securities | $0 | 8,014 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $21,178,000 | 97 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $0 | 8,112 |
| U.S. Government securities | $0 | 7,941 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $0 | 7,874 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $0 | 8,066 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $21,417,000 | 98 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $0 | 8,159 |
| U.S. Government securities | $0 | 7,997 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $0 | 7,934 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $0 | 8,104 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $21,822,000 | 103 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $0 | 8,194 |
| U.S. Government securities | $0 | 8,032 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $0 | 7,976 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $0 | 8,143 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $24,452,000 | 105 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $0 | 8,234 |
| U.S. Government securities | $0 | 8,104 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $0 | 8,029 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $0 | 8,190 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $24,236,000 | 100 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $0 | 8,282 |
| U.S. Government securities | $0 | 8,160 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $0 | 8,083 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $0 | 8,239 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $26,328,000 | 93 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $0 | 8,331 |
| U.S. Government securities | $0 | 8,206 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $0 | 8,127 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $0 | 8,291 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $25,942,000 | 95 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $0 | 8,365 |
| U.S. Government securities | $0 | 8,244 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $0 | 8,164 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $0 | 8,320 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $30,761,000 | 103 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $35,690,000 | 3,070 |
| U.S. Government securities | $30,624,000 | 2,685 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $30,624,000 | 2,615 |
| Securities issued by states & political subdivisions | $3,880,000 | 3,471 |
| Other domestic debt securities | $1,186,000 | 1,825 |
| Privately issued residential mortgage-backed securities | $935,000 | 901 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $251,000 | 2,000 |
| 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 | $25,512,000 | 1,806 |
| Mortgage-backed securities | $17,950,000 | 1,899 |
| Certificates of participation in pools of residential mortgages | $11,732,000 | 1,896 |
| Issued or guaranteed by U.S. | $11,732,000 | 1,886 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $6,218,000 | 1,359 |
| CMOs issued by government agencies or sponsored agencies | $5,283,000 | 1,257 |
| Privately issued | $935,000 | 852 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $35,690,000 | 2,661 |
| Total debt securities | $35,690,000 | 3,025 |
| 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 | $45,573,000 | 2,538 |
| U.S. Government securities | $40,507,000 | 2,138 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $40,507,000 | 2,081 |
| Securities issued by states & political subdivisions | $3,855,000 | 3,467 |
| Other domestic debt securities | $1,211,000 | 1,826 |
| Privately issued residential mortgage-backed securities | $961,000 | 875 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,048 |
| 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 | $33,300,000 | 1,404 |
| Mortgage-backed securities | $23,143,000 | 1,583 |
| Certificates of participation in pools of residential mortgages | $14,204,000 | 1,675 |
| Issued or guaranteed by U.S. | $14,204,000 | 1,665 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $8,939,000 | 1,091 |
| CMOs issued by government agencies or sponsored agencies | $7,978,000 | 970 |
| Privately issued | $961,000 | 816 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $45,573,000 | 2,183 |
| Total debt securities | $45,564,000 | 2,496 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,538 |
| Fair value | $498,000 | 2,573 |
| 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 | $44,433,000 | 2,579 |
| U.S. Government securities | $39,469,000 | 2,200 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $39,469,000 | 2,128 |
| Securities issued by states & political subdivisions | $3,766,000 | 3,497 |
| Other domestic debt securities | $1,198,000 | 1,853 |
| Privately issued residential mortgage-backed securities | $947,000 | 859 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $251,000 | 2,099 |
| 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 | $23,659,000 | 1,891 |
| Mortgage-backed securities | $23,388,000 | 1,591 |
| Certificates of participation in pools of residential mortgages | $14,148,000 | 1,694 |
| Issued or guaranteed by U.S. | $14,148,000 | 1,684 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $9,240,000 | 1,066 |
| CMOs issued by government agencies or sponsored agencies | $8,293,000 | 938 |
| Privately issued | $947,000 | 803 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $44,433,000 | 2,222 |
| Total debt securities | $44,431,000 | 2,538 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,594 |
| Fair value | $494,000 | 2,628 |
| 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 | $47,128,000 | 2,495 |
| U.S. Government securities | $41,902,000 | 2,125 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $41,902,000 | 2,048 |
| Securities issued by states & political subdivisions | $3,832,000 | 3,479 |
| Other domestic debt securities | $1,394,000 | 1,819 |
| Privately issued residential mortgage-backed securities | $973,000 | 851 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $170,000 | 258 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $251,000 | 2,210 |
| 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 | $24,200,000 | 1,852 |
| Mortgage-backed securities | $25,125,000 | 1,533 |
| Certificates of participation in pools of residential mortgages | $15,191,000 | 1,623 |
| Issued or guaranteed by U.S. | $15,191,000 | 1,613 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $9,934,000 | 1,023 |
| CMOs issued by government agencies or sponsored agencies | $8,961,000 | 909 |
| Privately issued | $973,000 | 795 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $47,128,000 | 2,138 |
| Total debt securities | $47,132,000 | 2,448 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,585 |
| Fair value | $494,000 | 2,643 |
| 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 | $45,455,000 | 2,571 |
| U.S. Government securities | $41,954,000 | 2,100 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $41,954,000 | 2,027 |
| Securities issued by states & political subdivisions | $3,043,000 | 3,815 |
| Other domestic debt securities | $458,000 | 2,632 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $207,000 | 255 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $251,000 | 2,318 |
| 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 | $22,331,000 | 1,953 |
| Mortgage-backed securities | $25,110,000 | 1,551 |
| Certificates of participation in pools of residential mortgages | $16,111,000 | 1,586 |
| Issued or guaranteed by U.S. | $16,111,000 | 1,575 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $8,999,000 | 1,079 |
| CMOs issued by government agencies or sponsored agencies | $8,999,000 | 899 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $45,455,000 | 2,215 |
| Total debt securities | $45,454,000 | 2,526 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,581 |
| Fair value | $494,000 | 2,652 |
| 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 | $41,107,000 | 2,758 |
| U.S. Government securities | $38,267,000 | 2,269 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $38,267,000 | 2,194 |
| Securities issued by states & political subdivisions | $2,320,000 | 4,174 |
| Other domestic debt securities | $520,000 | 2,501 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $269,000 | 250 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $251,000 | 2,393 |
| 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 | $22,654,000 | 1,881 |
| Mortgage-backed securities | $25,175,000 | 1,567 |
| Certificates of participation in pools of residential mortgages | $17,411,000 | 1,519 |
| Issued or guaranteed by U.S. | $17,411,000 | 1,509 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,764,000 | 1,175 |
| CMOs issued by government agencies or sponsored agencies | $7,764,000 | 997 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $41,107,000 | 2,364 |
| Total debt securities | $41,109,000 | 2,717 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,532 |
| Fair value | $495,000 | 2,652 |
| 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 | $44,300,000 | 2,617 |
| U.S. Government securities | $43,723,000 | 2,025 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $43,723,000 | 1,952 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $577,000 | 2,523 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $327,000 | 255 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,467 |
| 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 | $25,575,000 | 1,693 |
| Mortgage-backed securities | $30,037,000 | 1,422 |
| Certificates of participation in pools of residential mortgages | $23,879,000 | 1,261 |
| Issued or guaranteed by U.S. | $23,879,000 | 1,252 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $6,158,000 | 1,359 |
| CMOs issued by government agencies or sponsored agencies | $6,158,000 | 1,183 |
| 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) | $4,464,000 | 2,096 |
| Available-for-sale securities (fair market value) | $39,836,000 | 2,442 |
| Total debt securities | $44,300,000 | 2,567 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,035 |
| Fair value | $996,000 | 2,120 |
| 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 | $52,044,000 | 2,323 |
| U.S. Government securities | $51,281,000 | 1,800 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $51,281,000 | 1,730 |
| Securities issued by states & political subdivisions | $131,000 | 6,264 |
| Other domestic debt securities | $632,000 | 2,558 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $382,000 | 235 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $250,000 | 2,559 |
| 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 | $19,658,000 | 2,115 |
| Mortgage-backed securities | $32,017,000 | 1,389 |
| Certificates of participation in pools of residential mortgages | $25,502,000 | 1,243 |
| Issued or guaranteed by U.S. | $25,502,000 | 1,233 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $6,515,000 | 1,353 |
| CMOs issued by government agencies or sponsored agencies | $6,515,000 | 1,179 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,620,000 | 2,900 |
| Available-for-sale securities (fair market value) | $50,424,000 | 1,993 |
| Total debt securities | $52,044,000 | 2,276 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,033 |
| Fair value | $993,000 | 2,077 |
| 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 | $46,526,000 | 2,557 |
| U.S. Government securities | $35,799,000 | 2,474 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $35,799,000 | 2,376 |
| Securities issued by states & political subdivisions | $10,295,000 | 1,889 |
| Other domestic debt securities | $432,000 | 2,868 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $432,000 | 242 |
| 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 | $22,022,000 | 1,904 |
| Mortgage-backed securities | $31,827,000 | 1,419 |
| Certificates of participation in pools of residential mortgages | $19,737,000 | 1,505 |
| Issued or guaranteed by U.S. | $19,737,000 | 1,492 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $12,090,000 | 987 |
| CMOs issued by government agencies or sponsored agencies | $12,090,000 | 843 |
| 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) | $10,295,000 | 1,466 |
| Available-for-sale securities (fair market value) | $36,231,000 | 2,705 |
| Total debt securities | $46,529,000 | 2,516 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,982 |
| Fair value | $1,000,000 | 2,005 |
| 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 | $44,019,000 | 2,657 |
| U.S. Government securities | $33,128,000 | 2,620 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $33,128,000 | 2,523 |
| Securities issued by states & political subdivisions | $10,372,000 | 1,883 |
| Other domestic debt securities | $519,000 | 2,748 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $519,000 | 241 |
| 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 | $18,550,000 | 2,162 |
| Mortgage-backed securities | $29,136,000 | 1,517 |
| Certificates of participation in pools of residential mortgages | $18,871,000 | 1,560 |
| Issued or guaranteed by U.S. | $18,871,000 | 1,552 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $10,265,000 | 1,077 |
| CMOs issued by government agencies or sponsored agencies | $10,265,000 | 940 |
| 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) | $10,372,000 | 1,454 |
| Available-for-sale securities (fair market value) | $33,647,000 | 2,857 |
| Total debt securities | $44,019,000 | 2,605 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,975 |
| Fair value | $1,005,000 | 1,982 |
| 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 | $45,796,000 | 2,636 |
| U.S. Government securities | $34,864,000 | 2,535 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $34,864,000 | 2,434 |
| Securities issued by states & political subdivisions | $10,373,000 | 1,850 |
| Other domestic debt securities | $559,000 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $559,000 | 248 |
| 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 | $12,494,000 | 2,865 |
| Mortgage-backed securities | $30,409,000 | 1,499 |
| Certificates of participation in pools of residential mortgages | $20,717,000 | 1,469 |
| Issued or guaranteed by U.S. | $20,717,000 | 1,457 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $9,692,000 | 1,126 |
| CMOs issued by government agencies or sponsored agencies | $9,692,000 | 988 |
| 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) | $11,904,000 | 1,356 |
| Available-for-sale securities (fair market value) | $33,892,000 | 2,883 |
| Total debt securities | $45,796,000 | 2,577 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,961 |
| Fair value | $995,000 | 2,007 |
| 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 | $50,261,000 | 2,441 |
| U.S. Government securities | $38,978,000 | 2,290 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $38,978,000 | 2,213 |
| Securities issued by states & political subdivisions | $10,405,000 | 1,882 |
| Other domestic debt securities | $878,000 | 2,654 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $625,000 | 256 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $253,000 | 2,875 |
| 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 | $13,173,000 | 2,731 |
| Mortgage-backed securities | $34,452,000 | 1,389 |
| Certificates of participation in pools of residential mortgages | $21,915,000 | 1,431 |
| Issued or guaranteed by U.S. | $21,915,000 | 1,420 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $12,537,000 | 1,003 |
| CMOs issued by government agencies or sponsored agencies | $12,537,000 | 869 |
| 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) | $10,959,000 | 1,379 |
| Available-for-sale securities (fair market value) | $39,302,000 | 2,559 |
| Total debt securities | $50,260,000 | 2,373 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,759 |
| Fair value | $1,013,000 | 1,774 |
| 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 | $50,742,000 | 2,470 |
| U.S. Government securities | $35,111,000 | 2,568 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $35,111,000 | 2,484 |
| Securities issued by states & political subdivisions | $12,531,000 | 1,582 |
| Other domestic debt securities | $3,100,000 | 1,659 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $695,000 | 270 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,405,000 | 1,588 |
| 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 | $9,474,000 | 3,265 |
| Mortgage-backed securities | $26,949,000 | 1,663 |
| Certificates of participation in pools of residential mortgages | $15,824,000 | 1,828 |
| Issued or guaranteed by U.S. | $15,824,000 | 1,813 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $11,125,000 | 1,057 |
| CMOs issued by government agencies or sponsored agencies | $11,125,000 | 983 |
| 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) | $11,912,000 | 1,320 |
| Available-for-sale securities (fair market value) | $38,830,000 | 2,623 |
| Total debt securities | $50,744,000 | 2,412 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,606 |
| Fair value | $1,007,000 | 1,640 |
| 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 | $41,112,000 | 2,873 |
| U.S. Government securities | $26,477,000 | 3,087 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $26,477,000 | 2,977 |
| Securities issued by states & political subdivisions | $12,500,000 | 1,584 |
| Other domestic debt securities | $2,135,000 | 2,050 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $828,000 | 268 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,307,000 | 2,159 |
| 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 | $9,547,000 | 3,178 |
| Mortgage-backed securities | $23,447,000 | 1,813 |
| Certificates of participation in pools of residential mortgages | $15,701,000 | 1,831 |
| Issued or guaranteed by U.S. | $15,701,000 | 1,823 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $7,746,000 | 1,301 |
| CMOs issued by government agencies or sponsored agencies | $7,746,000 | 1,204 |
| 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) | $13,086,000 | 1,234 |
| Available-for-sale securities (fair market value) | $28,026,000 | 3,310 |
| Total debt securities | $41,112,000 | 2,800 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,773 |
| Fair value | $500,000 | 1,866 |
| 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 | $41,497,000 | 2,791 |
| U.S. Government securities | $27,744,000 | 2,906 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $27,744,000 | 2,795 |
| Securities issued by states & political subdivisions | $11,565,000 | 1,658 |
| Other domestic debt securities | $2,188,000 | 2,091 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $879,000 | 280 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,309,000 | 2,213 |
| 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 | $9,762,000 | 3,095 |
| Mortgage-backed securities | $24,166,000 | 1,805 |
| Certificates of participation in pools of residential mortgages | $16,674,000 | 1,722 |
| Issued or guaranteed by U.S. | $16,674,000 | 1,714 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $7,492,000 | 1,435 |
| CMOs issued by government agencies or sponsored agencies | $7,492,000 | 1,333 |
| 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) | $10,299,000 | 1,424 |
| Available-for-sale securities (fair market value) | $31,198,000 | 2,994 |
| Total debt securities | $41,497,000 | 2,714 |
| 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 | $42,716,000 | 2,698 |
| U.S. Government securities | $29,884,000 | 2,714 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $29,884,000 | 2,598 |
| Securities issued by states & political subdivisions | $10,707,000 | 1,711 |
| Other domestic debt securities | $2,125,000 | 2,135 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $980,000 | 273 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,145,000 | 2,321 |
| 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 | $11,246,000 | 2,841 |
| Mortgage-backed securities | $24,206,000 | 1,801 |
| Certificates of participation in pools of residential mortgages | $17,632,000 | 1,640 |
| Issued or guaranteed by U.S. | $17,632,000 | 1,634 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $6,574,000 | 1,575 |
| CMOs issued by government agencies or sponsored agencies | $6,574,000 | 1,471 |
| 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) | $10,286,000 | 1,439 |
| Available-for-sale securities (fair market value) | $32,430,000 | 2,872 |
| Total debt securities | $42,716,000 | 2,620 |
| 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 | $42,346,000 | 2,663 |
| U.S. Government securities | $28,733,000 | 2,809 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $28,733,000 | 2,679 |
| Securities issued by states & political subdivisions | $11,451,000 | 1,580 |
| Other domestic debt securities | $2,162,000 | 2,112 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,008,000 | 270 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,154,000 | 2,339 |
| 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 | $11,216,000 | 2,858 |
| Mortgage-backed securities | $22,523,000 | 1,838 |
| Certificates of participation in pools of residential mortgages | $16,955,000 | 1,640 |
| Issued or guaranteed by U.S. | $16,955,000 | 1,630 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $5,568,000 | 1,741 |
| CMOs issued by government agencies or sponsored agencies | $5,568,000 | 1,644 |
| 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) | $13,456,000 | 1,248 |
| Available-for-sale securities (fair market value) | $28,890,000 | 3,084 |
| Total debt securities | $42,347,000 | 2,590 |
| 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 | $44,700,000 | 2,426 |
| U.S. Government securities | $28,568,000 | 2,640 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $28,568,000 | 2,503 |
| Securities issued by states & political subdivisions | $12,051,000 | 1,413 |
| Other domestic debt securities | $4,081,000 | 1,606 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $915,000 | 335 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,166,000 | 1,501 |
| 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 | $12,136,000 | 2,612 |
| Mortgage-backed securities | $11,180,000 | 2,689 |
| Certificates of participation in pools of residential mortgages | $7,376,000 | 2,555 |
| Issued or guaranteed by U.S. | $7,376,000 | 2,539 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,804,000 | 2,148 |
| CMOs issued by government agencies or sponsored agencies | $3,804,000 | 2,013 |
| 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) | $14,583,000 | 1,189 |
| Available-for-sale securities (fair market value) | $30,117,000 | 2,801 |
| Total debt securities | $44,700,000 | 2,361 |
| 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 | $36,261,000 | 2,933 |
| U.S. Government securities | $23,338,000 | 3,252 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $23,338,000 | 3,005 |
| Securities issued by states & political subdivisions | $11,624,000 | 1,436 |
| Other domestic debt securities | $50,000 | 3,725 |
| 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 | $50,000 | 3,257 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,249,000 | 2,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,334,000 | 1,898 |
| Mortgage-backed securities | $3,932,000 | 3,769 |
| Certificates of participation in pools of residential mortgages | $3,932,000 | 2,995 |
| Issued or guaranteed by U.S. | $3,932,000 | 2,979 |
| 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) | $11,674,000 | 1,730 |
| Available-for-sale securities (fair market value) | $24,587,000 | 3,248 |
| Total debt securities | $35,012,000 | 2,923 |
| 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 | $41,464,000 | 2,714 |
| U.S. Government securities | $27,934,000 | 2,938 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $27,934,000 | 2,630 |
| Securities issued by states & political subdivisions | $12,081,000 | 1,393 |
| Other domestic debt securities | $200,000 | 3,336 |
| 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 | $200,000 | 2,837 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,249,000 | 2,086 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,294,000 | 2,573 |
| Mortgage-backed securities | $4,583,000 | 3,741 |
| Certificates of participation in pools of residential mortgages | $3,582,000 | 3,299 |
| Issued or guaranteed by U.S. | $3,582,000 | 3,285 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,001,000 | 2,986 |
| CMOs issued by government agencies or sponsored agencies | $1,001,000 | 2,843 |
| 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) | $12,281,000 | 1,858 |
| Available-for-sale securities (fair market value) | $29,183,000 | 2,882 |
| Total debt securities | $40,215,000 | 2,707 |
| Structured notes | ||
| Amortized cost | $500,000 | 744 |
| Fair value | $495,000 | 856 |
| 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 | $36,525,000 | 3,056 |
| U.S. Government securities | $24,067,000 | 3,398 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $24,067,000 | 2,876 |
| Securities issued by states & political subdivisions | $11,659,000 | 1,443 |
| Other domestic debt securities | $27,000 | 3,760 |
| 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 | $27,000 | 3,048 |
| Foreign debt securities | NA | NA |
| Equity securities | $772,000 | 2,773 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,885,000 | 3,315 |
| Mortgage-backed securities | $3,485,000 | 4,490 |
| Certificates of participation in pools of residential mortgages | $2,973,000 | 3,824 |
| Issued or guaranteed by U.S. | $2,973,000 | 3,805 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $512,000 | 3,735 |
| CMOs issued by government agencies or sponsored agencies | $512,000 | 3,579 |
| 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) | $11,686,000 | 2,107 |
| Available-for-sale securities (fair market value) | $24,839,000 | 3,240 |
| Total debt securities | $35,753,000 | 3,032 |
| Structured notes | ||
| Amortized cost | $700,000 | 862 |
| Fair value | $690,000 | 868 |
| 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 | $19,845,000 | 4,937 |
| U.S. Government securities | $16,925,000 | 4,622 |
| U.S. Treasury securities | $1,092,000 | 6,195 |
| U.S. Government agency obligations | $15,833,000 | 3,864 |
| Securities issued by states & political subdivisions | $2,851,000 | 3,931 |
| Other domestic debt securities | $53,000 | 3,495 |
| 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 | $53,000 | 2,749 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,000 | 7,754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,824,000 | 2,700 |
| 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) | $2,904,000 | 5,083 |
| Available-for-sale securities (fair market value) | $16,941,000 | 4,100 |
| Total debt securities | $19,829,000 | 4,827 |
| Structured notes | ||
| Amortized cost | $1,700,000 | 864 |
| Fair value | $1,660,000 | 873 |
| 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 | $14,376,000 | 6,591 |
| U.S. Government securities | $11,548,000 | 6,473 |
| U.S. Treasury securities | $1,081,000 | 7,037 |
| U.S. Government agency obligations | $10,467,000 | 5,356 |
| Securities issued by states & political subdivisions | $2,733,000 | 4,152 |
| Other domestic debt securities | $79,000 | 3,951 |
| 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 | $79,000 | 3,041 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,000 | 7,852 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,422,000 | 2,833 |
| 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) | $2,812,000 | 5,763 |
| Available-for-sale securities (fair market value) | $11,564,000 | 5,529 |
| Total debt securities | $14,360,000 | 6,461 |
| Structured notes | ||
| Amortized cost | $2,600,000 | 816 |
| Fair value | $2,547,000 | 819 |
| 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 | $18,427,000 | 5,870 |
| U.S. Government securities | $15,352,000 | 5,623 |
| U.S. Treasury securities | $1,928,000 | 7,295 |
| U.S. Government agency obligations | $13,424,000 | 4,535 |
| Securities issued by states & political subdivisions | $2,979,000 | 4,012 |
| Other domestic debt securities | $80,000 | 4,605 |
| 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 | $80,000 | 3,614 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,000 | 7,942 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,216,000 | 2,494 |
| 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) | $3,059,000 | 5,975 |
| Available-for-sale securities (fair market value) | $15,368,000 | 4,810 |
| Total debt securities | $18,411,000 | 5,766 |
| Structured notes | ||
| Amortized cost | $4,742,000 | 764 |
| Fair value | $4,619,000 | 768 |
| 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 | $23,780,000 | 5,182 |
| U.S. Government securities | $20,641,000 | 4,800 |
| U.S. Treasury securities | $4,159,000 | 6,112 |
| U.S. Government agency obligations | $16,482,000 | 3,742 |
| Securities issued by states & political subdivisions | $3,043,000 | 4,155 |
| Other domestic debt securities | $80,000 | 5,216 |
| 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 | $80,000 | 4,157 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,000 | 8,038 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,476,000 | 3,677 |
| 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) | $6,985,000 | 6,917 |
| Available-for-sale securities (fair market value) | $16,795,000 | 3,252 |
| Total debt securities | $23,764,000 | 5,098 |
| 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 | $22,555,000 | 5,624 |
| U.S. Government securities | $18,933,000 | 5,344 |
| U.S. Treasury securities | $5,224,000 | 5,523 |
| U.S. Government agency obligations | $13,709,000 | 4,465 |
| Securities issued by states & political subdivisions | $3,515,000 | 3,896 |
| Other domestic debt securities | $91,000 | 5,934 |
| 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 | $91,000 | 4,686 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,000 | 7,956 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,761,000 | 3,758 |
| 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 | $22,539,000 | 5,504 |
| 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 | $20,613,000 | 5,992 |
| U.S. Government securities | $17,409,000 | 5,622 |
| U.S. Treasury securities | $7,021,000 | 4,618 |
| U.S. Government agency obligations | $10,388,000 | 5,386 |
| Securities issued by states & political subdivisions | $2,872,000 | 4,171 |
| Other domestic debt securities | $316,000 | 5,675 |
| 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 | $316,000 | 4,314 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,000 | 7,814 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,302,000 | 3,108 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $20,597,000 | 5,890 |
| 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 |