Home > South Georgia Bank > Securities
South Georgia Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $50,822,000 | 2,585 |
| U.S. Government securities | $25,776,000 | 2,650 |
| U.S. Treasury securities | $3,864,000 | 1,990 |
| U.S. Government agency obligations | $21,912,000 | 2,488 |
| Securities issued by states & political subdivisions | $25,046,000 | 1,559 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,640,000 | 1,931 |
| Mortgage-backed securities | $12,315,000 | 2,413 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,315,000 | 1,878 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $50,822,000 | 2,360 |
| Total debt securities | $50,820,000 | 2,568 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $48,370,000 | 2,626 |
| U.S. Government securities | $24,887,000 | 2,694 |
| U.S. Treasury securities | $3,746,000 | 2,070 |
| U.S. Government agency obligations | $21,141,000 | 2,510 |
| Securities issued by states & political subdivisions | $23,483,000 | 1,608 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,357,000 | 1,922 |
| Mortgage-backed securities | $11,937,000 | 2,419 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,937,000 | 1,870 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $48,370,000 | 2,393 |
| Total debt securities | $48,369,000 | 2,611 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $50,615,000 | 2,629 |
| U.S. Government securities | $25,931,000 | 2,693 |
| U.S. Treasury securities | $3,820,000 | 2,095 |
| U.S. Government agency obligations | $22,111,000 | 2,521 |
| Securities issued by states & political subdivisions | $24,684,000 | 1,615 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,435,000 | 1,883 |
| Mortgage-backed securities | $12,761,000 | 2,414 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,761,000 | 1,863 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $50,615,000 | 2,399 |
| Total debt securities | $50,615,000 | 2,612 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $51,613,000 | 2,686 |
| U.S. Government securities | $26,708,000 | 2,743 |
| U.S. Treasury securities | $3,910,000 | 2,141 |
| U.S. Government agency obligations | $22,798,000 | 2,496 |
| Securities issued by states & political subdivisions | $24,905,000 | 1,652 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,900,000 | 1,809 |
| Mortgage-backed securities | $13,285,000 | 2,440 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,285,000 | 1,883 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $51,613,000 | 2,451 |
| Total debt securities | $51,613,000 | 2,666 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $51,106,000 | 2,722 |
| U.S. Government securities | $26,580,000 | 2,772 |
| U.S. Treasury securities | $3,848,000 | 2,208 |
| U.S. Government agency obligations | $22,732,000 | 2,497 |
| Securities issued by states & political subdivisions | $24,526,000 | 1,722 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,509,000 | 1,807 |
| Mortgage-backed securities | $13,360,000 | 2,459 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,360,000 | 1,890 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $51,106,000 | 2,483 |
| Total debt securities | $51,106,000 | 2,704 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $49,910,000 | 2,765 |
| U.S. Government securities | $26,586,000 | 2,795 |
| U.S. Treasury securities | $3,820,000 | 2,245 |
| U.S. Government agency obligations | $22,766,000 | 2,523 |
| Securities issued by states & political subdivisions | $23,324,000 | 1,773 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,639,000 | 1,966 |
| Mortgage-backed securities | $13,453,000 | 2,464 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,453,000 | 1,907 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $49,910,000 | 2,526 |
| Total debt securities | $49,909,000 | 2,744 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $51,821,000 | 2,741 |
| U.S. Government securities | $28,051,000 | 2,761 |
| U.S. Treasury securities | $3,946,000 | 2,176 |
| U.S. Government agency obligations | $24,105,000 | 2,493 |
| Securities issued by states & political subdivisions | $23,770,000 | 1,805 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,105,000 | 2,105 |
| Mortgage-backed securities | $14,357,000 | 2,459 |
| Certificates of participation in pools of residential mortgages | $14,357,000 | 1,942 |
| Issued or guaranteed by U.S. | $14,357,000 | 1,899 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $51,821,000 | 2,531 |
| Total debt securities | $51,821,000 | 2,725 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $51,518,000 | 2,729 |
| U.S. Government securities | $28,174,000 | 2,699 |
| U.S. Treasury securities | $4,127,000 | 1,925 |
| U.S. Government agency obligations | $24,047,000 | 2,493 |
| Securities issued by states & political subdivisions | $23,344,000 | 1,826 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,036,000 | 1,846 |
| Mortgage-backed securities | $13,807,000 | 2,513 |
| Certificates of participation in pools of residential mortgages | $13,807,000 | 1,999 |
| Issued or guaranteed by U.S. | $13,807,000 | 1,955 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $51,518,000 | 2,539 |
| Total debt securities | $51,518,000 | 2,713 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $57,942,000 | 2,495 |
| U.S. Government securities | $30,311,000 | 2,470 |
| U.S. Treasury securities | $3,342,000 | 1,582 |
| U.S. Government agency obligations | $26,969,000 | 2,341 |
| Securities issued by states & political subdivisions | $27,631,000 | 1,697 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,248,000 | 1,710 |
| Mortgage-backed securities | $16,261,000 | 2,381 |
| Certificates of participation in pools of residential mortgages | $16,261,000 | 1,874 |
| Issued or guaranteed by U.S. | $16,261,000 | 1,826 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $57,942,000 | 2,339 |
| Total debt securities | $57,944,000 | 2,480 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $54,310,000 | 2,520 |
| U.S. Government securities | $27,516,000 | 2,501 |
| U.S. Treasury securities | $3,407,000 | 1,344 |
| U.S. Government agency obligations | $24,109,000 | 2,459 |
| Securities issued by states & political subdivisions | $26,794,000 | 1,705 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,418,000 | 1,837 |
| Mortgage-backed securities | $17,361,000 | 2,339 |
| Certificates of participation in pools of residential mortgages | $17,361,000 | 1,792 |
| Issued or guaranteed by U.S. | $17,361,000 | 1,747 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $54,310,000 | 2,361 |
| Total debt securities | $54,310,000 | 2,502 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $54,104,000 | 2,459 |
| U.S. Government securities | $28,173,000 | 2,398 |
| U.S. Treasury securities | $3,393,000 | 1,245 |
| U.S. Government agency obligations | $24,780,000 | 2,385 |
| Securities issued by states & political subdivisions | $25,931,000 | 1,704 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,292,000 | 1,864 |
| Mortgage-backed securities | $15,049,000 | 2,427 |
| Certificates of participation in pools of residential mortgages | $15,049,000 | 1,896 |
| Issued or guaranteed by U.S. | $15,049,000 | 1,848 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $54,104,000 | 2,310 |
| Total debt securities | $54,102,000 | 2,442 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $37,735,000 | 2,818 |
| U.S. Government securities | $14,868,000 | 3,007 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $14,868,000 | 2,829 |
| Securities issued by states & political subdivisions | $22,867,000 | 1,798 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,487,000 | 1,734 |
| Mortgage-backed securities | $14,868,000 | 2,369 |
| Certificates of participation in pools of residential mortgages | $14,868,000 | 1,837 |
| Issued or guaranteed by U.S. | $14,868,000 | 1,781 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $37,735,000 | 2,644 |
| Total debt securities | $37,735,000 | 2,801 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $34,270,000 | 2,825 |
| U.S. Government securities | $13,067,000 | 3,012 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $13,067,000 | 2,862 |
| Securities issued by states & political subdivisions | $21,203,000 | 1,835 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,534,000 | 1,943 |
| Mortgage-backed securities | $11,563,000 | 2,508 |
| Certificates of participation in pools of residential mortgages | $11,563,000 | 1,951 |
| Issued or guaranteed by U.S. | $11,563,000 | 1,902 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $34,270,000 | 2,652 |
| Total debt securities | $34,270,000 | 2,806 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $35,471,000 | 2,691 |
| U.S. Government securities | $17,229,000 | 2,655 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $17,229,000 | 2,528 |
| Securities issued by states & political subdivisions | $18,242,000 | 1,881 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,634,000 | 2,146 |
| Mortgage-backed securities | $15,721,000 | 2,232 |
| Certificates of participation in pools of residential mortgages | $15,721,000 | 1,655 |
| Issued or guaranteed by U.S. | $15,721,000 | 1,612 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $35,471,000 | 2,529 |
| Total debt securities | $35,471,000 | 2,674 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $35,981,000 | 2,639 |
| U.S. Government securities | $17,406,000 | 2,640 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $17,406,000 | 2,514 |
| Securities issued by states & political subdivisions | $18,575,000 | 1,773 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,788,000 | 2,145 |
| Mortgage-backed securities | $15,898,000 | 2,211 |
| Certificates of participation in pools of residential mortgages | $15,898,000 | 1,611 |
| Issued or guaranteed by U.S. | $15,898,000 | 1,569 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $35,981,000 | 2,466 |
| Total debt securities | $35,980,000 | 2,619 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $30,978,000 | 2,784 |
| U.S. Government securities | $14,889,000 | 2,870 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $14,889,000 | 2,722 |
| Securities issued by states & political subdivisions | $16,089,000 | 1,801 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,520,000 | 1,976 |
| Mortgage-backed securities | $13,378,000 | 2,388 |
| Certificates of participation in pools of residential mortgages | $13,378,000 | 1,757 |
| Issued or guaranteed by U.S. | $13,378,000 | 1,707 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $30,978,000 | 2,618 |
| Total debt securities | $30,978,000 | 2,768 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $31,114,000 | 2,802 |
| U.S. Government securities | $13,789,000 | 3,033 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $13,789,000 | 2,867 |
| Securities issued by states & political subdivisions | $17,325,000 | 1,685 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,413,000 | 2,266 |
| Mortgage-backed securities | $12,790,000 | 2,395 |
| Certificates of participation in pools of residential mortgages | $12,790,000 | 1,753 |
| Issued or guaranteed by U.S. | $12,790,000 | 1,707 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $31,114,000 | 2,617 |
| Total debt securities | $31,113,000 | 2,781 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 399 |
| Fair value | $999,000 | 423 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $31,453,000 | 2,809 |
| U.S. Government securities | $14,399,000 | 3,017 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $14,399,000 | 2,854 |
| Securities issued by states & political subdivisions | $17,054,000 | 1,705 |
| 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 | $10,567,000 | 2,582 |
| Mortgage-backed securities | $13,400,000 | 2,349 |
| Certificates of participation in pools of residential mortgages | $13,400,000 | 1,698 |
| Issued or guaranteed by U.S. | $13,400,000 | 1,646 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $31,453,000 | 2,611 |
| Total debt securities | $31,453,000 | 2,791 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 491 |
| Fair value | $999,000 | 533 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $32,015,000 | 2,820 |
| U.S. Government securities | $14,788,000 | 3,022 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $14,788,000 | 2,856 |
| Securities issued by states & political subdivisions | $17,227,000 | 1,734 |
| 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 | $22,835,000 | 1,752 |
| Mortgage-backed securities | $13,792,000 | 2,306 |
| Certificates of participation in pools of residential mortgages | $13,792,000 | 1,665 |
| Issued or guaranteed by U.S. | $13,792,000 | 1,635 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $32,015,000 | 2,621 |
| Total debt securities | $32,015,000 | 2,803 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 545 |
| Fair value | $996,000 | 602 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $31,036,000 | 2,914 |
| U.S. Government securities | $16,079,000 | 2,959 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $16,079,000 | 2,799 |
| Securities issued by states & political subdivisions | $14,957,000 | 1,967 |
| 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 | $20,910,000 | 1,877 |
| Mortgage-backed securities | $14,090,000 | 2,274 |
| Certificates of participation in pools of residential mortgages | $14,090,000 | 1,642 |
| Issued or guaranteed by U.S. | $14,090,000 | 1,611 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $31,036,000 | 2,706 |
| Total debt securities | $31,036,000 | 2,898 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 449 |
| Fair value | $1,990,000 | 424 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $32,033,000 | 2,901 |
| U.S. Government securities | $16,292,000 | 2,960 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $16,292,000 | 2,794 |
| Securities issued by states & political subdivisions | $15,741,000 | 1,943 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,698,000 | 1,886 |
| Mortgage-backed securities | $14,307,000 | 2,255 |
| Certificates of participation in pools of residential mortgages | $14,307,000 | 1,621 |
| Issued or guaranteed by U.S. | $14,307,000 | 1,605 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $32,033,000 | 2,688 |
| Total debt securities | $32,032,000 | 2,884 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 468 |
| Fair value | $1,985,000 | 432 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $32,117,000 | 2,907 |
| U.S. Government securities | $16,535,000 | 2,970 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $16,535,000 | 2,817 |
| Securities issued by states & political subdivisions | $15,582,000 | 1,986 |
| 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 | $18,739,000 | 2,000 |
| Mortgage-backed securities | $14,569,000 | 2,264 |
| Certificates of participation in pools of residential mortgages | $14,569,000 | 1,632 |
| Issued or guaranteed by U.S. | $14,569,000 | 1,626 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $32,117,000 | 2,693 |
| Total debt securities | $32,117,000 | 2,890 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 468 |
| Fair value | $1,966,000 | 439 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $32,726,000 | 2,922 |
| U.S. Government securities | $17,245,000 | 2,910 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $17,245,000 | 2,768 |
| Securities issued by states & political subdivisions | $15,481,000 | 2,040 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,898,000 | 1,744 |
| Mortgage-backed securities | $15,273,000 | 2,249 |
| Certificates of participation in pools of residential mortgages | $15,273,000 | 1,629 |
| Issued or guaranteed by U.S. | $15,273,000 | 1,562 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $32,726,000 | 2,702 |
| Total debt securities | $32,726,000 | 2,901 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 471 |
| Fair value | $1,972,000 | 442 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $33,057,000 | 2,936 |
| U.S. Government securities | $17,812,000 | 2,943 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $17,812,000 | 2,807 |
| Securities issued by states & political subdivisions | $15,245,000 | 2,100 |
| 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 | $20,596,000 | 1,956 |
| Mortgage-backed securities | $15,840,000 | 2,194 |
| Certificates of participation in pools of residential mortgages | $15,840,000 | 1,634 |
| Issued or guaranteed by U.S. | $15,840,000 | 1,631 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $33,057,000 | 2,708 |
| Total debt securities | $33,057,000 | 2,917 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 462 |
| Fair value | $1,972,000 | 437 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $32,356,000 | 3,014 |
| U.S. Government securities | $16,527,000 | 3,065 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $16,527,000 | 2,926 |
| Securities issued by states & political subdivisions | $15,829,000 | 2,114 |
| 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 | $15,608,000 | 2,335 |
| Mortgage-backed securities | $15,548,000 | 2,240 |
| Certificates of participation in pools of residential mortgages | $15,548,000 | 1,676 |
| Issued or guaranteed by U.S. | $15,548,000 | 1,675 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $32,356,000 | 2,782 |
| Total debt securities | $32,355,000 | 2,995 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 554 |
| Fair value | $979,000 | 627 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $31,497,000 | 3,092 |
| U.S. Government securities | $16,007,000 | 3,147 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $16,007,000 | 3,020 |
| Securities issued by states & political subdivisions | $15,490,000 | 2,168 |
| 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 | $14,152,000 | 2,500 |
| Mortgage-backed securities | $15,024,000 | 2,305 |
| Certificates of participation in pools of residential mortgages | $15,024,000 | 1,758 |
| Issued or guaranteed by U.S. | $15,024,000 | 1,757 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $31,497,000 | 2,842 |
| Total debt securities | $31,497,000 | 3,071 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 587 |
| Fair value | $983,000 | 661 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $30,730,000 | 3,169 |
| U.S. Government securities | $16,424,000 | 3,167 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $16,424,000 | 3,041 |
| Securities issued by states & political subdivisions | $14,306,000 | 2,302 |
| 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 | $16,275,000 | 2,345 |
| Mortgage-backed securities | $14,448,000 | 2,370 |
| Certificates of participation in pools of residential mortgages | $14,448,000 | 1,828 |
| Issued or guaranteed by U.S. | $14,448,000 | 1,827 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $30,730,000 | 2,915 |
| Total debt securities | $30,728,000 | 3,149 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 446 |
| Fair value | $1,976,000 | 488 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $28,999,000 | 3,284 |
| U.S. Government securities | $16,552,000 | 3,182 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $16,552,000 | 3,060 |
| Securities issued by states & political subdivisions | $12,447,000 | 2,508 |
| 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 | $13,992,000 | 2,554 |
| Mortgage-backed securities | $14,595,000 | 2,397 |
| Certificates of participation in pools of residential mortgages | $14,595,000 | 1,845 |
| Issued or guaranteed by U.S. | $14,595,000 | 1,845 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $28,999,000 | 3,017 |
| Total debt securities | $28,999,000 | 3,262 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 472 |
| Fair value | $1,956,000 | 512 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $28,438,000 | 3,295 |
| U.S. Government securities | $14,607,000 | 3,331 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $14,607,000 | 3,207 |
| Securities issued by states & political subdivisions | $13,831,000 | 2,380 |
| 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 | $13,650,000 | 2,583 |
| Mortgage-backed securities | $12,662,000 | 2,542 |
| Certificates of participation in pools of residential mortgages | $12,662,000 | 2,002 |
| Issued or guaranteed by U.S. | $12,662,000 | 2,001 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $28,438,000 | 3,018 |
| Total debt securities | $28,437,000 | 3,273 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 465 |
| Fair value | $1,945,000 | 503 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $24,637,000 | 3,544 |
| U.S. Government securities | $11,861,000 | 3,627 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $11,861,000 | 3,506 |
| Securities issued by states & political subdivisions | $12,776,000 | 2,475 |
| 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 | $9,938,000 | 3,000 |
| Mortgage-backed securities | $9,860,000 | 2,804 |
| Certificates of participation in pools of residential mortgages | $9,860,000 | 2,270 |
| Issued or guaranteed by U.S. | $9,860,000 | 2,269 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $24,637,000 | 3,265 |
| Total debt securities | $24,637,000 | 3,517 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 448 |
| Fair value | $2,001,000 | 459 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $24,991,000 | 3,580 |
| U.S. Government securities | $12,134,000 | 3,692 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $12,134,000 | 3,568 |
| Securities issued by states & political subdivisions | $12,857,000 | 2,476 |
| 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 | $13,609,000 | 2,627 |
| Mortgage-backed securities | $10,136,000 | 2,819 |
| Certificates of participation in pools of residential mortgages | $10,136,000 | 2,300 |
| Issued or guaranteed by U.S. | $10,136,000 | 2,296 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $24,991,000 | 3,292 |
| Total debt securities | $24,991,000 | 3,556 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 516 |
| Fair value | $1,998,000 | 579 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $19,955,000 | 3,994 |
| U.S. Government securities | $7,272,000 | 4,450 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $7,272,000 | 4,335 |
| Securities issued by states & political subdivisions | $12,683,000 | 2,473 |
| 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 | $13,814,000 | 2,661 |
| Mortgage-backed securities | $7,272,000 | 3,158 |
| Certificates of participation in pools of residential mortgages | $7,272,000 | 2,666 |
| Issued or guaranteed by U.S. | $7,272,000 | 2,663 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $19,955,000 | 3,661 |
| Total debt securities | $19,955,000 | 3,971 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $21,438,000 | 3,912 |
| U.S. Government securities | $9,157,000 | 4,224 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,157,000 | 4,092 |
| Securities issued by states & political subdivisions | $12,281,000 | 2,535 |
| 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 | $14,031,000 | 2,653 |
| Mortgage-backed securities | $7,507,000 | 3,136 |
| Certificates of participation in pools of residential mortgages | $7,507,000 | 2,647 |
| Issued or guaranteed by U.S. | $7,507,000 | 2,643 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $12,281,000 | 968 |
| Available-for-sale securities (fair market value) | $9,157,000 | 4,635 |
| Total debt securities | $21,438,000 | 3,889 |
| Structured notes | ||
| Amortized cost | $1,650,000 | 857 |
| Fair value | $1,650,000 | 856 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $21,841,000 | 3,973 |
| U.S. Government securities | $9,538,000 | 4,251 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $9,538,000 | 4,134 |
| Securities issued by states & political subdivisions | $12,303,000 | 2,554 |
| 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 | $9,709,000 | 3,189 |
| Mortgage-backed securities | $7,888,000 | 3,132 |
| Certificates of participation in pools of residential mortgages | $7,888,000 | 2,633 |
| Issued or guaranteed by U.S. | $7,888,000 | 2,630 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $12,303,000 | 981 |
| Available-for-sale securities (fair market value) | $9,538,000 | 4,682 |
| Total debt securities | $21,841,000 | 3,950 |
| Structured notes | ||
| Amortized cost | $1,650,000 | 977 |
| Fair value | $1,650,000 | 979 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $22,539,000 | 4,004 |
| U.S. Government securities | $12,317,000 | 4,006 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $12,317,000 | 3,879 |
| Securities issued by states & political subdivisions | $10,222,000 | 2,820 |
| 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 | $12,423,000 | 2,845 |
| Mortgage-backed securities | $8,712,000 | 3,105 |
| Certificates of participation in pools of residential mortgages | $8,712,000 | 2,583 |
| Issued or guaranteed by U.S. | $8,712,000 | 2,579 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $10,222,000 | 1,044 |
| Available-for-sale securities (fair market value) | $12,317,000 | 4,472 |
| Total debt securities | $22,539,000 | 3,984 |
| Structured notes | ||
| Amortized cost | $3,650,000 | 697 |
| Fair value | $3,605,000 | 697 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $21,808,000 | 4,101 |
| U.S. Government securities | $12,844,000 | 4,022 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $12,844,000 | 3,906 |
| Securities issued by states & political subdivisions | $8,964,000 | 2,966 |
| 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 | $13,318,000 | 2,809 |
| Mortgage-backed securities | $9,209,000 | 3,094 |
| Certificates of participation in pools of residential mortgages | $9,209,000 | 2,572 |
| Issued or guaranteed by U.S. | $9,209,000 | 2,570 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $8,964,000 | 1,107 |
| Available-for-sale securities (fair market value) | $12,844,000 | 4,490 |
| Total debt securities | $21,808,000 | 4,077 |
| Structured notes | ||
| Amortized cost | $3,645,000 | 746 |
| Fair value | $3,635,000 | 746 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $20,917,000 | 4,216 |
| U.S. Government securities | $12,984,000 | 4,053 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $12,984,000 | 3,935 |
| Securities issued by states & political subdivisions | $7,933,000 | 3,146 |
| 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 | $12,941,000 | 2,848 |
| Mortgage-backed securities | $9,388,000 | 3,125 |
| Certificates of participation in pools of residential mortgages | $9,388,000 | 2,596 |
| Issued or guaranteed by U.S. | $9,388,000 | 2,591 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $7,933,000 | 1,195 |
| Available-for-sale securities (fair market value) | $12,984,000 | 4,525 |
| Total debt securities | $20,917,000 | 4,195 |
| Structured notes | ||
| Amortized cost | $3,645,000 | 790 |
| Fair value | $3,596,000 | 791 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $21,038,000 | 4,282 |
| U.S. Government securities | $13,268,000 | 4,125 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $13,268,000 | 4,010 |
| Securities issued by states & political subdivisions | $7,770,000 | 3,203 |
| 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 | $9,496,000 | 3,329 |
| Mortgage-backed securities | $9,717,000 | 3,163 |
| Certificates of participation in pools of residential mortgages | $9,717,000 | 2,624 |
| Issued or guaranteed by U.S. | $9,717,000 | 2,621 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $7,770,000 | 1,225 |
| Available-for-sale securities (fair market value) | $13,268,000 | 4,587 |
| Total debt securities | $21,038,000 | 4,260 |
| Structured notes | ||
| Amortized cost | $3,645,000 | 883 |
| Fair value | $3,551,000 | 884 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $20,583,000 | 4,380 |
| U.S. Government securities | $13,281,000 | 4,200 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $13,281,000 | 4,091 |
| Securities issued by states & political subdivisions | $7,302,000 | 3,316 |
| 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 | $13,770,000 | 2,791 |
| Mortgage-backed securities | $11,384,000 | 3,018 |
| Certificates of participation in pools of residential mortgages | $11,384,000 | 2,465 |
| Issued or guaranteed by U.S. | $11,384,000 | 2,464 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $7,302,000 | 1,269 |
| Available-for-sale securities (fair market value) | $13,281,000 | 4,645 |
| Total debt securities | $20,583,000 | 4,358 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,190 |
| Fair value | $1,897,000 | 1,307 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $19,095,000 | 4,546 |
| U.S. Government securities | $13,437,000 | 4,206 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $13,437,000 | 4,107 |
| Securities issued by states & political subdivisions | $5,658,000 | 3,635 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,940,000 | 2,900 |
| Mortgage-backed securities | $11,611,000 | 3,019 |
| Certificates of participation in pools of residential mortgages | $11,611,000 | 2,466 |
| Issued or guaranteed by U.S. | $11,611,000 | 2,465 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $5,658,000 | 1,388 |
| Available-for-sale securities (fair market value) | $13,437,000 | 4,682 |
| Total debt securities | $19,095,000 | 4,524 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,222 |
| Fair value | $1,826,000 | 1,334 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $19,440,000 | 4,507 |
| U.S. Government securities | $12,590,000 | 4,308 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $12,590,000 | 4,212 |
| Securities issued by states & political subdivisions | $6,850,000 | 3,410 |
| 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 | $12,780,000 | 2,911 |
| Mortgage-backed securities | $10,750,000 | 3,112 |
| Certificates of participation in pools of residential mortgages | $10,750,000 | 2,562 |
| Issued or guaranteed by U.S. | $10,750,000 | 2,562 |
| 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) | $6,850,000 | 1,273 |
| Available-for-sale securities (fair market value) | $12,590,000 | 4,785 |
| Total debt securities | $19,440,000 | 4,487 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,200 |
| Fair value | $1,840,000 | 1,297 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $20,027,000 | 4,492 |
| U.S. Government securities | $12,924,000 | 4,298 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $12,924,000 | 4,195 |
| Securities issued by states & political subdivisions | $7,103,000 | 3,370 |
| 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 | $9,555,000 | 3,332 |
| Mortgage-backed securities | $11,069,000 | 3,094 |
| Certificates of participation in pools of residential mortgages | $11,069,000 | 2,531 |
| Issued or guaranteed by U.S. | $11,069,000 | 2,529 |
| 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) | $7,103,000 | 1,227 |
| Available-for-sale securities (fair market value) | $12,924,000 | 4,797 |
| Total debt securities | $20,027,000 | 4,464 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,174 |
| Fair value | $1,855,000 | 1,280 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $17,060,000 | 4,783 |
| U.S. Government securities | $10,347,000 | 4,610 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $10,347,000 | 4,513 |
| Securities issued by states & political subdivisions | $6,713,000 | 3,442 |
| 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 | $9,133,000 | 3,414 |
| Mortgage-backed securities | $8,429,000 | 3,432 |
| Certificates of participation in pools of residential mortgages | $8,429,000 | 2,846 |
| Issued or guaranteed by U.S. | $8,429,000 | 2,843 |
| 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) | $6,713,000 | 1,189 |
| Available-for-sale securities (fair market value) | $10,347,000 | 5,091 |
| Total debt securities | $17,060,000 | 4,750 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,166 |
| Fair value | $1,918,000 | 1,261 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $18,278,000 | 4,685 |
| U.S. Government securities | $11,561,000 | 4,497 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $11,561,000 | 4,396 |
| Securities issued by states & political subdivisions | $6,717,000 | 3,423 |
| 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 | $10,526,000 | 3,229 |
| Mortgage-backed securities | $7,561,000 | 3,627 |
| Certificates of participation in pools of residential mortgages | $7,561,000 | 3,030 |
| Issued or guaranteed by U.S. | $7,561,000 | 3,029 |
| 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) | $6,717,000 | 1,158 |
| Available-for-sale securities (fair market value) | $11,561,000 | 5,010 |
| Total debt securities | $18,278,000 | 4,655 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 805 |
| Fair value | $4,000,000 | 819 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $18,501,000 | 4,622 |
| U.S. Government securities | $11,980,000 | 4,418 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $11,980,000 | 4,318 |
| Securities issued by states & political subdivisions | $6,521,000 | 3,434 |
| 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 | $9,915,000 | 3,309 |
| Mortgage-backed securities | $7,972,000 | 3,579 |
| Certificates of participation in pools of residential mortgages | $7,972,000 | 2,960 |
| Issued or guaranteed by U.S. | $7,972,000 | 2,958 |
| 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) | $6,521,000 | 1,157 |
| Available-for-sale securities (fair market value) | $11,980,000 | 4,930 |
| Total debt securities | $18,501,000 | 4,590 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 848 |
| Fair value | $4,008,000 | 857 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $18,056,000 | 4,718 |
| U.S. Government securities | $12,341,000 | 4,470 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $12,341,000 | 4,376 |
| Securities issued by states & political subdivisions | $5,715,000 | 3,584 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,463,000 | 4,472 |
| Mortgage-backed securities | $8,353,000 | 3,657 |
| Certificates of participation in pools of residential mortgages | $8,353,000 | 3,039 |
| Issued or guaranteed by U.S. | $8,353,000 | 3,038 |
| 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) | $5,715,000 | 1,253 |
| Available-for-sale securities (fair market value) | $12,341,000 | 4,957 |
| Total debt securities | $18,056,000 | 4,687 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 900 |
| Fair value | $3,988,000 | 945 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $14,116,000 | 5,158 |
| U.S. Government securities | $8,400,000 | 5,141 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $8,400,000 | 5,049 |
| Securities issued by states & political subdivisions | $5,716,000 | 3,527 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,774,000 | 3,574 |
| Mortgage-backed securities | $6,399,000 | 4,005 |
| Certificates of participation in pools of residential mortgages | $6,399,000 | 3,413 |
| Issued or guaranteed by U.S. | $6,399,000 | 3,412 |
| 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) | $5,716,000 | 1,246 |
| Available-for-sale securities (fair market value) | $8,400,000 | 5,502 |
| Total debt securities | $14,116,000 | 5,126 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $16,939,000 | 4,903 |
| U.S. Government securities | $11,368,000 | 4,774 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $11,368,000 | 4,685 |
| Securities issued by states & political subdivisions | $5,571,000 | 3,483 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,622,000 | 3,272 |
| Mortgage-backed securities | $11,368,000 | 3,339 |
| Certificates of participation in pools of residential mortgages | $11,368,000 | 2,667 |
| Issued or guaranteed by U.S. | $11,368,000 | 2,665 |
| 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) | $5,571,000 | 1,286 |
| Available-for-sale securities (fair market value) | $11,368,000 | 5,161 |
| Total debt securities | $16,939,000 | 4,876 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $14,646,000 | 5,141 |
| U.S. Government securities | $9,338,000 | 5,042 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $9,338,000 | 4,946 |
| Securities issued by states & political subdivisions | $5,308,000 | 3,514 |
| 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 | $11,302,000 | 3,042 |
| Mortgage-backed securities | $9,338,000 | 3,510 |
| Certificates of participation in pools of residential mortgages | $9,338,000 | 2,823 |
| Issued or guaranteed by U.S. | $9,338,000 | 2,823 |
| 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) | $5,308,000 | 1,334 |
| Available-for-sale securities (fair market value) | $9,338,000 | 5,400 |
| Total debt securities | $14,646,000 | 5,115 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $15,661,000 | 5,003 |
| U.S. Government securities | $10,353,000 | 4,837 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $10,353,000 | 4,742 |
| Securities issued by states & political subdivisions | $5,308,000 | 3,459 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,135,000 | 3,897 |
| Mortgage-backed securities | $10,353,000 | 3,307 |
| Certificates of participation in pools of residential mortgages | $10,353,000 | 2,614 |
| Issued or guaranteed by U.S. | $10,353,000 | 2,609 |
| 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) | $5,308,000 | 1,350 |
| Available-for-sale securities (fair market value) | $10,353,000 | 5,249 |
| Total debt securities | $15,661,000 | 4,974 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $16,076,000 | 5,013 |
| U.S. Government securities | $10,768,000 | 4,907 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $10,768,000 | 4,802 |
| Securities issued by states & political subdivisions | $5,308,000 | 3,423 |
| 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 | $7,990,000 | 3,594 |
| Mortgage-backed securities | $10,768,000 | 3,216 |
| Certificates of participation in pools of residential mortgages | $10,768,000 | 2,521 |
| Issued or guaranteed by U.S. | $10,768,000 | 2,513 |
| 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) | $5,308,000 | 1,389 |
| Available-for-sale securities (fair market value) | $10,768,000 | 5,270 |
| Total debt securities | $16,076,000 | 4,979 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $13,720,000 | 5,279 |
| U.S. Government securities | $7,899,000 | 5,418 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $7,899,000 | 5,307 |
| Securities issued by states & political subdivisions | $5,309,000 | 3,394 |
| Other domestic debt securities | $512,000 | 2,295 |
| 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 | $512,000 | 1,638 |
| 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 | $7,445,000 | 3,681 |
| Mortgage-backed securities | $7,899,000 | 3,564 |
| Certificates of participation in pools of residential mortgages | $7,899,000 | 2,880 |
| Issued or guaranteed by U.S. | $7,899,000 | 2,873 |
| 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) | $5,309,000 | 1,395 |
| Available-for-sale securities (fair market value) | $8,411,000 | 5,582 |
| Total debt securities | $13,720,000 | 5,242 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $14,166,000 | 5,130 |
| U.S. Government securities | $8,347,000 | 5,168 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $8,347,000 | 5,064 |
| Securities issued by states & political subdivisions | $5,310,000 | 3,371 |
| Other domestic debt securities | $509,000 | 2,444 |
| 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 | $509,000 | 1,647 |
| 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 | $3,357,000 | 4,725 |
| Mortgage-backed securities | $8,347,000 | 3,402 |
| Certificates of participation in pools of residential mortgages | $8,347,000 | 2,695 |
| Issued or guaranteed by U.S. | $8,347,000 | 2,687 |
| 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) | $5,310,000 | 1,392 |
| Available-for-sale securities (fair market value) | $8,856,000 | 5,427 |
| Total debt securities | $14,166,000 | 5,096 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $14,835,000 | 4,996 |
| U.S. Government securities | $9,012,000 | 5,031 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $9,012,000 | 4,921 |
| Securities issued by states & political subdivisions | $5,310,000 | 3,284 |
| Other domestic debt securities | $513,000 | 2,525 |
| 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 | $513,000 | 1,665 |
| 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 | $5,190,000 | 4,176 |
| Mortgage-backed securities | $9,012,000 | 3,289 |
| Certificates of participation in pools of residential mortgages | $9,012,000 | 2,558 |
| Issued or guaranteed by U.S. | $9,012,000 | 2,551 |
| 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) | $5,310,000 | 1,436 |
| Available-for-sale securities (fair market value) | $9,525,000 | 5,289 |
| Total debt securities | $14,835,000 | 4,958 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $15,274,000 | 4,957 |
| U.S. Government securities | $9,464,000 | 5,033 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $9,464,000 | 4,918 |
| Securities issued by states & political subdivisions | $5,310,000 | 3,194 |
| Other domestic debt securities | $500,000 | 2,559 |
| 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 | $500,000 | 1,665 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,525,000 | 4,444 |
| Mortgage-backed securities | $9,464,000 | 3,227 |
| Certificates of participation in pools of residential mortgages | $9,464,000 | 2,515 |
| Issued or guaranteed by U.S. | $9,464,000 | 2,509 |
| 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) | $5,310,000 | 1,473 |
| Available-for-sale securities (fair market value) | $9,964,000 | 5,278 |
| Total debt securities | $15,274,000 | 4,922 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $14,259,000 | 5,122 |
| U.S. Government securities | $9,201,000 | 5,179 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $9,201,000 | 5,068 |
| Securities issued by states & political subdivisions | $4,561,000 | 3,381 |
| Other domestic debt securities | $497,000 | 2,643 |
| 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 | $497,000 | 1,714 |
| 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 | $6,834,000 | 3,906 |
| Mortgage-backed securities | $9,201,000 | 3,328 |
| Certificates of participation in pools of residential mortgages | $9,201,000 | 2,644 |
| Issued or guaranteed by U.S. | $9,201,000 | 2,636 |
| 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) | $4,561,000 | 1,580 |
| Available-for-sale securities (fair market value) | $9,698,000 | 5,371 |
| Total debt securities | $14,259,000 | 5,089 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $11,614,000 | 5,503 |
| U.S. Government securities | $6,571,000 | 5,704 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $6,571,000 | 5,601 |
| Securities issued by states & political subdivisions | $4,561,000 | 3,393 |
| Other domestic debt securities | $482,000 | 2,711 |
| 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 | $482,000 | 273 |
| 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 | $5,932,000 | 4,149 |
| Mortgage-backed securities | $6,571,000 | 3,833 |
| Certificates of participation in pools of residential mortgages | $6,571,000 | 3,163 |
| Issued or guaranteed by U.S. | $6,571,000 | 3,155 |
| 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) | $4,561,000 | 1,582 |
| Available-for-sale securities (fair market value) | $7,053,000 | 5,827 |
| Total debt securities | $11,614,000 | 5,464 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $9,730,000 | 5,882 |
| U.S. Government securities | $4,940,000 | 6,183 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $4,940,000 | 6,094 |
| Securities issued by states & political subdivisions | $4,297,000 | 3,472 |
| Other domestic debt securities | $493,000 | 2,803 |
| 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 | $493,000 | 1,847 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,520,000 | 4,529 |
| Mortgage-backed securities | $4,940,000 | 4,267 |
| Certificates of participation in pools of residential mortgages | $4,940,000 | 3,666 |
| Issued or guaranteed by U.S. | $4,940,000 | 3,656 |
| 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) | $4,297,000 | 1,672 |
| Available-for-sale securities (fair market value) | $5,433,000 | 6,181 |
| Total debt securities | $9,730,000 | 5,838 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $10,325,000 | 5,759 |
| U.S. Government securities | $5,131,000 | 6,122 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $5,131,000 | 6,033 |
| Securities issued by states & political subdivisions | $4,797,000 | 3,276 |
| Other domestic debt securities | $397,000 | 2,943 |
| 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 | $397,000 | 1,986 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,269,000 | 5,009 |
| Mortgage-backed securities | $5,131,000 | 4,256 |
| Certificates of participation in pools of residential mortgages | $5,131,000 | 3,644 |
| Issued or guaranteed by U.S. | $5,131,000 | 3,633 |
| 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) | $4,797,000 | 1,629 |
| Available-for-sale securities (fair market value) | $5,528,000 | 6,165 |
| Total debt securities | $10,325,000 | 5,717 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $9,913,000 | 5,898 |
| U.S. Government securities | $4,994,000 | 6,295 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $4,994,000 | 6,211 |
| Securities issued by states & political subdivisions | $4,498,000 | 3,299 |
| Other domestic debt securities | $421,000 | 2,844 |
| 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 | $421,000 | 2,048 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,654,000 | 4,935 |
| Mortgage-backed securities | $4,994,000 | 4,369 |
| Certificates of participation in pools of residential mortgages | $4,994,000 | 3,773 |
| Issued or guaranteed by U.S. | $4,994,000 | 3,760 |
| 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) | $4,498,000 | 1,699 |
| Available-for-sale securities (fair market value) | $5,415,000 | 6,226 |
| Total debt securities | $9,913,000 | 5,842 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $10,243,000 | 5,858 |
| U.S. Government securities | $5,823,000 | 6,168 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $5,823,000 | 6,083 |
| Securities issued by states & political subdivisions | $3,999,000 | 3,418 |
| Other domestic debt securities | $421,000 | 2,790 |
| 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 | $421,000 | 2,003 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,596,000 | 4,998 |
| Mortgage-backed securities | $5,323,000 | 4,226 |
| Certificates of participation in pools of residential mortgages | $5,323,000 | 3,639 |
| Issued or guaranteed by U.S. | $5,323,000 | 3,625 |
| 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) | $3,629,000 | 1,825 |
| Available-for-sale securities (fair market value) | $6,614,000 | 6,034 |
| Total debt securities | $10,243,000 | 5,810 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $10,388,000 | 5,805 |
| U.S. Government securities | $5,963,000 | 6,100 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,963,000 | 6,009 |
| Securities issued by states & political subdivisions | $3,999,000 | 3,401 |
| Other domestic debt securities | $426,000 | 2,755 |
| 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 | $426,000 | 1,986 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,016,000 | 4,849 |
| Mortgage-backed securities | $5,463,000 | 4,092 |
| Certificates of participation in pools of residential mortgages | $5,463,000 | 3,518 |
| Issued or guaranteed by U.S. | $5,463,000 | 3,505 |
| 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) | $3,629,000 | 1,836 |
| Available-for-sale securities (fair market value) | $6,759,000 | 5,966 |
| Total debt securities | $10,389,000 | 5,755 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $10,522,000 | 5,832 |
| U.S. Government securities | $6,030,000 | 6,136 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $6,030,000 | 6,048 |
| Securities issued by states & political subdivisions | $3,999,000 | 3,409 |
| Other domestic debt securities | $493,000 | 2,656 |
| 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 | $493,000 | 1,924 |
| 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 | $5,277,000 | 4,441 |
| Mortgage-backed securities | $4,010,000 | 4,485 |
| Certificates of participation in pools of residential mortgages | $4,010,000 | 3,960 |
| Issued or guaranteed by U.S. | $4,010,000 | 3,944 |
| 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) | $3,629,000 | 1,851 |
| Available-for-sale securities (fair market value) | $6,893,000 | 5,991 |
| Total debt securities | $10,523,000 | 5,773 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $10,924,000 | 5,768 |
| U.S. Government securities | $6,407,000 | 6,038 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $6,407,000 | 5,945 |
| Securities issued by states & political subdivisions | $3,998,000 | 3,437 |
| Other domestic debt securities | $519,000 | 2,522 |
| 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 | $519,000 | 1,807 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,946,000 | 4,215 |
| Mortgage-backed securities | $4,321,000 | 4,307 |
| Certificates of participation in pools of residential mortgages | $4,321,000 | 3,733 |
| Issued or guaranteed by U.S. | $4,321,000 | 3,718 |
| 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) | $3,629,000 | 1,866 |
| Available-for-sale securities (fair market value) | $7,295,000 | 5,934 |
| Total debt securities | $10,924,000 | 5,699 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $10,954,000 | 5,860 |
| U.S. Government securities | $6,807,000 | 6,055 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $6,807,000 | 5,941 |
| Securities issued by states & political subdivisions | $3,629,000 | 3,542 |
| Other domestic debt securities | $518,000 | 2,352 |
| 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 | $518,000 | 1,682 |
| 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 | $2,442,000 | 5,483 |
| Mortgage-backed securities | $4,275,000 | 4,042 |
| Certificates of participation in pools of residential mortgages | $4,275,000 | 3,443 |
| Issued or guaranteed by U.S. | $4,275,000 | 3,429 |
| 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) | $3,629,000 | 1,926 |
| Available-for-sale securities (fair market value) | $7,325,000 | 5,964 |
| Total debt securities | $10,954,000 | 5,790 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $10,060,000 | 6,065 |
| U.S. Government securities | $6,431,000 | 6,270 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $6,431,000 | 6,160 |
| Securities issued by states & political subdivisions | $3,629,000 | 3,532 |
| 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 | $1,616,000 | 5,879 |
| Mortgage-backed securities | $3,955,000 | 3,997 |
| Certificates of participation in pools of residential mortgages | $3,955,000 | 3,378 |
| Issued or guaranteed by U.S. | $3,955,000 | 3,364 |
| 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) | $3,629,000 | 1,974 |
| Available-for-sale securities (fair market value) | $6,431,000 | 6,193 |
| Total debt securities | $10,060,000 | 5,999 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $10,154,000 | 6,073 |
| U.S. Government securities | $6,524,000 | 6,268 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $6,524,000 | 6,151 |
| Securities issued by states & political subdivisions | $3,630,000 | 3,533 |
| 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 | $5,454,000 | 4,414 |
| Mortgage-backed securities | $4,090,000 | 3,906 |
| Certificates of participation in pools of residential mortgages | $4,090,000 | 3,285 |
| Issued or guaranteed by U.S. | $4,090,000 | 3,273 |
| 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) | $3,630,000 | 1,999 |
| Available-for-sale securities (fair market value) | $6,524,000 | 6,184 |
| Total debt securities | $10,153,000 | 6,015 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $9,976,000 | 6,132 |
| U.S. Government securities | $6,346,000 | 6,369 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $6,346,000 | 6,240 |
| Securities issued by states & political subdivisions | $3,630,000 | 3,552 |
| 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 | $6,463,000 | 4,161 |
| Mortgage-backed securities | $3,866,000 | 3,973 |
| Certificates of participation in pools of residential mortgages | $3,866,000 | 3,364 |
| Issued or guaranteed by U.S. | $3,866,000 | 3,346 |
| 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) | $3,630,000 | 2,037 |
| Available-for-sale securities (fair market value) | $6,346,000 | 6,248 |
| Total debt securities | $9,976,000 | 6,078 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,461 |
| Fair value | $499,000 | 2,344 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $9,958,000 | 6,177 |
| U.S. Government securities | $6,018,000 | 6,501 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $6,018,000 | 6,369 |
| Securities issued by states & political subdivisions | $3,940,000 | 3,450 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,452,000 | 4,761 |
| Mortgage-backed securities | $4,029,000 | 3,920 |
| Certificates of participation in pools of residential mortgages | $4,029,000 | 3,306 |
| Issued or guaranteed by U.S. | $4,029,000 | 3,292 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,940,000 | 2,007 |
| Available-for-sale securities (fair market value) | $6,018,000 | 6,337 |
| Total debt securities | $9,958,000 | 6,121 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,568 |
| Fair value | $496,000 | 2,500 |
| 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 | $10,031,000 | 6,194 |
| U.S. Government securities | $6,091,000 | 6,545 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $6,091,000 | 6,413 |
| Securities issued by states & political subdivisions | $3,940,000 | 3,430 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,416,000 | 5,612 |
| Mortgage-backed securities | $4,118,000 | 3,887 |
| Certificates of participation in pools of residential mortgages | $4,118,000 | 3,284 |
| Issued or guaranteed by U.S. | $4,118,000 | 3,268 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,940,000 | 2,064 |
| Available-for-sale securities (fair market value) | $6,091,000 | 6,362 |
| Total debt securities | $10,031,000 | 6,137 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,699 |
| Fair value | $491,000 | 2,701 |
| 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 | $10,190,000 | 6,193 |
| U.S. Government securities | $6,250,000 | 6,509 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $6,250,000 | 6,376 |
| Securities issued by states & political subdivisions | $3,940,000 | 3,424 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,412,000 | 5,615 |
| Mortgage-backed securities | $4,283,000 | 3,814 |
| Certificates of participation in pools of residential mortgages | $4,283,000 | 3,243 |
| Issued or guaranteed by U.S. | $4,283,000 | 3,231 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,940,000 | 2,077 |
| Available-for-sale securities (fair market value) | $6,250,000 | 6,335 |
| Total debt securities | $10,189,000 | 6,133 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,759 |
| Fair value | $489,000 | 2,710 |
| 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 | $9,918,000 | 6,303 |
| U.S. Government securities | $5,978,000 | 6,634 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $5,978,000 | 6,488 |
| Securities issued by states & political subdivisions | $3,940,000 | 3,428 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,963,000 | 5,378 |
| Mortgage-backed securities | $4,003,000 | 3,942 |
| Certificates of participation in pools of residential mortgages | $4,003,000 | 3,361 |
| Issued or guaranteed by U.S. | $4,003,000 | 3,347 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,940,000 | 2,121 |
| Available-for-sale securities (fair market value) | $5,978,000 | 6,453 |
| Total debt securities | $9,918,000 | 6,241 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,746 |
| Fair value | $489,000 | 2,743 |
| 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 | $10,101,000 | 6,309 |
| U.S. Government securities | $6,161,000 | 6,601 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $6,161,000 | 6,461 |
| Securities issued by states & political subdivisions | $3,940,000 | 3,455 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,026,000 | 5,362 |
| Mortgage-backed securities | $4,177,000 | 3,909 |
| Certificates of participation in pools of residential mortgages | $4,177,000 | 3,327 |
| Issued or guaranteed by U.S. | $4,177,000 | 3,315 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,940,000 | 2,142 |
| Available-for-sale securities (fair market value) | $6,161,000 | 6,449 |
| Total debt securities | $10,101,000 | 6,251 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,748 |
| Fair value | $489,000 | 2,757 |
| 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 | $8,896,000 | 6,574 |
| U.S. Government securities | $4,956,000 | 6,972 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,956,000 | 6,827 |
| Securities issued by states & political subdivisions | $3,940,000 | 3,436 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,142,000 | 5,302 |
| Mortgage-backed securities | $4,464,000 | 3,867 |
| Certificates of participation in pools of residential mortgages | $4,464,000 | 3,285 |
| Issued or guaranteed by U.S. | $4,464,000 | 3,273 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,940,000 | 2,158 |
| Available-for-sale securities (fair market value) | $4,956,000 | 6,721 |
| Total debt securities | $8,896,000 | 6,521 |
| Structured notes | ||
| Amortized cost | $499,000 | 2,703 |
| Fair value | $492,000 | 2,720 |
| 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 | $9,440,000 | 6,483 |
| U.S. Government securities | $5,499,000 | 6,842 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $5,499,000 | 6,700 |
| Securities issued by states & political subdivisions | $3,941,000 | 3,429 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,585,000 | 5,543 |
| Mortgage-backed securities | $4,505,000 | 3,938 |
| Certificates of participation in pools of residential mortgages | $4,505,000 | 3,335 |
| Issued or guaranteed by U.S. | $4,505,000 | 3,321 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,192,000 | 2,146 |
| Available-for-sale securities (fair market value) | $5,248,000 | 6,677 |
| Total debt securities | $9,440,000 | 6,422 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,717 |
| Fair value | $492,000 | 2,727 |
| 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 | $8,800,000 | 6,695 |
| U.S. Government securities | $4,859,000 | 7,117 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,859,000 | 6,956 |
| Securities issued by states & political subdivisions | $3,941,000 | 3,429 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,918,000 | 5,453 |
| Mortgage-backed securities | $4,370,000 | 4,073 |
| Certificates of participation in pools of residential mortgages | $4,370,000 | 3,448 |
| Issued or guaranteed by U.S. | $4,370,000 | 3,438 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,282,000 | 2,148 |
| Available-for-sale securities (fair market value) | $4,518,000 | 6,924 |
| Total debt securities | $8,800,000 | 6,641 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,692 |
| Fair value | $489,000 | 2,655 |
| 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 | $9,170,000 | 6,640 |
| U.S. Government securities | $5,229,000 | 7,034 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,229,000 | 6,877 |
| Securities issued by states & political subdivisions | $3,941,000 | 3,441 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,092,000 | 5,362 |
| Mortgage-backed securities | $4,734,000 | 4,024 |
| Certificates of participation in pools of residential mortgages | $4,734,000 | 3,388 |
| Issued or guaranteed by U.S. | $4,734,000 | 3,376 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,304,000 | 2,156 |
| Available-for-sale securities (fair market value) | $4,866,000 | 6,884 |
| Total debt securities | $9,170,000 | 6,582 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,631 |
| Fair value | $495,000 | 2,590 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $10,149,000 | 6,470 |
| U.S. Government securities | $6,208,000 | 6,735 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $6,208,000 | 6,583 |
| Securities issued by states & political subdivisions | $3,941,000 | 3,446 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,402,000 | 5,222 |
| Mortgage-backed securities | $5,711,000 | 3,777 |
| Certificates of participation in pools of residential mortgages | $5,711,000 | 3,138 |
| Issued or guaranteed by U.S. | $5,711,000 | 3,131 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,331,000 | 2,165 |
| Available-for-sale securities (fair market value) | $5,818,000 | 6,666 |
| Total debt securities | $10,149,000 | 6,396 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,608 |
| Fair value | $497,000 | 2,575 |
| 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 | $10,534,000 | 6,467 |
| U.S. Government securities | $6,593,000 | 6,710 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $6,593,000 | 6,543 |
| Securities issued by states & political subdivisions | $3,941,000 | 3,443 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,573,000 | 5,134 |
| Mortgage-backed securities | $6,112,000 | 3,737 |
| Certificates of participation in pools of residential mortgages | $6,112,000 | 3,109 |
| Issued or guaranteed by U.S. | $6,112,000 | 3,102 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,364,000 | 2,168 |
| Available-for-sale securities (fair market value) | $6,170,000 | 6,652 |
| Total debt securities | $10,534,000 | 6,393 |
| Structured notes | ||
| Amortized cost | $498,000 | 2,568 |
| Fair value | $481,000 | 2,572 |
| 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 | $6,939,000 | 7,273 |
| U.S. Government securities | $6,029,000 | 6,830 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,029,000 | 6,672 |
| Securities issued by states & political subdivisions | $910,000 | 5,266 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,313,000 | 6,318 |
| Mortgage-backed securities | $6,029,000 | 3,785 |
| Certificates of participation in pools of residential mortgages | $6,029,000 | 3,151 |
| Issued or guaranteed by U.S. | $6,029,000 | 3,140 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,438,000 | 3,067 |
| Available-for-sale securities (fair market value) | $5,501,000 | 6,815 |
| Total debt securities | $6,939,000 | 7,186 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $7,360,000 | 7,229 |
| U.S. Government securities | $6,450,000 | 6,779 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $6,450,000 | 6,602 |
| Securities issued by states & political subdivisions | $910,000 | 5,315 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,347,000 | 6,258 |
| Mortgage-backed securities | $6,450,000 | 3,666 |
| Certificates of participation in pools of residential mortgages | $6,450,000 | 3,062 |
| Issued or guaranteed by U.S. | $6,450,000 | 3,047 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,487,000 | 3,087 |
| Available-for-sale securities (fair market value) | $5,873,000 | 6,781 |
| Total debt securities | $7,360,000 | 7,151 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $5,903,000 | 7,551 |
| U.S. Government securities | $4,993,000 | 7,158 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $4,993,000 | 6,976 |
| Securities issued by states & political subdivisions | $910,000 | 5,338 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,408,000 | 6,237 |
| Mortgage-backed securities | $4,993,000 | 4,052 |
| Certificates of participation in pools of residential mortgages | $4,993,000 | 3,414 |
| Issued or guaranteed by U.S. | $4,993,000 | 3,400 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,567,000 | 3,082 |
| Available-for-sale securities (fair market value) | $4,336,000 | 7,114 |
| Total debt securities | $5,903,000 | 7,463 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $7,499,000 | 7,080 |
| U.S. Government securities | $6,589,000 | 6,542 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $6,589,000 | 6,363 |
| Securities issued by states & political subdivisions | $910,000 | 5,309 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,684,000 | 6,044 |
| Mortgage-backed securities | $6,589,000 | 3,723 |
| Certificates of participation in pools of residential mortgages | $6,589,000 | 3,024 |
| Issued or guaranteed by U.S. | $6,589,000 | 3,013 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,886,000 | 2,960 |
| Available-for-sale securities (fair market value) | $5,613,000 | 6,778 |
| Total debt securities | $7,499,000 | 6,982 |
| 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 | $7,555,000 | 7,103 |
| U.S. Government securities | $6,645,000 | 6,563 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $6,645,000 | 6,368 |
| Securities issued by states & political subdivisions | $910,000 | 5,270 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,262,000 | 5,704 |
| Mortgage-backed securities | $6,645,000 | 3,719 |
| Certificates of participation in pools of residential mortgages | $6,645,000 | 2,974 |
| Issued or guaranteed by U.S. | $6,645,000 | 2,962 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,192,000 | 2,861 |
| Available-for-sale securities (fair market value) | $5,363,000 | 6,866 |
| Total debt securities | $7,555,000 | 7,008 |
| 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 | $8,141,000 | 6,979 |
| U.S. Government securities | $7,231,000 | 6,414 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $7,231,000 | 6,218 |
| Securities issued by states & political subdivisions | $910,000 | 5,284 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,259,000 | 5,723 |
| Mortgage-backed securities | $5,932,000 | 3,871 |
| Certificates of participation in pools of residential mortgages | $5,932,000 | 3,097 |
| Issued or guaranteed by U.S. | $5,932,000 | 3,085 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,536,000 | 2,813 |
| Available-for-sale securities (fair market value) | $5,605,000 | 6,787 |
| Total debt securities | $8,141,000 | 6,884 |
| 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 | $5,081,000 | 7,908 |
| U.S. Government securities | $4,216,000 | 7,553 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $4,216,000 | 7,293 |
| Securities issued by states & political subdivisions | $865,000 | 5,403 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,858,000 | 5,440 |
| Mortgage-backed securities | $3,972,000 | 4,322 |
| Certificates of participation in pools of residential mortgages | $3,972,000 | 3,467 |
| Issued or guaranteed by U.S. | $3,972,000 | 3,453 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,043,000 | 3,167 |
| Available-for-sale securities (fair market value) | $3,038,000 | 7,606 |
| Total debt securities | $5,081,000 | 7,800 |
| 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 | $2,515,000 | 9,145 |
| U.S. Government securities | $1,600,000 | 9,125 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,600,000 | 8,848 |
| Securities issued by states & political subdivisions | $866,000 | 5,528 |
| Other domestic debt securities | $49,000 | 3,744 |
| 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 | $49,000 | 3,279 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,600,000 | 5,049 |
| Certificates of participation in pools of residential mortgages | $1,600,000 | 4,271 |
| Issued or guaranteed by U.S. | $1,600,000 | 4,245 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| 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) | $2,515,000 | 3,619 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $2,515,000 | 9,029 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $2,342,000 | 9,529 |
| U.S. Government securities | $1,688,000 | 9,459 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,688,000 | 9,075 |
| Securities issued by states & political subdivisions | $654,000 | 6,140 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,188,000 | 5,682 |
| Certificates of participation in pools of residential mortgages | $1,188,000 | 4,850 |
| Issued or guaranteed by U.S. | $1,188,000 | 4,835 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| 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) | $1,842,000 | 4,345 |
| Available-for-sale securities (fair market value) | $500,000 | 9,001 |
| Total debt securities | $2,342,000 | 9,436 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $1,918,000 | 9,824 |
| U.S. Government securities | $647,000 | 9,957 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $647,000 | 9,521 |
| Securities issued by states & political subdivisions | $1,271,000 | 5,420 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $647,000 | 6,491 |
| Certificates of participation in pools of residential mortgages | $647,000 | 5,740 |
| Issued or guaranteed by U.S. | $647,000 | 5,724 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| 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) | $1,918,000 | 4,818 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $1,918,000 | 9,723 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $3,031,000 | 9,960 |
| U.S. Government securities | $1,759,000 | 10,137 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,759,000 | 9,206 |
| Securities issued by states & political subdivisions | $1,272,000 | 5,419 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,759,000 | 5,595 |
| Certificates of participation in pools of residential mortgages | $1,759,000 | 4,571 |
| Issued or guaranteed by U.S. | $1,759,000 | 4,555 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| 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) | $3,031,000 | 5,007 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $3,031,000 | 9,852 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $3,753,000 | 10,272 |
| U.S. Government securities | $2,392,000 | 10,431 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,392,000 | 9,224 |
| Securities issued by states & political subdivisions | $1,272,000 | 5,678 |
| Other domestic debt securities | $100,000 | 3,782 |
| 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 | $100,000 | 2,902 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $11,000 | 225 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,392,000 | 5,617 |
| Certificates of participation in pools of residential mortgages | $2,392,000 | 4,454 |
| Issued or guaranteed by U.S. | $2,392,000 | 4,435 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| 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) | $3,753,000 | 5,263 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $3,764,000 | 10,174 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $3,866,000 | 10,685 |
| U.S. Government securities | $2,735,000 | 10,737 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $2,735,000 | 9,197 |
| Securities issued by states & political subdivisions | $1,114,000 | 6,138 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-17,000 | 895 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,485,000 | 5,866 |
| Certificates of participation in pools of residential mortgages | $2,485,000 | 4,524 |
| Issued or guaranteed by U.S. | $2,485,000 | 4,499 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| 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) | $3,866,000 | 5,551 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $3,849,000 | 10,585 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $4,302,000 | 11,145 |
| U.S. Government securities | $3,161,000 | 11,153 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $3,161,000 | 8,974 |
| Securities issued by states & political subdivisions | $1,115,000 | 6,434 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-26,000 | 989 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,911,000 | 5,922 |
| Certificates of participation in pools of residential mortgages | $2,911,000 | 4,438 |
| Issued or guaranteed by U.S. | $2,911,000 | 4,410 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| 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) | $4,302,000 | 8,418 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $4,276,000 | 11,059 |
| 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 | $4,395,000 | 11,565 |
| U.S. Government securities | $3,269,000 | 11,497 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $3,269,000 | 9,158 |
| Securities issued by states & political subdivisions | $1,081,000 | 6,645 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-45,000 | 1,116 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,019,000 | 6,411 |
| Certificates of participation in pools of residential mortgages | $3,019,000 | 4,872 |
| Issued or guaranteed by U.S. | $3,019,000 | 4,834 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| 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 | $4,350,000 | 11,450 |
| 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 | $3,623,000 | 12,300 |
| U.S. Government securities | $2,472,000 | 12,419 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $2,472,000 | 10,045 |
| Securities issued by states & political subdivisions | $1,083,000 | 6,426 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-68,000 | 1,414 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,222,000 | 7,413 |
| Certificates of participation in pools of residential mortgages | $2,222,000 | 5,884 |
| Issued or guaranteed by U.S. | $2,222,000 | 5,819 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| 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 | $3,555,000 | 12,209 |
| 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 |