Home > Unity National Bank of Houston > Securities
Unity National Bank of Houston, Securities
| 2023-12-31 | Rank | |
| Total securities | $57,280,000 | 2,431 |
| U.S. Government securities | $51,080,000 | 1,845 |
| U.S. Treasury securities | $487,000 | 2,664 |
| U.S. Government agency obligations | $50,593,000 | 1,596 |
| Securities issued by states & political subdivisions | $6,200,000 | 2,792 |
| 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 | $7,106,000 | 3,164 |
| Mortgage-backed securities | $42,965,000 | 1,387 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $30,838,000 | 1,160 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,639,000 | 1,594 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,952,000 | 562 |
| Other commercial mortgage-backed securities | $1,536,000 | 1,004 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $57,280,000 | 2,207 |
| Total debt securities | $57,275,000 | 2,412 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $52,491,000 | 2,513 |
| U.S. Government securities | $46,743,000 | 1,949 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $46,743,000 | 1,651 |
| Securities issued by states & political subdivisions | $5,748,000 | 2,856 |
| 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 | $6,823,000 | 3,160 |
| Mortgage-backed securities | $41,201,000 | 1,407 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $30,194,000 | 1,160 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,626,000 | 1,737 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,613,000 | 577 |
| Other commercial mortgage-backed securities | $1,768,000 | 967 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $52,491,000 | 2,284 |
| Total debt securities | $52,490,000 | 2,497 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $52,516,000 | 2,572 |
| U.S. Government securities | $46,660,000 | 1,995 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $46,660,000 | 1,702 |
| Securities issued by states & political subdivisions | $5,856,000 | 2,894 |
| 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 | $6,534,000 | 3,154 |
| Mortgage-backed securities | $34,076,000 | 1,606 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $29,769,000 | 1,203 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,750,000 | 1,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $1,557,000 | 996 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $52,516,000 | 2,343 |
| Total debt securities | $52,516,000 | 2,557 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $53,596,000 | 2,633 |
| U.S. Government securities | $47,725,000 | 2,051 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $47,725,000 | 1,689 |
| Securities issued by states & political subdivisions | $5,871,000 | 2,948 |
| 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 | $5,554,000 | 3,188 |
| Mortgage-backed securities | $35,740,000 | 1,613 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $31,221,000 | 1,200 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,915,000 | 1,743 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $1,604,000 | 1,011 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $53,596,000 | 2,395 |
| Total debt securities | $53,596,000 | 2,611 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 763 |
| Fair value | $1,480,000 | 755 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $50,723,000 | 2,733 |
| U.S. Government securities | $45,005,000 | 2,140 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $45,005,000 | 1,763 |
| Securities issued by states & political subdivisions | $5,718,000 | 2,987 |
| 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 | $3,984,000 | 3,308 |
| Mortgage-backed securities | $35,103,000 | 1,639 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $31,047,000 | 1,230 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,927,000 | 1,759 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $1,129,000 | 1,084 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $50,723,000 | 2,495 |
| Total debt securities | $50,723,000 | 2,714 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 783 |
| Fair value | $1,461,000 | 776 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $52,824,000 | 2,694 |
| U.S. Government securities | $47,294,000 | 2,107 |
| U.S. Treasury securities | $999,000 | 2,708 |
| U.S. Government agency obligations | $46,295,000 | 1,747 |
| Securities issued by states & political subdivisions | $5,530,000 | 3,023 |
| 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 | $909,000 | 3,751 |
| Mortgage-backed securities | $35,972,000 | 1,622 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $31,750,000 | 1,224 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,085,000 | 1,744 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $1,137,000 | 1,121 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $52,824,000 | 2,457 |
| Total debt securities | $52,824,000 | 2,674 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $55,360,000 | 2,652 |
| U.S. Government securities | $49,456,000 | 2,066 |
| U.S. Treasury securities | $1,990,000 | 2,443 |
| U.S. Government agency obligations | $47,466,000 | 1,743 |
| Securities issued by states & political subdivisions | $5,904,000 | 3,032 |
| 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 | $1,018,000 | 3,749 |
| Mortgage-backed securities | $38,045,000 | 1,619 |
| Certificates of participation in pools of residential mortgages | $33,400,000 | 1,252 |
| Issued or guaranteed by U.S. | $33,400,000 | 1,227 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $3,403,000 | 1,805 |
| CMOs issued by government agencies or sponsored agencies | $3,403,000 | 1,729 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,242,000 | 1,654 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $1,242,000 | 1,168 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $55,360,000 | 2,450 |
| Total debt securities | $55,359,000 | 2,638 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $53,451,000 | 2,677 |
| U.S. Government securities | $47,008,000 | 2,076 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $47,008,000 | 1,763 |
| Securities issued by states & political subdivisions | $6,443,000 | 2,999 |
| 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 | $1,141,000 | 3,745 |
| Mortgage-backed securities | $39,160,000 | 1,628 |
| Certificates of participation in pools of residential mortgages | $34,547,000 | 1,250 |
| Issued or guaranteed by U.S. | $34,547,000 | 1,229 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $3,289,000 | 1,824 |
| CMOs issued by government agencies or sponsored agencies | $3,289,000 | 1,755 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $1,324,000 | 1,625 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $1,324,000 | 1,138 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $53,451,000 | 2,488 |
| Total debt securities | $53,450,000 | 2,661 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $51,686,000 | 2,647 |
| U.S. Government securities | $44,290,000 | 2,015 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $44,290,000 | 1,800 |
| Securities issued by states & political subdivisions | $7,396,000 | 2,945 |
| 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 | $1,294,000 | 3,740 |
| Mortgage-backed securities | $36,247,000 | 1,668 |
| Certificates of participation in pools of residential mortgages | $31,537,000 | 1,315 |
| Issued or guaranteed by U.S. | $31,537,000 | 1,284 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $3,280,000 | 1,801 |
| CMOs issued by government agencies or sponsored agencies | $3,280,000 | 1,745 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,430,000 | 1,580 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $1,430,000 | 1,103 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $51,686,000 | 2,479 |
| Total debt securities | $51,686,000 | 2,628 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $43,514,000 | 2,810 |
| U.S. Government securities | $37,153,000 | 2,131 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $37,153,000 | 1,969 |
| Securities issued by states & political subdivisions | $6,361,000 | 3,060 |
| 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 | $1,418,000 | 3,743 |
| Mortgage-backed securities | $30,856,000 | 1,821 |
| Certificates of participation in pools of residential mortgages | $25,946,000 | 1,459 |
| Issued or guaranteed by U.S. | $25,946,000 | 1,425 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $3,428,000 | 1,784 |
| CMOs issued by government agencies or sponsored agencies | $3,428,000 | 1,739 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $1,482,000 | 1,595 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $1,482,000 | 1,102 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $43,514,000 | 2,649 |
| Total debt securities | $43,512,000 | 2,796 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $37,564,000 | 2,933 |
| U.S. Government securities | $31,878,000 | 2,250 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $31,878,000 | 2,084 |
| Securities issued by states & political subdivisions | $5,686,000 | 3,137 |
| 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 | $1,660,000 | 3,703 |
| Mortgage-backed securities | $24,814,000 | 1,983 |
| Certificates of participation in pools of residential mortgages | $19,654,000 | 1,659 |
| Issued or guaranteed by U.S. | $19,654,000 | 1,619 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $3,648,000 | 1,702 |
| CMOs issued by government agencies or sponsored agencies | $3,648,000 | 1,666 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $1,512,000 | 1,578 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $1,512,000 | 1,080 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $37,564,000 | 2,769 |
| Total debt securities | $37,564,000 | 2,913 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $22,641,000 | 3,394 |
| U.S. Government securities | $21,750,000 | 2,567 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $21,750,000 | 2,410 |
| Securities issued by states & political subdivisions | $891,000 | 3,901 |
| 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 | $4,598,000 | 3,182 |
| Mortgage-backed securities | $17,350,000 | 2,212 |
| Certificates of participation in pools of residential mortgages | $15,077,000 | 1,824 |
| Issued or guaranteed by U.S. | $15,077,000 | 1,769 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,318,000 | 2,165 |
| CMOs issued by government agencies or sponsored agencies | $1,318,000 | 2,121 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $955,000 | 1,707 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $955,000 | 1,182 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $22,641,000 | 3,192 |
| Total debt securities | $22,641,000 | 3,371 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $7,405,000 | 4,224 |
| U.S. Government securities | $7,195,000 | 3,540 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $7,195,000 | 3,386 |
| Securities issued by states & political subdivisions | $210,000 | 4,127 |
| 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 | $4,978,000 | 3,146 |
| Mortgage-backed securities | $7,195,000 | 2,916 |
| Certificates of participation in pools of residential mortgages | $6,867,000 | 2,433 |
| Issued or guaranteed by U.S. | $6,867,000 | 2,362 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $328,000 | 2,607 |
| CMOs issued by government agencies or sponsored agencies | $328,000 | 2,550 |
| 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) | $7,405,000 | 3,983 |
| Total debt securities | $7,406,000 | 4,199 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $5,986,000 | 4,301 |
| U.S. Government securities | $5,775,000 | 3,719 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $5,775,000 | 3,561 |
| Securities issued by states & political subdivisions | $211,000 | 4,121 |
| 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 | $5,377,000 | 3,108 |
| Mortgage-backed securities | $5,775,000 | 3,062 |
| Certificates of participation in pools of residential mortgages | $5,415,000 | 2,613 |
| Issued or guaranteed by U.S. | $5,415,000 | 2,536 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $360,000 | 2,615 |
| CMOs issued by government agencies or sponsored agencies | $360,000 | 2,561 |
| 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) | $5,986,000 | 4,066 |
| Total debt securities | $5,986,000 | 4,281 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $6,766,000 | 4,255 |
| U.S. Government securities | $6,263,000 | 3,674 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $6,263,000 | 3,509 |
| Securities issued by states & political subdivisions | $503,000 | 4,031 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,109,000 | 3,042 |
| Mortgage-backed securities | $6,263,000 | 3,001 |
| Certificates of participation in pools of residential mortgages | $5,873,000 | 2,537 |
| Issued or guaranteed by U.S. | $5,873,000 | 2,461 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $390,000 | 2,602 |
| CMOs issued by government agencies or sponsored agencies | $390,000 | 2,559 |
| 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) | $6,766,000 | 4,012 |
| Total debt securities | $6,766,000 | 4,233 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $7,092,000 | 4,262 |
| U.S. Government securities | $6,591,000 | 3,678 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $6,591,000 | 3,516 |
| Securities issued by states & political subdivisions | $501,000 | 4,032 |
| 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 | $5,046,000 | 3,166 |
| Mortgage-backed securities | $6,591,000 | 2,988 |
| Certificates of participation in pools of residential mortgages | $6,175,000 | 2,505 |
| Issued or guaranteed by U.S. | $6,175,000 | 2,420 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $416,000 | 2,605 |
| CMOs issued by government agencies or sponsored agencies | $416,000 | 2,556 |
| 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) | $7,092,000 | 4,017 |
| Total debt securities | $7,090,000 | 4,238 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $7,451,000 | 4,285 |
| U.S. Government securities | $6,947,000 | 3,730 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $6,947,000 | 3,574 |
| Securities issued by states & political subdivisions | $504,000 | 4,046 |
| 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 | $3,031,000 | 3,576 |
| Mortgage-backed securities | $6,947,000 | 2,909 |
| Certificates of participation in pools of residential mortgages | $6,518,000 | 2,394 |
| Issued or guaranteed by U.S. | $6,518,000 | 2,332 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $429,000 | 2,607 |
| CMOs issued by government agencies or sponsored agencies | $429,000 | 2,562 |
| 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) | $7,451,000 | 4,039 |
| Total debt securities | $7,451,000 | 4,262 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $7,908,000 | 4,328 |
| U.S. Government securities | $6,684,000 | 3,837 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $6,684,000 | 3,669 |
| Securities issued by states & political subdivisions | $1,224,000 | 3,823 |
| 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 | $4,564,000 | 3,349 |
| Mortgage-backed securities | $6,684,000 | 2,928 |
| Certificates of participation in pools of residential mortgages | $6,228,000 | 2,411 |
| Issued or guaranteed by U.S. | $6,228,000 | 2,337 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $456,000 | 2,610 |
| CMOs issued by government agencies or sponsored agencies | $456,000 | 2,565 |
| 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) | $4,000 | 1,811 |
| Available-for-sale securities (fair market value) | $7,904,000 | 4,077 |
| Total debt securities | $7,907,000 | 4,305 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $8,331,000 | 4,353 |
| U.S. Government securities | $7,107,000 | 3,850 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $7,107,000 | 3,692 |
| Securities issued by states & political subdivisions | $1,224,000 | 3,894 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,754,000 | 3,368 |
| Mortgage-backed securities | $7,107,000 | 2,887 |
| Certificates of participation in pools of residential mortgages | $6,605,000 | 2,349 |
| Issued or guaranteed by U.S. | $6,605,000 | 2,298 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $502,000 | 2,581 |
| CMOs issued by government agencies or sponsored agencies | $502,000 | 2,533 |
| 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) | $20,000 | 1,811 |
| Available-for-sale securities (fair market value) | $8,311,000 | 4,097 |
| Total debt securities | $8,331,000 | 4,329 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $8,646,000 | 4,383 |
| U.S. Government securities | $7,439,000 | 3,863 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $7,439,000 | 3,695 |
| Securities issued by states & political subdivisions | $1,207,000 | 3,956 |
| 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 | $4,893,000 | 3,409 |
| Mortgage-backed securities | $7,439,000 | 2,862 |
| Certificates of participation in pools of residential mortgages | $6,904,000 | 2,324 |
| Issued or guaranteed by U.S. | $6,904,000 | 2,272 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $535,000 | 2,582 |
| CMOs issued by government agencies or sponsored agencies | $535,000 | 2,535 |
| 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) | $34,000 | 1,823 |
| Available-for-sale securities (fair market value) | $8,612,000 | 4,112 |
| Total debt securities | $8,646,000 | 4,362 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $8,952,000 | 4,406 |
| U.S. Government securities | $7,752,000 | 3,841 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $7,752,000 | 3,675 |
| Securities issued by states & political subdivisions | $1,200,000 | 4,006 |
| 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 | $5,028,000 | 3,417 |
| Mortgage-backed securities | $7,752,000 | 2,819 |
| Certificates of participation in pools of residential mortgages | $7,188,000 | 2,283 |
| Issued or guaranteed by U.S. | $7,188,000 | 2,251 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $564,000 | 2,584 |
| CMOs issued by government agencies or sponsored agencies | $564,000 | 2,534 |
| 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) | $50,000 | 1,856 |
| Available-for-sale securities (fair market value) | $8,902,000 | 4,130 |
| Total debt securities | $8,952,000 | 4,384 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $9,310,000 | 4,420 |
| U.S. Government securities | $8,123,000 | 3,855 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $8,123,000 | 3,692 |
| Securities issued by states & political subdivisions | $1,187,000 | 4,056 |
| 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 | $5,194,000 | 3,420 |
| Mortgage-backed securities | $8,123,000 | 2,806 |
| Certificates of participation in pools of residential mortgages | $7,521,000 | 2,272 |
| Issued or guaranteed by U.S. | $7,521,000 | 2,262 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $602,000 | 2,560 |
| CMOs issued by government agencies or sponsored agencies | $602,000 | 2,508 |
| 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) | $66,000 | 1,890 |
| Available-for-sale securities (fair market value) | $9,244,000 | 4,143 |
| Total debt securities | $9,310,000 | 4,393 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $9,858,000 | 4,422 |
| U.S. Government securities | $8,662,000 | 3,789 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $8,662,000 | 3,632 |
| Securities issued by states & political subdivisions | $1,196,000 | 4,108 |
| 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 | $5,451,000 | 3,410 |
| Mortgage-backed securities | $8,662,000 | 2,781 |
| Certificates of participation in pools of residential mortgages | $8,010,000 | 2,253 |
| Issued or guaranteed by U.S. | $8,010,000 | 2,150 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $652,000 | 2,569 |
| CMOs issued by government agencies or sponsored agencies | $652,000 | 2,513 |
| 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) | $86,000 | 1,906 |
| Available-for-sale securities (fair market value) | $9,772,000 | 4,143 |
| Total debt securities | $9,858,000 | 4,398 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $10,420,000 | 4,422 |
| U.S. Government securities | $9,218,000 | 3,801 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $9,218,000 | 3,648 |
| Securities issued by states & political subdivisions | $1,202,000 | 4,151 |
| 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 | $5,718,000 | 3,419 |
| Mortgage-backed securities | $9,218,000 | 2,726 |
| Certificates of participation in pools of residential mortgages | $8,513,000 | 2,232 |
| Issued or guaranteed by U.S. | $8,513,000 | 2,230 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $705,000 | 2,550 |
| CMOs issued by government agencies or sponsored agencies | $705,000 | 2,488 |
| 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) | $111,000 | 1,911 |
| Available-for-sale securities (fair market value) | $10,309,000 | 4,145 |
| Total debt securities | $10,420,000 | 4,396 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $11,102,000 | 4,409 |
| U.S. Government securities | $9,885,000 | 3,763 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $9,885,000 | 3,610 |
| Securities issued by states & political subdivisions | $1,217,000 | 4,220 |
| 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 | $2,984,000 | 3,983 |
| Mortgage-backed securities | $9,885,000 | 2,713 |
| Certificates of participation in pools of residential mortgages | $9,121,000 | 2,217 |
| Issued or guaranteed by U.S. | $9,121,000 | 2,214 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $764,000 | 2,515 |
| CMOs issued by government agencies or sponsored agencies | $764,000 | 2,454 |
| 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) | $134,000 | 1,921 |
| Available-for-sale securities (fair market value) | $10,968,000 | 4,141 |
| Total debt securities | $11,102,000 | 4,384 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $12,411,000 | 4,341 |
| U.S. Government securities | $10,555,000 | 3,682 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $10,555,000 | 3,539 |
| Securities issued by states & political subdivisions | $1,856,000 | 4,077 |
| 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 | $3,768,000 | 3,863 |
| Mortgage-backed securities | $10,555,000 | 2,665 |
| Certificates of participation in pools of residential mortgages | $9,726,000 | 2,197 |
| Issued or guaranteed by U.S. | $9,726,000 | 2,194 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $829,000 | 2,499 |
| CMOs issued by government agencies or sponsored agencies | $829,000 | 2,440 |
| 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) | $165,000 | 1,962 |
| Available-for-sale securities (fair market value) | $12,246,000 | 4,064 |
| Total debt securities | $12,411,000 | 4,316 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $13,120,000 | 4,334 |
| U.S. Government securities | $11,257,000 | 3,665 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $11,257,000 | 3,528 |
| Securities issued by states & political subdivisions | $1,863,000 | 4,109 |
| 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 | $0 | 4,931 |
| Mortgage-backed securities | $10,855,000 | 2,666 |
| Certificates of participation in pools of residential mortgages | $9,832,000 | 2,222 |
| Issued or guaranteed by U.S. | $9,832,000 | 2,220 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,023,000 | 2,439 |
| CMOs issued by government agencies or sponsored agencies | $1,023,000 | 2,373 |
| 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) | $194,000 | 1,975 |
| Available-for-sale securities (fair market value) | $12,926,000 | 4,050 |
| Total debt securities | $13,120,000 | 4,314 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $13,656,000 | 4,340 |
| U.S. Government securities | $11,312,000 | 3,706 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $11,312,000 | 3,558 |
| Securities issued by states & political subdivisions | $2,344,000 | 4,030 |
| 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 | $0 | 4,985 |
| Mortgage-backed securities | $10,911,000 | 2,704 |
| Certificates of participation in pools of residential mortgages | $9,787,000 | 2,264 |
| Issued or guaranteed by U.S. | $9,787,000 | 2,264 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,124,000 | 2,435 |
| CMOs issued by government agencies or sponsored agencies | $1,124,000 | 2,367 |
| 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) | $729,000 | 1,807 |
| Available-for-sale securities (fair market value) | $12,927,000 | 4,082 |
| Total debt securities | $13,656,000 | 4,321 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $13,917,000 | 4,312 |
| U.S. Government securities | $11,580,000 | 3,658 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $11,580,000 | 3,519 |
| Securities issued by states & political subdivisions | $2,337,000 | 4,065 |
| 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 | $0 | 5,033 |
| Mortgage-backed securities | $11,179,000 | 2,673 |
| Certificates of participation in pools of residential mortgages | $9,944,000 | 2,248 |
| Issued or guaranteed by U.S. | $9,944,000 | 2,247 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,235,000 | 2,407 |
| CMOs issued by government agencies or sponsored agencies | $1,235,000 | 2,332 |
| 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) | $768,000 | 1,816 |
| Available-for-sale securities (fair market value) | $13,149,000 | 4,070 |
| Total debt securities | $13,917,000 | 4,295 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $15,029,000 | 4,259 |
| U.S. Government securities | $12,613,000 | 3,544 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $12,613,000 | 3,422 |
| Securities issued by states & political subdivisions | $2,416,000 | 4,064 |
| 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 | $0 | 5,116 |
| Mortgage-backed securities | $12,205,000 | 2,579 |
| Certificates of participation in pools of residential mortgages | $10,804,000 | 2,184 |
| Issued or guaranteed by U.S. | $10,804,000 | 2,184 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,401,000 | 2,366 |
| CMOs issued by government agencies or sponsored agencies | $1,401,000 | 2,297 |
| 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) | $810,000 | 1,817 |
| Available-for-sale securities (fair market value) | $14,219,000 | 3,997 |
| Total debt securities | $15,028,000 | 4,234 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $14,634,000 | 4,350 |
| U.S. Government securities | $12,217,000 | 3,676 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $12,217,000 | 3,554 |
| Securities issued by states & political subdivisions | $2,417,000 | 4,094 |
| 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 | $0 | 5,199 |
| Mortgage-backed securities | $11,808,000 | 2,664 |
| Certificates of participation in pools of residential mortgages | $10,235,000 | 2,288 |
| Issued or guaranteed by U.S. | $10,235,000 | 2,284 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,573,000 | 2,324 |
| CMOs issued by government agencies or sponsored agencies | $1,573,000 | 2,257 |
| 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) | $862,000 | 1,850 |
| Available-for-sale securities (fair market value) | $13,772,000 | 4,105 |
| Total debt securities | $14,634,000 | 4,329 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $15,312,000 | 4,345 |
| U.S. Government securities | $12,916,000 | 3,699 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $12,916,000 | 3,577 |
| Securities issued by states & political subdivisions | $2,396,000 | 4,118 |
| 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 | $0 | 5,255 |
| Mortgage-backed securities | $12,510,000 | 2,607 |
| Certificates of participation in pools of residential mortgages | $10,770,000 | 2,258 |
| Issued or guaranteed by U.S. | $10,770,000 | 2,257 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,740,000 | 2,299 |
| CMOs issued by government agencies or sponsored agencies | $1,740,000 | 2,235 |
| 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) | $907,000 | 1,876 |
| Available-for-sale securities (fair market value) | $14,405,000 | 4,082 |
| Total debt securities | $15,312,000 | 4,324 |
| 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 | $15,536,000 | 4,386 |
| U.S. Government securities | $13,487,000 | 3,680 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $13,487,000 | 3,551 |
| Securities issued by states & political subdivisions | $2,049,000 | 4,236 |
| 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 | $0 | 5,301 |
| Mortgage-backed securities | $13,087,000 | 2,556 |
| Certificates of participation in pools of residential mortgages | $11,230,000 | 2,202 |
| Issued or guaranteed by U.S. | $11,230,000 | 2,200 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,857,000 | 2,286 |
| CMOs issued by government agencies or sponsored agencies | $1,857,000 | 2,218 |
| 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) | $958,000 | 1,891 |
| Available-for-sale securities (fair market value) | $14,578,000 | 4,119 |
| Total debt securities | $15,536,000 | 4,363 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $16,373,000 | 4,398 |
| U.S. Government securities | $14,305,000 | 3,682 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $14,305,000 | 3,560 |
| Securities issued by states & political subdivisions | $2,068,000 | 4,292 |
| 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 | $0 | 5,371 |
| Mortgage-backed securities | $13,901,000 | 2,511 |
| Certificates of participation in pools of residential mortgages | $11,870,000 | 2,170 |
| Issued or guaranteed by U.S. | $11,870,000 | 2,169 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,031,000 | 2,249 |
| CMOs issued by government agencies or sponsored agencies | $2,031,000 | 2,183 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $1,018,000 | 1,874 |
| Available-for-sale securities (fair market value) | $15,355,000 | 4,127 |
| Total debt securities | $16,373,000 | 4,375 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $17,231,000 | 4,399 |
| U.S. Government securities | $15,176,000 | 3,675 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $15,176,000 | 3,561 |
| Securities issued by states & political subdivisions | $2,055,000 | 4,319 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $14,775,000 | 2,492 |
| Certificates of participation in pools of residential mortgages | $12,586,000 | 2,151 |
| Issued or guaranteed by U.S. | $12,586,000 | 2,150 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,189,000 | 2,262 |
| CMOs issued by government agencies or sponsored agencies | $2,189,000 | 2,189 |
| 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) | $1,072,000 | 1,896 |
| Available-for-sale securities (fair market value) | $16,159,000 | 4,138 |
| Total debt securities | $17,230,000 | 4,374 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $18,006,000 | 4,387 |
| U.S. Government securities | $16,158,000 | 3,646 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $16,158,000 | 3,528 |
| Securities issued by states & political subdivisions | $1,848,000 | 4,399 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $15,755,000 | 2,475 |
| Certificates of participation in pools of residential mortgages | $13,378,000 | 2,099 |
| Issued or guaranteed by U.S. | $13,378,000 | 2,099 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,377,000 | 2,244 |
| CMOs issued by government agencies or sponsored agencies | $2,377,000 | 2,170 |
| 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) | $1,133,000 | 1,881 |
| Available-for-sale securities (fair market value) | $16,873,000 | 4,123 |
| Total debt securities | $18,005,000 | 4,366 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $18,241,000 | 4,428 |
| U.S. Government securities | $16,389,000 | 3,673 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $16,389,000 | 3,555 |
| Securities issued by states & political subdivisions | $1,852,000 | 4,460 |
| 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 | $1,650,000 | 4,964 |
| Mortgage-backed securities | $15,991,000 | 2,490 |
| Certificates of participation in pools of residential mortgages | $13,463,000 | 2,155 |
| Issued or guaranteed by U.S. | $13,463,000 | 2,153 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,528,000 | 2,252 |
| CMOs issued by government agencies or sponsored agencies | $2,528,000 | 2,178 |
| 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) | $1,202,000 | 1,890 |
| Available-for-sale securities (fair market value) | $17,039,000 | 4,172 |
| Total debt securities | $18,241,000 | 4,409 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $18,843,000 | 4,461 |
| U.S. Government securities | $17,016,000 | 3,695 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $17,016,000 | 3,577 |
| Securities issued by states & political subdivisions | $1,827,000 | 4,510 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $16,624,000 | 2,519 |
| Certificates of participation in pools of residential mortgages | $14,023,000 | 2,173 |
| Issued or guaranteed by U.S. | $14,023,000 | 2,172 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,601,000 | 2,275 |
| CMOs issued by government agencies or sponsored agencies | $2,601,000 | 2,193 |
| 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) | $1,207,000 | 1,927 |
| Available-for-sale securities (fair market value) | $17,636,000 | 4,192 |
| Total debt securities | $18,843,000 | 4,436 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $17,954,000 | 4,605 |
| U.S. Government securities | $16,529,000 | 3,823 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $16,529,000 | 3,718 |
| Securities issued by states & political subdivisions | $1,425,000 | 4,698 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $16,135,000 | 2,585 |
| Certificates of participation in pools of residential mortgages | $14,136,000 | 2,209 |
| Issued or guaranteed by U.S. | $14,136,000 | 2,208 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,999,000 | 2,485 |
| CMOs issued by government agencies or sponsored agencies | $1,999,000 | 2,403 |
| 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) | $1,213,000 | 1,930 |
| Available-for-sale securities (fair market value) | $16,741,000 | 4,315 |
| Total debt securities | $17,954,000 | 4,583 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $18,513,000 | 4,595 |
| U.S. Government securities | $17,100,000 | 3,786 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $17,100,000 | 3,689 |
| Securities issued by states & political subdivisions | $1,413,000 | 4,730 |
| 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 | $3,476,000 | 4,592 |
| Mortgage-backed securities | $16,710,000 | 2,563 |
| Certificates of participation in pools of residential mortgages | $14,615,000 | 2,187 |
| Issued or guaranteed by U.S. | $14,615,000 | 2,186 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,095,000 | 2,454 |
| CMOs issued by government agencies or sponsored agencies | $2,095,000 | 2,377 |
| 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) | $1,520,000 | 1,871 |
| Available-for-sale securities (fair market value) | $16,993,000 | 4,341 |
| Total debt securities | $18,513,000 | 4,578 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $17,417,000 | 4,696 |
| U.S. Government securities | $16,005,000 | 3,900 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $16,005,000 | 3,800 |
| Securities issued by states & political subdivisions | $1,412,000 | 4,771 |
| 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 | $3,615,000 | 4,563 |
| Mortgage-backed securities | $15,622,000 | 2,645 |
| Certificates of participation in pools of residential mortgages | $13,470,000 | 2,263 |
| Issued or guaranteed by U.S. | $13,470,000 | 2,262 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,152,000 | 2,416 |
| CMOs issued by government agencies or sponsored agencies | $2,152,000 | 2,331 |
| 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) | $1,525,000 | 1,857 |
| Available-for-sale securities (fair market value) | $15,892,000 | 4,459 |
| Total debt securities | $17,417,000 | 4,675 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $16,959,000 | 4,792 |
| U.S. Government securities | $16,140,000 | 3,921 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $16,140,000 | 3,819 |
| Securities issued by states & political subdivisions | $819,000 | 5,028 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $15,758,000 | 2,657 |
| Certificates of participation in pools of residential mortgages | $13,545,000 | 2,281 |
| Issued or guaranteed by U.S. | $13,545,000 | 2,279 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,213,000 | 2,425 |
| CMOs issued by government agencies or sponsored agencies | $2,213,000 | 2,337 |
| 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) | $1,541,000 | 1,836 |
| Available-for-sale securities (fair market value) | $15,418,000 | 4,556 |
| Total debt securities | $16,959,000 | 4,761 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $16,160,000 | 4,873 |
| U.S. Government securities | $15,642,000 | 3,960 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $15,642,000 | 3,866 |
| Securities issued by states & political subdivisions | $518,000 | 5,201 |
| 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 | $0 | 5,912 |
| Mortgage-backed securities | $15,642,000 | 2,674 |
| Certificates of participation in pools of residential mortgages | $13,234,000 | 2,294 |
| Issued or guaranteed by U.S. | $13,234,000 | 2,293 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,408,000 | 2,421 |
| CMOs issued by government agencies or sponsored agencies | $2,408,000 | 2,329 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $1,287,000 | 1,832 |
| Available-for-sale securities (fair market value) | $14,873,000 | 4,616 |
| Total debt securities | $16,160,000 | 4,840 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $14,647,000 | 5,043 |
| U.S. Government securities | $14,128,000 | 4,172 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $14,128,000 | 4,072 |
| Securities issued by states & political subdivisions | $519,000 | 5,225 |
| 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 | $0 | 5,985 |
| Mortgage-backed securities | $14,128,000 | 2,848 |
| Certificates of participation in pools of residential mortgages | $11,566,000 | 2,468 |
| Issued or guaranteed by U.S. | $11,566,000 | 2,467 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,562,000 | 2,441 |
| CMOs issued by government agencies or sponsored agencies | $2,562,000 | 2,345 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $1,394,000 | 1,784 |
| Available-for-sale securities (fair market value) | $13,253,000 | 4,818 |
| Total debt securities | $14,647,000 | 5,006 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $11,823,000 | 5,327 |
| U.S. Government securities | $11,302,000 | 4,510 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $11,302,000 | 4,411 |
| Securities issued by states & political subdivisions | $521,000 | 5,247 |
| 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 | $0 | 6,039 |
| Mortgage-backed securities | $11,302,000 | 3,151 |
| Certificates of participation in pools of residential mortgages | $8,527,000 | 2,869 |
| Issued or guaranteed by U.S. | $8,527,000 | 2,867 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,775,000 | 2,453 |
| CMOs issued by government agencies or sponsored agencies | $2,775,000 | 2,354 |
| 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) | $1,555,000 | 1,755 |
| Available-for-sale securities (fair market value) | $10,268,000 | 5,128 |
| Total debt securities | $11,823,000 | 5,302 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $7,664,000 | 5,924 |
| U.S. Government securities | $7,142,000 | 5,261 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $7,142,000 | 5,166 |
| Securities issued by states & political subdivisions | $522,000 | 5,286 |
| 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 | $0 | 6,124 |
| Mortgage-backed securities | $7,142,000 | 3,843 |
| Certificates of participation in pools of residential mortgages | $4,553,000 | 3,791 |
| Issued or guaranteed by U.S. | $4,553,000 | 3,789 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,589,000 | 2,591 |
| CMOs issued by government agencies or sponsored agencies | $2,589,000 | 2,486 |
| 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) | $1,759,000 | 1,742 |
| Available-for-sale securities (fair market value) | $5,905,000 | 5,760 |
| Total debt securities | $7,664,000 | 5,894 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $7,010,000 | 6,062 |
| U.S. Government securities | $6,487,000 | 5,492 |
| U.S. Treasury securities | $1,600,000 | 672 |
| U.S. Government agency obligations | $4,887,000 | 5,701 |
| Securities issued by states & political subdivisions | $523,000 | 5,282 |
| 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 | $1,600,000 | 5,477 |
| Mortgage-backed securities | $4,887,000 | 4,276 |
| Certificates of participation in pools of residential mortgages | $2,051,000 | 4,468 |
| Issued or guaranteed by U.S. | $2,051,000 | 4,467 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,836,000 | 2,559 |
| CMOs issued by government agencies or sponsored agencies | $2,836,000 | 2,442 |
| 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) | $1,955,000 | 1,714 |
| Available-for-sale securities (fair market value) | $5,055,000 | 5,912 |
| Total debt securities | $7,010,000 | 6,034 |
| 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 | $13,050,000 | 5,359 |
| U.S. Government securities | $10,592,000 | 4,877 |
| U.S. Treasury securities | $1,599,000 | 726 |
| U.S. Government agency obligations | $8,993,000 | 5,058 |
| Securities issued by states & political subdivisions | $524,000 | 5,273 |
| Other domestic debt securities | $1,755,000 | 1,704 |
| 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 | $1,755,000 | 1,268 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $179,000 | 879 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $8,993,000 | 3,635 |
| Certificates of participation in pools of residential mortgages | $6,039,000 | 3,481 |
| Issued or guaranteed by U.S. | $6,039,000 | 3,478 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,954,000 | 2,548 |
| CMOs issued by government agencies or sponsored agencies | $2,954,000 | 2,428 |
| 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) | $2,032,000 | 1,715 |
| Available-for-sale securities (fair market value) | $11,018,000 | 5,223 |
| Total debt securities | $12,871,000 | 5,359 |
| 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 | $9,247,000 | 5,824 |
| U.S. Government securities | $6,850,000 | 5,515 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $6,850,000 | 5,413 |
| Securities issued by states & political subdivisions | $525,000 | 5,269 |
| Other domestic debt securities | $1,714,000 | 1,696 |
| 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 | $1,714,000 | 1,205 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $158,000 | 888 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,058,000 | 5,080 |
| Mortgage-backed securities | $3,335,000 | 4,574 |
| Certificates of participation in pools of residential mortgages | $43,000 | 5,536 |
| Issued or guaranteed by U.S. | $43,000 | 5,523 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,292,000 | 2,431 |
| CMOs issued by government agencies or sponsored agencies | $3,292,000 | 2,247 |
| 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) | $525,000 | 2,304 |
| Available-for-sale securities (fair market value) | $8,722,000 | 5,471 |
| Total debt securities | $9,089,000 | 5,816 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 1,942 |
| Fair value | $1,500,000 | 1,939 |
| 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 | $9,417,000 | 5,803 |
| U.S. Government securities | $6,928,000 | 5,491 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $6,928,000 | 5,381 |
| Securities issued by states & political subdivisions | $527,000 | 5,264 |
| Other domestic debt securities | $1,766,000 | 1,685 |
| 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 | $1,766,000 | 1,171 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $196,000 | 906 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,031,000 | 5,124 |
| Mortgage-backed securities | $3,446,000 | 4,526 |
| Certificates of participation in pools of residential mortgages | $45,000 | 5,546 |
| Issued or guaranteed by U.S. | $45,000 | 5,532 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,401,000 | 2,375 |
| CMOs issued by government agencies or sponsored agencies | $3,401,000 | 2,191 |
| 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) | $527,000 | 2,325 |
| Available-for-sale securities (fair market value) | $8,890,000 | 5,449 |
| Total debt securities | $9,221,000 | 5,798 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 2,042 |
| Fair value | $1,496,000 | 2,053 |
| 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 | $7,832,000 | 6,129 |
| U.S. Government securities | $6,252,000 | 5,763 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $6,252,000 | 5,641 |
| Securities issued by states & political subdivisions | $528,000 | 5,242 |
| Other domestic debt securities | $772,000 | 2,080 |
| 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 | $772,000 | 1,466 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $280,000 | 843 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,910,000 | 5,217 |
| Mortgage-backed securities | $2,970,000 | 4,603 |
| Certificates of participation in pools of residential mortgages | $1,058,000 | 4,780 |
| Issued or guaranteed by U.S. | $1,058,000 | 4,772 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,912,000 | 2,753 |
| CMOs issued by government agencies or sponsored agencies | $1,912,000 | 2,526 |
| 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) | $528,000 | 2,354 |
| Available-for-sale securities (fair market value) | $7,304,000 | 5,743 |
| Total debt securities | $7,552,000 | 6,128 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 2,259 |
| Fair value | $1,420,000 | 2,286 |
| 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 | $9,272,000 | 5,912 |
| U.S. Government securities | $6,249,000 | 5,761 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $6,249,000 | 5,634 |
| Securities issued by states & political subdivisions | $529,000 | 5,248 |
| Other domestic debt securities | $2,314,000 | 1,485 |
| 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 | $2,314,000 | 961 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $180,000 | 924 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,909,000 | 5,243 |
| Mortgage-backed securities | $2,980,000 | 4,549 |
| Certificates of participation in pools of residential mortgages | $1,065,000 | 4,746 |
| Issued or guaranteed by U.S. | $1,065,000 | 4,740 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,915,000 | 2,699 |
| CMOs issued by government agencies or sponsored agencies | $1,915,000 | 2,455 |
| 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) | $529,000 | 2,372 |
| Available-for-sale securities (fair market value) | $8,743,000 | 5,536 |
| Total debt securities | $9,092,000 | 5,904 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 2,305 |
| Fair value | $1,411,000 | 2,333 |
| 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 | $6,807,000 | 6,211 |
| U.S. Government securities | $5,283,000 | 5,858 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $5,283,000 | 5,728 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $1,524,000 | 1,846 |
| 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 | $1,524,000 | 1,167 |
| 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 | $1,895,000 | 5,277 |
| Mortgage-backed securities | $2,026,000 | 4,761 |
| Certificates of participation in pools of residential mortgages | $52,000 | 5,554 |
| Issued or guaranteed by U.S. | $52,000 | 5,544 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,974,000 | 2,633 |
| CMOs issued by government agencies or sponsored agencies | $1,974,000 | 2,390 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $6,807,000 | 5,737 |
| Total debt securities | $6,807,000 | 6,180 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 2,149 |
| Fair value | $1,414,000 | 2,190 |
| 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 | $6,314,000 | 6,317 |
| U.S. Government securities | $5,544,000 | 5,791 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $5,544,000 | 5,666 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $770,000 | 2,341 |
| 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 | $770,000 | 1,528 |
| 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 | $2,063,000 | 5,256 |
| Mortgage-backed securities | $2,051,000 | 4,782 |
| Certificates of participation in pools of residential mortgages | $55,000 | 5,583 |
| Issued or guaranteed by U.S. | $55,000 | 5,570 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,996,000 | 2,608 |
| CMOs issued by government agencies or sponsored agencies | $1,996,000 | 2,356 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $6,314,000 | 5,817 |
| Total debt securities | $6,314,000 | 6,275 |
| Structured notes | ||
| Amortized cost | $3,499,000 | 1,431 |
| Fair value | $3,493,000 | 1,448 |
| 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 | $4,689,000 | 6,697 |
| U.S. Government securities | $3,019,000 | 6,552 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $3,019,000 | 6,431 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $1,670,000 | 1,831 |
| 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 | $1,670,000 | 1,083 |
| 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 | $2,077,000 | 5,296 |
| Mortgage-backed securities | $999,000 | 5,221 |
| Certificates of participation in pools of residential mortgages | $999,000 | 4,757 |
| Issued or guaranteed by U.S. | $999,000 | 4,750 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $4,689,000 | 6,189 |
| Total debt securities | $4,689,000 | 6,655 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,961 |
| Fair value | $2,020,000 | 1,989 |
| 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 | $2,772,000 | 7,144 |
| U.S. Government securities | $58,000 | 7,505 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $58,000 | 7,406 |
| Securities issued by states & political subdivisions | $530,000 | 5,209 |
| Other domestic debt securities | $1,683,000 | 1,879 |
| 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 | $1,683,000 | 1,102 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $501,000 | 860 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $588,000 | 6,037 |
| Mortgage-backed securities | $58,000 | 6,040 |
| Certificates of participation in pools of residential mortgages | $58,000 | 5,733 |
| Issued or guaranteed by U.S. | $58,000 | 5,722 |
| 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) | $530,000 | 2,555 |
| Available-for-sale securities (fair market value) | $2,242,000 | 6,696 |
| Total debt securities | $2,271,000 | 7,197 |
| 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 | $1,882,000 | 7,340 |
| U.S. Government securities | $61,000 | 7,540 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $61,000 | 7,441 |
| Securities issued by states & political subdivisions | $530,000 | 5,238 |
| Other domestic debt securities | $754,000 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $754,000 | 1,546 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $537,000 | 842 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $591,000 | 6,085 |
| Mortgage-backed securities | $61,000 | 6,090 |
| Certificates of participation in pools of residential mortgages | $61,000 | 5,789 |
| Issued or guaranteed by U.S. | $61,000 | 5,775 |
| 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) | $530,000 | 2,610 |
| Available-for-sale securities (fair market value) | $1,352,000 | 6,905 |
| Total debt securities | $1,345,000 | 7,400 |
| 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 | $2,063,000 | 7,375 |
| U.S. Government securities | $19,000 | 7,656 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $19,000 | 7,565 |
| Securities issued by states & political subdivisions | $776,000 | 5,089 |
| Other domestic debt securities | $1,211,000 | 2,278 |
| Privately issued residential mortgage-backed securities | $44,000 | 1,543 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,167,000 | 1,390 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $57,000 | 1,354 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $593,000 | 6,111 |
| Mortgage-backed securities | $63,000 | 6,161 |
| Certificates of participation in pools of residential mortgages | $63,000 | 5,867 |
| Issued or guaranteed by U.S. | $19,000 | 5,993 |
| Privately issued | $44,000 | 150 |
| 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) | $776,000 | 2,547 |
| Available-for-sale securities (fair market value) | $1,287,000 | 6,975 |
| Total debt securities | $2,006,000 | 7,353 |
| 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 | $1,948,000 | 7,452 |
| U.S. Government securities | $65,000 | 7,690 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $65,000 | 7,604 |
| Securities issued by states & political subdivisions | $776,000 | 5,095 |
| Other domestic debt securities | $1,092,000 | 2,372 |
| 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 | $1,092,000 | 1,456 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $15,000 | 1,532 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $841,000 | 6,046 |
| Mortgage-backed securities | $65,000 | 6,215 |
| Certificates of participation in pools of residential mortgages | $65,000 | 5,918 |
| Issued or guaranteed by U.S. | $65,000 | 5,897 |
| 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) | $776,000 | 2,584 |
| Available-for-sale securities (fair market value) | $1,172,000 | 7,049 |
| Total debt securities | $1,933,000 | 7,411 |
| 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 | $1,342,000 | 7,649 |
| U.S. Government securities | $65,000 | 7,766 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $65,000 | 7,683 |
| Securities issued by states & political subdivisions | $776,000 | 5,023 |
| Other domestic debt securities | $490,000 | 2,766 |
| 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 | $490,000 | 1,968 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $11,000 | 1,581 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $65,000 | 6,258 |
| Certificates of participation in pools of residential mortgages | $65,000 | 5,963 |
| Issued or guaranteed by U.S. | $65,000 | 5,946 |
| 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) | $776,000 | 2,629 |
| Available-for-sale securities (fair market value) | $566,000 | 7,237 |
| Total debt securities | $1,331,000 | 7,612 |
| 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 | $851,000 | 7,802 |
| U.S. Government securities | $66,000 | 7,837 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $66,000 | 7,760 |
| Securities issued by states & political subdivisions | $775,000 | 4,982 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $10,000 | 1,574 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $841,000 | 6,132 |
| Mortgage-backed securities | $66,000 | 6,284 |
| Certificates of participation in pools of residential mortgages | $66,000 | 5,989 |
| Issued or guaranteed by U.S. | $66,000 | 5,969 |
| 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) | $775,000 | 2,648 |
| Available-for-sale securities (fair market value) | $76,000 | 7,444 |
| Total debt securities | $841,000 | 7,774 |
| 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 | $1,361,000 | 7,757 |
| U.S. Government securities | $566,000 | 7,695 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $566,000 | 7,618 |
| Securities issued by states & political subdivisions | $775,000 | 4,983 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $20,000 | 1,668 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,333,000 | 5,910 |
| Mortgage-backed securities | $70,000 | 6,283 |
| Certificates of participation in pools of residential mortgages | $70,000 | 5,995 |
| Issued or guaranteed by U.S. | $70,000 | 5,975 |
| 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) | $775,000 | 2,673 |
| Available-for-sale securities (fair market value) | $586,000 | 7,323 |
| Total debt securities | $1,341,000 | 7,717 |
| 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 | $2,067,000 | 7,649 |
| U.S. Government securities | $556,000 | 7,760 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $556,000 | 7,687 |
| Securities issued by states & political subdivisions | $775,000 | 5,018 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $736,000 | 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 | $1,331,000 | 5,936 |
| Mortgage-backed securities | $70,000 | 6,311 |
| Certificates of participation in pools of residential mortgages | $70,000 | 6,018 |
| Issued or guaranteed by U.S. | $70,000 | 5,993 |
| 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) | $775,000 | 2,678 |
| Available-for-sale securities (fair market value) | $1,292,000 | 7,204 |
| Total debt securities | $1,331,000 | 7,765 |
| 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 | $2,485,000 | 7,595 |
| U.S. Government securities | $576,000 | 7,807 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $576,000 | 7,730 |
| Securities issued by states & political subdivisions | $1,119,000 | 4,766 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $790,000 | 1,132 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,695,000 | 5,767 |
| Mortgage-backed securities | $75,000 | 6,297 |
| Certificates of participation in pools of residential mortgages | $75,000 | 5,995 |
| Issued or guaranteed by U.S. | $75,000 | 5,966 |
| 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) | $1,119,000 | 2,528 |
| Available-for-sale securities (fair market value) | $1,366,000 | 7,228 |
| Total debt securities | $1,695,000 | 7,724 |
| 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 | $3,450,000 | 7,465 |
| U.S. Government securities | $1,561,000 | 7,618 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $1,561,000 | 7,509 |
| Securities issued by states & political subdivisions | $1,119,000 | 4,792 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $770,000 | 1,086 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,678,000 | 5,374 |
| Mortgage-backed securities | $79,000 | 6,215 |
| Certificates of participation in pools of residential mortgages | $79,000 | 5,900 |
| Issued or guaranteed by U.S. | $79,000 | 5,880 |
| 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) | $1,119,000 | 2,607 |
| Available-for-sale securities (fair market value) | $2,331,000 | 7,044 |
| Total debt securities | $2,680,000 | 7,581 |
| 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 | $3,590,000 | 7,471 |
| U.S. Government securities | $1,556,000 | 7,690 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $1,556,000 | 7,582 |
| Securities issued by states & political subdivisions | $1,118,000 | 4,788 |
| 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 | $916,000 | 1,016 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,673,000 | 5,387 |
| Mortgage-backed securities | $83,000 | 6,178 |
| Certificates of participation in pools of residential mortgages | $83,000 | 5,854 |
| Issued or guaranteed by U.S. | $83,000 | 5,831 |
| 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) | $1,118,000 | 2,667 |
| Available-for-sale securities (fair market value) | $2,472,000 | 7,049 |
| Total debt securities | $2,674,000 | 7,616 |
| 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 | $3,644,000 | 7,496 |
| U.S. Government securities | $1,536,000 | 7,748 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $1,536,000 | 7,636 |
| Securities issued by states & political subdivisions | $1,118,000 | 4,818 |
| 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 | $990,000 | 980 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,653,000 | 5,437 |
| Mortgage-backed securities | $86,000 | 6,195 |
| Certificates of participation in pools of residential mortgages | $86,000 | 5,868 |
| Issued or guaranteed by U.S. | $86,000 | 5,847 |
| 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) | $1,118,000 | 2,702 |
| Available-for-sale securities (fair market value) | $2,526,000 | 7,063 |
| Total debt securities | $2,654,000 | 7,680 |
| 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 | $3,669,000 | 7,542 |
| U.S. Government securities | $1,562,000 | 7,782 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $1,562,000 | 7,667 |
| Securities issued by states & political subdivisions | $1,117,000 | 4,858 |
| 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 | $990,000 | 1,005 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,679,000 | 5,445 |
| Mortgage-backed securities | $92,000 | 6,197 |
| Certificates of participation in pools of residential mortgages | $92,000 | 5,868 |
| Issued or guaranteed by U.S. | $92,000 | 5,844 |
| 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) | $1,117,000 | 2,731 |
| Available-for-sale securities (fair market value) | $2,552,000 | 7,081 |
| Total debt securities | $2,679,000 | 7,710 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $3,657,000 | 7,569 |
| U.S. Government securities | $1,560,000 | 7,833 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $1,560,000 | 7,718 |
| Securities issued by states & political subdivisions | $1,117,000 | 4,881 |
| 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 | $980,000 | 1,054 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,677,000 | 5,444 |
| Mortgage-backed securities | $98,000 | 6,200 |
| Certificates of participation in pools of residential mortgages | $98,000 | 5,866 |
| Issued or guaranteed by U.S. | $98,000 | 5,843 |
| 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) | $1,117,000 | 2,789 |
| Available-for-sale securities (fair market value) | $2,540,000 | 7,111 |
| Total debt securities | $2,677,000 | 7,762 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $3,601,000 | 7,658 |
| U.S. Government securities | $1,555,000 | 7,908 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $1,555,000 | 7,787 |
| Securities issued by states & political subdivisions | $1,116,000 | 4,908 |
| 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 | $930,000 | 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 | $2,707,000 | 5,484 |
| Mortgage-backed securities | $105,000 | 6,213 |
| Certificates of participation in pools of residential mortgages | $105,000 | 5,881 |
| Issued or guaranteed by U.S. | $105,000 | 5,850 |
| 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) | $1,116,000 | 2,858 |
| Available-for-sale securities (fair market value) | $2,485,000 | 7,189 |
| Total debt securities | $2,671,000 | 7,837 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $3,576,000 | 7,701 |
| U.S. Government securities | $1,544,000 | 7,972 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $1,544,000 | 7,844 |
| Securities issued by states & political subdivisions | $1,116,000 | 4,933 |
| 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 | $916,000 | 1,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,657,000 | 5,511 |
| Mortgage-backed securities | $113,000 | 6,241 |
| Certificates of participation in pools of residential mortgages | $113,000 | 5,898 |
| Issued or guaranteed by U.S. | $113,000 | 5,871 |
| 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) | $1,116,000 | 2,883 |
| Available-for-sale securities (fair market value) | $2,460,000 | 7,217 |
| Total debt securities | $2,660,000 | 7,894 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $3,670,000 | 7,727 |
| U.S. Government securities | $1,574,000 | 8,005 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $1,574,000 | 7,881 |
| Securities issued by states & political subdivisions | $1,115,000 | 4,959 |
| 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 | $981,000 | 1,078 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,688,000 | 5,493 |
| Mortgage-backed securities | $121,000 | 6,266 |
| Certificates of participation in pools of residential mortgages | $121,000 | 5,913 |
| Issued or guaranteed by U.S. | $121,000 | 5,889 |
| 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) | $1,115,000 | 2,943 |
| Available-for-sale securities (fair market value) | $2,555,000 | 7,232 |
| Total debt securities | $2,689,000 | 7,938 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $3,628,000 | 7,790 |
| U.S. Government securities | $1,586,000 | 8,041 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $1,586,000 | 7,913 |
| Securities issued by states & political subdivisions | $1,114,000 | 4,984 |
| 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 | $928,000 | 1,150 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,699,000 | 5,517 |
| Mortgage-backed securities | $129,000 | 6,322 |
| Certificates of participation in pools of residential mortgages | $129,000 | 5,953 |
| Issued or guaranteed by U.S. | $129,000 | 5,926 |
| 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) | $1,114,000 | 2,995 |
| Available-for-sale securities (fair market value) | $2,514,000 | 7,286 |
| Total debt securities | $2,700,000 | 7,976 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $3,685,000 | 7,795 |
| U.S. Government securities | $1,611,000 | 8,051 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $1,611,000 | 7,932 |
| Securities issued by states & political subdivisions | $1,114,000 | 4,994 |
| 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 | $960,000 | 1,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,724,000 | 5,516 |
| Mortgage-backed securities | $140,000 | 6,338 |
| Certificates of participation in pools of residential mortgages | $140,000 | 5,962 |
| Issued or guaranteed by U.S. | $140,000 | 5,942 |
| 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) | $1,114,000 | 3,038 |
| Available-for-sale securities (fair market value) | $2,571,000 | 7,295 |
| Total debt securities | $2,724,000 | 7,997 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $3,705,000 | 7,843 |
| U.S. Government securities | $1,632,000 | 8,078 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $1,632,000 | 7,947 |
| Securities issued by states & political subdivisions | $1,113,000 | 4,976 |
| 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 | $960,000 | 1,176 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,744,000 | 5,476 |
| Mortgage-backed securities | $152,000 | 6,362 |
| Certificates of participation in pools of residential mortgages | $152,000 | 5,991 |
| Issued or guaranteed by U.S. | $152,000 | 5,963 |
| 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) | $1,113,000 | 3,089 |
| Available-for-sale securities (fair market value) | $2,592,000 | 7,324 |
| Total debt securities | $2,745,000 | 8,026 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $3,249,000 | 8,026 |
| U.S. Government securities | $1,136,000 | 8,292 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,136,000 | 8,162 |
| Securities issued by states & political subdivisions | $1,113,000 | 4,993 |
| 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 | $1,000,000 | 1,157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,246,000 | 5,765 |
| Mortgage-backed securities | $165,000 | 6,410 |
| Certificates of participation in pools of residential mortgages | $165,000 | 6,040 |
| Issued or guaranteed by U.S. | $165,000 | 6,015 |
| 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) | $1,113,000 | 3,135 |
| Available-for-sale securities (fair market value) | $2,136,000 | 7,497 |
| Total debt securities | $2,249,000 | 8,203 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $3,771,000 | 7,956 |
| U.S. Government securities | $1,157,000 | 8,311 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,157,000 | 8,187 |
| Securities issued by states & political subdivisions | $1,617,000 | 4,618 |
| 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 | $997,000 | 1,220 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,294,000 | 5,736 |
| Mortgage-backed securities | $180,000 | 6,424 |
| Certificates of participation in pools of residential mortgages | $180,000 | 6,044 |
| Issued or guaranteed by U.S. | $180,000 | 6,026 |
| 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) | $1,617,000 | 2,933 |
| Available-for-sale securities (fair market value) | $2,154,000 | 7,523 |
| Total debt securities | $2,774,000 | 8,127 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $3,787,000 | 7,973 |
| U.S. Government securities | $1,174,000 | 8,360 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $1,174,000 | 8,232 |
| Securities issued by states & political subdivisions | $1,617,000 | 4,624 |
| 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 | $996,000 | 1,244 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,808,000 | 6,030 |
| Mortgage-backed securities | $193,000 | 6,464 |
| Certificates of participation in pools of residential mortgages | $193,000 | 6,065 |
| Issued or guaranteed by U.S. | $193,000 | 6,048 |
| 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) | $1,617,000 | 2,979 |
| Available-for-sale securities (fair market value) | $2,170,000 | 7,558 |
| Total debt securities | $2,791,000 | 8,171 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $3,803,000 | 8,027 |
| U.S. Government securities | $1,216,000 | 8,425 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,216,000 | 8,292 |
| Securities issued by states & political subdivisions | $1,617,000 | 4,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $970,000 | 1,288 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,372,000 | 5,721 |
| Mortgage-backed securities | $214,000 | 6,498 |
| Certificates of participation in pools of residential mortgages | $214,000 | 6,095 |
| Issued or guaranteed by U.S. | $214,000 | 6,078 |
| 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) | $1,617,000 | 2,987 |
| Available-for-sale securities (fair market value) | $2,186,000 | 7,627 |
| Total debt securities | $2,833,000 | 8,243 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $3,958,000 | 8,006 |
| U.S. Government securities | $1,287,000 | 8,386 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,287,000 | 8,250 |
| Securities issued by states & political subdivisions | $1,616,000 | 4,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $1,055,000 | 1,280 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,270,000 | 5,729 |
| Mortgage-backed securities | $241,000 | 6,494 |
| Certificates of participation in pools of residential mortgages | $241,000 | 6,068 |
| Issued or guaranteed by U.S. | $241,000 | 6,045 |
| 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) | $1,616,000 | 2,977 |
| Available-for-sale securities (fair market value) | $2,342,000 | 7,588 |
| Total debt securities | $2,903,000 | 8,196 |
| 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 | $3,948,000 | 8,091 |
| U.S. Government securities | $1,321,000 | 8,459 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $1,321,000 | 8,316 |
| Securities issued by states & political subdivisions | $1,616,000 | 4,669 |
| 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 | $1,011,000 | 1,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,769,000 | 6,006 |
| Mortgage-backed securities | $264,000 | 6,498 |
| Certificates of participation in pools of residential mortgages | $264,000 | 6,083 |
| Issued or guaranteed by U.S. | $264,000 | 6,059 |
| 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) | $1,616,000 | 3,019 |
| Available-for-sale securities (fair market value) | $2,332,000 | 7,642 |
| Total debt securities | $2,937,000 | 8,253 |
| 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 | $4,031,000 | 8,015 |
| U.S. Government securities | $1,376,000 | 8,427 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $1,376,000 | 8,275 |
| Securities issued by states & political subdivisions | $1,616,000 | 4,694 |
| 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 | $1,039,000 | 1,327 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,789,000 | 5,989 |
| Mortgage-backed securities | $309,000 | 6,479 |
| Certificates of participation in pools of residential mortgages | $309,000 | 6,055 |
| Issued or guaranteed by U.S. | $309,000 | 6,028 |
| 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) | $1,616,000 | 3,057 |
| Available-for-sale securities (fair market value) | $2,415,000 | 7,621 |
| Total debt securities | $2,992,000 | 8,231 |
| 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 | $3,604,000 | 8,136 |
| U.S. Government securities | $909,000 | 8,630 |
| U.S. Treasury securities | $499,000 | 1,934 |
| U.S. Government agency obligations | $410,000 | 8,649 |
| Securities issued by states & political subdivisions | $1,615,000 | 4,646 |
| 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 | $1,080,000 | 1,320 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,300,000 | 5,642 |
| Mortgage-backed securities | $359,000 | 6,470 |
| Certificates of participation in pools of residential mortgages | $358,000 | 6,021 |
| Issued or guaranteed by U.S. | $358,000 | 6,000 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,000 | 4,309 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 4,055 |
| 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) | $1,615,000 | 3,088 |
| Available-for-sale securities (fair market value) | $1,989,000 | 7,770 |
| Total debt securities | $2,524,000 | 8,370 |
| 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 | $3,693,000 | 8,177 |
| U.S. Government securities | $988,000 | 8,660 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $988,000 | 8,512 |
| Securities issued by states & political subdivisions | $1,615,000 | 4,575 |
| 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 | $1,090,000 | 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 | $2,016,000 | 5,850 |
| Mortgage-backed securities | $429,000 | 6,424 |
| Certificates of participation in pools of residential mortgages | $421,000 | 5,954 |
| Issued or guaranteed by U.S. | $421,000 | 5,935 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $8,000 | 4,319 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 4,104 |
| 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) | $1,615,000 | 3,130 |
| Available-for-sale securities (fair market value) | $2,078,000 | 7,771 |
| Total debt securities | $2,603,000 | 8,403 |
| 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 | $4,264,000 | 8,033 |
| U.S. Government securities | $1,571,000 | 8,489 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,571,000 | 8,318 |
| Securities issued by states & political subdivisions | $1,615,000 | 4,583 |
| 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 | $1,078,000 | 1,332 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,090,000 | 5,813 |
| Mortgage-backed securities | $497,000 | 6,359 |
| Certificates of participation in pools of residential mortgages | $481,000 | 5,860 |
| Issued or guaranteed by U.S. | $481,000 | 5,840 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $16,000 | 4,332 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 4,133 |
| 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) | $1,615,000 | 3,205 |
| Available-for-sale securities (fair market value) | $2,649,000 | 7,634 |
| Total debt securities | $3,186,000 | 8,288 |
| 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 | $5,478,000 | 7,796 |
| U.S. Government securities | $3,367,000 | 7,908 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $3,367,000 | 7,666 |
| Securities issued by states & political subdivisions | $1,081,000 | 5,158 |
| 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 | $1,030,000 | 1,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,876,000 | 5,435 |
| Mortgage-backed securities | $773,000 | 6,082 |
| Certificates of participation in pools of residential mortgages | $706,000 | 5,484 |
| Issued or guaranteed by U.S. | $706,000 | 5,463 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $67,000 | 4,313 |
| CMOs issued by government agencies or sponsored agencies | $67,000 | 4,124 |
| 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) | $1,084,000 | 3,765 |
| Available-for-sale securities (fair market value) | $4,394,000 | 7,165 |
| Total debt securities | $4,448,000 | 7,999 |
| 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 | $8,113,000 | 7,325 |
| U.S. Government securities | $6,677,000 | 7,048 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $6,677,000 | 6,683 |
| Securities issued by states & political subdivisions | $1,080,000 | 5,235 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $356,000 | 4,586 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,108,000 | 4,605 |
| Mortgage-backed securities | $1,163,000 | 5,391 |
| Certificates of participation in pools of residential mortgages | $889,000 | 4,914 |
| Issued or guaranteed by U.S. | $889,000 | 4,900 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $274,000 | 3,636 |
| CMOs issued by government agencies or sponsored agencies | $274,000 | 3,460 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,201,000 | 4,318 |
| Available-for-sale securities (fair market value) | $6,912,000 | 6,626 |
| Total debt securities | $7,757,000 | 7,318 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $7,891,000 | 7,687 |
| U.S. Government securities | $6,599,000 | 7,335 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $6,599,000 | 6,808 |
| Securities issued by states & political subdivisions | $1,079,000 | 5,514 |
| 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 | $213,000 | 5,585 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,663,000 | 4,378 |
| Mortgage-backed securities | $2,638,000 | 4,681 |
| Certificates of participation in pools of residential mortgages | $1,018,000 | 5,012 |
| Issued or guaranteed by U.S. | $1,018,000 | 4,999 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,620,000 | 2,623 |
| CMOs issued by government agencies or sponsored agencies | $1,620,000 | 2,479 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,820,000 | 4,358 |
| Available-for-sale securities (fair market value) | $6,071,000 | 7,083 |
| Total debt securities | $7,678,000 | 7,629 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $8,067,000 | 7,686 |
| U.S. Government securities | $6,922,000 | 7,176 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $6,922,000 | 6,347 |
| Securities issued by states & political subdivisions | $1,077,000 | 5,667 |
| 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 | $68,000 | 6,868 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,405,000 | 3,752 |
| Mortgage-backed securities | $4,174,000 | 4,180 |
| Certificates of participation in pools of residential mortgages | $1,306,000 | 4,949 |
| Issued or guaranteed by U.S. | $1,306,000 | 4,932 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,868,000 | 2,273 |
| CMOs issued by government agencies or sponsored agencies | $2,868,000 | 2,147 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,194,000 | 4,631 |
| Available-for-sale securities (fair market value) | $5,873,000 | 7,039 |
| Total debt securities | $7,999,000 | 7,568 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $8,552,000 | 7,895 |
| U.S. Government securities | $7,740,000 | 7,366 |
| U.S. Treasury securities | $499,000 | 7,258 |
| U.S. Government agency obligations | $7,241,000 | 6,254 |
| Securities issued by states & political subdivisions | $744,000 | 6,278 |
| 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 | $68,000 | 6,787 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,514,000 | 3,554 |
| Mortgage-backed securities | $4,450,000 | 4,039 |
| Certificates of participation in pools of residential mortgages | $1,033,000 | 5,319 |
| Issued or guaranteed by U.S. | $1,033,000 | 5,298 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,417,000 | 2,106 |
| CMOs issued by government agencies or sponsored agencies | $3,417,000 | 2,015 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,139,000 | 5,514 |
| Available-for-sale securities (fair market value) | $6,413,000 | 6,905 |
| Total debt securities | $8,484,000 | 7,795 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $10,499,000 | 7,759 |
| U.S. Government securities | $9,918,000 | 7,054 |
| U.S. Treasury securities | $495,000 | 8,189 |
| U.S. Government agency obligations | $9,423,000 | 5,709 |
| Securities issued by states & political subdivisions | $513,000 | 7,025 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $68,000 | 6,796 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,934,000 | 3,497 |
| Mortgage-backed securities | $5,047,000 | 4,233 |
| Certificates of participation in pools of residential mortgages | $1,248,000 | 5,500 |
| Issued or guaranteed by U.S. | $1,248,000 | 5,484 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $3,799,000 | 2,261 |
| CMOs issued by government agencies or sponsored agencies | $3,799,000 | 2,153 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,208,000 | 6,138 |
| Available-for-sale securities (fair market value) | $8,291,000 | 6,527 |
| Total debt securities | $10,431,000 | 7,657 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $10,289,000 | 8,175 |
| U.S. Government securities | $9,702,000 | 7,435 |
| U.S. Treasury securities | $496,000 | 9,547 |
| U.S. Government agency obligations | $9,206,000 | 5,783 |
| Securities issued by states & political subdivisions | $513,000 | 7,299 |
| 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 | $74,000 | 6,582 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,156,000 | 3,746 |
| Mortgage-backed securities | $5,575,000 | 4,257 |
| Certificates of participation in pools of residential mortgages | $1,464,000 | 5,491 |
| Issued or guaranteed by U.S. | $1,464,000 | 5,462 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $4,111,000 | 2,418 |
| CMOs issued by government agencies or sponsored agencies | $4,111,000 | 2,290 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,044,000 | 5,989 |
| Available-for-sale securities (fair market value) | $7,245,000 | 7,049 |
| Total debt securities | $10,215,000 | 8,081 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $12,359,000 | 7,931 |
| U.S. Government securities | $12,285,000 | 6,874 |
| U.S. Treasury securities | $2,461,000 | 7,702 |
| U.S. Government agency obligations | $9,824,000 | 5,447 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $74,000 | 6,415 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,855,000 | 4,845 |
| Mortgage-backed securities | $5,862,000 | 4,373 |
| Certificates of participation in pools of residential mortgages | $1,669,000 | 5,556 |
| Issued or guaranteed by U.S. | $1,669,000 | 5,531 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $4,193,000 | 2,565 |
| CMOs issued by government agencies or sponsored agencies | $4,193,000 | 2,425 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,457,000 | 6,278 |
| Available-for-sale securities (fair market value) | $3,902,000 | 7,523 |
| Total debt securities | $12,285,000 | 7,850 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $9,481,000 | 9,271 |
| U.S. Government securities | $9,407,000 | 8,275 |
| U.S. Treasury securities | $2,420,000 | 7,994 |
| U.S. Government agency obligations | $6,987,000 | 6,823 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $74,000 | 6,139 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,397,000 | 4,400 |
| Mortgage-backed securities | $3,978,000 | 5,828 |
| Certificates of participation in pools of residential mortgages | $1,997,000 | 5,745 |
| Issued or guaranteed by U.S. | $1,997,000 | 5,700 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,981,000 | 4,097 |
| CMOs issued by government agencies or sponsored agencies | $1,981,000 | 3,908 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $9,407,000 | 9,165 |
| 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 | $9,565,000 | 9,339 |
| U.S. Government securities | $9,495,000 | 8,286 |
| U.S. Treasury securities | $3,516,000 | 7,026 |
| U.S. Government agency obligations | $5,979,000 | 7,377 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $70,000 | 5,775 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,018,000 | 3,971 |
| Mortgage-backed securities | $3,477,000 | 6,408 |
| Certificates of participation in pools of residential mortgages | $2,506,000 | 5,600 |
| Issued or guaranteed by U.S. | $2,506,000 | 5,536 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $971,000 | 5,148 |
| CMOs issued by government agencies or sponsored agencies | $971,000 | 4,775 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $9,495,000 | 9,224 |
| 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 |