Home > Cowboy Bank > Securities
Cowboy Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $40,780,000 | 2,857 |
| U.S. Government securities | $16,395,000 | 3,183 |
| U.S. Treasury securities | $12,308,000 | 1,226 |
| U.S. Government agency obligations | $4,087,000 | 3,754 |
| Securities issued by states & political subdivisions | $6,865,000 | 2,733 |
| Other domestic debt securities | $17,520,000 | 761 |
| Privately issued residential mortgage-backed securities | $3,855,000 | 394 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,374,000 | 415 |
| Structured financial products - Total | $5,614,000 | 336 |
| Other domestic debt securities - All other | $5,677,000 | 909 |
| 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 | $13,943,000 | 2,686 |
| Mortgage-backed securities | $7,942,000 | 2,749 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,053,000 | 2,683 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $34,000 | 2,650 |
| Privately issued | $3,855,000 | 303 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $40,780,000 | 2,622 |
| Total debt securities | $40,779,000 | 2,837 |
| Structured notes | ||
| Amortized cost | $4,319,000 | 361 |
| Fair value | $4,119,000 | 346 |
| 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 | $40,087,000 | 2,856 |
| U.S. Government securities | $16,653,000 | 3,175 |
| U.S. Treasury securities | $12,477,000 | 1,257 |
| U.S. Government agency obligations | $4,176,000 | 3,751 |
| Securities issued by states & political subdivisions | $7,089,000 | 2,718 |
| Other domestic debt securities | $16,345,000 | 782 |
| Privately issued residential mortgage-backed securities | $3,974,000 | 369 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,427,000 | 391 |
| Structured financial products - Total | $5,818,000 | 329 |
| Other domestic debt securities - All other | $4,126,000 | 1,037 |
| 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 | $10,837,000 | 2,841 |
| Mortgage-backed securities | $8,150,000 | 2,712 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,139,000 | 2,660 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $37,000 | 2,642 |
| Privately issued | $3,974,000 | 288 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $40,087,000 | 2,623 |
| Total debt securities | $40,088,000 | 2,839 |
| Structured notes | ||
| Amortized cost | $4,386,000 | 372 |
| Fair value | $4,141,000 | 344 |
| 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 | $39,390,000 | 2,940 |
| U.S. Government securities | $16,891,000 | 3,221 |
| U.S. Treasury securities | $12,618,000 | 1,278 |
| U.S. Government agency obligations | $4,273,000 | 3,794 |
| Securities issued by states & political subdivisions | $8,675,000 | 2,624 |
| Other domestic debt securities | $13,824,000 | 856 |
| Privately issued residential mortgage-backed securities | $4,297,000 | 365 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,483,000 | 387 |
| Structured financial products - Total | $2,855,000 | 404 |
| Other domestic debt securities - All other | $4,189,000 | 1,046 |
| 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 | $18,672,000 | 2,386 |
| Mortgage-backed securities | $8,570,000 | 2,719 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,233,000 | 2,681 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $40,000 | 2,639 |
| Privately issued | $4,297,000 | 281 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $39,390,000 | 2,704 |
| Total debt securities | $39,390,000 | 2,921 |
| Structured notes | ||
| Amortized cost | $4,483,000 | 401 |
| Fair value | $4,202,000 | 377 |
| 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 | $39,526,000 | 3,022 |
| U.S. Government securities | $18,232,000 | 3,202 |
| U.S. Treasury securities | $13,722,000 | 1,286 |
| U.S. Government agency obligations | $4,510,000 | 3,785 |
| Securities issued by states & political subdivisions | $9,676,000 | 2,581 |
| Other domestic debt securities | $11,618,000 | 990 |
| Privately issued residential mortgage-backed securities | $3,641,000 | 408 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,522,000 | 388 |
| Structured financial products - Total | $991,000 | 544 |
| Other domestic debt securities - All other | $4,464,000 | 1,068 |
| 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 | $21,316,000 | 2,197 |
| Mortgage-backed securities | $8,151,000 | 2,813 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,464,000 | 2,700 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $46,000 | 2,669 |
| Privately issued | $3,641,000 | 309 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $39,526,000 | 2,774 |
| Total debt securities | $39,526,000 | 3,001 |
| Structured notes | ||
| Amortized cost | $4,564,000 | 408 |
| Fair value | $4,299,000 | 394 |
| 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 | $40,698,000 | 3,019 |
| U.S. Government securities | $20,085,000 | 3,117 |
| U.S. Treasury securities | $15,574,000 | 1,237 |
| U.S. Government agency obligations | $4,511,000 | 3,786 |
| Securities issued by states & political subdivisions | $9,811,000 | 2,612 |
| Other domestic debt securities | $10,802,000 | 1,047 |
| Privately issued residential mortgage-backed securities | $3,752,000 | 409 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,636,000 | 390 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $4,414,000 | 1,077 |
| 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 | $27,165,000 | 1,846 |
| Mortgage-backed securities | $8,263,000 | 2,833 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,461,000 | 2,716 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $50,000 | 2,685 |
| Privately issued | $3,752,000 | 297 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $40,698,000 | 2,761 |
| Total debt securities | $40,699,000 | 2,997 |
| Structured notes | ||
| Amortized cost | $4,638,000 | 425 |
| Fair value | $4,402,000 | 404 |
| 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 | $41,376,000 | 3,013 |
| U.S. Government securities | $20,127,000 | 3,139 |
| U.S. Treasury securities | $15,489,000 | 1,262 |
| U.S. Government agency obligations | $4,638,000 | 3,803 |
| Securities issued by states & political subdivisions | $10,113,000 | 2,599 |
| Other domestic debt securities | $11,136,000 | 997 |
| Privately issued residential mortgage-backed securities | $3,941,000 | 386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,708,000 | 382 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $4,487,000 | 1,070 |
| 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 | $31,491,000 | 1,639 |
| Mortgage-backed securities | $8,579,000 | 2,818 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,583,000 | 2,724 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $55,000 | 2,699 |
| Privately issued | $3,941,000 | 295 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $41,376,000 | 2,761 |
| Total debt securities | $41,374,000 | 2,992 |
| Structured notes | ||
| Amortized cost | $3,706,000 | 499 |
| Fair value | $3,616,000 | 464 |
| 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 | $39,873,000 | 3,098 |
| U.S. Government securities | $20,653,000 | 3,124 |
| U.S. Treasury securities | $15,644,000 | 1,243 |
| U.S. Government agency obligations | $5,009,000 | 3,786 |
| Securities issued by states & political subdivisions | $12,403,000 | 2,453 |
| Other domestic debt securities | $6,817,000 | 1,181 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,703,000 | 390 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $4,114,000 | 1,108 |
| 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 | $32,847,000 | 1,569 |
| Mortgage-backed securities | $5,009,000 | 3,183 |
| Certificates of participation in pools of residential mortgages | $4,947,000 | 2,806 |
| Issued or guaranteed by U.S. | $4,947,000 | 2,727 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $62,000 | 2,787 |
| CMOs issued by government agencies or sponsored agencies | $62,000 | 2,717 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $39,873,000 | 2,869 |
| Total debt securities | $39,873,000 | 3,082 |
| Structured notes | ||
| Amortized cost | $750,000 | 993 |
| Fair value | $688,000 | 1,002 |
| 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 | $40,427,000 | 3,049 |
| U.S. Government securities | $18,599,000 | 3,164 |
| U.S. Treasury securities | $13,236,000 | 1,213 |
| U.S. Government agency obligations | $5,363,000 | 3,737 |
| Securities issued by states & political subdivisions | $14,752,000 | 2,318 |
| Other domestic debt securities | $7,076,000 | 1,145 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,796,000 | 396 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $4,280,000 | 1,087 |
| 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 | $33,346,000 | 1,512 |
| Mortgage-backed securities | $5,363,000 | 3,152 |
| Certificates of participation in pools of residential mortgages | $5,292,000 | 2,772 |
| Issued or guaranteed by U.S. | $5,292,000 | 2,695 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $71,000 | 2,770 |
| CMOs issued by government agencies or sponsored agencies | $71,000 | 2,704 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $40,427,000 | 2,849 |
| Total debt securities | $40,426,000 | 3,034 |
| Structured notes | ||
| Amortized cost | $750,000 | 879 |
| Fair value | $716,000 | 883 |
| 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 | $38,084,000 | 3,029 |
| U.S. Government securities | $15,149,000 | 3,229 |
| U.S. Treasury securities | $9,480,000 | 1,073 |
| U.S. Government agency obligations | $5,669,000 | 3,686 |
| Securities issued by states & political subdivisions | $15,627,000 | 2,304 |
| Other domestic debt securities | $7,308,000 | 1,104 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,864,000 | 403 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $4,444,000 | 1,015 |
| 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 | $31,844,000 | 1,549 |
| Mortgage-backed securities | $5,669,000 | 3,123 |
| Certificates of participation in pools of residential mortgages | $5,587,000 | 2,729 |
| Issued or guaranteed by U.S. | $5,587,000 | 2,649 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $82,000 | 2,751 |
| CMOs issued by government agencies or sponsored agencies | $82,000 | 2,695 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $38,084,000 | 2,866 |
| Total debt securities | $38,086,000 | 3,012 |
| Structured notes | ||
| Amortized cost | $750,000 | 778 |
| Fair value | $745,000 | 782 |
| 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 | $38,226,000 | 2,970 |
| U.S. Government securities | $15,564,000 | 3,149 |
| U.S. Treasury securities | $9,617,000 | 882 |
| U.S. Government agency obligations | $5,947,000 | 3,669 |
| Securities issued by states & political subdivisions | $15,792,000 | 2,273 |
| Other domestic debt securities | $6,870,000 | 1,082 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,883,000 | 408 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $3,987,000 | 996 |
| 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 | $33,761,000 | 1,450 |
| Mortgage-backed securities | $5,947,000 | 3,126 |
| Certificates of participation in pools of residential mortgages | $5,854,000 | 2,714 |
| Issued or guaranteed by U.S. | $5,854,000 | 2,640 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $93,000 | 2,771 |
| CMOs issued by government agencies or sponsored agencies | $93,000 | 2,711 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $38,226,000 | 2,813 |
| Total debt securities | $38,226,000 | 2,949 |
| 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 | $38,126,000 | 2,909 |
| U.S. Government securities | $16,367,000 | 3,036 |
| U.S. Treasury securities | $14,593,000 | 614 |
| U.S. Government agency obligations | $1,774,000 | 4,203 |
| Securities issued by states & political subdivisions | $16,357,000 | 2,202 |
| Other domestic debt securities | $5,402,000 | 1,162 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,907,000 | 412 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $2,495,000 | 1,117 |
| 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 | $34,760,000 | 1,415 |
| Mortgage-backed securities | $1,774,000 | 3,637 |
| Certificates of participation in pools of residential mortgages | $1,672,000 | 3,382 |
| Issued or guaranteed by U.S. | $1,672,000 | 3,282 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $102,000 | 2,754 |
| CMOs issued by government agencies or sponsored agencies | $102,000 | 2,701 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $38,126,000 | 2,749 |
| Total debt securities | $38,126,000 | 2,893 |
| 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 | $32,880,000 | 2,997 |
| U.S. Government securities | $13,919,000 | 3,093 |
| U.S. Treasury securities | $11,949,000 | 517 |
| U.S. Government agency obligations | $1,970,000 | 4,140 |
| Securities issued by states & political subdivisions | $16,032,000 | 2,167 |
| Other domestic debt securities | $2,929,000 | 1,359 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,929,000 | 405 |
| 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 | $31,507,000 | 1,471 |
| Mortgage-backed securities | $1,970,000 | 3,586 |
| Certificates of participation in pools of residential mortgages | $1,856,000 | 3,304 |
| Issued or guaranteed by U.S. | $1,856,000 | 3,211 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $114,000 | 2,723 |
| CMOs issued by government agencies or sponsored agencies | $114,000 | 2,672 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $32,880,000 | 2,813 |
| Total debt securities | $32,880,000 | 2,976 |
| 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 | $31,090,000 | 2,966 |
| U.S. Government securities | $13,215,000 | 3,001 |
| U.S. Treasury securities | $11,017,000 | 393 |
| U.S. Government agency obligations | $2,198,000 | 4,045 |
| Securities issued by states & political subdivisions | $15,914,000 | 2,144 |
| Other domestic debt securities | $1,961,000 | 1,455 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,961,000 | 417 |
| 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 | $31,024,000 | 1,484 |
| Mortgage-backed securities | $2,198,000 | 3,548 |
| Certificates of participation in pools of residential mortgages | $2,073,000 | 3,226 |
| Issued or guaranteed by U.S. | $2,073,000 | 3,143 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $125,000 | 2,726 |
| CMOs issued by government agencies or sponsored agencies | $125,000 | 2,670 |
| 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) | $31,090,000 | 2,788 |
| Total debt securities | $31,090,000 | 2,946 |
| 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 | $26,198,000 | 3,067 |
| U.S. Government securities | $9,433,000 | 3,320 |
| U.S. Treasury securities | $7,037,000 | 490 |
| U.S. Government agency obligations | $2,396,000 | 4,041 |
| Securities issued by states & political subdivisions | $15,824,000 | 2,038 |
| Other domestic debt securities | $941,000 | 1,716 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $941,000 | 452 |
| 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 | $21,141,000 | 1,827 |
| Mortgage-backed securities | $2,396,000 | 3,524 |
| Certificates of participation in pools of residential mortgages | $2,258,000 | 3,174 |
| Issued or guaranteed by U.S. | $2,258,000 | 3,085 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $138,000 | 2,729 |
| CMOs issued by government agencies or sponsored agencies | $138,000 | 2,675 |
| 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) | $26,198,000 | 2,877 |
| Total debt securities | $26,198,000 | 3,047 |
| 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 | $27,475,000 | 2,974 |
| U.S. Government securities | $10,808,000 | 3,172 |
| U.S. Treasury securities | $7,053,000 | 513 |
| U.S. Government agency obligations | $3,755,000 | 3,837 |
| Securities issued by states & political subdivisions | $16,667,000 | 1,908 |
| 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 | $23,882,000 | 1,710 |
| Mortgage-backed securities | $3,755,000 | 3,323 |
| Certificates of participation in pools of residential mortgages | $3,369,000 | 2,935 |
| Issued or guaranteed by U.S. | $3,369,000 | 2,854 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $386,000 | 2,604 |
| CMOs issued by government agencies or sponsored agencies | $386,000 | 2,561 |
| 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) | $27,475,000 | 2,783 |
| Total debt securities | $27,474,000 | 2,955 |
| 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 | $26,636,000 | 2,978 |
| U.S. Government securities | $11,083,000 | 3,198 |
| U.S. Treasury securities | $7,072,000 | 527 |
| U.S. Government agency obligations | $4,011,000 | 3,865 |
| Securities issued by states & political subdivisions | $15,553,000 | 1,846 |
| 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 | $23,633,000 | 1,661 |
| Mortgage-backed securities | $4,011,000 | 3,299 |
| Certificates of participation in pools of residential mortgages | $3,602,000 | 2,900 |
| Issued or guaranteed by U.S. | $3,602,000 | 2,807 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $409,000 | 2,607 |
| CMOs issued by government agencies or sponsored agencies | $409,000 | 2,559 |
| 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) | $26,636,000 | 2,789 |
| Total debt securities | $26,638,000 | 2,958 |
| 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 | $31,299,000 | 2,792 |
| U.S. Government securities | $15,875,000 | 2,852 |
| U.S. Treasury securities | $11,039,000 | 416 |
| U.S. Government agency obligations | $4,836,000 | 3,818 |
| Securities issued by states & political subdivisions | $15,408,000 | 1,826 |
| 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 | $16,000 | 298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,141,000 | 1,688 |
| Mortgage-backed securities | $3,093,000 | 3,413 |
| Certificates of participation in pools of residential mortgages | $2,648,000 | 3,069 |
| Issued or guaranteed by U.S. | $2,648,000 | 2,979 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $445,000 | 2,602 |
| CMOs issued by government agencies or sponsored agencies | $445,000 | 2,557 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $31,299,000 | 2,609 |
| Total debt securities | $31,282,000 | 2,773 |
| 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 | $31,963,000 | 2,784 |
| U.S. Government securities | $16,068,000 | 2,887 |
| U.S. Treasury securities | $11,010,000 | 413 |
| U.S. Government agency obligations | $5,058,000 | 3,859 |
| Securities issued by states & political subdivisions | $15,879,000 | 1,788 |
| 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 | $16,000 | 391 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,654,000 | 1,798 |
| Mortgage-backed securities | $3,317,000 | 3,389 |
| Certificates of participation in pools of residential mortgages | $2,834,000 | 3,023 |
| Issued or guaranteed by U.S. | $2,834,000 | 2,932 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $483,000 | 2,597 |
| CMOs issued by government agencies or sponsored agencies | $483,000 | 2,551 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $31,963,000 | 2,593 |
| Total debt securities | $31,947,000 | 2,768 |
| 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 | $32,640,000 | 2,803 |
| U.S. Government securities | $17,290,000 | 2,842 |
| U.S. Treasury securities | $10,984,000 | 433 |
| U.S. Government agency obligations | $6,306,000 | 3,787 |
| Securities issued by states & political subdivisions | $15,334,000 | 1,873 |
| 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 | $16,000 | 414 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,940,000 | 1,698 |
| Mortgage-backed securities | $3,559,000 | 3,343 |
| Certificates of participation in pools of residential mortgages | $3,039,000 | 2,995 |
| Issued or guaranteed by U.S. | $3,039,000 | 2,913 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $520,000 | 2,567 |
| CMOs issued by government agencies or sponsored agencies | $520,000 | 2,519 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $32,640,000 | 2,605 |
| Total debt securities | $32,623,000 | 2,782 |
| 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 | $32,585,000 | 2,837 |
| U.S. Government securities | $17,396,000 | 2,862 |
| U.S. Treasury securities | $10,914,000 | 433 |
| U.S. Government agency obligations | $6,482,000 | 3,809 |
| Securities issued by states & political subdivisions | $15,173,000 | 1,946 |
| 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 | $16,000 | 427 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,824,000 | 1,775 |
| Mortgage-backed securities | $3,771,000 | 3,333 |
| Certificates of participation in pools of residential mortgages | $3,227,000 | 2,980 |
| Issued or guaranteed by U.S. | $3,227,000 | 2,892 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $544,000 | 2,577 |
| CMOs issued by government agencies or sponsored agencies | $544,000 | 2,530 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $32,585,000 | 2,632 |
| Total debt securities | $32,568,000 | 2,823 |
| 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 | $32,918,000 | 2,860 |
| U.S. Government securities | $17,915,000 | 2,834 |
| U.S. Treasury securities | $10,925,000 | 420 |
| U.S. Government agency obligations | $6,990,000 | 3,772 |
| Securities issued by states & political subdivisions | $14,987,000 | 1,998 |
| 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 | $16,000 | 576 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,291,000 | 1,917 |
| Mortgage-backed securities | $3,995,000 | 3,310 |
| Certificates of participation in pools of residential mortgages | $3,429,000 | 2,947 |
| Issued or guaranteed by U.S. | $3,429,000 | 2,888 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $566,000 | 2,581 |
| CMOs issued by government agencies or sponsored agencies | $566,000 | 2,531 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $32,918,000 | 2,644 |
| Total debt securities | $32,903,000 | 2,844 |
| 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 | $32,679,000 | 2,885 |
| U.S. Government securities | $18,630,000 | 2,805 |
| U.S. Treasury securities | $10,894,000 | 404 |
| U.S. Government agency obligations | $7,736,000 | 3,733 |
| Securities issued by states & political subdivisions | $14,033,000 | 2,115 |
| 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 | $16,000 | 610 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,803,000 | 1,938 |
| Mortgage-backed securities | $4,252,000 | 3,304 |
| Certificates of participation in pools of residential mortgages | $3,661,000 | 2,943 |
| Issued or guaranteed by U.S. | $3,661,000 | 2,921 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $591,000 | 2,569 |
| CMOs issued by government agencies or sponsored agencies | $591,000 | 2,519 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $32,679,000 | 2,668 |
| Total debt securities | $32,663,000 | 2,865 |
| 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 | $30,498,000 | 3,016 |
| U.S. Government securities | $18,965,000 | 2,786 |
| U.S. Treasury securities | $10,884,000 | 393 |
| U.S. Government agency obligations | $8,081,000 | 3,697 |
| Securities issued by states & political subdivisions | $11,517,000 | 2,410 |
| 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 | $16,000 | 652 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,453,000 | 1,877 |
| Mortgage-backed securities | $4,596,000 | 3,291 |
| Certificates of participation in pools of residential mortgages | $3,963,000 | 2,915 |
| Issued or guaranteed by U.S. | $3,963,000 | 2,772 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $633,000 | 2,577 |
| CMOs issued by government agencies or sponsored agencies | $633,000 | 2,520 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $30,498,000 | 2,785 |
| Total debt securities | $30,481,000 | 3,002 |
| 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 | $31,090,000 | 3,032 |
| U.S. Government securities | $20,350,000 | 2,765 |
| U.S. Treasury securities | $11,922,000 | 368 |
| U.S. Government agency obligations | $8,428,000 | 3,735 |
| Securities issued by states & political subdivisions | $10,724,000 | 2,516 |
| 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 | $16,000 | 687 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,075,000 | 1,923 |
| Mortgage-backed securities | $4,940,000 | 3,266 |
| Certificates of participation in pools of residential mortgages | $4,259,000 | 2,903 |
| Issued or guaranteed by U.S. | $4,259,000 | 2,897 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $681,000 | 2,558 |
| CMOs issued by government agencies or sponsored agencies | $681,000 | 2,500 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $31,090,000 | 2,794 |
| Total debt securities | $31,075,000 | 3,014 |
| 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 | $22,956,000 | 3,544 |
| U.S. Government securities | $11,398,000 | 3,559 |
| U.S. Treasury securities | $1,996,000 | 861 |
| U.S. Government agency obligations | $9,402,000 | 3,659 |
| Securities issued by states & political subdivisions | $11,542,000 | 2,494 |
| 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 | $16,000 | 958 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,003,000 | 2,562 |
| Mortgage-backed securities | $5,886,000 | 3,138 |
| Certificates of participation in pools of residential mortgages | $4,583,000 | 2,878 |
| Issued or guaranteed by U.S. | $4,583,000 | 2,873 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $733,000 | 2,529 |
| CMOs issued by government agencies or sponsored agencies | $733,000 | 2,468 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $570,000 | 1,332 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $570,000 | 875 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $22,956,000 | 3,267 |
| Total debt securities | $22,939,000 | 3,518 |
| 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 | $22,023,000 | 3,638 |
| U.S. Government securities | $11,631,000 | 3,569 |
| U.S. Treasury securities | $999,000 | 1,051 |
| U.S. Government agency obligations | $10,632,000 | 3,531 |
| Securities issued by states & political subdivisions | $10,376,000 | 2,662 |
| 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 | $16,000 | 981 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,939,000 | 2,601 |
| Mortgage-backed securities | $6,587,000 | 3,080 |
| Certificates of participation in pools of residential mortgages | $4,927,000 | 2,865 |
| Issued or guaranteed by U.S. | $4,927,000 | 2,862 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $792,000 | 2,512 |
| CMOs issued by government agencies or sponsored agencies | $792,000 | 2,456 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $868,000 | 1,261 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $868,000 | 819 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $22,023,000 | 3,346 |
| Total debt securities | $22,006,000 | 3,613 |
| 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 | $22,400,000 | 3,669 |
| U.S. Government securities | $11,599,000 | 3,624 |
| U.S. Treasury securities | $999,000 | 1,072 |
| U.S. Government agency obligations | $10,600,000 | 3,596 |
| Securities issued by states & political subdivisions | $10,785,000 | 2,653 |
| 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 | $16,000 | 975 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,727,000 | 2,552 |
| Mortgage-backed securities | $6,544,000 | 3,142 |
| Certificates of participation in pools of residential mortgages | $4,772,000 | 2,938 |
| Issued or guaranteed by U.S. | $4,772,000 | 2,935 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $848,000 | 2,506 |
| CMOs issued by government agencies or sponsored agencies | $848,000 | 2,442 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $924,000 | 1,215 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $924,000 | 779 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $22,400,000 | 3,369 |
| Total debt securities | $22,383,000 | 3,646 |
| 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 | $20,744,000 | 3,795 |
| U.S. Government securities | $9,482,000 | 3,902 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $9,482,000 | 3,762 |
| Securities issued by states & political subdivisions | $11,246,000 | 2,615 |
| 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 | $16,000 | 988 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,748,000 | 2,575 |
| Mortgage-backed securities | $6,455,000 | 3,197 |
| Certificates of participation in pools of residential mortgages | $5,152,000 | 2,925 |
| Issued or guaranteed by U.S. | $5,152,000 | 2,922 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $370,000 | 2,784 |
| CMOs issued by government agencies or sponsored agencies | $370,000 | 2,709 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $933,000 | 1,180 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $933,000 | 768 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $20,744,000 | 3,494 |
| Total debt securities | $20,726,000 | 3,773 |
| 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 | $18,733,000 | 3,949 |
| U.S. Government securities | $9,328,000 | 3,926 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,328,000 | 3,785 |
| Securities issued by states & political subdivisions | $9,389,000 | 2,876 |
| 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 | $16,000 | 1,000 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,790,000 | 2,746 |
| Mortgage-backed securities | $6,298,000 | 3,226 |
| Certificates of participation in pools of residential mortgages | $4,960,000 | 2,982 |
| Issued or guaranteed by U.S. | $4,960,000 | 2,976 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $397,000 | 2,778 |
| CMOs issued by government agencies or sponsored agencies | $397,000 | 2,684 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $941,000 | 1,145 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $941,000 | 738 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $18,733,000 | 3,640 |
| Total debt securities | $18,717,000 | 3,925 |
| 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 | $17,772,000 | 4,029 |
| U.S. Government securities | $9,277,000 | 3,944 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $9,277,000 | 3,818 |
| Securities issued by states & political subdivisions | $8,479,000 | 2,991 |
| 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 | $16,000 | 982 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,067,000 | 2,867 |
| Mortgage-backed securities | $6,210,000 | 3,266 |
| Certificates of participation in pools of residential mortgages | $4,825,000 | 3,028 |
| Issued or guaranteed by U.S. | $4,825,000 | 3,027 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $430,000 | 2,792 |
| CMOs issued by government agencies or sponsored agencies | $430,000 | 2,702 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $955,000 | 1,095 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $955,000 | 714 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $17,772,000 | 3,706 |
| Total debt securities | $17,758,000 | 4,005 |
| 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 | $17,885,000 | 4,086 |
| U.S. Government securities | $9,736,000 | 3,985 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $9,736,000 | 3,859 |
| Securities issued by states & political subdivisions | $8,131,000 | 3,041 |
| 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 | $18,000 | 945 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,302,000 | 3,001 |
| Mortgage-backed securities | $6,662,000 | 3,236 |
| Certificates of participation in pools of residential mortgages | $5,231,000 | 3,002 |
| Issued or guaranteed by U.S. | $5,231,000 | 2,999 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $465,000 | 2,811 |
| CMOs issued by government agencies or sponsored agencies | $465,000 | 2,712 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $966,000 | 1,031 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $966,000 | 690 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $17,885,000 | 3,757 |
| Total debt securities | $17,868,000 | 4,066 |
| 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 | $17,757,000 | 4,156 |
| U.S. Government securities | $9,614,000 | 4,100 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $9,614,000 | 3,983 |
| Securities issued by states & political subdivisions | $8,124,000 | 3,038 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $19,000 | 947 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,457,000 | 3,020 |
| Mortgage-backed securities | $6,551,000 | 3,253 |
| Certificates of participation in pools of residential mortgages | $5,580,000 | 2,944 |
| Issued or guaranteed by U.S. | $5,580,000 | 2,944 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $971,000 | 1,001 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $971,000 | 665 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $17,757,000 | 3,817 |
| Total debt securities | $17,738,000 | 4,133 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $17,944,000 | 4,192 |
| U.S. Government securities | $9,923,000 | 4,117 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,923,000 | 3,979 |
| Securities issued by states & political subdivisions | $8,005,000 | 3,083 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $16,000 | 977 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,779,000 | 3,275 |
| Mortgage-backed securities | $6,882,000 | 3,224 |
| Certificates of participation in pools of residential mortgages | $5,901,000 | 2,893 |
| Issued or guaranteed by U.S. | $5,901,000 | 2,891 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $981,000 | 947 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $981,000 | 611 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $17,944,000 | 3,845 |
| Total debt securities | $17,928,000 | 4,166 |
| 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 | $22,175,000 | 3,944 |
| U.S. Government securities | $13,718,000 | 3,733 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $13,718,000 | 3,613 |
| Securities issued by states & political subdivisions | $8,443,000 | 3,043 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $14,000 | 1,014 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,559,000 | 2,826 |
| Mortgage-backed securities | $9,653,000 | 2,914 |
| Certificates of participation in pools of residential mortgages | $8,661,000 | 2,529 |
| Issued or guaranteed by U.S. | $8,661,000 | 2,527 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $992,000 | 901 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $992,000 | 579 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $22,175,000 | 3,604 |
| Total debt securities | $22,160,000 | 3,921 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,132 |
| Fair value | $1,006,000 | 1,136 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $22,492,000 | 4,007 |
| U.S. Government securities | $14,523,000 | 3,746 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $14,523,000 | 3,631 |
| Securities issued by states & political subdivisions | $7,953,000 | 3,126 |
| 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 | $16,000 | 1,012 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,328,000 | 2,753 |
| Mortgage-backed securities | $10,466,000 | 2,904 |
| Certificates of participation in pools of residential mortgages | $9,461,000 | 2,490 |
| Issued or guaranteed by U.S. | $9,461,000 | 2,486 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $1,005,000 | 849 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $1,005,000 | 547 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $22,492,000 | 3,670 |
| Total debt securities | $22,476,000 | 3,987 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,260 |
| Fair value | $1,003,000 | 1,262 |
| 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 | $23,288,000 | 3,979 |
| U.S. Government securities | $15,288,000 | 3,743 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $15,288,000 | 3,620 |
| Securities issued by states & political subdivisions | $7,984,000 | 3,107 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $16,000 | 1,033 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,395,000 | 2,607 |
| Mortgage-backed securities | $11,228,000 | 2,867 |
| Certificates of participation in pools of residential mortgages | $10,177,000 | 2,446 |
| Issued or guaranteed by U.S. | $10,177,000 | 2,444 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $1,051,000 | 810 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $1,051,000 | 518 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $23,288,000 | 3,632 |
| Total debt securities | $23,273,000 | 3,957 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,342 |
| Fair value | $1,003,000 | 1,347 |
| 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 | $23,928,000 | 3,969 |
| U.S. Government securities | $15,957,000 | 3,724 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $15,957,000 | 3,602 |
| Securities issued by states & political subdivisions | $7,971,000 | 3,138 |
| 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 | $15,577,000 | 2,607 |
| Mortgage-backed securities | $11,929,000 | 2,835 |
| Certificates of participation in pools of residential mortgages | $10,879,000 | 2,398 |
| Issued or guaranteed by U.S. | $10,879,000 | 2,395 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $1,050,000 | 787 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $1,050,000 | 493 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $23,928,000 | 3,620 |
| Total debt securities | $23,928,000 | 3,943 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,423 |
| Fair value | $998,000 | 1,469 |
| 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 | $26,048,000 | 3,896 |
| U.S. Government securities | $19,426,000 | 3,480 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $19,426,000 | 3,373 |
| Securities issued by states & political subdivisions | $6,622,000 | 3,380 |
| 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 | $16,030,000 | 2,561 |
| Mortgage-backed securities | $13,415,000 | 2,768 |
| Certificates of participation in pools of residential mortgages | $13,415,000 | 2,240 |
| Issued or guaranteed by U.S. | $13,415,000 | 2,238 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $26,048,000 | 3,560 |
| Total debt securities | $26,049,000 | 3,867 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 944 |
| Fair value | $2,997,000 | 946 |
| 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 | $24,770,000 | 4,046 |
| U.S. Government securities | $17,983,000 | 3,658 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $17,983,000 | 3,549 |
| Securities issued by states & political subdivisions | $6,787,000 | 3,404 |
| 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 | $17,612,000 | 2,431 |
| Mortgage-backed securities | $14,458,000 | 2,719 |
| Certificates of participation in pools of residential mortgages | $14,458,000 | 2,174 |
| Issued or guaranteed by U.S. | $14,458,000 | 2,172 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $24,770,000 | 3,695 |
| Total debt securities | $24,769,000 | 4,013 |
| 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 | $25,390,000 | 4,031 |
| U.S. Government securities | $19,539,000 | 3,529 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $19,539,000 | 3,427 |
| Securities issued by states & political subdivisions | $5,851,000 | 3,600 |
| 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 | $18,238,000 | 2,393 |
| Mortgage-backed securities | $15,530,000 | 2,640 |
| Certificates of participation in pools of residential mortgages | $15,530,000 | 2,088 |
| Issued or guaranteed by U.S. | $15,530,000 | 2,087 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $25,390,000 | 3,671 |
| Total debt securities | $25,390,000 | 4,003 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,951 |
| Fair value | $500,000 | 1,971 |
| 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 | $26,471,000 | 3,949 |
| U.S. Government securities | $21,539,000 | 3,349 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $21,539,000 | 3,259 |
| Securities issued by states & political subdivisions | $4,932,000 | 3,781 |
| 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 | $13,311,000 | 2,856 |
| Mortgage-backed securities | $16,544,000 | 2,578 |
| Certificates of participation in pools of residential mortgages | $16,544,000 | 2,026 |
| Issued or guaranteed by U.S. | $16,544,000 | 2,025 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $26,471,000 | 3,608 |
| Total debt securities | $26,471,000 | 3,924 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,580 |
| Fair value | $1,000,000 | 1,580 |
| 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 | $35,642,000 | 3,367 |
| U.S. Government securities | $31,111,000 | 2,709 |
| U.S. Treasury securities | $9,001,000 | 318 |
| U.S. Government agency obligations | $22,110,000 | 3,246 |
| Securities issued by states & political subdivisions | $4,531,000 | 3,880 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,848,000 | 2,466 |
| Mortgage-backed securities | $17,626,000 | 2,515 |
| Certificates of participation in pools of residential mortgages | $17,626,000 | 1,951 |
| Issued or guaranteed by U.S. | $17,626,000 | 1,948 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $35,642,000 | 3,086 |
| Total debt securities | $35,642,000 | 3,334 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,948 |
| Fair value | $499,000 | 1,976 |
| 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 | $32,329,000 | 3,554 |
| U.S. Government securities | $27,157,000 | 2,939 |
| U.S. Treasury securities | $12,041,000 | 242 |
| U.S. Government agency obligations | $15,116,000 | 3,925 |
| Securities issued by states & political subdivisions | $5,172,000 | 3,747 |
| 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 | $11,920,000 | 3,001 |
| Mortgage-backed securities | $15,116,000 | 2,721 |
| Certificates of participation in pools of residential mortgages | $15,116,000 | 2,125 |
| Issued or guaranteed by U.S. | $15,116,000 | 2,123 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $32,329,000 | 3,277 |
| Total debt securities | $32,330,000 | 3,517 |
| 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 | $39,789,000 | 3,153 |
| U.S. Government securities | $34,879,000 | 2,532 |
| U.S. Treasury securities | $18,109,000 | 198 |
| U.S. Government agency obligations | $16,770,000 | 3,769 |
| Securities issued by states & political subdivisions | $4,910,000 | 3,783 |
| 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 | $12,972,000 | 2,894 |
| Mortgage-backed securities | $16,770,000 | 2,615 |
| Certificates of participation in pools of residential mortgages | $16,770,000 | 2,028 |
| Issued or guaranteed by U.S. | $16,770,000 | 2,026 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $39,789,000 | 2,916 |
| Total debt securities | $39,789,000 | 3,117 |
| 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 | $41,096,000 | 3,062 |
| U.S. Government securities | $36,176,000 | 2,410 |
| U.S. Treasury securities | $18,175,000 | 203 |
| U.S. Government agency obligations | $18,001,000 | 3,613 |
| Securities issued by states & political subdivisions | $4,920,000 | 3,779 |
| 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 | $13,028,000 | 2,885 |
| Mortgage-backed securities | $18,001,000 | 2,541 |
| Certificates of participation in pools of residential mortgages | $18,001,000 | 1,904 |
| Issued or guaranteed by U.S. | $18,001,000 | 1,901 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $41,096,000 | 2,829 |
| Total debt securities | $41,096,000 | 3,036 |
| 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 | $60,082,000 | 2,306 |
| U.S. Government securities | $55,244,000 | 1,756 |
| U.S. Treasury securities | $31,282,000 | 115 |
| U.S. Government agency obligations | $23,962,000 | 3,163 |
| Securities issued by states & political subdivisions | $4,838,000 | 3,772 |
| 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 | $13,046,000 | 2,902 |
| Mortgage-backed securities | $21,417,000 | 2,424 |
| Certificates of participation in pools of residential mortgages | $19,909,000 | 1,854 |
| Issued or guaranteed by U.S. | $19,909,000 | 1,853 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,508,000 | 2,931 |
| CMOs issued by government agencies or sponsored agencies | $1,508,000 | 2,809 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $60,082,000 | 2,115 |
| Total debt securities | $60,082,000 | 2,284 |
| 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 | $51,944,000 | 2,604 |
| U.S. Government securities | $48,044,000 | 1,974 |
| U.S. Treasury securities | $29,149,000 | 123 |
| U.S. Government agency obligations | $18,895,000 | 3,670 |
| Securities issued by states & political subdivisions | $3,900,000 | 3,960 |
| 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 | $7,717,000 | 3,785 |
| Mortgage-backed securities | $16,327,000 | 2,821 |
| Certificates of participation in pools of residential mortgages | $14,519,000 | 2,335 |
| Issued or guaranteed by U.S. | $14,519,000 | 2,333 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,808,000 | 2,831 |
| CMOs issued by government agencies or sponsored agencies | $1,808,000 | 2,708 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $51,944,000 | 2,390 |
| Total debt securities | $51,944,000 | 2,582 |
| 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 | $28,752,000 | 3,820 |
| U.S. Government securities | $25,338,000 | 3,212 |
| U.S. Treasury securities | $7,086,000 | 356 |
| U.S. Government agency obligations | $18,252,000 | 3,810 |
| Securities issued by states & political subdivisions | $3,414,000 | 4,029 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,761,000 | 5,083 |
| Mortgage-backed securities | $16,171,000 | 2,857 |
| Certificates of participation in pools of residential mortgages | $14,066,000 | 2,358 |
| Issued or guaranteed by U.S. | $14,066,000 | 2,354 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,105,000 | 2,764 |
| CMOs issued by government agencies or sponsored agencies | $2,105,000 | 2,645 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $28,752,000 | 3,543 |
| Total debt securities | $28,752,000 | 3,792 |
| 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 | $35,879,000 | 3,297 |
| U.S. Government securities | $32,450,000 | 2,641 |
| U.S. Treasury securities | $12,017,000 | 234 |
| U.S. Government agency obligations | $20,433,000 | 3,523 |
| Securities issued by states & political subdivisions | $3,429,000 | 4,013 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,295,000 | 5,367 |
| Mortgage-backed securities | $15,286,000 | 2,846 |
| Certificates of participation in pools of residential mortgages | $12,896,000 | 2,382 |
| Issued or guaranteed by U.S. | $12,896,000 | 2,376 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,390,000 | 2,650 |
| CMOs issued by government agencies or sponsored agencies | $2,390,000 | 2,449 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $35,879,000 | 3,025 |
| Total debt securities | $35,879,000 | 3,275 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $50,743,000 | 2,499 |
| U.S. Government securities | $47,305,000 | 1,919 |
| U.S. Treasury securities | $28,058,000 | 136 |
| U.S. Government agency obligations | $19,247,000 | 3,580 |
| Securities issued by states & political subdivisions | $3,438,000 | 3,946 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,332,000 | 5,371 |
| Mortgage-backed securities | $14,071,000 | 2,897 |
| Certificates of participation in pools of residential mortgages | $11,571,000 | 2,463 |
| Issued or guaranteed by U.S. | $11,571,000 | 2,456 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,500,000 | 2,617 |
| CMOs issued by government agencies or sponsored agencies | $2,500,000 | 2,410 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $50,743,000 | 2,270 |
| Total debt securities | $50,743,000 | 2,479 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $51,037,000 | 2,511 |
| U.S. Government securities | $47,607,000 | 1,929 |
| U.S. Treasury securities | $30,103,000 | 143 |
| U.S. Government agency obligations | $17,504,000 | 3,855 |
| Securities issued by states & political subdivisions | $3,430,000 | 3,915 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,372,000 | 5,380 |
| Mortgage-backed securities | $12,468,000 | 3,024 |
| Certificates of participation in pools of residential mortgages | $8,810,000 | 2,796 |
| Issued or guaranteed by U.S. | $8,810,000 | 2,788 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,658,000 | 2,294 |
| CMOs issued by government agencies or sponsored agencies | $3,658,000 | 2,097 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $51,037,000 | 2,275 |
| Total debt securities | $51,037,000 | 2,488 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $53,677,000 | 2,397 |
| U.S. Government securities | $49,856,000 | 1,866 |
| U.S. Treasury securities | $35,094,000 | 141 |
| U.S. Government agency obligations | $14,762,000 | 4,150 |
| Securities issued by states & political subdivisions | $3,821,000 | 3,755 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,408,000 | 5,412 |
| Mortgage-backed securities | $9,747,000 | 3,308 |
| Certificates of participation in pools of residential mortgages | $6,032,000 | 3,235 |
| Issued or guaranteed by U.S. | $6,032,000 | 3,228 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,715,000 | 2,224 |
| CMOs issued by government agencies or sponsored agencies | $3,715,000 | 2,022 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $53,677,000 | 2,166 |
| Total debt securities | $53,677,000 | 2,375 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $28,478,000 | 3,620 |
| U.S. Government securities | $24,675,000 | 3,031 |
| U.S. Treasury securities | $14,046,000 | 272 |
| U.S. Government agency obligations | $10,629,000 | 4,636 |
| Securities issued by states & political subdivisions | $3,803,000 | 3,772 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $10,629,000 | 3,086 |
| Certificates of participation in pools of residential mortgages | $6,663,000 | 2,987 |
| Issued or guaranteed by U.S. | $6,663,000 | 2,978 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,966,000 | 2,153 |
| CMOs issued by government agencies or sponsored agencies | $3,966,000 | 1,932 |
| 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) | $28,478,000 | 3,326 |
| Total debt securities | $28,478,000 | 3,592 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $29,613,000 | 3,503 |
| U.S. Government securities | $25,756,000 | 2,923 |
| U.S. Treasury securities | $13,996,000 | 251 |
| U.S. Government agency obligations | $11,760,000 | 4,400 |
| Securities issued by states & political subdivisions | $3,857,000 | 3,669 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,538,000 | 5,478 |
| Mortgage-backed securities | $9,760,000 | 3,184 |
| Certificates of participation in pools of residential mortgages | $6,379,000 | 2,995 |
| Issued or guaranteed by U.S. | $6,379,000 | 2,986 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,381,000 | 2,245 |
| CMOs issued by government agencies or sponsored agencies | $3,381,000 | 2,000 |
| 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) | $29,613,000 | 3,200 |
| Total debt securities | $29,613,000 | 3,473 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $28,200,000 | 3,617 |
| U.S. Government securities | $25,277,000 | 3,006 |
| U.S. Treasury securities | $14,000,000 | 239 |
| U.S. Government agency obligations | $11,277,000 | 4,582 |
| Securities issued by states & political subdivisions | $2,923,000 | 3,925 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,582,000 | 5,506 |
| Mortgage-backed securities | $9,279,000 | 3,249 |
| Certificates of participation in pools of residential mortgages | $6,918,000 | 2,930 |
| Issued or guaranteed by U.S. | $6,918,000 | 2,921 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,361,000 | 2,415 |
| CMOs issued by government agencies or sponsored agencies | $2,361,000 | 2,158 |
| 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) | $28,200,000 | 3,301 |
| Total debt securities | $28,200,000 | 3,585 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $15,592,000 | 4,951 |
| U.S. Government securities | $12,416,000 | 4,547 |
| U.S. Treasury securities | $6,043,000 | 382 |
| U.S. Government agency obligations | $6,373,000 | 5,678 |
| Securities issued by states & political subdivisions | $3,176,000 | 3,834 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,867,000 | 5,478 |
| Mortgage-backed securities | $6,373,000 | 3,812 |
| Certificates of participation in pools of residential mortgages | $3,964,000 | 3,741 |
| Issued or guaranteed by U.S. | $3,964,000 | 3,736 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,409,000 | 2,362 |
| CMOs issued by government agencies or sponsored agencies | $2,409,000 | 2,082 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $15,592,000 | 4,510 |
| Total debt securities | $15,591,000 | 4,916 |
| 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 | $10,900,000 | 5,638 |
| U.S. Government securities | $7,737,000 | 5,437 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $7,737,000 | 5,341 |
| Securities issued by states & political subdivisions | $3,163,000 | 3,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,956,000 | 5,500 |
| Mortgage-backed securities | $5,732,000 | 3,989 |
| Certificates of participation in pools of residential mortgages | $4,326,000 | 3,716 |
| Issued or guaranteed by U.S. | $4,326,000 | 3,709 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,406,000 | 2,694 |
| CMOs issued by government agencies or sponsored agencies | $1,406,000 | 2,362 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $10,900,000 | 5,161 |
| Total debt securities | $10,900,000 | 5,593 |
| 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 | $11,731,000 | 5,526 |
| U.S. Government securities | $7,567,000 | 5,509 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $7,567,000 | 5,420 |
| Securities issued by states & political subdivisions | $4,164,000 | 3,505 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,009,000 | 5,490 |
| Mortgage-backed securities | $5,559,000 | 4,094 |
| Certificates of participation in pools of residential mortgages | $4,630,000 | 3,731 |
| Issued or guaranteed by U.S. | $4,630,000 | 3,721 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $929,000 | 2,925 |
| CMOs issued by government agencies or sponsored agencies | $929,000 | 2,571 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $11,731,000 | 5,058 |
| Total debt securities | $11,731,000 | 5,483 |
| 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 | $14,872,000 | 5,067 |
| U.S. Government securities | $10,866,000 | 4,836 |
| U.S. Treasury securities | $2,000,000 | 539 |
| U.S. Government agency obligations | $8,866,000 | 5,120 |
| Securities issued by states & political subdivisions | $4,006,000 | 3,532 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,003,000 | 5,507 |
| Mortgage-backed securities | $4,835,000 | 4,330 |
| Certificates of participation in pools of residential mortgages | $3,862,000 | 3,998 |
| Issued or guaranteed by U.S. | $3,862,000 | 3,984 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $973,000 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $973,000 | 2,529 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $14,872,000 | 4,623 |
| Total debt securities | $14,871,000 | 5,018 |
| 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 | $18,952,000 | 4,557 |
| U.S. Government securities | $14,292,000 | 4,312 |
| U.S. Treasury securities | $3,004,000 | 417 |
| U.S. Government agency obligations | $11,288,000 | 4,739 |
| Securities issued by states & political subdivisions | $4,660,000 | 3,246 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,530,000 | 4,985 |
| Mortgage-backed securities | $5,197,000 | 4,308 |
| Certificates of participation in pools of residential mortgages | $4,178,000 | 3,999 |
| Issued or guaranteed by U.S. | $4,178,000 | 3,987 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,019,000 | 2,917 |
| CMOs issued by government agencies or sponsored agencies | $1,019,000 | 2,535 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $18,952,000 | 4,107 |
| Total debt securities | $18,952,000 | 4,523 |
| 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 | $18,146,000 | 4,669 |
| U.S. Government securities | $13,562,000 | 4,471 |
| U.S. Treasury securities | $3,013,000 | 395 |
| U.S. Government agency obligations | $10,549,000 | 4,934 |
| Securities issued by states & political subdivisions | $4,584,000 | 3,220 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,568,000 | 5,006 |
| Mortgage-backed securities | $5,462,000 | 4,191 |
| Certificates of participation in pools of residential mortgages | $4,431,000 | 3,887 |
| Issued or guaranteed by U.S. | $4,431,000 | 3,874 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,031,000 | 2,835 |
| CMOs issued by government agencies or sponsored agencies | $1,031,000 | 2,493 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $18,146,000 | 4,196 |
| Total debt securities | $18,146,000 | 4,634 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $23,436,000 | 3,980 |
| U.S. Government securities | $18,877,000 | 3,656 |
| U.S. Treasury securities | $3,997,000 | 340 |
| U.S. Government agency obligations | $14,880,000 | 4,147 |
| Securities issued by states & political subdivisions | $4,559,000 | 3,230 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,507,000 | 5,042 |
| Mortgage-backed securities | $7,820,000 | 3,600 |
| Certificates of participation in pools of residential mortgages | $6,799,000 | 3,208 |
| Issued or guaranteed by U.S. | $6,799,000 | 3,196 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,021,000 | 2,749 |
| CMOs issued by government agencies or sponsored agencies | $1,021,000 | 2,407 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $23,436,000 | 3,535 |
| Total debt securities | $23,436,000 | 3,947 |
| 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 | $17,066,000 | 4,824 |
| U.S. Government securities | $12,054,000 | 4,741 |
| U.S. Treasury securities | $3,024,000 | 387 |
| U.S. Government agency obligations | $9,030,000 | 5,249 |
| Securities issued by states & political subdivisions | $5,012,000 | 3,096 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,551,000 | 4,107 |
| Mortgage-backed securities | $7,010,000 | 3,750 |
| Certificates of participation in pools of residential mortgages | $5,968,000 | 3,371 |
| Issued or guaranteed by U.S. | $5,968,000 | 3,354 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,042,000 | 2,722 |
| CMOs issued by government agencies or sponsored agencies | $1,042,000 | 2,391 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $17,066,000 | 4,337 |
| Total debt securities | $17,066,000 | 4,769 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $17,670,000 | 4,725 |
| U.S. Government securities | $12,609,000 | 4,633 |
| U.S. Treasury securities | $3,056,000 | 408 |
| U.S. Government agency obligations | $9,553,000 | 5,125 |
| Securities issued by states & political subdivisions | $5,061,000 | 3,113 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,978,000 | 4,497 |
| Mortgage-backed securities | $8,525,000 | 3,400 |
| Certificates of participation in pools of residential mortgages | $7,428,000 | 2,960 |
| Issued or guaranteed by U.S. | $7,428,000 | 2,948 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,097,000 | 2,700 |
| CMOs issued by government agencies or sponsored agencies | $1,097,000 | 2,363 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $17,670,000 | 4,250 |
| Total debt securities | $17,670,000 | 4,665 |
| 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 | $19,519,000 | 4,522 |
| U.S. Government securities | $14,710,000 | 4,339 |
| U.S. Treasury securities | $3,021,000 | 446 |
| U.S. Government agency obligations | $11,689,000 | 4,827 |
| Securities issued by states & political subdivisions | $4,809,000 | 3,158 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,628,000 | 4,622 |
| Mortgage-backed securities | $8,672,000 | 3,114 |
| Certificates of participation in pools of residential mortgages | $7,561,000 | 2,665 |
| Issued or guaranteed by U.S. | $7,561,000 | 2,652 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,111,000 | 2,574 |
| CMOs issued by government agencies or sponsored agencies | $1,111,000 | 2,269 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $19,519,000 | 4,009 |
| Total debt securities | $19,520,000 | 4,469 |
| 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 | $19,589,000 | 4,539 |
| U.S. Government securities | $15,175,000 | 4,328 |
| U.S. Treasury securities | $4,974,000 | 345 |
| U.S. Government agency obligations | $10,201,000 | 5,210 |
| Securities issued by states & political subdivisions | $4,414,000 | 3,272 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,655,000 | 4,648 |
| Mortgage-backed securities | $6,203,000 | 3,404 |
| Certificates of participation in pools of residential mortgages | $5,715,000 | 2,908 |
| Issued or guaranteed by U.S. | $5,715,000 | 2,893 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $488,000 | 2,962 |
| CMOs issued by government agencies or sponsored agencies | $488,000 | 2,641 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $19,589,000 | 4,011 |
| Total debt securities | $19,589,000 | 4,488 |
| 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 | $14,727,000 | 5,254 |
| U.S. Government securities | $12,771,000 | 4,830 |
| U.S. Treasury securities | $4,909,000 | 403 |
| U.S. Government agency obligations | $7,862,000 | 5,776 |
| Securities issued by states & political subdivisions | $1,956,000 | 4,282 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,107,000 | 4,229 |
| Mortgage-backed securities | $3,898,000 | 3,964 |
| Certificates of participation in pools of residential mortgages | $3,418,000 | 3,537 |
| Issued or guaranteed by U.S. | $3,418,000 | 3,522 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $480,000 | 2,943 |
| CMOs issued by government agencies or sponsored agencies | $480,000 | 2,635 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $14,727,000 | 4,660 |
| Total debt securities | $14,727,000 | 5,209 |
| 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 | $8,500,000 | 6,426 |
| U.S. Government securities | $6,538,000 | 6,306 |
| U.S. Treasury securities | $2,977,000 | 584 |
| U.S. Government agency obligations | $3,561,000 | 7,050 |
| Securities issued by states & political subdivisions | $1,962,000 | 4,297 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,317,000 | 4,191 |
| Mortgage-backed securities | $1,079,000 | 5,224 |
| Certificates of participation in pools of residential mortgages | $1,079,000 | 4,741 |
| Issued or guaranteed by U.S. | $1,079,000 | 4,721 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $8,500,000 | 5,777 |
| Total debt securities | $8,500,000 | 6,369 |
| 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 | $10,514,000 | 6,065 |
| U.S. Government securities | $8,555,000 | 5,803 |
| U.S. Treasury securities | $2,970,000 | 629 |
| U.S. Government agency obligations | $5,585,000 | 6,507 |
| Securities issued by states & political subdivisions | $1,959,000 | 4,323 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,313,000 | 4,199 |
| Mortgage-backed securities | $1,118,000 | 5,198 |
| Certificates of participation in pools of residential mortgages | $1,118,000 | 4,712 |
| Issued or guaranteed by U.S. | $1,118,000 | 4,696 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $10,514,000 | 5,432 |
| Total debt securities | $10,514,000 | 6,008 |
| 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 | $9,310,000 | 6,360 |
| U.S. Government securities | $7,591,000 | 6,102 |
| U.S. Treasury securities | $2,961,000 | 659 |
| U.S. Government agency obligations | $4,630,000 | 6,853 |
| Securities issued by states & political subdivisions | $1,719,000 | 4,484 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,917,000 | 4,645 |
| Mortgage-backed securities | $672,000 | 5,561 |
| Certificates of participation in pools of residential mortgages | $672,000 | 5,117 |
| Issued or guaranteed by U.S. | $672,000 | 5,093 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $9,310,000 | 5,679 |
| Total debt securities | $9,311,000 | 6,297 |
| 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 | $5,423,000 | 7,261 |
| U.S. Government securities | $3,656,000 | 7,311 |
| U.S. Treasury securities | $990,000 | 1,089 |
| U.S. Government agency obligations | $2,666,000 | 7,481 |
| Securities issued by states & political subdivisions | $1,767,000 | 4,451 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,616,000 | 5,107 |
| Mortgage-backed securities | $705,000 | 5,566 |
| Certificates of participation in pools of residential mortgages | $705,000 | 5,119 |
| Issued or guaranteed by U.S. | $705,000 | 5,096 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $5,423,000 | 6,521 |
| Total debt securities | $5,423,000 | 7,208 |
| 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 | $5,619,000 | 7,257 |
| U.S. Government securities | $3,728,000 | 7,328 |
| U.S. Treasury securities | $1,003,000 | 1,092 |
| U.S. Government agency obligations | $2,725,000 | 7,529 |
| Securities issued by states & political subdivisions | $1,891,000 | 4,402 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,039,000 | 5,338 |
| Mortgage-backed securities | $758,000 | 5,559 |
| Certificates of participation in pools of residential mortgages | $758,000 | 5,099 |
| Issued or guaranteed by U.S. | $758,000 | 5,079 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $5,619,000 | 6,519 |
| Total debt securities | $5,619,000 | 7,201 |
| 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 | $5,775,000 | 7,278 |
| U.S. Government securities | $3,781,000 | 7,327 |
| U.S. Treasury securities | $1,010,000 | 1,099 |
| U.S. Government agency obligations | $2,771,000 | 7,536 |
| Securities issued by states & political subdivisions | $1,994,000 | 4,366 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,340,000 | 5,669 |
| Mortgage-backed securities | $801,000 | 5,568 |
| Certificates of participation in pools of residential mortgages | $801,000 | 5,095 |
| Issued or guaranteed by U.S. | $801,000 | 5,076 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $5,775,000 | 6,535 |
| Total debt securities | $5,775,000 | 7,223 |
| 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 | $5,891,000 | 7,281 |
| U.S. Government securities | $3,883,000 | 7,325 |
| U.S. Treasury securities | $1,023,000 | 1,100 |
| U.S. Government agency obligations | $2,860,000 | 7,535 |
| Securities issued by states & political subdivisions | $2,008,000 | 4,361 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,638,000 | 6,054 |
| Mortgage-backed securities | $875,000 | 5,559 |
| Certificates of participation in pools of residential mortgages | $875,000 | 5,079 |
| Issued or guaranteed by U.S. | $875,000 | 5,060 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $5,891,000 | 6,516 |
| Total debt securities | $5,891,000 | 7,222 |
| 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 | $7,035,000 | 7,055 |
| U.S. Government securities | $4,961,000 | 7,013 |
| U.S. Treasury securities | $1,031,000 | 1,135 |
| U.S. Government agency obligations | $3,930,000 | 7,206 |
| Securities issued by states & political subdivisions | $2,074,000 | 4,305 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,643,000 | 6,052 |
| Mortgage-backed securities | $941,000 | 5,570 |
| Certificates of participation in pools of residential mortgages | $941,000 | 5,083 |
| Issued or guaranteed by U.S. | $941,000 | 5,063 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $7,035,000 | 6,275 |
| Total debt securities | $7,035,000 | 6,999 |
| 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 | $5,461,000 | 7,488 |
| U.S. Government securities | $3,024,000 | 7,718 |
| U.S. Treasury securities | $1,025,000 | 1,217 |
| U.S. Government agency obligations | $1,999,000 | 7,889 |
| Securities issued by states & political subdivisions | $1,320,000 | 4,819 |
| 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 | $1,117,000 | 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 | $1,600,000 | 6,101 |
| Mortgage-backed securities | $1,001,000 | 5,590 |
| Certificates of participation in pools of residential mortgages | $1,001,000 | 5,085 |
| Issued or guaranteed by U.S. | $1,001,000 | 5,071 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $5,461,000 | 6,696 |
| Total debt securities | $4,344,000 | 7,704 |
| 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 | $5,559,000 | 7,494 |
| U.S. Government securities | $3,120,000 | 7,695 |
| U.S. Treasury securities | $1,049,000 | 1,234 |
| U.S. Government agency obligations | $2,071,000 | 7,889 |
| Securities issued by states & political subdivisions | $1,331,000 | 4,827 |
| 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 | $1,108,000 | 1,136 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,630,000 | 6,090 |
| Mortgage-backed securities | $1,070,000 | 5,591 |
| Certificates of participation in pools of residential mortgages | $1,070,000 | 5,071 |
| Issued or guaranteed by U.S. | $1,070,000 | 5,058 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $5,559,000 | 6,688 |
| Total debt securities | $4,451,000 | 7,721 |
| 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 | $5,683,000 | 7,516 |
| U.S. Government securities | $3,201,000 | 7,698 |
| U.S. Treasury securities | $1,064,000 | 1,231 |
| U.S. Government agency obligations | $2,137,000 | 7,914 |
| Securities issued by states & political subdivisions | $1,382,000 | 4,794 |
| 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 | $1,100,000 | 1,156 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,651,000 | 6,112 |
| Mortgage-backed securities | $1,130,000 | 5,549 |
| Certificates of participation in pools of residential mortgages | $1,130,000 | 5,030 |
| Issued or guaranteed by U.S. | $1,130,000 | 5,020 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $5,683,000 | 6,694 |
| Total debt securities | $4,583,000 | 7,713 |
| 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 | $5,678,000 | 7,576 |
| U.S. Government securities | $3,218,000 | 7,777 |
| U.S. Treasury securities | $1,041,000 | 1,322 |
| U.S. Government agency obligations | $2,177,000 | 7,972 |
| Securities issued by states & political subdivisions | $1,368,000 | 4,816 |
| 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 | $1,092,000 | 1,181 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,632,000 | 6,141 |
| Mortgage-backed securities | $1,172,000 | 5,609 |
| Certificates of participation in pools of residential mortgages | $1,172,000 | 5,085 |
| Issued or guaranteed by U.S. | $1,172,000 | 5,072 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $5,678,000 | 6,765 |
| Total debt securities | $4,586,000 | 7,787 |
| 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 | $5,883,000 | 7,540 |
| U.S. Government securities | $3,403,000 | 7,675 |
| U.S. Treasury securities | $1,092,000 | 1,269 |
| U.S. Government agency obligations | $2,311,000 | 7,875 |
| Securities issued by states & political subdivisions | $1,396,000 | 4,800 |
| 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 | $1,084,000 | 1,261 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,698,000 | 6,078 |
| Mortgage-backed securities | $1,289,000 | 5,576 |
| Certificates of participation in pools of residential mortgages | $1,289,000 | 5,040 |
| Issued or guaranteed by U.S. | $1,289,000 | 5,026 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $5,883,000 | 6,733 |
| Total debt securities | $4,799,000 | 7,718 |
| 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 | $5,898,000 | 7,609 |
| U.S. Government securities | $3,441,000 | 7,740 |
| U.S. Treasury securities | $1,074,000 | 1,365 |
| U.S. Government agency obligations | $2,367,000 | 7,934 |
| Securities issued by states & political subdivisions | $1,386,000 | 4,847 |
| 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 | $1,071,000 | 1,262 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,683,000 | 6,054 |
| Mortgage-backed securities | $1,349,000 | 5,542 |
| Certificates of participation in pools of residential mortgages | $1,349,000 | 5,009 |
| Issued or guaranteed by U.S. | $1,349,000 | 4,991 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $5,898,000 | 6,769 |
| Total debt securities | $4,827,000 | 7,784 |
| 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 | $6,042,000 | 7,510 |
| U.S. Government securities | $3,540,000 | 7,625 |
| U.S. Treasury securities | $1,073,000 | 1,402 |
| U.S. Government agency obligations | $2,467,000 | 7,874 |
| Securities issued by states & political subdivisions | $1,434,000 | 4,825 |
| 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 | $1,068,000 | 1,311 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,692,000 | 6,041 |
| Mortgage-backed securities | $1,447,000 | 5,499 |
| Certificates of participation in pools of residential mortgages | $1,447,000 | 4,943 |
| Issued or guaranteed by U.S. | $1,447,000 | 4,922 |
| 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) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $6,042,000 | 6,710 |
| Total debt securities | $4,974,000 | 7,712 |
| 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 | $4,372,000 | 7,935 |
| U.S. Government securities | $2,514,000 | 8,008 |
| U.S. Treasury securities | $1,005,000 | 1,578 |
| U.S. Government agency obligations | $1,509,000 | 8,236 |
| Securities issued by states & political subdivisions | $798,000 | 5,444 |
| 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 | $1,060,000 | 1,336 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,633,000 | 6,072 |
| Mortgage-backed securities | $500,000 | 6,333 |
| Certificates of participation in pools of residential mortgages | $500,000 | 5,858 |
| Issued or guaranteed by U.S. | $500,000 | 5,840 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $4,372,000 | 7,116 |
| Total debt securities | $3,312,000 | 8,162 |
| 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 | $4,055,000 | 8,071 |
| U.S. Government securities | $2,579,000 | 8,050 |
| U.S. Treasury securities | $1,008,000 | 1,573 |
| U.S. Government agency obligations | $1,571,000 | 8,269 |
| Securities issued by states & political subdivisions | $423,000 | 5,920 |
| 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 | $1,053,000 | 1,340 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,753,000 | 6,036 |
| Mortgage-backed securities | $552,000 | 6,295 |
| Certificates of participation in pools of residential mortgages | $552,000 | 5,793 |
| Issued or guaranteed by U.S. | $552,000 | 5,777 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $4,055,000 | 7,210 |
| Total debt securities | $3,002,000 | 8,295 |
| 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 | $4,184,000 | 8,060 |
| U.S. Government securities | $2,643,000 | 8,075 |
| U.S. Treasury securities | $1,011,000 | 1,642 |
| U.S. Government agency obligations | $1,632,000 | 8,301 |
| Securities issued by states & political subdivisions | $496,000 | 5,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,045,000 | 1,356 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,843,000 | 5,999 |
| Mortgage-backed securities | $604,000 | 6,239 |
| Certificates of participation in pools of residential mortgages | $604,000 | 5,714 |
| Issued or guaranteed by U.S. | $604,000 | 5,697 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $4,184,000 | 7,171 |
| Total debt securities | $3,139,000 | 8,298 |
| 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 | $9,078,000 | 6,725 |
| U.S. Government securities | $6,920,000 | 6,494 |
| U.S. Treasury securities | $3,554,000 | 1,012 |
| U.S. Government agency obligations | $3,366,000 | 7,667 |
| Securities issued by states & political subdivisions | $1,151,000 | 5,069 |
| 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 | $1,007,000 | 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 | $2,035,000 | 5,920 |
| Mortgage-backed securities | $806,000 | 6,057 |
| Certificates of participation in pools of residential mortgages | $806,000 | 5,389 |
| Issued or guaranteed by U.S. | $806,000 | 5,370 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $9,078,000 | 5,840 |
| Total debt securities | $8,071,000 | 6,917 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $10,909,000 | 6,524 |
| U.S. Government securities | $8,719,000 | 6,262 |
| U.S. Treasury securities | $3,804,000 | 1,328 |
| U.S. Government agency obligations | $4,915,000 | 7,457 |
| Securities issued by states & political subdivisions | $1,801,000 | 4,534 |
| 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 | $389,000 | 4,389 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,479,000 | 5,400 |
| Mortgage-backed securities | $1,104,000 | 5,435 |
| Certificates of participation in pools of residential mortgages | $1,104,000 | 4,682 |
| Issued or guaranteed by U.S. | $1,104,000 | 4,667 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $10,909,000 | 5,489 |
| Total debt securities | $10,520,000 | 6,510 |
| 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 | $13,956,000 | 6,035 |
| U.S. Government securities | $10,682,000 | 5,902 |
| U.S. Treasury securities | $5,943,000 | 1,378 |
| U.S. Government agency obligations | $4,739,000 | 7,652 |
| Securities issued by states & political subdivisions | $2,925,000 | 3,969 |
| 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 | $349,000 | 4,518 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,715,000 | 3,215 |
| Mortgage-backed securities | $1,280,000 | 5,603 |
| Certificates of participation in pools of residential mortgages | $1,280,000 | 4,763 |
| Issued or guaranteed by U.S. | $1,280,000 | 4,747 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $13,956,000 | 4,949 |
| Total debt securities | $13,607,000 | 6,010 |
| 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 | $18,510,000 | 5,094 |
| U.S. Government securities | $15,011,000 | 4,775 |
| U.S. Treasury securities | $8,552,000 | 1,508 |
| U.S. Government agency obligations | $6,459,000 | 6,532 |
| Securities issued by states & political subdivisions | $3,250,000 | 3,821 |
| 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 | $249,000 | 5,025 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,045,000 | 3,018 |
| Mortgage-backed securities | $1,631,000 | 5,571 |
| Certificates of participation in pools of residential mortgages | $1,631,000 | 4,665 |
| Issued or guaranteed by U.S. | $1,631,000 | 4,645 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $18,510,000 | 4,033 |
| Total debt securities | $18,261,000 | 5,020 |
| 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 | $15,715,000 | 5,823 |
| U.S. Government securities | $12,132,000 | 5,774 |
| U.S. Treasury securities | $5,083,000 | 3,115 |
| U.S. Government agency obligations | $7,049,000 | 6,322 |
| Securities issued by states & political subdivisions | $3,354,000 | 3,588 |
| 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 | $229,000 | 5,157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,241,000 | 3,631 |
| Mortgage-backed securities | $2,102,000 | 5,337 |
| Certificates of participation in pools of residential mortgages | $2,102,000 | 4,301 |
| Issued or guaranteed by U.S. | $2,102,000 | 4,287 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $15,715,000 | 4,337 |
| Total debt securities | $15,486,000 | 5,744 |
| 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 | $18,459,000 | 5,600 |
| U.S. Government securities | $14,953,000 | 5,512 |
| U.S. Treasury securities | $5,871,000 | 3,415 |
| U.S. Government agency obligations | $9,082,000 | 5,811 |
| Securities issued by states & political subdivisions | $3,506,000 | 3,569 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,685,000 | 3,276 |
| Mortgage-backed securities | $787,000 | 7,127 |
| Certificates of participation in pools of residential mortgages | $787,000 | 6,141 |
| Issued or guaranteed by U.S. | $787,000 | 6,127 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $18,459,000 | 4,070 |
| Total debt securities | $18,459,000 | 5,489 |
| Structured notes | ||
| Amortized cost | $446,000 | 2,906 |
| Fair value | $447,000 | 2,879 |
| 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 | $16,558,000 | 6,308 |
| U.S. Government securities | $12,382,000 | 6,457 |
| U.S. Treasury securities | $6,989,000 | 3,653 |
| U.S. Government agency obligations | $5,393,000 | 7,488 |
| Securities issued by states & political subdivisions | $4,176,000 | 3,237 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,082,000 | 2,924 |
| Mortgage-backed securities | $912,000 | 7,405 |
| Certificates of participation in pools of residential mortgages | $912,000 | 6,207 |
| Issued or guaranteed by U.S. | $912,000 | 6,174 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $16,558,000 | 4,561 |
| Total debt securities | $16,558,000 | 6,189 |
| Structured notes | ||
| Amortized cost | $400,000 | 3,850 |
| Fair value | $400,000 | 3,851 |
| 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 | $16,599,000 | 6,650 |
| U.S. Government securities | $12,172,000 | 6,912 |
| U.S. Treasury securities | $7,971,000 | 4,038 |
| U.S. Government agency obligations | $4,201,000 | 8,233 |
| Securities issued by states & political subdivisions | $4,404,000 | 3,231 |
| Other domestic debt securities | $23,000 | 5,595 |
| 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 | $23,000 | 4,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,437,000 | 2,436 |
| Mortgage-backed securities | $950,000 | 7,821 |
| Certificates of participation in pools of residential mortgages | $950,000 | 6,513 |
| Issued or guaranteed by U.S. | $950,000 | 6,491 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,894,000 | 5,380 |
| Available-for-sale securities (fair market value) | $5,705,000 | 6,503 |
| Total debt securities | $16,599,000 | 6,555 |
| 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 | $15,135,000 | 7,355 |
| U.S. Government securities | $10,917,000 | 7,638 |
| U.S. Treasury securities | $6,865,000 | 4,661 |
| U.S. Government agency obligations | $4,052,000 | 8,559 |
| Securities issued by states & political subdivisions | $4,196,000 | 3,448 |
| Other domestic debt securities | $22,000 | 6,358 |
| 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 | $22,000 | 4,959 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,656,000 | 3,802 |
| Mortgage-backed securities | $1,244,000 | 8,106 |
| Certificates of participation in pools of residential mortgages | $1,244,000 | 6,703 |
| Issued or guaranteed by U.S. | $1,244,000 | 6,656 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $15,135,000 | 7,199 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $12,554,000 | 8,174 |
| U.S. Government securities | $8,000,000 | 8,999 |
| U.S. Treasury securities | $6,237,000 | 4,994 |
| U.S. Government agency obligations | $1,763,000 | 10,777 |
| Securities issued by states & political subdivisions | $4,532,000 | 3,004 |
| Other domestic debt securities | $22,000 | 7,268 |
| 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 | $22,000 | 5,654 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,868,000 | 4,058 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $12,554,000 | 8,052 |
| 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 |