Home > Little Horn State Bank > Securities
Little Horn State Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $1,309,000 | 4,373 |
| U.S. Government securities | $190,000 | 4,332 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $190,000 | 4,187 |
| Securities issued by states & political subdivisions | $1,088,000 | 3,508 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $190,000 | 3,685 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $184,000 | 3,492 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 2,697 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $1,278,000 | 4,129 |
| Total debt securities | $1,278,000 | 4,347 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-09-30 | Rank | |
| Total securities | $1,276,000 | 4,403 |
| U.S. Government securities | $196,000 | 4,356 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $196,000 | 4,211 |
| Securities issued by states & political subdivisions | $1,055,000 | 3,546 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,957 |
| Mortgage-backed securities | $196,000 | 3,696 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $190,000 | 3,510 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 2,693 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $1,251,000 | 4,144 |
| Total debt securities | $1,251,000 | 4,376 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-06-30 | Rank | |
| Total securities | $1,306,000 | 4,438 |
| U.S. Government securities | $200,000 | 4,383 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $200,000 | 4,245 |
| Securities issued by states & political subdivisions | $1,082,000 | 3,581 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $200,000 | 3,712 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $194,000 | 3,519 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 2,692 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $1,282,000 | 4,175 |
| Total debt securities | $1,282,000 | 4,412 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2023-03-31 | Rank | |
| Total securities | $1,322,000 | 4,508 |
| U.S. Government securities | $210,000 | 4,450 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $210,000 | 4,269 |
| Securities issued by states & political subdivisions | $1,090,000 | 3,639 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $210,000 | 3,768 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $203,000 | 3,563 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 2,729 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $1,300,000 | 4,239 |
| Total debt securities | $1,300,000 | 4,480 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-12-31 | Rank | |
| Total securities | $1,325,000 | 4,535 |
| U.S. Government securities | $215,000 | 4,479 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $215,000 | 4,285 |
| Securities issued by states & political subdivisions | $1,092,000 | 3,669 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $215,000 | 3,795 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $208,000 | 3,592 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 2,750 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $1,307,000 | 4,265 |
| Total debt securities | $1,310,000 | 4,509 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-09-30 | Rank | |
| Total securities | $1,324,000 | 4,573 |
| U.S. Government securities | $228,000 | 4,520 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $228,000 | 4,321 |
| Securities issued by states & political subdivisions | $1,078,000 | 3,704 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $228,000 | 3,812 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $221,000 | 3,605 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 2,764 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $1,306,000 | 4,301 |
| Total debt securities | $1,306,000 | 4,547 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-06-30 | Rank | |
| Total securities | $1,346,000 | 4,595 |
| U.S. Government securities | $242,000 | 4,536 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $242,000 | 4,353 |
| Securities issued by states & political subdivisions | $1,086,000 | 3,741 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $242,000 | 3,855 |
| Certificates of participation in pools of residential mortgages | $235,000 | 3,703 |
| Issued or guaranteed by U.S. | $235,000 | 3,626 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $7,000 | 2,866 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 2,795 |
| 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) | $1,328,000 | 4,332 |
| Total debt securities | $1,328,000 | 4,578 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2022-03-31 | Rank | |
| Total securities | $1,451,000 | 4,579 |
| U.S. Government securities | $277,000 | 4,514 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $277,000 | 4,348 |
| Securities issued by states & political subdivisions | $1,153,000 | 3,749 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $277,000 | 3,862 |
| Certificates of participation in pools of residential mortgages | $268,000 | 3,704 |
| Issued or guaranteed by U.S. | $268,000 | 3,635 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $9,000 | 2,857 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 2,791 |
| 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) | $1,430,000 | 4,330 |
| Total debt securities | $1,430,000 | 4,563 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-12-31 | Rank | |
| Total securities | $1,546,000 | 4,587 |
| U.S. Government securities | $306,000 | 4,490 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $306,000 | 4,349 |
| Securities issued by states & political subdivisions | $1,217,000 | 3,764 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $306,000 | 3,868 |
| Certificates of participation in pools of residential mortgages | $296,000 | 3,711 |
| Issued or guaranteed by U.S. | $296,000 | 3,630 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $10,000 | 2,844 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 2,789 |
| 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) | $1,523,000 | 4,355 |
| Total debt securities | $1,523,000 | 4,568 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $1,581,000 | 4,638 |
| U.S. Government securities | $329,000 | 4,534 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $329,000 | 4,408 |
| Securities issued by states & political subdivisions | $1,232,000 | 3,793 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $329,000 | 3,914 |
| Certificates of participation in pools of residential mortgages | $319,000 | 3,750 |
| Issued or guaranteed by U.S. | $319,000 | 3,673 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $10,000 | 2,875 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 2,815 |
| 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) | $1,561,000 | 4,400 |
| Total debt securities | $1,561,000 | 4,618 |
| 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 | $1,619,000 | 4,655 |
| U.S. Government securities | $365,000 | 4,556 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $365,000 | 4,437 |
| Securities issued by states & political subdivisions | $1,236,000 | 3,816 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $365,000 | 3,924 |
| Certificates of participation in pools of residential mortgages | $353,000 | 3,752 |
| Issued or guaranteed by U.S. | $353,000 | 3,669 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $12,000 | 2,862 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 2,809 |
| 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) | $1,601,000 | 4,411 |
| Total debt securities | $1,601,000 | 4,631 |
| 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 | $1,724,000 | 4,652 |
| U.S. Government securities | $479,000 | 4,530 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $479,000 | 4,416 |
| Securities issued by states & political subdivisions | $1,227,000 | 3,821 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $479,000 | 3,888 |
| Certificates of participation in pools of residential mortgages | $397,000 | 3,730 |
| Issued or guaranteed by U.S. | $397,000 | 3,648 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $82,000 | 2,760 |
| CMOs issued by government agencies or sponsored agencies | $82,000 | 2,708 |
| 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) | $1,706,000 | 4,409 |
| Total debt securities | $1,706,000 | 4,628 |
| 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 | $2,181,000 | 4,598 |
| U.S. Government securities | $908,000 | 4,417 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $908,000 | 4,289 |
| Securities issued by states & political subdivisions | $1,260,000 | 3,826 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $908,000 | 3,795 |
| Certificates of participation in pools of residential mortgages | $432,000 | 3,710 |
| Issued or guaranteed by U.S. | $432,000 | 3,634 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $476,000 | 2,522 |
| CMOs issued by government agencies or sponsored agencies | $476,000 | 2,467 |
| 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) | $2,168,000 | 4,366 |
| Total debt securities | $2,168,000 | 4,579 |
| 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 | $2,758,000 | 4,572 |
| U.S. Government securities | $1,484,000 | 4,332 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,484,000 | 4,199 |
| Securities issued by states & political subdivisions | $1,263,000 | 3,790 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $1,484,000 | 3,693 |
| Certificates of participation in pools of residential mortgages | $465,000 | 3,698 |
| Issued or guaranteed by U.S. | $465,000 | 3,620 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,019,000 | 2,318 |
| CMOs issued by government agencies or sponsored agencies | $1,019,000 | 2,267 |
| 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) | $2,747,000 | 4,333 |
| Total debt securities | $2,747,000 | 4,554 |
| 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 | $3,314,000 | 4,538 |
| U.S. Government securities | $2,050,000 | 4,271 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $2,050,000 | 4,126 |
| Securities issued by states & political subdivisions | $1,253,000 | 3,795 |
| 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 | $0 | 4,254 |
| Mortgage-backed securities | $2,050,000 | 3,591 |
| Certificates of participation in pools of residential mortgages | $523,000 | 3,681 |
| Issued or guaranteed by U.S. | $523,000 | 3,601 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,527,000 | 2,190 |
| CMOs issued by government agencies or sponsored agencies | $1,527,000 | 2,146 |
| 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) | $3,303,000 | 4,304 |
| Total debt securities | $3,303,000 | 4,517 |
| 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 | $3,659,000 | 4,546 |
| U.S. Government securities | $2,543,000 | 4,253 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $2,543,000 | 4,105 |
| Securities issued by states & political subdivisions | $1,116,000 | 3,799 |
| 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 | $0 | 4,281 |
| Mortgage-backed securities | $2,543,000 | 3,517 |
| Certificates of participation in pools of residential mortgages | $600,000 | 3,673 |
| Issued or guaranteed by U.S. | $600,000 | 3,578 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,943,000 | 2,101 |
| CMOs issued by government agencies or sponsored agencies | $1,943,000 | 2,054 |
| 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) | $3,659,000 | 4,302 |
| Total debt securities | $3,660,000 | 4,526 |
| 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 | $3,981,000 | 4,597 |
| U.S. Government securities | $2,778,000 | 4,308 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,778,000 | 4,139 |
| Securities issued by states & political subdivisions | $1,203,000 | 3,783 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $794,000 | 4,104 |
| Mortgage-backed securities | $2,778,000 | 3,467 |
| Certificates of participation in pools of residential mortgages | $625,000 | 3,672 |
| Issued or guaranteed by U.S. | $625,000 | 3,586 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,153,000 | 2,069 |
| CMOs issued by government agencies or sponsored agencies | $2,153,000 | 2,017 |
| 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) | $3,981,000 | 4,352 |
| Total debt securities | $3,980,000 | 4,578 |
| 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 | $4,307,000 | 4,646 |
| U.S. Government securities | $3,101,000 | 4,322 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $3,101,000 | 4,161 |
| Securities issued by states & political subdivisions | $1,206,000 | 3,824 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $3,101,000 | 3,427 |
| Certificates of participation in pools of residential mortgages | $675,000 | 3,686 |
| Issued or guaranteed by U.S. | $675,000 | 3,596 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,426,000 | 2,033 |
| CMOs issued by government agencies or sponsored agencies | $2,426,000 | 1,986 |
| 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) | $4,307,000 | 4,396 |
| Total debt securities | $4,306,000 | 4,628 |
| 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 | $4,609,000 | 4,660 |
| U.S. Government securities | $3,425,000 | 4,337 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $3,425,000 | 4,173 |
| Securities issued by states & political subdivisions | $1,184,000 | 3,903 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,430,000 | 4,053 |
| Mortgage-backed securities | $3,425,000 | 3,368 |
| Certificates of participation in pools of residential mortgages | $744,000 | 3,665 |
| Issued or guaranteed by U.S. | $744,000 | 3,585 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,681,000 | 1,957 |
| CMOs issued by government agencies or sponsored agencies | $2,681,000 | 1,907 |
| 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) | $4,609,000 | 4,407 |
| Total debt securities | $4,609,000 | 4,639 |
| 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 | $4,784,000 | 4,712 |
| U.S. Government securities | $3,628,000 | 4,364 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $3,628,000 | 4,198 |
| Securities issued by states & political subdivisions | $1,156,000 | 3,970 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,429,000 | 4,090 |
| Mortgage-backed securities | $3,628,000 | 3,358 |
| Certificates of participation in pools of residential mortgages | $811,000 | 3,673 |
| Issued or guaranteed by U.S. | $811,000 | 3,589 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,817,000 | 1,937 |
| CMOs issued by government agencies or sponsored agencies | $2,817,000 | 1,884 |
| 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) | $4,784,000 | 4,445 |
| Total debt securities | $4,784,000 | 4,694 |
| 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 | $4,940,000 | 4,730 |
| U.S. Government securities | $3,803,000 | 4,370 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $3,803,000 | 4,210 |
| Securities issued by states & political subdivisions | $1,137,000 | 4,026 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $992,000 | 4,257 |
| Mortgage-backed securities | $3,803,000 | 3,348 |
| Certificates of participation in pools of residential mortgages | $880,000 | 3,660 |
| Issued or guaranteed by U.S. | $880,000 | 3,588 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,923,000 | 1,916 |
| CMOs issued by government agencies or sponsored agencies | $2,923,000 | 1,863 |
| 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) | $4,940,000 | 4,470 |
| Total debt securities | $4,941,000 | 4,712 |
| 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 | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $5,139,000 | 4,769 |
| U.S. Government securities | $3,692,000 | 4,449 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $3,692,000 | 4,293 |
| Securities issued by states & political subdivisions | $1,135,000 | 4,072 |
| Other domestic debt securities | $312,000 | 1,780 |
| Privately issued residential mortgage-backed securities | $312,000 | 411 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,502,000 | 4,167 |
| Mortgage-backed securities | $4,004,000 | 3,344 |
| Certificates of participation in pools of residential mortgages | $1,375,000 | 3,508 |
| Issued or guaranteed by U.S. | $1,375,000 | 3,478 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,629,000 | 1,947 |
| CMOs issued by government agencies or sponsored agencies | $2,317,000 | 1,955 |
| Privately issued | $312,000 | 331 |
| 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) | $5,139,000 | 4,499 |
| Total debt securities | $5,139,000 | 4,752 |
| 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 | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $5,428,000 | 4,796 |
| U.S. Government securities | $3,942,000 | 4,446 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $3,942,000 | 4,290 |
| Securities issued by states & political subdivisions | $1,155,000 | 4,120 |
| Other domestic debt securities | $331,000 | 1,962 |
| Privately issued residential mortgage-backed securities | $331,000 | 650 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,514,000 | 4,210 |
| Mortgage-backed securities | $4,273,000 | 3,345 |
| Certificates of participation in pools of residential mortgages | $1,461,000 | 3,536 |
| Issued or guaranteed by U.S. | $1,461,000 | 3,370 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,812,000 | 1,918 |
| CMOs issued by government agencies or sponsored agencies | $2,481,000 | 1,928 |
| Privately issued | $331,000 | 339 |
| 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) | $5,428,000 | 4,524 |
| Total debt securities | $5,428,000 | 4,777 |
| 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 | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $5,662,000 | 4,828 |
| U.S. Government securities | $4,164,000 | 4,487 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $4,164,000 | 4,346 |
| Securities issued by states & political subdivisions | $1,156,000 | 4,166 |
| Other domestic debt securities | $342,000 | 1,792 |
| Privately issued residential mortgage-backed securities | $342,000 | 376 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,534,000 | 4,257 |
| Mortgage-backed securities | $4,506,000 | 3,334 |
| Certificates of participation in pools of residential mortgages | $1,554,000 | 3,549 |
| Issued or guaranteed by U.S. | $1,554,000 | 3,542 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,952,000 | 1,888 |
| CMOs issued by government agencies or sponsored agencies | $2,610,000 | 1,892 |
| Privately issued | $342,000 | 350 |
| 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) | $5,662,000 | 4,557 |
| Total debt securities | $5,662,000 | 4,810 |
| 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 | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $5,938,000 | 4,875 |
| U.S. Government securities | $4,396,000 | 4,498 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $4,396,000 | 4,370 |
| Securities issued by states & political subdivisions | $1,188,000 | 4,230 |
| Other domestic debt securities | $354,000 | 1,794 |
| Privately issued residential mortgage-backed securities | $354,000 | 378 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,544,000 | 4,318 |
| Mortgage-backed securities | $4,750,000 | 3,327 |
| Certificates of participation in pools of residential mortgages | $1,631,000 | 3,571 |
| Issued or guaranteed by U.S. | $1,631,000 | 3,564 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $3,119,000 | 1,852 |
| CMOs issued by government agencies or sponsored agencies | $2,765,000 | 1,848 |
| Privately issued | $354,000 | 356 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $5,938,000 | 4,597 |
| Total debt securities | $5,938,000 | 4,854 |
| 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 | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $6,253,000 | 4,900 |
| U.S. Government securities | $4,648,000 | 4,517 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $4,648,000 | 4,396 |
| Securities issued by states & political subdivisions | $1,183,000 | 4,283 |
| Other domestic debt securities | $422,000 | 1,787 |
| Privately issued residential mortgage-backed securities | $422,000 | 365 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,541,000 | 4,398 |
| Mortgage-backed securities | $5,070,000 | 3,313 |
| Certificates of participation in pools of residential mortgages | $1,704,000 | 3,609 |
| Issued or guaranteed by U.S. | $1,704,000 | 3,604 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $3,366,000 | 1,826 |
| CMOs issued by government agencies or sponsored agencies | $2,944,000 | 1,833 |
| Privately issued | $422,000 | 344 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $6,253,000 | 4,614 |
| Total debt securities | $6,253,000 | 4,875 |
| 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 | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $6,524,000 | 4,911 |
| U.S. Government securities | $4,864,000 | 4,526 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $4,864,000 | 4,404 |
| Securities issued by states & political subdivisions | $1,190,000 | 4,308 |
| Other domestic debt securities | $470,000 | 1,800 |
| Privately issued residential mortgage-backed securities | $470,000 | 365 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,541,000 | 4,429 |
| Mortgage-backed securities | $5,334,000 | 3,305 |
| Certificates of participation in pools of residential mortgages | $1,790,000 | 3,626 |
| Issued or guaranteed by U.S. | $1,790,000 | 3,622 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,544,000 | 1,834 |
| CMOs issued by government agencies or sponsored agencies | $3,074,000 | 1,840 |
| Privately issued | $470,000 | 343 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $6,524,000 | 4,620 |
| Total debt securities | $6,524,000 | 4,886 |
| 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 | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $4,655,000 | 5,169 |
| U.S. Government securities | $4,042,000 | 4,700 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $4,042,000 | 4,572 |
| Securities issued by states & political subdivisions | $105,000 | 4,815 |
| Other domestic debt securities | $508,000 | 1,799 |
| Privately issued residential mortgage-backed securities | $508,000 | 382 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,546,000 | 4,481 |
| Mortgage-backed securities | $4,550,000 | 3,486 |
| Certificates of participation in pools of residential mortgages | $1,934,000 | 3,646 |
| Issued or guaranteed by U.S. | $1,934,000 | 3,643 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,616,000 | 1,992 |
| CMOs issued by government agencies or sponsored agencies | $2,108,000 | 2,052 |
| Privately issued | $508,000 | 360 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $4,655,000 | 4,866 |
| Total debt securities | $4,654,000 | 5,143 |
| 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 | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $2,771,000 | 5,401 |
| U.S. Government securities | $2,096,000 | 5,060 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,096,000 | 4,939 |
| Securities issued by states & political subdivisions | $105,000 | 4,868 |
| Other domestic debt securities | $570,000 | 1,773 |
| Privately issued residential mortgage-backed securities | $570,000 | 389 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,542,000 | 4,531 |
| Mortgage-backed securities | $2,666,000 | 3,841 |
| Certificates of participation in pools of residential mortgages | $2,044,000 | 3,629 |
| Issued or guaranteed by U.S. | $2,044,000 | 3,624 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $622,000 | 2,665 |
| CMOs issued by government agencies or sponsored agencies | $52,000 | 2,950 |
| Privately issued | $570,000 | 365 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $2,771,000 | 5,079 |
| Total debt securities | $2,771,000 | 5,374 |
| 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 | $2,996,000 | 5,440 |
| U.S. Government securities | $2,222,000 | 5,088 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $2,222,000 | 4,982 |
| Securities issued by states & political subdivisions | $109,000 | 4,895 |
| Other domestic debt securities | $665,000 | 1,739 |
| Privately issued residential mortgage-backed securities | $665,000 | 382 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,546,000 | 4,592 |
| Mortgage-backed securities | $2,887,000 | 3,831 |
| Certificates of participation in pools of residential mortgages | $2,161,000 | 3,629 |
| Issued or guaranteed by U.S. | $2,161,000 | 3,626 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $726,000 | 2,639 |
| CMOs issued by government agencies or sponsored agencies | $61,000 | 2,971 |
| Privately issued | $665,000 | 363 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $2,996,000 | 5,105 |
| Total debt securities | $2,996,000 | 5,413 |
| 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 | $3,249,000 | 5,497 |
| U.S. Government securities | $2,408,000 | 5,151 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $2,408,000 | 5,040 |
| Securities issued by states & political subdivisions | $111,000 | 4,938 |
| Other domestic debt securities | $730,000 | 1,742 |
| Privately issued residential mortgage-backed securities | $730,000 | 390 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,544,000 | 4,671 |
| Mortgage-backed securities | $3,138,000 | 3,808 |
| Certificates of participation in pools of residential mortgages | $2,344,000 | 3,622 |
| Issued or guaranteed by U.S. | $2,344,000 | 3,617 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $794,000 | 2,640 |
| CMOs issued by government agencies or sponsored agencies | $64,000 | 2,993 |
| Privately issued | $730,000 | 367 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $3,249,000 | 5,156 |
| Total debt securities | $3,249,000 | 5,474 |
| 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 | $8,263,000 | 5,013 |
| U.S. Government securities | $5,031,000 | 4,782 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $5,031,000 | 4,670 |
| Securities issued by states & political subdivisions | $1,532,000 | 4,360 |
| Other domestic debt securities | $1,700,000 | 1,386 |
| Privately issued residential mortgage-backed securities | $1,700,000 | 291 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,807,000 | 4,647 |
| Mortgage-backed securities | $6,731,000 | 3,238 |
| Certificates of participation in pools of residential mortgages | $2,498,000 | 3,621 |
| Issued or guaranteed by U.S. | $2,498,000 | 3,618 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,233,000 | 1,739 |
| CMOs issued by government agencies or sponsored agencies | $2,533,000 | 2,008 |
| Privately issued | $1,700,000 | 276 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $8,263,000 | 4,668 |
| Total debt securities | $8,263,000 | 4,990 |
| 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 | $10,434,000 | 4,854 |
| U.S. Government securities | $7,101,000 | 4,527 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,101,000 | 4,404 |
| Securities issued by states & political subdivisions | $1,525,000 | 4,409 |
| Other domestic debt securities | $1,808,000 | 1,344 |
| Privately issued residential mortgage-backed securities | $1,808,000 | 279 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,798,000 | 4,688 |
| Mortgage-backed securities | $8,909,000 | 2,961 |
| Certificates of participation in pools of residential mortgages | $3,618,000 | 3,348 |
| Issued or guaranteed by U.S. | $3,618,000 | 3,345 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,291,000 | 1,609 |
| CMOs issued by government agencies or sponsored agencies | $3,483,000 | 1,810 |
| Privately issued | $1,808,000 | 266 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $10,434,000 | 4,492 |
| Total debt securities | $10,434,000 | 4,832 |
| 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 | $10,983,000 | 4,880 |
| U.S. Government securities | $7,519,000 | 4,559 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $7,519,000 | 4,448 |
| Securities issued by states & political subdivisions | $1,513,000 | 4,469 |
| Other domestic debt securities | $1,951,000 | 1,324 |
| Privately issued residential mortgage-backed securities | $1,951,000 | 266 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,810,000 | 4,759 |
| Mortgage-backed securities | $9,470,000 | 2,929 |
| Certificates of participation in pools of residential mortgages | $3,815,000 | 3,344 |
| Issued or guaranteed by U.S. | $3,815,000 | 3,340 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $5,655,000 | 1,573 |
| CMOs issued by government agencies or sponsored agencies | $3,704,000 | 1,800 |
| Privately issued | $1,951,000 | 256 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $10,983,000 | 4,518 |
| Total debt securities | $10,983,000 | 4,857 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $12,349,000 | 4,847 |
| U.S. Government securities | $7,977,000 | 4,607 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $7,977,000 | 4,499 |
| Securities issued by states & political subdivisions | $2,239,000 | 4,258 |
| Other domestic debt securities | $2,133,000 | 1,265 |
| Privately issued residential mortgage-backed securities | $2,133,000 | 271 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,808,000 | 4,796 |
| Mortgage-backed securities | $10,110,000 | 2,943 |
| Certificates of participation in pools of residential mortgages | $4,049,000 | 3,375 |
| Issued or guaranteed by U.S. | $4,049,000 | 3,372 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,061,000 | 1,577 |
| CMOs issued by government agencies or sponsored agencies | $3,928,000 | 1,834 |
| Privately issued | $2,133,000 | 259 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $12,349,000 | 4,470 |
| Total debt securities | $12,349,000 | 4,825 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $12,616,000 | 4,885 |
| U.S. Government securities | $8,253,000 | 4,632 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $8,253,000 | 4,518 |
| Securities issued by states & political subdivisions | $1,993,000 | 4,365 |
| Other domestic debt securities | $2,370,000 | 1,251 |
| Privately issued residential mortgage-backed securities | $2,370,000 | 278 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,812,000 | 4,866 |
| Mortgage-backed securities | $10,623,000 | 2,929 |
| Certificates of participation in pools of residential mortgages | $4,304,000 | 3,380 |
| Issued or guaranteed by U.S. | $4,304,000 | 3,378 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $6,319,000 | 1,590 |
| CMOs issued by government agencies or sponsored agencies | $3,949,000 | 1,858 |
| Privately issued | $2,370,000 | 264 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $12,616,000 | 4,505 |
| Total debt securities | $12,616,000 | 4,864 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $11,964,000 | 5,004 |
| U.S. Government securities | $7,467,000 | 4,816 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $7,467,000 | 4,700 |
| Securities issued by states & political subdivisions | $1,983,000 | 4,433 |
| Other domestic debt securities | $2,514,000 | 1,216 |
| Privately issued residential mortgage-backed securities | $2,514,000 | 273 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,804,000 | 4,928 |
| Mortgage-backed securities | $9,981,000 | 3,051 |
| Certificates of participation in pools of residential mortgages | $4,501,000 | 3,393 |
| Issued or guaranteed by U.S. | $4,501,000 | 3,388 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,480,000 | 1,729 |
| CMOs issued by government agencies or sponsored agencies | $2,966,000 | 2,078 |
| Privately issued | $2,514,000 | 258 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $11,964,000 | 4,624 |
| Total debt securities | $11,964,000 | 4,984 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $12,493,000 | 5,047 |
| U.S. Government securities | $7,901,000 | 4,842 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $7,901,000 | 4,728 |
| Securities issued by states & political subdivisions | $1,972,000 | 4,465 |
| Other domestic debt securities | $2,620,000 | 1,238 |
| Privately issued residential mortgage-backed securities | $2,620,000 | 285 |
| 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 | $1,802,000 | 4,984 |
| Mortgage-backed securities | $10,521,000 | 3,062 |
| Certificates of participation in pools of residential mortgages | $4,775,000 | 3,420 |
| Issued or guaranteed by U.S. | $4,775,000 | 3,418 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $5,746,000 | 1,721 |
| CMOs issued by government agencies or sponsored agencies | $3,126,000 | 2,091 |
| Privately issued | $2,620,000 | 271 |
| 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) | $12,493,000 | 4,663 |
| Total debt securities | $12,492,000 | 5,026 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $12,829,000 | 5,098 |
| U.S. Government securities | $6,233,000 | 5,184 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $6,233,000 | 5,063 |
| Securities issued by states & political subdivisions | $3,849,000 | 3,982 |
| Other domestic debt securities | $2,747,000 | 1,248 |
| Privately issued residential mortgage-backed securities | $2,747,000 | 277 |
| 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 | $4,079,000 | 4,434 |
| Mortgage-backed securities | $8,980,000 | 3,321 |
| Certificates of participation in pools of residential mortgages | $3,956,000 | 3,666 |
| Issued or guaranteed by U.S. | $3,956,000 | 3,665 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,024,000 | 1,843 |
| CMOs issued by government agencies or sponsored agencies | $2,277,000 | 2,335 |
| Privately issued | $2,747,000 | 266 |
| 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) | $12,829,000 | 4,691 |
| Total debt securities | $12,829,000 | 5,076 |
| 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 | $12,155,000 | 5,208 |
| U.S. Government securities | $8,139,000 | 4,904 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $8,139,000 | 4,803 |
| Securities issued by states & political subdivisions | $3,483,000 | 4,111 |
| Other domestic debt securities | $533,000 | 2,097 |
| Privately issued residential mortgage-backed securities | $533,000 | 533 |
| 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 | $2,838,000 | 4,789 |
| Mortgage-backed securities | $8,672,000 | 3,381 |
| Certificates of participation in pools of residential mortgages | $6,726,000 | 3,127 |
| Issued or guaranteed by U.S. | $6,726,000 | 3,127 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,946,000 | 2,501 |
| CMOs issued by government agencies or sponsored agencies | $1,413,000 | 2,609 |
| Privately issued | $533,000 | 509 |
| 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) | $12,155,000 | 4,799 |
| Total debt securities | $12,159,000 | 5,178 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $11,702,000 | 5,272 |
| U.S. Government securities | $7,954,000 | 4,944 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,954,000 | 4,847 |
| Securities issued by states & political subdivisions | $3,190,000 | 4,205 |
| Other domestic debt securities | $558,000 | 2,136 |
| Privately issued residential mortgage-backed securities | $558,000 | 559 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,011,000 | 4,748 |
| Mortgage-backed securities | $8,512,000 | 3,394 |
| Certificates of participation in pools of residential mortgages | $7,151,000 | 3,073 |
| Issued or guaranteed by U.S. | $7,151,000 | 3,071 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,361,000 | 2,709 |
| CMOs issued by government agencies or sponsored agencies | $803,000 | 2,866 |
| Privately issued | $558,000 | 532 |
| 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) | $11,702,000 | 4,877 |
| Total debt securities | $11,702,000 | 5,243 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $12,275,000 | 5,264 |
| U.S. Government securities | $8,480,000 | 4,888 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,480,000 | 4,786 |
| Securities issued by states & political subdivisions | $3,210,000 | 4,209 |
| Other domestic debt securities | $585,000 | 2,185 |
| Privately issued residential mortgage-backed securities | $585,000 | 585 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,137,000 | 4,764 |
| Mortgage-backed securities | $9,065,000 | 3,336 |
| Certificates of participation in pools of residential mortgages | $7,512,000 | 3,023 |
| Issued or guaranteed by U.S. | $7,512,000 | 3,020 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,553,000 | 2,655 |
| CMOs issued by government agencies or sponsored agencies | $968,000 | 2,811 |
| Privately issued | $585,000 | 560 |
| 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) | $12,275,000 | 4,872 |
| Total debt securities | $12,275,000 | 5,232 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $13,578,000 | 5,121 |
| U.S. Government securities | $9,421,000 | 4,745 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $9,421,000 | 4,648 |
| Securities issued by states & political subdivisions | $3,542,000 | 4,122 |
| Other domestic debt securities | $615,000 | 2,231 |
| Privately issued residential mortgage-backed securities | $615,000 | 596 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,439,000 | 4,675 |
| Mortgage-backed securities | $10,036,000 | 3,223 |
| Certificates of participation in pools of residential mortgages | $8,182,000 | 2,890 |
| Issued or guaranteed by U.S. | $8,182,000 | 2,888 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,854,000 | 2,598 |
| CMOs issued by government agencies or sponsored agencies | $1,239,000 | 2,715 |
| Privately issued | $615,000 | 571 |
| 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) | $13,578,000 | 4,740 |
| Total debt securities | $13,578,000 | 5,090 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $14,438,000 | 5,065 |
| U.S. Government securities | $10,539,000 | 4,643 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $10,539,000 | 4,543 |
| Securities issued by states & political subdivisions | $3,245,000 | 4,188 |
| Other domestic debt securities | $654,000 | 2,205 |
| Privately issued residential mortgage-backed securities | $654,000 | 619 |
| 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 | $1,932,000 | 5,221 |
| Mortgage-backed securities | $11,193,000 | 3,150 |
| Certificates of participation in pools of residential mortgages | $8,904,000 | 2,817 |
| Issued or guaranteed by U.S. | $8,904,000 | 2,816 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,289,000 | 2,528 |
| CMOs issued by government agencies or sponsored agencies | $1,635,000 | 2,629 |
| Privately issued | $654,000 | 597 |
| 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) | $14,438,000 | 4,703 |
| Total debt securities | $14,437,000 | 5,030 |
| 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 | $16,159,000 | 4,846 |
| U.S. Government securities | $11,408,000 | 4,485 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $11,408,000 | 4,385 |
| Securities issued by states & political subdivisions | $4,069,000 | 3,982 |
| Other domestic debt securities | $682,000 | 2,193 |
| Privately issued residential mortgage-backed securities | $682,000 | 636 |
| 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 | $2,066,000 | 5,171 |
| Mortgage-backed securities | $12,090,000 | 3,075 |
| Certificates of participation in pools of residential mortgages | $8,842,000 | 2,827 |
| Issued or guaranteed by U.S. | $8,842,000 | 2,825 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,248,000 | 2,335 |
| CMOs issued by government agencies or sponsored agencies | $2,566,000 | 2,410 |
| Privately issued | $682,000 | 617 |
| 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) | $16,159,000 | 4,475 |
| Total debt securities | $16,159,000 | 4,812 |
| 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 | $16,517,000 | 4,880 |
| U.S. Government securities | $11,721,000 | 4,549 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $11,721,000 | 4,450 |
| Securities issued by states & political subdivisions | $4,089,000 | 3,951 |
| Other domestic debt securities | $707,000 | 2,232 |
| Privately issued residential mortgage-backed securities | $707,000 | 670 |
| 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 | $2,205,000 | 5,185 |
| Mortgage-backed securities | $12,428,000 | 3,170 |
| Certificates of participation in pools of residential mortgages | $8,887,000 | 2,951 |
| Issued or guaranteed by U.S. | $8,887,000 | 2,950 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,541,000 | 2,375 |
| CMOs issued by government agencies or sponsored agencies | $2,834,000 | 2,426 |
| Privately issued | $707,000 | 647 |
| 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) | $16,517,000 | 4,505 |
| Total debt securities | $16,517,000 | 4,849 |
| 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 | $15,837,000 | 4,978 |
| U.S. Government securities | $10,067,000 | 4,880 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $10,067,000 | 4,783 |
| Securities issued by states & political subdivisions | $4,076,000 | 3,919 |
| Other domestic debt securities | $1,694,000 | 1,741 |
| Privately issued residential mortgage-backed securities | $1,694,000 | 551 |
| 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 | $2,326,000 | 5,207 |
| Mortgage-backed securities | $7,145,000 | 3,883 |
| Certificates of participation in pools of residential mortgages | $3,278,000 | 4,122 |
| Issued or guaranteed by U.S. | $3,276,000 | 4,120 |
| Privately issued | $2,000 | 91 |
| Collaterized mortgage obligations | $3,867,000 | 2,333 |
| CMOs issued by government agencies or sponsored agencies | $2,175,000 | 2,602 |
| Privately issued | $1,692,000 | 529 |
| 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) | $15,837,000 | 4,607 |
| Total debt securities | $15,837,000 | 4,950 |
| 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 | $14,975,000 | 5,134 |
| U.S. Government securities | $9,035,000 | 5,151 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $9,035,000 | 5,049 |
| Securities issued by states & political subdivisions | $4,051,000 | 3,859 |
| Other domestic debt securities | $1,889,000 | 1,659 |
| Privately issued residential mortgage-backed securities | $1,889,000 | 556 |
| 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 | $2,812,000 | 5,061 |
| Mortgage-backed securities | $4,591,000 | 4,359 |
| Certificates of participation in pools of residential mortgages | $748,000 | 4,972 |
| Issued or guaranteed by U.S. | $746,000 | 4,972 |
| Privately issued | $2,000 | 91 |
| Collaterized mortgage obligations | $3,843,000 | 2,342 |
| CMOs issued by government agencies or sponsored agencies | $1,956,000 | 2,689 |
| Privately issued | $1,887,000 | 536 |
| 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) | $14,975,000 | 4,725 |
| Total debt securities | $14,975,000 | 5,109 |
| 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 | $16,227,000 | 4,954 |
| U.S. Government securities | $10,084,000 | 4,930 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $10,084,000 | 4,831 |
| Securities issued by states & political subdivisions | $4,058,000 | 3,825 |
| Other domestic debt securities | $2,085,000 | 1,561 |
| Privately issued residential mortgage-backed securities | $2,085,000 | 597 |
| 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 | $1,794,000 | 5,203 |
| Mortgage-backed securities | $5,046,000 | 4,212 |
| Certificates of participation in pools of residential mortgages | $803,000 | 4,915 |
| Issued or guaranteed by U.S. | $801,000 | 4,908 |
| Privately issued | $2,000 | 118 |
| Collaterized mortgage obligations | $4,243,000 | 2,244 |
| CMOs issued by government agencies or sponsored agencies | $2,160,000 | 2,513 |
| Privately issued | $2,083,000 | 570 |
| 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) | $16,227,000 | 4,532 |
| Total debt securities | $16,228,000 | 4,930 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $15,725,000 | 4,983 |
| U.S. Government securities | $9,480,000 | 4,988 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $9,480,000 | 4,893 |
| Securities issued by states & political subdivisions | $4,030,000 | 3,781 |
| Other domestic debt securities | $2,215,000 | 1,523 |
| Privately issued residential mortgage-backed securities | $2,215,000 | 616 |
| 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 | $1,873,000 | 5,200 |
| Mortgage-backed securities | $5,028,000 | 4,193 |
| Certificates of participation in pools of residential mortgages | $833,000 | 4,902 |
| Issued or guaranteed by U.S. | $829,000 | 4,895 |
| Privately issued | $4,000 | 128 |
| Collaterized mortgage obligations | $4,195,000 | 2,223 |
| CMOs issued by government agencies or sponsored agencies | $1,984,000 | 2,548 |
| Privately issued | $2,211,000 | 580 |
| 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) | $15,725,000 | 4,571 |
| Total debt securities | $15,725,000 | 4,954 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $16,189,000 | 4,998 |
| U.S. Government securities | $9,954,000 | 5,036 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $9,954,000 | 4,923 |
| Securities issued by states & political subdivisions | $3,951,000 | 3,754 |
| Other domestic debt securities | $2,284,000 | 1,452 |
| Privately issued residential mortgage-backed securities | $2,284,000 | 625 |
| 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 | $1,573,000 | 5,303 |
| Mortgage-backed securities | $6,015,000 | 3,970 |
| Certificates of participation in pools of residential mortgages | $1,339,000 | 4,655 |
| Issued or guaranteed by U.S. | $1,335,000 | 4,649 |
| Privately issued | $4,000 | 122 |
| Collaterized mortgage obligations | $4,676,000 | 2,102 |
| CMOs issued by government agencies or sponsored agencies | $2,396,000 | 2,390 |
| Privately issued | $2,280,000 | 592 |
| 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) | $16,189,000 | 4,576 |
| Total debt securities | $16,189,000 | 4,965 |
| 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 | $17,276,000 | 4,858 |
| U.S. Government securities | $11,179,000 | 4,820 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $11,179,000 | 4,693 |
| Securities issued by states & political subdivisions | $3,791,000 | 3,767 |
| Other domestic debt securities | $2,306,000 | 1,489 |
| Privately issued residential mortgage-backed securities | $2,306,000 | 657 |
| 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 | $1,447,000 | 5,392 |
| Mortgage-backed securities | $7,103,000 | 3,707 |
| Certificates of participation in pools of residential mortgages | $2,262,000 | 4,250 |
| Issued or guaranteed by U.S. | $2,258,000 | 4,241 |
| Privately issued | $4,000 | 129 |
| Collaterized mortgage obligations | $4,841,000 | 2,022 |
| CMOs issued by government agencies or sponsored agencies | $2,539,000 | 2,287 |
| Privately issued | $2,302,000 | 626 |
| 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) | $17,276,000 | 4,454 |
| Total debt securities | $17,276,000 | 4,820 |
| 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 | $18,668,000 | 4,565 |
| U.S. Government securities | $11,980,000 | 4,546 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $11,980,000 | 4,431 |
| Securities issued by states & political subdivisions | $3,682,000 | 3,803 |
| Other domestic debt securities | $3,006,000 | 1,410 |
| Privately issued residential mortgage-backed securities | $3,006,000 | 630 |
| 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 | $1,499,000 | 5,421 |
| Mortgage-backed securities | $8,190,000 | 3,439 |
| Certificates of participation in pools of residential mortgages | $2,384,000 | 4,100 |
| Issued or guaranteed by U.S. | $2,381,000 | 4,092 |
| Privately issued | $3,000 | 133 |
| Collaterized mortgage obligations | $5,806,000 | 1,879 |
| CMOs issued by government agencies or sponsored agencies | $2,803,000 | 2,160 |
| Privately issued | $3,003,000 | 601 |
| 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) | $18,668,000 | 4,181 |
| Total debt securities | $18,669,000 | 4,528 |
| 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 | $16,904,000 | 4,728 |
| U.S. Government securities | $9,477,000 | 4,936 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $9,477,000 | 4,820 |
| Securities issued by states & political subdivisions | $3,995,000 | 3,632 |
| Other domestic debt securities | $3,432,000 | 1,367 |
| Privately issued residential mortgage-backed securities | $3,432,000 | 660 |
| 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 | $1,533,000 | 5,481 |
| Mortgage-backed securities | $8,535,000 | 3,353 |
| Certificates of participation in pools of residential mortgages | $2,610,000 | 3,999 |
| Issued or guaranteed by U.S. | $2,606,000 | 3,992 |
| Privately issued | $4,000 | 135 |
| Collaterized mortgage obligations | $5,925,000 | 1,845 |
| CMOs issued by government agencies or sponsored agencies | $2,497,000 | 2,206 |
| Privately issued | $3,428,000 | 629 |
| 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) | $16,904,000 | 4,324 |
| Total debt securities | $16,904,000 | 4,683 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $15,458,000 | 4,934 |
| U.S. Government securities | $7,943,000 | 5,362 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $7,943,000 | 5,246 |
| Securities issued by states & political subdivisions | $3,988,000 | 3,570 |
| Other domestic debt securities | $3,527,000 | 1,358 |
| Privately issued residential mortgage-backed securities | $3,527,000 | 683 |
| 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 | $960,000 | 5,811 |
| Mortgage-backed securities | $7,257,000 | 3,564 |
| Certificates of participation in pools of residential mortgages | $1,010,000 | 4,750 |
| Issued or guaranteed by U.S. | $1,005,000 | 4,746 |
| Privately issued | $5,000 | 142 |
| Collaterized mortgage obligations | $6,247,000 | 1,743 |
| CMOs issued by government agencies or sponsored agencies | $2,725,000 | 2,066 |
| Privately issued | $3,522,000 | 654 |
| 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) | $15,458,000 | 4,515 |
| Total debt securities | $15,458,000 | 4,896 |
| 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 | $18,450,000 | 4,617 |
| U.S. Government securities | $9,408,000 | 5,133 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $9,408,000 | 5,024 |
| Securities issued by states & political subdivisions | $4,619,000 | 3,365 |
| Other domestic debt securities | $4,423,000 | 1,263 |
| Privately issued residential mortgage-backed securities | $4,423,000 | 649 |
| 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 | $2,956,000 | 5,051 |
| Mortgage-backed securities | $9,210,000 | 3,323 |
| Certificates of participation in pools of residential mortgages | $993,000 | 4,885 |
| Issued or guaranteed by U.S. | $989,000 | 4,881 |
| Privately issued | $4,000 | 140 |
| Collaterized mortgage obligations | $8,217,000 | 1,503 |
| CMOs issued by government agencies or sponsored agencies | $3,798,000 | 1,787 |
| Privately issued | $4,419,000 | 623 |
| 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) | $7,000 | 3,195 |
| Available-for-sale securities (fair market value) | $18,443,000 | 4,195 |
| Total debt securities | $18,449,000 | 4,574 |
| 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 | $18,876,000 | 4,511 |
| U.S. Government securities | $7,002,000 | 5,595 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $7,002,000 | 5,494 |
| Securities issued by states & political subdivisions | $6,599,000 | 2,849 |
| Other domestic debt securities | $5,275,000 | 1,198 |
| Privately issued residential mortgage-backed securities | $5,275,000 | 631 |
| 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 | $3,446,000 | 4,895 |
| Mortgage-backed securities | $7,435,000 | 3,647 |
| Certificates of participation in pools of residential mortgages | $2,165,000 | 4,424 |
| Issued or guaranteed by U.S. | $2,160,000 | 4,419 |
| Privately issued | $5,000 | 151 |
| Collaterized mortgage obligations | $5,270,000 | 1,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $5,270,000 | 608 |
| 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) | $312,000 | 2,785 |
| Available-for-sale securities (fair market value) | $18,564,000 | 4,146 |
| Total debt securities | $18,876,000 | 4,471 |
| 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 | $21,880,000 | 4,218 |
| U.S. Government securities | $8,951,000 | 5,209 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $8,951,000 | 5,112 |
| Securities issued by states & political subdivisions | $7,993,000 | 2,588 |
| Other domestic debt securities | $4,936,000 | 1,312 |
| Privately issued residential mortgage-backed securities | $3,687,000 | 779 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,249,000 | 1,357 |
| 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 | $2,975,000 | 5,125 |
| Mortgage-backed securities | $7,207,000 | 3,778 |
| Certificates of participation in pools of residential mortgages | $30,000 | 5,957 |
| Issued or guaranteed by U.S. | $25,000 | 5,965 |
| Privately issued | $5,000 | 166 |
| Collaterized mortgage obligations | $7,177,000 | 1,602 |
| CMOs issued by government agencies or sponsored agencies | $3,495,000 | 1,809 |
| Privately issued | $3,682,000 | 745 |
| 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) | $768,000 | 2,552 |
| Available-for-sale securities (fair market value) | $21,112,000 | 3,902 |
| Total debt securities | $21,880,000 | 4,181 |
| 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 | $19,747,000 | 4,461 |
| U.S. Government securities | $7,237,000 | 5,572 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $7,237,000 | 5,488 |
| Securities issued by states & political subdivisions | $7,703,000 | 2,597 |
| Other domestic debt securities | $4,807,000 | 1,363 |
| Privately issued residential mortgage-backed securities | $3,598,000 | 812 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,209,000 | 1,409 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,907,000 | 4,775 |
| Mortgage-backed securities | $5,465,000 | 4,177 |
| Certificates of participation in pools of residential mortgages | $33,000 | 5,995 |
| Issued or guaranteed by U.S. | $28,000 | 6,002 |
| Privately issued | $5,000 | 176 |
| Collaterized mortgage obligations | $5,432,000 | 1,768 |
| CMOs issued by government agencies or sponsored agencies | $1,839,000 | 2,186 |
| Privately issued | $3,593,000 | 777 |
| 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) | $775,000 | 2,585 |
| Available-for-sale securities (fair market value) | $18,972,000 | 4,107 |
| Total debt securities | $19,747,000 | 4,420 |
| 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 | $19,279,000 | 4,521 |
| U.S. Government securities | $6,747,000 | 5,829 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $6,747,000 | 5,748 |
| Securities issued by states & political subdivisions | $7,447,000 | 2,566 |
| Other domestic debt securities | $5,085,000 | 1,234 |
| Privately issued residential mortgage-backed securities | $4,098,000 | 767 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $987,000 | 1,574 |
| 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 | $4,183,000 | 4,742 |
| Mortgage-backed securities | $5,166,000 | 4,318 |
| Certificates of participation in pools of residential mortgages | $36,000 | 6,051 |
| Issued or guaranteed by U.S. | $30,000 | 6,059 |
| Privately issued | $6,000 | 186 |
| Collaterized mortgage obligations | $5,130,000 | 1,827 |
| CMOs issued by government agencies or sponsored agencies | $1,038,000 | 2,520 |
| Privately issued | $4,092,000 | 737 |
| 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) | $777,000 | 2,628 |
| Available-for-sale securities (fair market value) | $18,502,000 | 4,167 |
| Total debt securities | $19,279,000 | 4,484 |
| 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 | $18,905,000 | 4,581 |
| U.S. Government securities | $6,828,000 | 5,897 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $6,828,000 | 5,813 |
| Securities issued by states & political subdivisions | $7,464,000 | 2,525 |
| Other domestic debt securities | $4,613,000 | 1,262 |
| Privately issued residential mortgage-backed securities | $3,656,000 | 782 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $957,000 | 1,568 |
| 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 | $4,270,000 | 4,765 |
| Mortgage-backed securities | $4,693,000 | 4,385 |
| Certificates of participation in pools of residential mortgages | $44,000 | 6,054 |
| Issued or guaranteed by U.S. | $32,000 | 6,078 |
| Privately issued | $12,000 | 179 |
| Collaterized mortgage obligations | $4,649,000 | 1,847 |
| CMOs issued by government agencies or sponsored agencies | $1,005,000 | 2,525 |
| Privately issued | $3,644,000 | 748 |
| 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) | $782,000 | 2,643 |
| Available-for-sale securities (fair market value) | $18,123,000 | 4,200 |
| Total debt securities | $18,905,000 | 4,546 |
| 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 | $18,061,000 | 4,618 |
| U.S. Government securities | $6,057,000 | 6,072 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $6,057,000 | 5,987 |
| Securities issued by states & political subdivisions | $7,268,000 | 2,550 |
| Other domestic debt securities | $4,736,000 | 1,220 |
| Privately issued residential mortgage-backed securities | $4,254,000 | 741 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $482,000 | 1,921 |
| 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 | $5,025,000 | 4,523 |
| Mortgage-backed securities | $5,286,000 | 4,128 |
| Certificates of participation in pools of residential mortgages | $46,000 | 6,071 |
| Issued or guaranteed by U.S. | $35,000 | 6,084 |
| Privately issued | $11,000 | 183 |
| Collaterized mortgage obligations | $5,240,000 | 1,691 |
| CMOs issued by government agencies or sponsored agencies | $997,000 | 2,435 |
| Privately issued | $4,243,000 | 709 |
| 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) | $784,000 | 2,669 |
| Available-for-sale securities (fair market value) | $17,277,000 | 4,245 |
| Total debt securities | $18,061,000 | 4,581 |
| 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 | $18,717,000 | 4,606 |
| U.S. Government securities | $6,055,000 | 6,130 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $6,055,000 | 6,042 |
| Securities issued by states & political subdivisions | $8,160,000 | 2,390 |
| Other domestic debt securities | $4,502,000 | 1,302 |
| Privately issued residential mortgage-backed securities | $4,023,000 | 760 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $479,000 | 1,959 |
| 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 | $4,098,000 | 4,797 |
| Mortgage-backed securities | $5,030,000 | 4,199 |
| Certificates of participation in pools of residential mortgages | $62,000 | 6,037 |
| Issued or guaranteed by U.S. | $50,000 | 6,045 |
| Privately issued | $12,000 | 193 |
| Collaterized mortgage obligations | $4,968,000 | 1,725 |
| CMOs issued by government agencies or sponsored agencies | $957,000 | 2,467 |
| Privately issued | $4,011,000 | 722 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,153,000 | 2,488 |
| Available-for-sale securities (fair market value) | $17,564,000 | 4,279 |
| Total debt securities | $18,717,000 | 4,556 |
| 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 | $19,905,000 | 4,442 |
| U.S. Government securities | $10,445,000 | 5,046 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $10,445,000 | 4,946 |
| Securities issued by states & political subdivisions | $8,347,000 | 2,351 |
| Other domestic debt securities | $1,113,000 | 2,098 |
| Privately issued residential mortgage-backed securities | $623,000 | 1,221 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $490,000 | 1,921 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,327,000 | 4,375 |
| Mortgage-backed securities | $2,908,000 | 4,753 |
| Certificates of participation in pools of residential mortgages | $1,992,000 | 4,625 |
| Issued or guaranteed by U.S. | $1,977,000 | 4,613 |
| Privately issued | $15,000 | 192 |
| Collaterized mortgage obligations | $916,000 | 2,837 |
| CMOs issued by government agencies or sponsored agencies | $308,000 | 2,908 |
| Privately issued | $608,000 | 1,165 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,328,000 | 2,469 |
| Available-for-sale securities (fair market value) | $18,577,000 | 4,127 |
| Total debt securities | $19,905,000 | 4,383 |
| 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 | $19,954,000 | 4,456 |
| U.S. Government securities | $14,062,000 | 4,474 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $14,062,000 | 4,387 |
| Securities issued by states & political subdivisions | $5,377,000 | 3,007 |
| Other domestic debt securities | $515,000 | 2,357 |
| Privately issued residential mortgage-backed securities | $15,000 | 1,405 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $500,000 | 1,719 |
| 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 | $1,805,000 | 5,780 |
| Mortgage-backed securities | $2,497,000 | 4,665 |
| Certificates of participation in pools of residential mortgages | $2,195,000 | 4,260 |
| Issued or guaranteed by U.S. | $2,180,000 | 4,251 |
| Privately issued | $15,000 | 179 |
| Collaterized mortgage obligations | $302,000 | 3,172 |
| CMOs issued by government agencies or sponsored agencies | $302,000 | 2,843 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,356,000 | 2,519 |
| Available-for-sale securities (fair market value) | $18,598,000 | 4,116 |
| Total debt securities | $19,954,000 | 4,406 |
| 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 | $18,647,000 | 4,656 |
| U.S. Government securities | $13,212,000 | 4,729 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $13,212,000 | 4,629 |
| Securities issued by states & political subdivisions | $4,919,000 | 3,098 |
| Other domestic debt securities | $516,000 | 2,293 |
| Privately issued residential mortgage-backed securities | $15,000 | 1,374 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $501,000 | 1,683 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,786,000 | 5,825 |
| Mortgage-backed securities | $2,766,000 | 4,446 |
| Certificates of participation in pools of residential mortgages | $2,465,000 | 3,983 |
| Issued or guaranteed by U.S. | $2,450,000 | 3,977 |
| Privately issued | $15,000 | 184 |
| Collaterized mortgage obligations | $301,000 | 3,132 |
| CMOs issued by government agencies or sponsored agencies | $301,000 | 2,807 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,067,000 | 2,690 |
| Available-for-sale securities (fair market value) | $17,580,000 | 4,266 |
| Total debt securities | $18,646,000 | 4,606 |
| 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 | $19,393,000 | 4,569 |
| U.S. Government securities | $14,299,000 | 4,520 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $14,299,000 | 4,411 |
| Securities issued by states & political subdivisions | $4,576,000 | 3,198 |
| Other domestic debt securities | $518,000 | 2,231 |
| Privately issued residential mortgage-backed securities | $17,000 | 1,329 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $501,000 | 1,641 |
| 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 | $1,462,000 | 6,017 |
| Mortgage-backed securities | $3,532,000 | 4,113 |
| Certificates of participation in pools of residential mortgages | $3,236,000 | 3,619 |
| Issued or guaranteed by U.S. | $3,219,000 | 3,613 |
| Privately issued | $17,000 | 192 |
| Collaterized mortgage obligations | $296,000 | 3,104 |
| CMOs issued by government agencies or sponsored agencies | $296,000 | 2,790 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,089,000 | 2,712 |
| Available-for-sale securities (fair market value) | $18,304,000 | 4,141 |
| Total debt securities | $19,392,000 | 4,519 |
| 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 | $20,484,000 | 4,432 |
| U.S. Government securities | $15,464,000 | 4,356 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $15,464,000 | 4,246 |
| Securities issued by states & political subdivisions | $4,500,000 | 3,235 |
| Other domestic debt securities | $520,000 | 2,229 |
| Privately issued residential mortgage-backed securities | $17,000 | 1,301 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $503,000 | 1,666 |
| 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 | $1,474,000 | 6,023 |
| Mortgage-backed securities | $4,106,000 | 3,892 |
| Certificates of participation in pools of residential mortgages | $3,804,000 | 3,383 |
| Issued or guaranteed by U.S. | $3,787,000 | 3,369 |
| Privately issued | $17,000 | 204 |
| Collaterized mortgage obligations | $302,000 | 3,072 |
| CMOs issued by government agencies or sponsored agencies | $302,000 | 2,775 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,194,000 | 2,702 |
| Available-for-sale securities (fair market value) | $19,290,000 | 4,042 |
| Total debt securities | $20,484,000 | 4,387 |
| 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 | $20,324,000 | 4,501 |
| U.S. Government securities | $16,057,000 | 4,313 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $16,057,000 | 4,205 |
| Securities issued by states & political subdivisions | $3,747,000 | 3,516 |
| Other domestic debt securities | $520,000 | 2,249 |
| Privately issued residential mortgage-backed securities | $18,000 | 1,287 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $502,000 | 1,717 |
| 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 | $1,468,000 | 6,045 |
| Mortgage-backed securities | $4,758,000 | 3,696 |
| Certificates of participation in pools of residential mortgages | $4,457,000 | 3,172 |
| Issued or guaranteed by U.S. | $4,439,000 | 3,163 |
| Privately issued | $18,000 | 193 |
| Collaterized mortgage obligations | $301,000 | 3,074 |
| CMOs issued by government agencies or sponsored agencies | $301,000 | 2,782 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,261,000 | 2,737 |
| Available-for-sale securities (fair market value) | $19,063,000 | 4,119 |
| Total debt securities | $20,324,000 | 4,447 |
| 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 | $18,294,000 | 4,826 |
| U.S. Government securities | $14,956,000 | 4,550 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $14,956,000 | 4,419 |
| Securities issued by states & political subdivisions | $2,817,000 | 3,873 |
| Other domestic debt securities | $521,000 | 2,288 |
| Privately issued residential mortgage-backed securities | $18,000 | 1,280 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $503,000 | 1,741 |
| 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 | $1,500,000 | 6,057 |
| Mortgage-backed securities | $4,962,000 | 3,630 |
| Certificates of participation in pools of residential mortgages | $4,962,000 | 3,018 |
| Issued or guaranteed by U.S. | $4,944,000 | 3,010 |
| Privately issued | $18,000 | 202 |
| 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) | $996,000 | 2,932 |
| Available-for-sale securities (fair market value) | $17,298,000 | 4,362 |
| Total debt securities | $18,296,000 | 4,774 |
| 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 | $17,374,000 | 4,947 |
| U.S. Government securities | $14,860,000 | 4,540 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $14,860,000 | 4,403 |
| Securities issued by states & political subdivisions | $1,992,000 | 4,312 |
| Other domestic debt securities | $522,000 | 2,306 |
| Privately issued residential mortgage-backed securities | $23,000 | 1,254 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $499,000 | 1,835 |
| 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 | $1,442,000 | 6,135 |
| Mortgage-backed securities | $5,569,000 | 3,467 |
| Certificates of participation in pools of residential mortgages | $5,569,000 | 2,878 |
| Issued or guaranteed by U.S. | $5,546,000 | 2,869 |
| Privately issued | $23,000 | 194 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,091,000 | 2,894 |
| Available-for-sale securities (fair market value) | $16,283,000 | 4,478 |
| Total debt securities | $17,376,000 | 4,897 |
| 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 | $18,038,000 | 4,891 |
| U.S. Government securities | $15,474,000 | 4,473 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $15,474,000 | 4,345 |
| Securities issued by states & political subdivisions | $2,038,000 | 4,317 |
| Other domestic debt securities | $526,000 | 2,373 |
| Privately issued residential mortgage-backed securities | $24,000 | 1,239 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $502,000 | 1,872 |
| 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 | $1,808,000 | 5,941 |
| Mortgage-backed securities | $6,053,000 | 3,387 |
| Certificates of participation in pools of residential mortgages | $6,053,000 | 2,810 |
| Issued or guaranteed by U.S. | $6,029,000 | 2,800 |
| Privately issued | $24,000 | 189 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,256,000 | 2,900 |
| Available-for-sale securities (fair market value) | $16,782,000 | 4,437 |
| Total debt securities | $18,038,000 | 4,835 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $15,736,000 | 5,253 |
| U.S. Government securities | $13,814,000 | 4,772 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $13,814,000 | 4,629 |
| Securities issued by states & political subdivisions | $1,391,000 | 4,768 |
| Other domestic debt securities | $531,000 | 2,450 |
| Privately issued residential mortgage-backed securities | $25,000 | 1,225 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $506,000 | 1,965 |
| 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 | $1,859,000 | 5,945 |
| Mortgage-backed securities | $5,326,000 | 3,606 |
| Certificates of participation in pools of residential mortgages | $4,835,000 | 3,159 |
| Issued or guaranteed by U.S. | $4,810,000 | 3,154 |
| Privately issued | $25,000 | 199 |
| Collaterized mortgage obligations | $491,000 | 2,844 |
| CMOs issued by government agencies or sponsored agencies | $491,000 | 2,565 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,198,000 | 2,970 |
| Available-for-sale securities (fair market value) | $14,538,000 | 4,776 |
| Total debt securities | $15,736,000 | 5,202 |
| 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 | $11,665,000 | 5,986 |
| U.S. Government securities | $11,583,000 | 5,182 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $11,583,000 | 5,032 |
| Securities issued by states & political subdivisions | $54,000 | 6,365 |
| Other domestic debt securities | $28,000 | 3,276 |
| Privately issued residential mortgage-backed securities | $28,000 | 1,206 |
| 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 | $2,401,000 | 5,659 |
| Mortgage-backed securities | $2,748,000 | 4,479 |
| Certificates of participation in pools of residential mortgages | $2,748,000 | 3,902 |
| Issued or guaranteed by U.S. | $2,720,000 | 3,900 |
| Privately issued | $28,000 | 202 |
| 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) | $85,000 | 4,020 |
| Available-for-sale securities (fair market value) | $11,580,000 | 5,292 |
| Total debt securities | $11,665,000 | 5,922 |
| 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 | $10,157,000 | 6,336 |
| U.S. Government securities | $10,067,000 | 5,584 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $10,067,000 | 5,443 |
| Securities issued by states & political subdivisions | $58,000 | 6,370 |
| Other domestic debt securities | $32,000 | 3,315 |
| Privately issued residential mortgage-backed securities | $32,000 | 1,168 |
| 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 | $3,727,000 | 5,045 |
| Mortgage-backed securities | $1,640,000 | 5,132 |
| Certificates of participation in pools of residential mortgages | $1,640,000 | 4,593 |
| Issued or guaranteed by U.S. | $1,608,000 | 4,596 |
| Privately issued | $32,000 | 205 |
| 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) | $91,000 | 4,058 |
| Available-for-sale securities (fair market value) | $10,066,000 | 5,621 |
| Total debt securities | $10,156,000 | 6,272 |
| 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 | $10,204,000 | 6,400 |
| U.S. Government securities | $8,978,000 | 5,939 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,978,000 | 5,794 |
| Securities issued by states & political subdivisions | $58,000 | 6,417 |
| Other domestic debt securities | $1,168,000 | 2,112 |
| Privately issued residential mortgage-backed securities | $35,000 | 1,150 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,133,000 | 1,704 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,540,000 | 5,610 |
| Mortgage-backed securities | $707,000 | 5,798 |
| Certificates of participation in pools of residential mortgages | $707,000 | 5,334 |
| Issued or guaranteed by U.S. | $672,000 | 5,348 |
| Privately issued | $35,000 | 186 |
| 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) | $100,000 | 4,107 |
| Available-for-sale securities (fair market value) | $10,104,000 | 5,675 |
| Total debt securities | $10,205,000 | 6,338 |
| 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 | $8,396,000 | 6,786 |
| U.S. Government securities | $6,739,000 | 6,541 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,739,000 | 6,397 |
| Securities issued by states & political subdivisions | $61,000 | 6,455 |
| Other domestic debt securities | $1,596,000 | 1,944 |
| Privately issued residential mortgage-backed securities | $41,000 | 1,131 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,555,000 | 1,582 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,644,000 | 5,561 |
| Mortgage-backed securities | $791,000 | 5,784 |
| Certificates of participation in pools of residential mortgages | $791,000 | 5,302 |
| Issued or guaranteed by U.S. | $750,000 | 5,316 |
| Privately issued | $41,000 | 180 |
| 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) | $118,000 | 4,128 |
| Available-for-sale securities (fair market value) | $8,278,000 | 6,048 |
| Total debt securities | $8,396,000 | 6,731 |
| 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 | $8,977,000 | 6,728 |
| U.S. Government securities | $6,822,000 | 6,544 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $6,822,000 | 6,385 |
| Securities issued by states & political subdivisions | $61,000 | 6,498 |
| Other domestic debt securities | $2,094,000 | 1,763 |
| Privately issued residential mortgage-backed securities | $45,000 | 1,085 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,049,000 | 1,452 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,677,000 | 5,111 |
| Mortgage-backed securities | $858,000 | 5,756 |
| Certificates of participation in pools of residential mortgages | $858,000 | 5,266 |
| Issued or guaranteed by U.S. | $813,000 | 5,287 |
| Privately issued | $45,000 | 190 |
| 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) | $119,000 | 4,178 |
| Available-for-sale securities (fair market value) | $8,858,000 | 5,978 |
| Total debt securities | $8,978,000 | 6,660 |
| 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 | $9,833,000 | 6,617 |
| U.S. Government securities | $7,659,000 | 6,390 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $7,659,000 | 6,219 |
| Securities issued by states & political subdivisions | $64,000 | 6,536 |
| Other domestic debt securities | $2,110,000 | 1,830 |
| Privately issued residential mortgage-backed securities | $48,000 | 1,075 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,062,000 | 1,527 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,232,000 | 5,779 |
| Mortgage-backed securities | $960,000 | 5,750 |
| Certificates of participation in pools of residential mortgages | $960,000 | 5,250 |
| Issued or guaranteed by U.S. | $912,000 | 5,280 |
| Privately issued | $48,000 | 188 |
| 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) | $126,000 | 4,215 |
| Available-for-sale securities (fair market value) | $9,707,000 | 5,878 |
| Total debt securities | $9,833,000 | 6,540 |
| 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 | $11,815,000 | 6,175 |
| U.S. Government securities | $9,047,000 | 5,970 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $9,047,000 | 5,813 |
| Securities issued by states & political subdivisions | $64,000 | 6,534 |
| Other domestic debt securities | $2,704,000 | 1,738 |
| Privately issued residential mortgage-backed securities | $52,000 | 1,139 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,652,000 | 1,405 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,579,000 | 5,574 |
| Mortgage-backed securities | $1,154,000 | 5,647 |
| Certificates of participation in pools of residential mortgages | $1,154,000 | 5,130 |
| Issued or guaranteed by U.S. | $1,102,000 | 5,154 |
| Privately issued | $52,000 | 198 |
| 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) | $130,000 | 4,252 |
| Available-for-sale securities (fair market value) | $11,685,000 | 5,484 |
| Total debt securities | $11,816,000 | 6,093 |
| 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 | $10,394,000 | 6,533 |
| U.S. Government securities | $7,116,000 | 6,548 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $7,116,000 | 6,377 |
| Securities issued by states & political subdivisions | $67,000 | 6,617 |
| Other domestic debt securities | $3,211,000 | 1,620 |
| Privately issued residential mortgage-backed securities | $63,000 | 982 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,148,000 | 1,370 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,748,000 | 5,454 |
| Mortgage-backed securities | $1,333,000 | 5,552 |
| Certificates of participation in pools of residential mortgages | $1,324,000 | 5,025 |
| Issued or guaranteed by U.S. | $1,270,000 | 5,050 |
| Privately issued | $54,000 | 208 |
| Collaterized mortgage obligations | $9,000 | 3,960 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $9,000 | 962 |
| 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) | $136,000 | 4,304 |
| Available-for-sale securities (fair market value) | $10,258,000 | 5,801 |
| Total debt securities | $10,404,000 | 6,444 |
| 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 | $7,513,000 | 7,120 |
| U.S. Government securities | $3,626,000 | 7,589 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $3,626,000 | 7,400 |
| Securities issued by states & political subdivisions | $102,000 | 6,583 |
| Other domestic debt securities | $3,785,000 | 1,579 |
| Privately issued residential mortgage-backed securities | $103,000 | 1,014 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,682,000 | 1,331 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,446,000 | 5,078 |
| Mortgage-backed securities | $1,543,000 | 5,442 |
| Certificates of participation in pools of residential mortgages | $1,504,000 | 4,913 |
| Issued or guaranteed by U.S. | $1,440,000 | 4,926 |
| Privately issued | $64,000 | 214 |
| Collaterized mortgage obligations | $39,000 | 3,948 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $39,000 | 961 |
| 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) | $176,000 | 4,252 |
| Available-for-sale securities (fair market value) | $7,337,000 | 6,367 |
| Total debt securities | $7,513,000 | 7,025 |
| 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 | $8,090,000 | 6,929 |
| U.S. Government securities | $4,137,000 | 7,393 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,137,000 | 7,206 |
| Securities issued by states & political subdivisions | $105,000 | 6,581 |
| Other domestic debt securities | $3,848,000 | 1,628 |
| Privately issued residential mortgage-backed securities | $139,000 | 1,042 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,709,000 | 1,388 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,452,000 | 4,609 |
| Mortgage-backed securities | $2,059,000 | 5,277 |
| Certificates of participation in pools of residential mortgages | $1,995,000 | 4,687 |
| Issued or guaranteed by U.S. | $1,920,000 | 4,720 |
| Privately issued | $75,000 | 208 |
| Collaterized mortgage obligations | $64,000 | 4,057 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $64,000 | 985 |
| 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) | $185,000 | 4,297 |
| Available-for-sale securities (fair market value) | $7,905,000 | 6,201 |
| Total debt securities | $8,089,000 | 6,829 |
| 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 | $9,260,000 | 6,659 |
| U.S. Government securities | $4,856,000 | 7,204 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,856,000 | 7,002 |
| Securities issued by states & political subdivisions | $105,000 | 6,565 |
| Other domestic debt securities | $4,299,000 | 1,528 |
| Privately issued residential mortgage-backed securities | $174,000 | 1,037 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,125,000 | 1,291 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,127,000 | 4,764 |
| Mortgage-backed securities | $2,549,000 | 5,072 |
| Certificates of participation in pools of residential mortgages | $2,459,000 | 4,445 |
| Issued or guaranteed by U.S. | $2,375,000 | 4,461 |
| Privately issued | $84,000 | 209 |
| Collaterized mortgage obligations | $90,000 | 4,088 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $90,000 | 986 |
| 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) | $191,000 | 4,354 |
| Available-for-sale securities (fair market value) | $9,069,000 | 5,929 |
| Total debt securities | $9,258,000 | 6,563 |
| 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 | $10,140,000 | 6,482 |
| U.S. Government securities | $5,195,000 | 7,095 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,195,000 | 6,890 |
| Securities issued by states & political subdivisions | $108,000 | 6,580 |
| Other domestic debt securities | $4,837,000 | 1,421 |
| Privately issued residential mortgage-backed securities | $213,000 | 1,040 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,624,000 | 1,208 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,127,000 | 4,771 |
| Mortgage-backed securities | $2,902,000 | 4,912 |
| Certificates of participation in pools of residential mortgages | $2,787,000 | 4,261 |
| Issued or guaranteed by U.S. | $2,689,000 | 4,282 |
| Privately issued | $98,000 | 208 |
| Collaterized mortgage obligations | $115,000 | 4,092 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $115,000 | 1,002 |
| 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) | $208,000 | 4,400 |
| Available-for-sale securities (fair market value) | $9,932,000 | 5,735 |
| Total debt securities | $10,140,000 | 6,386 |
| 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 | $12,322,000 | 5,943 |
| U.S. Government securities | $6,027,000 | 6,821 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $6,027,000 | 6,588 |
| Securities issued by states & political subdivisions | $289,000 | 6,323 |
| Other domestic debt securities | $6,006,000 | 1,272 |
| Privately issued residential mortgage-backed securities | $333,000 | 1,057 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,673,000 | 1,050 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,010,000 | 4,828 |
| Mortgage-backed securities | $3,908,000 | 4,347 |
| Certificates of participation in pools of residential mortgages | $3,721,000 | 3,574 |
| Issued or guaranteed by U.S. | $3,575,000 | 3,622 |
| Privately issued | $146,000 | 206 |
| Collaterized mortgage obligations | $187,000 | 4,133 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $187,000 | 1,040 |
| 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) | $301,000 | 4,517 |
| Available-for-sale securities (fair market value) | $12,021,000 | 5,149 |
| Total debt securities | $12,322,000 | 5,840 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $14,313,000 | 5,707 |
| U.S. Government securities | $7,240,000 | 6,810 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $7,240,000 | 6,435 |
| Securities issued by states & political subdivisions | $528,000 | 6,016 |
| Other domestic debt securities | $6,499,000 | 1,039 |
| Privately issued residential mortgage-backed securities | $423,000 | 946 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,076,000 | 888 |
| Foreign debt securities | NA | NA |
| Equity securities | $46,000 | 7,421 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,710,000 | 4,762 |
| Mortgage-backed securities | $3,541,000 | 3,915 |
| Certificates of participation in pools of residential mortgages | $3,303,000 | 3,237 |
| Issued or guaranteed by U.S. | $3,118,000 | 3,309 |
| Privately issued | $185,000 | 231 |
| Collaterized mortgage obligations | $238,000 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $238,000 | 928 |
| 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) | $428,000 | 5,010 |
| Available-for-sale securities (fair market value) | $13,885,000 | 4,802 |
| Total debt securities | $14,267,000 | 5,599 |
| 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 | $14,507,000 | 5,907 |
| U.S. Government securities | $8,440,000 | 6,617 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $8,440,000 | 6,088 |
| Securities issued by states & political subdivisions | $532,000 | 6,333 |
| Other domestic debt securities | $5,535,000 | 1,134 |
| 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 | $5,535,000 | 919 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,510,000 | 4,436 |
| Mortgage-backed securities | $3,421,000 | 4,267 |
| Certificates of participation in pools of residential mortgages | $3,421,000 | 3,397 |
| Issued or guaranteed by U.S. | $3,421,000 | 3,385 |
| 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) | $614,000 | 5,212 |
| Available-for-sale securities (fair market value) | $13,893,000 | 4,964 |
| Total debt securities | $14,507,000 | 5,802 |
| Structured notes | ||
| Amortized cost | $1,851,000 | 319 |
| Fair value | $1,840,000 | 304 |
| 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 | $9,281,000 | 7,320 |
| U.S. Government securities | $7,769,000 | 6,849 |
| U.S. Treasury securities | $501,000 | 6,020 |
| U.S. Government agency obligations | $7,268,000 | 6,186 |
| Securities issued by states & political subdivisions | $979,000 | 5,808 |
| Other domestic debt securities | $533,000 | 2,628 |
| 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 | $533,000 | 2,173 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,319,000 | 3,786 |
| Mortgage-backed securities | $481,000 | 6,721 |
| Certificates of participation in pools of residential mortgages | $481,000 | 6,013 |
| Issued or guaranteed by U.S. | $481,000 | 5,998 |
| 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) | $1,028,000 | 5,399 |
| Available-for-sale securities (fair market value) | $8,253,000 | 6,267 |
| Total debt securities | $9,281,000 | 7,193 |
| Structured notes | ||
| Amortized cost | $1,854,000 | 408 |
| Fair value | $1,836,000 | 408 |
| 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 | $15,635,000 | 5,846 |
| U.S. Government securities | $13,813,000 | 5,326 |
| U.S. Treasury securities | $1,501,000 | 5,733 |
| U.S. Government agency obligations | $12,312,000 | 4,587 |
| Securities issued by states & political subdivisions | $1,090,000 | 5,663 |
| Other domestic debt securities | $732,000 | 2,061 |
| 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 | $732,000 | 1,642 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,707,000 | 3,819 |
| Mortgage-backed securities | $1,028,000 | 6,286 |
| Certificates of participation in pools of residential mortgages | $1,028,000 | 5,326 |
| Issued or guaranteed by U.S. | $1,028,000 | 5,305 |
| 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) | $1,533,000 | 5,920 |
| Available-for-sale securities (fair market value) | $14,102,000 | 4,686 |
| Total debt securities | $15,635,000 | 5,715 |
| Structured notes | ||
| Amortized cost | $2,856,000 | 556 |
| Fair value | $2,801,000 | 556 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $14,345,000 | 6,603 |
| U.S. Government securities | $12,441,000 | 6,191 |
| U.S. Treasury securities | $2,257,000 | 5,700 |
| U.S. Government agency obligations | $10,184,000 | 5,447 |
| Securities issued by states & political subdivisions | $1,175,000 | 5,828 |
| Other domestic debt securities | $729,000 | 2,360 |
| 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 | $729,000 | 1,796 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,939,000 | 3,828 |
| Mortgage-backed securities | $1,833,000 | 6,018 |
| Certificates of participation in pools of residential mortgages | $1,833,000 | 4,878 |
| Issued or guaranteed by U.S. | $1,833,000 | 4,859 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,367,000 | 6,040 |
| Available-for-sale securities (fair market value) | $11,978,000 | 5,420 |
| Total debt securities | $14,345,000 | 6,467 |
| Structured notes | ||
| Amortized cost | $2,858,000 | 773 |
| Fair value | $2,775,000 | 774 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $10,569,000 | 8,093 |
| U.S. Government securities | $8,483,000 | 7,961 |
| U.S. Treasury securities | $2,022,000 | 7,000 |
| U.S. Government agency obligations | $6,461,000 | 6,955 |
| Securities issued by states & political subdivisions | $1,272,000 | 5,898 |
| Other domestic debt securities | $814,000 | 2,704 |
| Privately issued residential mortgage-backed securities | $87,000 | 1,933 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $727,000 | 2,201 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,709,000 | 3,921 |
| Mortgage-backed securities | $2,258,000 | 6,036 |
| Certificates of participation in pools of residential mortgages | $2,120,000 | 4,809 |
| Issued or guaranteed by U.S. | $2,120,000 | 4,780 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $138,000 | 5,618 |
| CMOs issued by government agencies or sponsored agencies | $51,000 | 5,562 |
| Privately issued | $87,000 | 1,620 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,124,000 | 5,934 |
| Available-for-sale securities (fair market value) | $7,445,000 | 6,972 |
| Total debt securities | $10,569,000 | 7,952 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $12,908,000 | 7,738 |
| U.S. Government securities | $10,163,000 | 7,678 |
| U.S. Treasury securities | $1,936,000 | 8,443 |
| U.S. Government agency obligations | $8,227,000 | 6,079 |
| Securities issued by states & political subdivisions | $1,316,000 | 6,117 |
| Other domestic debt securities | $1,429,000 | 2,396 |
| Privately issued residential mortgage-backed securities | $297,000 | 1,585 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,132,000 | 2,075 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,133,000 | 4,665 |
| Mortgage-backed securities | $2,923,000 | 5,917 |
| Certificates of participation in pools of residential mortgages | $2,533,000 | 4,727 |
| Issued or guaranteed by U.S. | $2,533,000 | 4,701 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $390,000 | 5,496 |
| CMOs issued by government agencies or sponsored agencies | $93,000 | 5,888 |
| Privately issued | $297,000 | 1,311 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,642,000 | 5,801 |
| Available-for-sale securities (fair market value) | $3,266,000 | 7,938 |
| Total debt securities | $12,908,000 | 7,616 |
| 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 | $13,859,000 | 7,761 |
| U.S. Government securities | $11,396,000 | 7,465 |
| U.S. Treasury securities | $2,470,000 | 7,961 |
| U.S. Government agency obligations | $8,926,000 | 5,973 |
| Securities issued by states & political subdivisions | $1,118,000 | 6,585 |
| Other domestic debt securities | $1,345,000 | 2,902 |
| Privately issued residential mortgage-backed securities | $641,000 | 1,526 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $704,000 | 2,917 |
| 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 | $5,998,000 | 4,115 |
| Mortgage-backed securities | $5,020,000 | 5,253 |
| Certificates of participation in pools of residential mortgages | $2,656,000 | 5,152 |
| Issued or guaranteed by U.S. | $2,656,000 | 5,116 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $2,364,000 | 3,814 |
| CMOs issued by government agencies or sponsored agencies | $1,723,000 | 4,097 |
| Privately issued | $641,000 | 1,207 |
| 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 | $13,856,000 | 7,600 |
| 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 | $15,296,000 | 7,266 |
| U.S. Government securities | $12,197,000 | 7,177 |
| U.S. Treasury securities | $3,870,000 | 6,736 |
| U.S. Government agency obligations | $8,327,000 | 6,194 |
| Securities issued by states & political subdivisions | $620,000 | 7,384 |
| Other domestic debt securities | $2,479,000 | 2,623 |
| Privately issued residential mortgage-backed securities | $1,294,000 | 1,553 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,185,000 | 2,704 |
| 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 | $4,200,000 | 4,995 |
| Mortgage-backed securities | $6,165,000 | 4,931 |
| Certificates of participation in pools of residential mortgages | $1,010,000 | 7,490 |
| Issued or guaranteed by U.S. | $1,010,000 | 7,433 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $5,155,000 | 2,583 |
| CMOs issued by government agencies or sponsored agencies | $3,861,000 | 2,798 |
| Privately issued | $1,294,000 | 1,237 |
| 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 | $15,296,000 | 7,141 |
| 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 |