Home > Security National Bank > Securities
Security National Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $30,287,000 | 3,182 |
| U.S. Government securities | $23,587,000 | 2,762 |
| U.S. Treasury securities | $4,424,000 | 1,923 |
| U.S. Government agency obligations | $19,163,000 | 2,635 |
| Securities issued by states & political subdivisions | $6,700,000 | 2,749 |
| 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 | $6,686,000 | 3,198 |
| Mortgage-backed securities | $1,234,000 | 3,457 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,234,000 | 3,166 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $30,287,000 | 2,941 |
| Total debt securities | $30,287,000 | 3,162 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 719 |
| Fair value | $1,185,000 | 724 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $31,526,000 | 3,142 |
| U.S. Government securities | $24,938,000 | 2,692 |
| U.S. Treasury securities | $4,234,000 | 1,979 |
| U.S. Government agency obligations | $20,704,000 | 2,532 |
| Securities issued by states & political subdivisions | $6,588,000 | 2,773 |
| 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 | $5,477,000 | 3,266 |
| Mortgage-backed securities | $1,221,000 | 3,474 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,221,000 | 3,186 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $31,526,000 | 2,892 |
| Total debt securities | $31,528,000 | 3,120 |
| Structured notes | ||
| Amortized cost | $1,850,000 | 655 |
| Fair value | $1,640,000 | 635 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $32,614,000 | 3,152 |
| U.S. Government securities | $25,757,000 | 2,702 |
| U.S. Treasury securities | $4,745,000 | 1,956 |
| U.S. Government agency obligations | $21,012,000 | 2,578 |
| Securities issued by states & political subdivisions | $6,857,000 | 2,791 |
| 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 | $5,712,000 | 3,226 |
| Mortgage-backed securities | $1,323,000 | 3,475 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,323,000 | 3,179 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $32,614,000 | 2,903 |
| Total debt securities | $32,614,000 | 3,127 |
| Structured notes | ||
| Amortized cost | $1,850,000 | 694 |
| Fair value | $1,662,000 | 675 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $32,898,000 | 3,232 |
| U.S. Government securities | $25,990,000 | 2,770 |
| U.S. Treasury securities | $4,770,000 | 2,028 |
| U.S. Government agency obligations | $21,220,000 | 2,573 |
| Securities issued by states & political subdivisions | $6,908,000 | 2,838 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,737,000 | 3,166 |
| Mortgage-backed securities | $1,395,000 | 3,518 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,395,000 | 3,211 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $32,898,000 | 2,971 |
| Total debt securities | $32,898,000 | 3,206 |
| Structured notes | ||
| Amortized cost | $2,350,000 | 603 |
| Fair value | $2,132,000 | 605 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $32,416,000 | 3,287 |
| U.S. Government securities | $25,647,000 | 2,822 |
| U.S. Treasury securities | $4,715,000 | 2,078 |
| U.S. Government agency obligations | $20,932,000 | 2,591 |
| Securities issued by states & political subdivisions | $6,769,000 | 2,878 |
| 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 | $5,733,000 | 3,096 |
| Mortgage-backed securities | $1,433,000 | 3,542 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,433,000 | 3,233 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $32,416,000 | 3,023 |
| Total debt securities | $32,417,000 | 3,261 |
| Structured notes | ||
| Amortized cost | $2,350,000 | 629 |
| Fair value | $2,109,000 | 628 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $32,307,000 | 3,310 |
| U.S. Government securities | $25,661,000 | 2,852 |
| U.S. Treasury securities | $4,705,000 | 2,114 |
| U.S. Government agency obligations | $20,956,000 | 2,606 |
| Securities issued by states & political subdivisions | $6,646,000 | 2,909 |
| 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 | $5,295,000 | 3,103 |
| Mortgage-backed securities | $1,751,000 | 3,497 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,483,000 | 3,246 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $268,000 | 1,490 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $32,307,000 | 3,056 |
| Total debt securities | $32,307,000 | 3,284 |
| Structured notes | ||
| Amortized cost | $2,350,000 | 620 |
| Fair value | $2,100,000 | 620 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $33,846,000 | 3,293 |
| U.S. Government securities | $26,678,000 | 2,829 |
| U.S. Treasury securities | $4,799,000 | 2,070 |
| U.S. Government agency obligations | $21,879,000 | 2,600 |
| Securities issued by states & political subdivisions | $7,168,000 | 2,914 |
| 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 | $5,192,000 | 3,123 |
| Mortgage-backed securities | $1,884,000 | 3,531 |
| Certificates of participation in pools of residential mortgages | $1,610,000 | 3,338 |
| Issued or guaranteed by U.S. | $1,610,000 | 3,245 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $274,000 | 1,972 |
| Commercial mortgage pass-through securities | $274,000 | 1,486 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $33,846,000 | 3,051 |
| Total debt securities | $33,846,000 | 3,274 |
| Structured notes | ||
| Amortized cost | $2,350,000 | 601 |
| Fair value | $2,180,000 | 603 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $30,036,000 | 3,376 |
| U.S. Government securities | $22,307,000 | 2,962 |
| U.S. Treasury securities | $2,649,000 | 2,133 |
| U.S. Government agency obligations | $19,658,000 | 2,715 |
| Securities issued by states & political subdivisions | $7,729,000 | 2,873 |
| 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 | $5,035,000 | 3,129 |
| Mortgage-backed securities | $2,048,000 | 3,522 |
| Certificates of participation in pools of residential mortgages | $1,766,000 | 3,318 |
| Issued or guaranteed by U.S. | $1,766,000 | 3,225 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $282,000 | 1,945 |
| Commercial mortgage pass-through securities | $282,000 | 1,461 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $30,036,000 | 3,158 |
| Total debt securities | $30,036,000 | 3,358 |
| Structured notes | ||
| Amortized cost | $2,150,000 | 535 |
| Fair value | $2,033,000 | 536 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $28,064,000 | 3,344 |
| U.S. Government securities | $19,479,000 | 2,967 |
| U.S. Treasury securities | $1,464,000 | 1,886 |
| U.S. Government agency obligations | $18,015,000 | 2,778 |
| Securities issued by states & political subdivisions | $8,585,000 | 2,829 |
| 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 | $4,974,000 | 3,153 |
| Mortgage-backed securities | $2,282,000 | 3,506 |
| Certificates of participation in pools of residential mortgages | $1,985,000 | 3,276 |
| Issued or guaranteed by U.S. | $1,985,000 | 3,174 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $297,000 | 1,908 |
| Commercial mortgage pass-through securities | $297,000 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $28,064,000 | 3,159 |
| Total debt securities | $28,064,000 | 3,324 |
| Structured notes | ||
| Amortized cost | $2,150,000 | 466 |
| Fair value | $2,130,000 | 467 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $27,221,000 | 3,348 |
| U.S. Government securities | $18,212,000 | 2,985 |
| U.S. Treasury securities | $1,230,000 | 1,692 |
| U.S. Government agency obligations | $16,982,000 | 2,831 |
| Securities issued by states & political subdivisions | $9,009,000 | 2,788 |
| 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 | $4,426,000 | 3,229 |
| Mortgage-backed securities | $2,610,000 | 3,496 |
| Certificates of participation in pools of residential mortgages | $2,305,000 | 3,231 |
| Issued or guaranteed by U.S. | $2,305,000 | 3,145 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $305,000 | 1,919 |
| Commercial mortgage pass-through securities | $305,000 | 1,444 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $27,221,000 | 3,154 |
| Total debt securities | $27,221,000 | 3,324 |
| Structured notes | ||
| Amortized cost | $2,150,000 | 414 |
| Fair value | $2,143,000 | 413 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $27,710,000 | 3,290 |
| U.S. Government securities | $18,991,000 | 2,888 |
| U.S. Treasury securities | $1,231,000 | 1,585 |
| U.S. Government agency obligations | $17,760,000 | 2,758 |
| Securities issued by states & political subdivisions | $8,719,000 | 2,798 |
| 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 | $4,167,000 | 3,266 |
| Mortgage-backed securities | $3,110,000 | 3,437 |
| Certificates of participation in pools of residential mortgages | $2,801,000 | 3,135 |
| Issued or guaranteed by U.S. | $2,801,000 | 3,039 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $309,000 | 1,915 |
| Commercial mortgage pass-through securities | $309,000 | 1,451 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $27,710,000 | 3,103 |
| Total debt securities | $27,710,000 | 3,268 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $18,323,000 | 3,601 |
| U.S. Government securities | $10,565,000 | 3,369 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $10,565,000 | 3,186 |
| Securities issued by states & political subdivisions | $7,758,000 | 2,868 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,158,000 | 3,243 |
| Mortgage-backed securities | $2,514,000 | 3,487 |
| Certificates of participation in pools of residential mortgages | $2,203,000 | 3,218 |
| Issued or guaranteed by U.S. | $2,203,000 | 3,127 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $311,000 | 1,906 |
| Commercial mortgage pass-through securities | $311,000 | 1,438 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $18,323,000 | 3,389 |
| Total debt securities | $18,323,000 | 3,576 |
| Structured notes | ||
| Amortized cost | $300,000 | 551 |
| Fair value | $299,000 | 551 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $13,569,000 | 3,800 |
| U.S. Government securities | $6,612,000 | 3,599 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $6,612,000 | 3,453 |
| Securities issued by states & political subdivisions | $6,957,000 | 2,930 |
| 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 | $3,447,000 | 3,367 |
| Mortgage-backed securities | $2,042,000 | 3,579 |
| Certificates of participation in pools of residential mortgages | $1,725,000 | 3,308 |
| Issued or guaranteed by U.S. | $1,725,000 | 3,222 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $317,000 | 1,864 |
| Commercial mortgage pass-through securities | $317,000 | 1,386 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $13,569,000 | 3,578 |
| Total debt securities | $13,569,000 | 3,777 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $12,452,000 | 3,825 |
| U.S. Government securities | $5,424,000 | 3,756 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $5,424,000 | 3,603 |
| Securities issued by states & political subdivisions | $7,028,000 | 2,843 |
| 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 | $3,944,000 | 3,315 |
| Mortgage-backed securities | $2,087,000 | 3,568 |
| Certificates of participation in pools of residential mortgages | $1,768,000 | 3,276 |
| Issued or guaranteed by U.S. | $1,768,000 | 3,187 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $319,000 | 1,850 |
| Commercial mortgage pass-through securities | $319,000 | 1,373 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $12,452,000 | 3,591 |
| Total debt securities | $12,452,000 | 3,802 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $10,505,000 | 3,960 |
| U.S. Government securities | $4,532,000 | 3,888 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $4,532,000 | 3,731 |
| Securities issued by states & political subdivisions | $5,973,000 | 2,924 |
| 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 | $3,658,000 | 3,379 |
| Mortgage-backed securities | $1,434,000 | 3,710 |
| Certificates of participation in pools of residential mortgages | $1,114,000 | 3,483 |
| Issued or guaranteed by U.S. | $1,114,000 | 3,389 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $320,000 | 1,841 |
| Commercial mortgage pass-through securities | $320,000 | 1,366 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $10,505,000 | 3,721 |
| Total debt securities | $10,505,000 | 3,935 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $9,916,000 | 4,041 |
| U.S. Government securities | $4,342,000 | 3,966 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $4,342,000 | 3,804 |
| Securities issued by states & political subdivisions | $5,574,000 | 2,906 |
| 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 | $3,618,000 | 3,398 |
| Mortgage-backed securities | $987,000 | 3,818 |
| Certificates of participation in pools of residential mortgages | $671,000 | 3,648 |
| Issued or guaranteed by U.S. | $671,000 | 3,553 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $316,000 | 1,815 |
| Commercial mortgage pass-through securities | $316,000 | 1,336 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $9,916,000 | 3,795 |
| Total debt securities | $9,916,000 | 4,015 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $11,123,000 | 3,972 |
| U.S. Government securities | $5,362,000 | 3,919 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $5,362,000 | 3,749 |
| Securities issued by states & political subdivisions | $5,761,000 | 2,867 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,848,000 | 3,418 |
| Mortgage-backed securities | $1,031,000 | 3,805 |
| Certificates of participation in pools of residential mortgages | $722,000 | 3,636 |
| Issued or guaranteed by U.S. | $722,000 | 3,550 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $309,000 | 1,795 |
| Commercial mortgage pass-through securities | $309,000 | 1,335 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $11,123,000 | 3,724 |
| Total debt securities | $11,123,000 | 3,949 |
| 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 | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $12,579,000 | 3,921 |
| U.S. Government securities | $6,056,000 | 3,906 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $6,056,000 | 3,738 |
| Securities issued by states & political subdivisions | $6,523,000 | 2,765 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,919,000 | 3,305 |
| Mortgage-backed securities | $735,000 | 3,912 |
| Certificates of participation in pools of residential mortgages | $735,000 | 3,659 |
| Issued or guaranteed by U.S. | $735,000 | 3,570 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $12,579,000 | 3,667 |
| Total debt securities | $12,579,000 | 3,899 |
| 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 | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $11,884,000 | 4,037 |
| U.S. Government securities | $5,349,000 | 4,053 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $5,349,000 | 3,896 |
| Securities issued by states & political subdivisions | $6,535,000 | 2,820 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,637,000 | 3,390 |
| Mortgage-backed securities | $780,000 | 3,911 |
| Certificates of participation in pools of residential mortgages | $780,000 | 3,652 |
| Issued or guaranteed by U.S. | $780,000 | 3,574 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $11,884,000 | 3,769 |
| Total debt securities | $11,884,000 | 4,013 |
| 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 | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $12,473,000 | 4,052 |
| U.S. Government securities | $5,358,000 | 4,115 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $5,358,000 | 3,958 |
| Securities issued by states & political subdivisions | $7,115,000 | 2,786 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,105,000 | 3,533 |
| Mortgage-backed securities | $815,000 | 3,941 |
| Certificates of participation in pools of residential mortgages | $815,000 | 3,671 |
| Issued or guaranteed by U.S. | $815,000 | 3,587 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $12,473,000 | 3,787 |
| Total debt securities | $12,473,000 | 4,031 |
| 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 | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $13,841,000 | 3,978 |
| U.S. Government securities | $6,262,000 | 4,037 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $6,262,000 | 3,885 |
| Securities issued by states & political subdivisions | $7,579,000 | 2,791 |
| 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 | $4,069,000 | 3,571 |
| Mortgage-backed securities | $1,902,000 | 3,682 |
| Certificates of participation in pools of residential mortgages | $1,902,000 | 3,317 |
| Issued or guaranteed by U.S. | $1,902,000 | 3,245 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $13,841,000 | 3,712 |
| Total debt securities | $13,841,000 | 3,956 |
| 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 | $14,882,000 | 3,934 |
| U.S. Government securities | $6,742,000 | 4,025 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $6,742,000 | 3,869 |
| Securities issued by states & political subdivisions | $8,140,000 | 2,752 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,882,000 | 3,650 |
| Mortgage-backed securities | $2,413,000 | 3,623 |
| Certificates of participation in pools of residential mortgages | $2,413,000 | 3,212 |
| Issued or guaranteed by U.S. | $2,413,000 | 3,184 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $14,882,000 | 3,659 |
| Total debt securities | $14,882,000 | 3,911 |
| 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 | $15,567,000 | 3,942 |
| U.S. Government securities | $6,770,000 | 4,027 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $6,770,000 | 3,877 |
| Securities issued by states & political subdivisions | $8,797,000 | 2,720 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,906,000 | 3,890 |
| Mortgage-backed securities | $2,424,000 | 3,670 |
| Certificates of participation in pools of residential mortgages | $2,424,000 | 3,268 |
| Issued or guaranteed by U.S. | $2,424,000 | 3,106 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $15,567,000 | 3,660 |
| Total debt securities | $15,567,000 | 3,919 |
| 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 | $16,096,000 | 3,943 |
| U.S. Government securities | $6,778,000 | 4,097 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $6,778,000 | 3,956 |
| Securities issued by states & political subdivisions | $9,318,000 | 2,693 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,505,000 | 4,026 |
| Mortgage-backed securities | $2,477,000 | 3,688 |
| Certificates of participation in pools of residential mortgages | $2,477,000 | 3,302 |
| Issued or guaranteed by U.S. | $2,477,000 | 3,296 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $16,096,000 | 3,665 |
| Total debt securities | $16,096,000 | 3,918 |
| 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 | $17,252,000 | 3,910 |
| U.S. Government securities | $7,100,000 | 4,090 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $7,100,000 | 3,951 |
| Securities issued by states & political subdivisions | $10,152,000 | 2,657 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,705,000 | 3,470 |
| Mortgage-backed securities | $3,174,000 | 3,584 |
| Certificates of participation in pools of residential mortgages | $3,174,000 | 3,162 |
| Issued or guaranteed by U.S. | $3,174,000 | 3,156 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $17,252,000 | 3,626 |
| Total debt securities | $17,252,000 | 3,888 |
| 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 | $17,633,000 | 3,926 |
| U.S. Government securities | $7,376,000 | 4,103 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $7,376,000 | 3,960 |
| Securities issued by states & political subdivisions | $10,257,000 | 2,679 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,343,000 | 3,749 |
| Mortgage-backed securities | $3,713,000 | 3,548 |
| Certificates of participation in pools of residential mortgages | $3,713,000 | 3,111 |
| Issued or guaranteed by U.S. | $3,713,000 | 3,108 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $17,633,000 | 3,635 |
| Total debt securities | $17,633,000 | 3,899 |
| 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 | $20,354,000 | 3,787 |
| U.S. Government securities | $8,233,000 | 4,034 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $8,233,000 | 3,899 |
| Securities issued by states & political subdivisions | $12,121,000 | 2,506 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,508,000 | 3,590 |
| Mortgage-backed securities | $4,319,000 | 3,480 |
| Certificates of participation in pools of residential mortgages | $3,947,000 | 3,100 |
| Issued or guaranteed by U.S. | $3,947,000 | 3,098 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $372,000 | 2,747 |
| CMOs issued by government agencies or sponsored agencies | $372,000 | 2,673 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $20,354,000 | 3,489 |
| Total debt securities | $20,354,000 | 3,764 |
| 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 | $21,964,000 | 3,725 |
| U.S. Government securities | $9,938,000 | 3,848 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $9,938,000 | 3,703 |
| Securities issued by states & political subdivisions | $12,026,000 | 2,539 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,252,000 | 3,834 |
| Mortgage-backed securities | $4,566,000 | 3,484 |
| Certificates of participation in pools of residential mortgages | $4,175,000 | 3,124 |
| Issued or guaranteed by U.S. | $4,175,000 | 3,121 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $391,000 | 2,777 |
| CMOs issued by government agencies or sponsored agencies | $391,000 | 2,701 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $21,964,000 | 3,420 |
| Total debt securities | $21,964,000 | 3,703 |
| 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 | $22,325,000 | 3,715 |
| U.S. Government securities | $9,935,000 | 3,844 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,935,000 | 3,707 |
| Securities issued by states & political subdivisions | $12,390,000 | 2,517 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,848,000 | 3,765 |
| Mortgage-backed securities | $4,813,000 | 3,453 |
| Certificates of participation in pools of residential mortgages | $4,379,000 | 3,096 |
| Issued or guaranteed by U.S. | $4,379,000 | 3,092 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $434,000 | 2,761 |
| CMOs issued by government agencies or sponsored agencies | $434,000 | 2,670 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $22,325,000 | 3,409 |
| Total debt securities | $22,325,000 | 3,686 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,000 |
| Fair value | $247,000 | 1,016 |
| 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 | $22,460,000 | 3,692 |
| U.S. Government securities | $10,517,000 | 3,788 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $10,517,000 | 3,657 |
| Securities issued by states & political subdivisions | $11,943,000 | 2,556 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,428,000 | 3,876 |
| Mortgage-backed securities | $5,295,000 | 3,406 |
| Certificates of participation in pools of residential mortgages | $4,801,000 | 3,033 |
| Issued or guaranteed by U.S. | $4,801,000 | 3,032 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $494,000 | 2,755 |
| CMOs issued by government agencies or sponsored agencies | $494,000 | 2,666 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $22,460,000 | 3,397 |
| Total debt securities | $22,460,000 | 3,665 |
| Structured notes | ||
| Amortized cost | $250,000 | 987 |
| Fair value | $250,000 | 994 |
| 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 | $23,457,000 | 3,688 |
| U.S. Government securities | $12,431,000 | 3,646 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $12,431,000 | 3,526 |
| Securities issued by states & political subdivisions | $11,026,000 | 2,672 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,049,000 | 3,628 |
| Mortgage-backed securities | $6,345,000 | 3,281 |
| Certificates of participation in pools of residential mortgages | $5,810,000 | 2,904 |
| Issued or guaranteed by U.S. | $5,810,000 | 2,902 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $535,000 | 2,768 |
| CMOs issued by government agencies or sponsored agencies | $535,000 | 2,673 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $23,457,000 | 3,394 |
| Total debt securities | $23,457,000 | 3,665 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,134 |
| Fair value | $251,000 | 1,138 |
| 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 | $21,022,000 | 3,909 |
| U.S. Government securities | $11,574,000 | 3,861 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $11,574,000 | 3,727 |
| Securities issued by states & political subdivisions | $9,448,000 | 2,867 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,474,000 | 3,974 |
| Mortgage-backed securities | $5,596,000 | 3,394 |
| Certificates of participation in pools of residential mortgages | $5,036,000 | 3,047 |
| Issued or guaranteed by U.S. | $5,036,000 | 3,046 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $560,000 | 2,775 |
| CMOs issued by government agencies or sponsored agencies | $560,000 | 2,682 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $21,022,000 | 3,585 |
| Total debt securities | $21,022,000 | 3,884 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,326 |
| Fair value | $250,000 | 1,329 |
| 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 | $23,640,000 | 3,760 |
| U.S. Government securities | $13,412,000 | 3,692 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $13,412,000 | 3,564 |
| Securities issued by states & political subdivisions | $10,228,000 | 2,788 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,677,000 | 3,433 |
| Mortgage-backed securities | $6,037,000 | 3,339 |
| Certificates of participation in pools of residential mortgages | $5,454,000 | 2,958 |
| Issued or guaranteed by U.S. | $5,454,000 | 2,957 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $583,000 | 2,792 |
| CMOs issued by government agencies or sponsored agencies | $583,000 | 2,703 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $23,640,000 | 3,441 |
| Total debt securities | $23,640,000 | 3,740 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,470 |
| Fair value | $248,000 | 1,504 |
| 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 | $23,873,000 | 3,810 |
| U.S. Government securities | $13,897,000 | 3,717 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $13,897,000 | 3,596 |
| Securities issued by states & political subdivisions | $9,976,000 | 2,837 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,727,000 | 3,636 |
| Mortgage-backed securities | $6,406,000 | 3,331 |
| Certificates of participation in pools of residential mortgages | $5,794,000 | 2,944 |
| Issued or guaranteed by U.S. | $5,794,000 | 2,940 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $612,000 | 2,816 |
| CMOs issued by government agencies or sponsored agencies | $612,000 | 2,726 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $23,873,000 | 3,486 |
| Total debt securities | $23,873,000 | 3,786 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,416 |
| Fair value | $499,000 | 1,492 |
| 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 | $24,449,000 | 3,842 |
| U.S. Government securities | $14,359,000 | 3,773 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $14,359,000 | 3,654 |
| Securities issued by states & political subdivisions | $10,090,000 | 2,837 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,851,000 | 3,860 |
| Mortgage-backed securities | $7,152,000 | 3,300 |
| Certificates of participation in pools of residential mortgages | $6,314,000 | 2,949 |
| Issued or guaranteed by U.S. | $6,314,000 | 2,947 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $838,000 | 2,762 |
| CMOs issued by government agencies or sponsored agencies | $838,000 | 2,680 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $24,449,000 | 3,512 |
| Total debt securities | $24,449,000 | 3,822 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,561 |
| Fair value | $497,000 | 1,618 |
| 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 | $24,141,000 | 3,916 |
| U.S. Government securities | $15,016,000 | 3,769 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $15,016,000 | 3,652 |
| Securities issued by states & political subdivisions | $9,125,000 | 2,946 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,908,000 | 3,894 |
| Mortgage-backed securities | $7,762,000 | 3,275 |
| Certificates of participation in pools of residential mortgages | $6,875,000 | 2,908 |
| Issued or guaranteed by U.S. | $6,875,000 | 2,907 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $887,000 | 2,772 |
| CMOs issued by government agencies or sponsored agencies | $887,000 | 2,684 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $24,141,000 | 3,575 |
| Total debt securities | $24,141,000 | 3,891 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,664 |
| Fair value | $500,000 | 1,700 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $23,353,000 | 4,027 |
| U.S. Government securities | $13,769,000 | 3,972 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $13,769,000 | 3,848 |
| Securities issued by states & political subdivisions | $9,584,000 | 2,888 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,371,000 | 3,833 |
| Mortgage-backed securities | $7,776,000 | 3,319 |
| Certificates of participation in pools of residential mortgages | $6,156,000 | 3,075 |
| Issued or guaranteed by U.S. | $6,156,000 | 3,072 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,620,000 | 2,538 |
| CMOs issued by government agencies or sponsored agencies | $1,620,000 | 2,461 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $23,353,000 | 3,674 |
| Total debt securities | $23,353,000 | 4,002 |
| 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 | $25,626,000 | 3,934 |
| U.S. Government securities | $15,324,000 | 3,896 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $15,324,000 | 3,771 |
| Securities issued by states & political subdivisions | $10,302,000 | 2,834 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,688,000 | 4,472 |
| Mortgage-backed securities | $8,790,000 | 3,280 |
| Certificates of participation in pools of residential mortgages | $7,095,000 | 3,002 |
| Issued or guaranteed by U.S. | $7,095,000 | 3,000 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,695,000 | 2,559 |
| CMOs issued by government agencies or sponsored agencies | $1,695,000 | 2,472 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $25,626,000 | 3,591 |
| Total debt securities | $25,626,000 | 3,905 |
| 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 | $24,701,000 | 4,052 |
| U.S. Government securities | $14,737,000 | 4,025 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $14,737,000 | 3,910 |
| Securities issued by states & political subdivisions | $9,964,000 | 2,893 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,848,000 | 4,751 |
| Mortgage-backed securities | $8,472,000 | 3,383 |
| Certificates of participation in pools of residential mortgages | $6,698,000 | 3,123 |
| Issued or guaranteed by U.S. | $6,698,000 | 3,122 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,774,000 | 2,559 |
| CMOs issued by government agencies or sponsored agencies | $1,774,000 | 2,481 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $24,701,000 | 3,702 |
| Total debt securities | $24,701,000 | 4,020 |
| 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 | $23,489,000 | 4,180 |
| U.S. Government securities | $13,126,000 | 4,248 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $13,126,000 | 4,144 |
| Securities issued by states & political subdivisions | $10,363,000 | 2,847 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,832,000 | 4,500 |
| Mortgage-backed securities | $6,868,000 | 3,629 |
| Certificates of participation in pools of residential mortgages | $5,775,000 | 3,313 |
| Issued or guaranteed by U.S. | $5,775,000 | 3,311 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,093,000 | 2,828 |
| CMOs issued by government agencies or sponsored agencies | $1,093,000 | 2,730 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $23,489,000 | 3,810 |
| Total debt securities | $23,479,000 | 4,152 |
| 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 | $22,174,000 | 4,276 |
| U.S. Government securities | $12,234,000 | 4,356 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $12,234,000 | 4,253 |
| Securities issued by states & political subdivisions | $9,940,000 | 2,895 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,020,000 | 4,746 |
| Mortgage-backed securities | $5,925,000 | 3,774 |
| Certificates of participation in pools of residential mortgages | $5,495,000 | 3,382 |
| Issued or guaranteed by U.S. | $5,495,000 | 3,380 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $430,000 | 3,189 |
| CMOs issued by government agencies or sponsored agencies | $430,000 | 3,072 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $22,174,000 | 3,912 |
| Total debt securities | $22,174,000 | 4,248 |
| 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 | $23,956,000 | 4,161 |
| U.S. Government securities | $14,108,000 | 4,149 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $14,108,000 | 4,047 |
| Securities issued by states & political subdivisions | $9,848,000 | 2,923 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,825,000 | 4,563 |
| Mortgage-backed securities | $8,824,000 | 3,366 |
| Certificates of participation in pools of residential mortgages | $8,313,000 | 2,898 |
| Issued or guaranteed by U.S. | $8,313,000 | 2,895 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $511,000 | 3,170 |
| CMOs issued by government agencies or sponsored agencies | $511,000 | 3,051 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $23,956,000 | 3,813 |
| Total debt securities | $23,956,000 | 4,133 |
| 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 | $23,564,000 | 4,189 |
| U.S. Government securities | $14,077,000 | 4,141 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $14,077,000 | 4,039 |
| Securities issued by states & political subdivisions | $9,487,000 | 2,970 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,368,000 | 4,995 |
| Mortgage-backed securities | $9,281,000 | 3,316 |
| Certificates of participation in pools of residential mortgages | $8,662,000 | 2,813 |
| Issued or guaranteed by U.S. | $8,662,000 | 2,811 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $619,000 | 3,138 |
| CMOs issued by government agencies or sponsored agencies | $619,000 | 3,014 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $23,564,000 | 3,852 |
| Total debt securities | $23,564,000 | 4,157 |
| 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 | $24,492,000 | 4,135 |
| U.S. Government securities | $14,918,000 | 4,075 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $14,918,000 | 3,976 |
| Securities issued by states & political subdivisions | $9,574,000 | 2,931 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,456,000 | 5,027 |
| Mortgage-backed securities | $9,989,000 | 3,279 |
| Certificates of participation in pools of residential mortgages | $9,230,000 | 2,757 |
| Issued or guaranteed by U.S. | $9,230,000 | 2,756 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $759,000 | 3,116 |
| CMOs issued by government agencies or sponsored agencies | $759,000 | 2,981 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $24,492,000 | 3,816 |
| Total debt securities | $24,492,000 | 4,106 |
| 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 | $23,423,000 | 4,171 |
| U.S. Government securities | $14,266,000 | 4,101 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $14,266,000 | 4,001 |
| Securities issued by states & political subdivisions | $9,157,000 | 2,970 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,011,000 | 4,859 |
| Mortgage-backed securities | $10,045,000 | 3,302 |
| Certificates of participation in pools of residential mortgages | $9,132,000 | 2,778 |
| Issued or guaranteed by U.S. | $9,132,000 | 2,776 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $913,000 | 3,077 |
| CMOs issued by government agencies or sponsored agencies | $913,000 | 2,942 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $23,423,000 | 3,849 |
| Total debt securities | $23,423,000 | 4,141 |
| 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 | $24,243,000 | 4,141 |
| U.S. Government securities | $15,300,000 | 4,067 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $15,300,000 | 3,986 |
| Securities issued by states & political subdivisions | $8,943,000 | 2,971 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,384,000 | 4,495 |
| Mortgage-backed securities | $11,059,000 | 3,320 |
| Certificates of participation in pools of residential mortgages | $10,006,000 | 2,781 |
| Issued or guaranteed by U.S. | $10,006,000 | 2,779 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,053,000 | 3,087 |
| CMOs issued by government agencies or sponsored agencies | $1,053,000 | 2,947 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $24,243,000 | 3,819 |
| Total debt securities | $24,243,000 | 4,116 |
| 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 | $26,589,000 | 3,972 |
| U.S. Government securities | $17,718,000 | 3,869 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $17,718,000 | 3,790 |
| Securities issued by states & political subdivisions | $8,871,000 | 2,915 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,127,000 | 4,912 |
| Mortgage-backed securities | $11,968,000 | 3,253 |
| Certificates of participation in pools of residential mortgages | $10,755,000 | 2,731 |
| Issued or guaranteed by U.S. | $10,755,000 | 2,731 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,213,000 | 3,048 |
| CMOs issued by government agencies or sponsored agencies | $1,213,000 | 2,905 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $26,589,000 | 3,665 |
| Total debt securities | $26,589,000 | 3,941 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,729 |
| Fair value | $1,506,000 | 1,741 |
| 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 | $26,716,000 | 3,991 |
| U.S. Government securities | $18,129,000 | 3,906 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $18,129,000 | 3,823 |
| Securities issued by states & political subdivisions | $8,587,000 | 2,883 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,184,000 | 4,935 |
| Mortgage-backed securities | $12,375,000 | 3,215 |
| Certificates of participation in pools of residential mortgages | $11,020,000 | 2,714 |
| Issued or guaranteed by U.S. | $11,020,000 | 2,712 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,355,000 | 3,026 |
| CMOs issued by government agencies or sponsored agencies | $1,355,000 | 2,883 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $26,716,000 | 3,677 |
| Total debt securities | $26,716,000 | 3,959 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,667 |
| Fair value | $2,012,000 | 1,681 |
| 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 | $25,161,000 | 4,084 |
| U.S. Government securities | $16,500,000 | 4,024 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $16,500,000 | 3,937 |
| Securities issued by states & political subdivisions | $8,661,000 | 2,843 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,763,000 | 4,542 |
| Mortgage-backed securities | $10,261,000 | 3,384 |
| Certificates of participation in pools of residential mortgages | $9,605,000 | 2,790 |
| Issued or guaranteed by U.S. | $9,605,000 | 2,790 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $656,000 | 3,285 |
| CMOs issued by government agencies or sponsored agencies | $656,000 | 3,033 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $25,161,000 | 3,739 |
| Total debt securities | $25,161,000 | 4,054 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,887 |
| Fair value | $1,521,000 | 1,877 |
| 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 | $25,359,000 | 3,987 |
| U.S. Government securities | $16,808,000 | 3,950 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $16,808,000 | 3,862 |
| Securities issued by states & political subdivisions | $8,551,000 | 2,798 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,293,000 | 4,686 |
| Mortgage-backed securities | $10,703,000 | 3,260 |
| Certificates of participation in pools of residential mortgages | $9,974,000 | 2,671 |
| Issued or guaranteed by U.S. | $9,974,000 | 2,667 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $729,000 | 3,242 |
| CMOs issued by government agencies or sponsored agencies | $729,000 | 2,990 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $25,359,000 | 3,662 |
| Total debt securities | $25,359,000 | 3,947 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 1,906 |
| Fair value | $1,828,000 | 1,905 |
| 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 | $26,131,000 | 3,948 |
| U.S. Government securities | $17,835,000 | 3,918 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $17,835,000 | 3,819 |
| Securities issued by states & political subdivisions | $8,296,000 | 2,790 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,276,000 | 5,066 |
| Mortgage-backed securities | $12,280,000 | 3,041 |
| Certificates of participation in pools of residential mortgages | $11,223,000 | 2,469 |
| Issued or guaranteed by U.S. | $11,223,000 | 2,461 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,057,000 | 3,046 |
| CMOs issued by government agencies or sponsored agencies | $1,057,000 | 2,797 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $26,131,000 | 3,627 |
| Total debt securities | $26,131,000 | 3,909 |
| Structured notes | ||
| Amortized cost | $2,300,000 | 1,869 |
| Fair value | $2,334,000 | 1,868 |
| 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 | $23,260,000 | 4,200 |
| U.S. Government securities | $15,079,000 | 4,227 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $15,079,000 | 4,096 |
| Securities issued by states & political subdivisions | $8,181,000 | 2,770 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,781,000 | 5,284 |
| Mortgage-backed securities | $10,307,000 | 3,208 |
| Certificates of participation in pools of residential mortgages | $9,130,000 | 2,698 |
| Issued or guaranteed by U.S. | $9,130,000 | 2,693 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,177,000 | 2,938 |
| CMOs issued by government agencies or sponsored agencies | $1,177,000 | 2,679 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $23,260,000 | 3,863 |
| Total debt securities | $23,260,000 | 4,164 |
| Structured notes | ||
| Amortized cost | $2,300,000 | 1,901 |
| Fair value | $2,321,000 | 1,901 |
| 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 | $20,242,000 | 4,369 |
| U.S. Government securities | $12,474,000 | 4,465 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $12,474,000 | 4,345 |
| Securities issued by states & political subdivisions | $7,768,000 | 2,841 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,889,000 | 4,236 |
| Mortgage-backed securities | $9,594,000 | 3,207 |
| Certificates of participation in pools of residential mortgages | $8,336,000 | 2,698 |
| Issued or guaranteed by U.S. | $8,336,000 | 2,690 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,258,000 | 2,884 |
| CMOs issued by government agencies or sponsored agencies | $1,258,000 | 2,609 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $20,242,000 | 4,016 |
| Total debt securities | $20,242,000 | 4,339 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 2,015 |
| Fair value | $1,827,000 | 2,011 |
| 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 | $21,083,000 | 4,235 |
| U.S. Government securities | $13,613,000 | 4,231 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $13,613,000 | 4,120 |
| Securities issued by states & political subdivisions | $7,470,000 | 2,817 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,405,000 | 4,756 |
| Mortgage-backed securities | $10,668,000 | 3,074 |
| Certificates of participation in pools of residential mortgages | $9,376,000 | 2,510 |
| Issued or guaranteed by U.S. | $9,376,000 | 2,505 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,292,000 | 2,850 |
| CMOs issued by government agencies or sponsored agencies | $1,292,000 | 2,568 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $21,083,000 | 3,887 |
| Total debt securities | $21,083,000 | 4,197 |
| Structured notes | ||
| Amortized cost | $1,800,000 | 2,052 |
| Fair value | $1,845,000 | 2,047 |
| 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 | $22,495,000 | 4,118 |
| U.S. Government securities | $16,004,000 | 3,953 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $16,004,000 | 3,854 |
| Securities issued by states & political subdivisions | $6,491,000 | 2,891 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,455,000 | 4,172 |
| Mortgage-backed securities | $11,580,000 | 2,946 |
| Certificates of participation in pools of residential mortgages | $10,261,000 | 2,395 |
| Issued or guaranteed by U.S. | $10,261,000 | 2,388 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,319,000 | 2,757 |
| CMOs issued by government agencies or sponsored agencies | $1,319,000 | 2,454 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $22,495,000 | 3,761 |
| Total debt securities | $22,495,000 | 4,078 |
| Structured notes | ||
| Amortized cost | $2,799,000 | 1,726 |
| Fair value | $2,832,000 | 1,720 |
| 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 | $22,655,000 | 4,157 |
| U.S. Government securities | $15,752,000 | 4,038 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $15,752,000 | 3,948 |
| Securities issued by states & political subdivisions | $6,903,000 | 2,779 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,800,000 | 5,104 |
| Mortgage-backed securities | $11,734,000 | 2,990 |
| Certificates of participation in pools of residential mortgages | $10,407,000 | 2,467 |
| Issued or guaranteed by U.S. | $10,407,000 | 2,462 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,327,000 | 2,729 |
| CMOs issued by government agencies or sponsored agencies | $1,327,000 | 2,413 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $22,655,000 | 3,772 |
| Total debt securities | $22,655,000 | 4,119 |
| Structured notes | ||
| Amortized cost | $2,300,000 | 1,662 |
| Fair value | $2,304,000 | 1,661 |
| 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 | $22,046,000 | 4,194 |
| U.S. Government securities | $16,199,000 | 3,952 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $16,199,000 | 3,873 |
| Securities issued by states & political subdivisions | $5,847,000 | 3,036 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,521,000 | 4,252 |
| Mortgage-backed securities | $12,827,000 | 2,923 |
| Certificates of participation in pools of residential mortgages | $11,472,000 | 2,402 |
| Issued or guaranteed by U.S. | $11,472,000 | 2,394 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,355,000 | 2,718 |
| CMOs issued by government agencies or sponsored agencies | $1,355,000 | 2,384 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $22,046,000 | 3,805 |
| Total debt securities | $22,046,000 | 4,164 |
| Structured notes | ||
| Amortized cost | $1,300,000 | 1,869 |
| Fair value | $1,298,000 | 1,873 |
| 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 | $23,059,000 | 4,099 |
| U.S. Government securities | $18,071,000 | 3,716 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $18,071,000 | 3,641 |
| Securities issued by states & political subdivisions | $4,988,000 | 3,265 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,193,000 | 4,336 |
| Mortgage-backed securities | $14,061,000 | 2,832 |
| Certificates of participation in pools of residential mortgages | $12,680,000 | 2,320 |
| Issued or guaranteed by U.S. | $12,680,000 | 2,311 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,381,000 | 2,704 |
| CMOs issued by government agencies or sponsored agencies | $1,381,000 | 2,353 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $23,059,000 | 3,708 |
| Total debt securities | $23,059,000 | 4,069 |
| Structured notes | ||
| Amortized cost | $1,433,000 | 1,391 |
| Fair value | $1,434,000 | 1,392 |
| 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 | $23,363,000 | 4,034 |
| U.S. Government securities | $18,670,000 | 3,617 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $18,670,000 | 3,547 |
| Securities issued by states & political subdivisions | $4,693,000 | 3,308 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,977,000 | 5,135 |
| Mortgage-backed securities | $14,828,000 | 2,783 |
| Certificates of participation in pools of residential mortgages | $13,423,000 | 2,300 |
| Issued or guaranteed by U.S. | $13,423,000 | 2,292 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,405,000 | 2,701 |
| CMOs issued by government agencies or sponsored agencies | $1,405,000 | 2,343 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $23,363,000 | 3,638 |
| Total debt securities | $23,363,000 | 3,995 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,532 |
| Fair value | $499,000 | 1,596 |
| 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 | $23,349,000 | 4,053 |
| U.S. Government securities | $18,490,000 | 3,701 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $18,490,000 | 3,629 |
| Securities issued by states & political subdivisions | $4,859,000 | 3,177 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,392,000 | 5,388 |
| Mortgage-backed securities | $15,384,000 | 2,784 |
| Certificates of participation in pools of residential mortgages | $13,924,000 | 2,288 |
| Issued or guaranteed by U.S. | $13,924,000 | 2,275 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,460,000 | 2,688 |
| CMOs issued by government agencies or sponsored agencies | $1,460,000 | 2,326 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $23,349,000 | 3,642 |
| Total debt securities | $23,349,000 | 4,018 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,280 |
| Fair value | $499,000 | 1,360 |
| 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 | $22,963,000 | 4,093 |
| U.S. Government securities | $17,711,000 | 3,854 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $17,711,000 | 3,778 |
| Securities issued by states & political subdivisions | $5,252,000 | 3,053 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,807,000 | 5,309 |
| Mortgage-backed securities | $15,377,000 | 2,742 |
| Certificates of participation in pools of residential mortgages | $13,870,000 | 2,259 |
| Issued or guaranteed by U.S. | $13,870,000 | 2,249 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,507,000 | 2,614 |
| CMOs issued by government agencies or sponsored agencies | $1,507,000 | 2,284 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $22,963,000 | 3,651 |
| Total debt securities | $22,963,000 | 4,057 |
| 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 | $20,794,000 | 4,289 |
| U.S. Government securities | $15,387,000 | 4,145 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $15,387,000 | 4,066 |
| Securities issued by states & political subdivisions | $5,407,000 | 2,980 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,545,000 | 5,831 |
| Mortgage-backed securities | $10,608,000 | 3,192 |
| Certificates of participation in pools of residential mortgages | $9,060,000 | 2,790 |
| Issued or guaranteed by U.S. | $9,060,000 | 2,775 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,548,000 | 2,521 |
| CMOs issued by government agencies or sponsored agencies | $1,548,000 | 2,176 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $20,794,000 | 3,822 |
| Total debt securities | $20,794,000 | 4,259 |
| 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 | $21,209,000 | 4,288 |
| U.S. Government securities | $15,823,000 | 4,101 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $15,823,000 | 4,033 |
| Securities issued by states & political subdivisions | $5,386,000 | 3,006 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,544,000 | 5,830 |
| Mortgage-backed securities | $9,756,000 | 3,292 |
| Certificates of participation in pools of residential mortgages | $8,149,000 | 2,930 |
| Issued or guaranteed by U.S. | $8,149,000 | 2,915 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,607,000 | 2,503 |
| CMOs issued by government agencies or sponsored agencies | $1,607,000 | 2,163 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $21,209,000 | 3,827 |
| Total debt securities | $21,209,000 | 4,244 |
| 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 | $19,396,000 | 4,507 |
| U.S. Government securities | $13,844,000 | 4,422 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $13,844,000 | 4,345 |
| Securities issued by states & political subdivisions | $5,552,000 | 2,970 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,579,000 | 5,816 |
| Mortgage-backed securities | $7,943,000 | 3,484 |
| Certificates of participation in pools of residential mortgages | $6,631,000 | 3,120 |
| Issued or guaranteed by U.S. | $6,631,000 | 3,107 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,312,000 | 2,606 |
| CMOs issued by government agencies or sponsored agencies | $1,312,000 | 2,275 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $19,396,000 | 4,027 |
| Total debt securities | $19,396,000 | 4,446 |
| 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 | $15,862,000 | 5,033 |
| U.S. Government securities | $10,848,000 | 5,076 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $10,848,000 | 4,975 |
| Securities issued by states & political subdivisions | $5,014,000 | 3,094 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,458,000 | 5,938 |
| Mortgage-backed securities | $4,446,000 | 4,000 |
| Certificates of participation in pools of residential mortgages | $3,306,000 | 3,778 |
| Issued or guaranteed by U.S. | $3,306,000 | 3,762 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,140,000 | 2,560 |
| CMOs issued by government agencies or sponsored agencies | $1,140,000 | 2,255 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $15,862,000 | 4,489 |
| Total debt securities | $15,862,000 | 4,984 |
| 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 | $16,687,000 | 4,927 |
| U.S. Government securities | $11,386,000 | 5,080 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $11,386,000 | 4,984 |
| Securities issued by states & political subdivisions | $5,301,000 | 2,984 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,446,000 | 5,965 |
| Mortgage-backed securities | $4,030,000 | 3,970 |
| Certificates of participation in pools of residential mortgages | $3,317,000 | 3,614 |
| Issued or guaranteed by U.S. | $3,317,000 | 3,596 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $713,000 | 2,769 |
| CMOs issued by government agencies or sponsored agencies | $713,000 | 2,459 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $16,687,000 | 4,370 |
| Total debt securities | $16,687,000 | 4,881 |
| 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 | $16,057,000 | 5,031 |
| U.S. Government securities | $10,792,000 | 5,240 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $10,792,000 | 5,126 |
| Securities issued by states & political subdivisions | $5,265,000 | 3,000 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,926,000 | 5,805 |
| Mortgage-backed securities | $2,642,000 | 4,446 |
| Certificates of participation in pools of residential mortgages | $1,871,000 | 4,256 |
| Issued or guaranteed by U.S. | $1,871,000 | 4,242 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $771,000 | 2,710 |
| CMOs issued by government agencies or sponsored agencies | $771,000 | 2,413 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $16,057,000 | 4,460 |
| Total debt securities | $16,057,000 | 4,994 |
| 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 | $15,904,000 | 5,101 |
| U.S. Government securities | $10,947,000 | 5,218 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $10,947,000 | 5,094 |
| Securities issued by states & political subdivisions | $4,957,000 | 3,095 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,928,000 | 5,822 |
| Mortgage-backed securities | $2,482,000 | 4,507 |
| Certificates of participation in pools of residential mortgages | $1,631,000 | 4,394 |
| Issued or guaranteed by U.S. | $1,631,000 | 4,377 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $851,000 | 2,634 |
| CMOs issued by government agencies or sponsored agencies | $851,000 | 2,357 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $15,904,000 | 4,506 |
| Total debt securities | $15,904,000 | 5,060 |
| 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 | $13,756,000 | 5,492 |
| U.S. Government securities | $8,584,000 | 5,796 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $8,584,000 | 5,671 |
| Securities issued by states & political subdivisions | $5,172,000 | 3,069 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,920,000 | 5,830 |
| Mortgage-backed securities | $1,144,000 | 5,175 |
| Certificates of participation in pools of residential mortgages | $485,000 | 5,277 |
| Issued or guaranteed by U.S. | $485,000 | 5,258 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $659,000 | 2,751 |
| CMOs issued by government agencies or sponsored agencies | $659,000 | 2,472 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $13,756,000 | 4,878 |
| Total debt securities | $13,756,000 | 5,443 |
| 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 | $13,563,000 | 5,561 |
| U.S. Government securities | $7,937,000 | 6,013 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $7,937,000 | 5,890 |
| Securities issued by states & political subdivisions | $5,626,000 | 2,909 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $733,000 | 6,501 |
| Mortgage-backed securities | $1,285,000 | 5,099 |
| Certificates of participation in pools of residential mortgages | $503,000 | 5,264 |
| Issued or guaranteed by U.S. | $503,000 | 5,240 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $782,000 | 2,649 |
| CMOs issued by government agencies or sponsored agencies | $782,000 | 2,371 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $13,563,000 | 4,913 |
| Total debt securities | $13,563,000 | 5,514 |
| 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 | $14,489,000 | 5,406 |
| U.S. Government securities | $9,346,000 | 5,679 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $9,346,000 | 5,549 |
| Securities issued by states & political subdivisions | $5,143,000 | 3,036 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $872,000 | 6,468 |
| Mortgage-backed securities | $1,634,000 | 4,918 |
| Certificates of participation in pools of residential mortgages | $766,000 | 5,057 |
| Issued or guaranteed by U.S. | $766,000 | 5,035 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $868,000 | 2,576 |
| CMOs issued by government agencies or sponsored agencies | $868,000 | 2,299 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $14,489,000 | 4,752 |
| Total debt securities | $14,489,000 | 5,355 |
| 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 | $14,818,000 | 5,392 |
| U.S. Government securities | $9,051,000 | 5,825 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $9,051,000 | 5,683 |
| Securities issued by states & political subdivisions | $5,767,000 | 2,857 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $874,000 | 6,495 |
| Mortgage-backed securities | $1,889,000 | 4,821 |
| Certificates of participation in pools of residential mortgages | $907,000 | 4,969 |
| Issued or guaranteed by U.S. | $907,000 | 4,950 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $982,000 | 2,506 |
| CMOs issued by government agencies or sponsored agencies | $982,000 | 2,222 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $14,818,000 | 4,741 |
| Total debt securities | $14,818,000 | 5,342 |
| 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 | $14,866,000 | 5,406 |
| U.S. Government securities | $8,829,000 | 5,874 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $8,829,000 | 5,723 |
| Securities issued by states & political subdivisions | $6,037,000 | 2,756 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $876,000 | 6,529 |
| Mortgage-backed securities | $2,051,000 | 4,769 |
| Certificates of participation in pools of residential mortgages | $972,000 | 4,948 |
| Issued or guaranteed by U.S. | $972,000 | 4,929 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,079,000 | 2,437 |
| CMOs issued by government agencies or sponsored agencies | $1,079,000 | 2,172 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $14,866,000 | 4,720 |
| Total debt securities | $14,866,000 | 5,356 |
| 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 | $15,158,000 | 5,347 |
| U.S. Government securities | $8,292,000 | 5,993 |
| U.S. Treasury securities | $502,000 | 1,366 |
| U.S. Government agency obligations | $7,790,000 | 5,997 |
| Securities issued by states & political subdivisions | $6,866,000 | 2,559 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $879,000 | 6,555 |
| Mortgage-backed securities | $2,149,000 | 4,755 |
| Certificates of participation in pools of residential mortgages | $1,123,000 | 4,866 |
| Issued or guaranteed by U.S. | $1,123,000 | 4,849 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,026,000 | 2,495 |
| CMOs issued by government agencies or sponsored agencies | $1,026,000 | 2,226 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $15,158,000 | 4,675 |
| Total debt securities | $15,158,000 | 5,295 |
| 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 | $16,624,000 | 5,152 |
| U.S. Government securities | $9,730,000 | 5,676 |
| U.S. Treasury securities | $505,000 | 1,416 |
| U.S. Government agency obligations | $9,225,000 | 5,637 |
| Securities issued by states & political subdivisions | $6,894,000 | 2,510 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,621,000 | 5,529 |
| Mortgage-backed securities | $2,569,000 | 4,654 |
| Certificates of participation in pools of residential mortgages | $1,226,000 | 4,867 |
| Issued or guaranteed by U.S. | $1,226,000 | 4,846 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,343,000 | 2,376 |
| CMOs issued by government agencies or sponsored agencies | $1,343,000 | 2,121 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $16,624,000 | 4,490 |
| Total debt securities | $16,624,000 | 5,098 |
| 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 | $18,024,000 | 4,994 |
| U.S. Government securities | $10,738,000 | 5,518 |
| U.S. Treasury securities | $508,000 | 1,522 |
| U.S. Government agency obligations | $10,230,000 | 5,479 |
| Securities issued by states & political subdivisions | $7,286,000 | 2,432 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,205,000 | 5,785 |
| Mortgage-backed securities | $3,163,000 | 4,485 |
| Certificates of participation in pools of residential mortgages | $1,439,000 | 4,788 |
| Issued or guaranteed by U.S. | $1,439,000 | 4,774 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,724,000 | 2,251 |
| CMOs issued by government agencies or sponsored agencies | $1,724,000 | 2,015 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $18,024,000 | 4,351 |
| Total debt securities | $18,024,000 | 4,943 |
| 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 | $17,186,000 | 5,140 |
| U.S. Government securities | $9,804,000 | 5,741 |
| U.S. Treasury securities | $504,000 | 1,574 |
| U.S. Government agency obligations | $9,300,000 | 5,706 |
| Securities issued by states & political subdivisions | $7,382,000 | 2,428 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,220,000 | 5,765 |
| Mortgage-backed securities | $3,532,000 | 4,410 |
| Certificates of participation in pools of residential mortgages | $1,577,000 | 4,730 |
| Issued or guaranteed by U.S. | $1,577,000 | 4,714 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,955,000 | 2,202 |
| CMOs issued by government agencies or sponsored agencies | $1,955,000 | 1,965 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $17,186,000 | 4,489 |
| Total debt securities | $17,186,000 | 5,076 |
| 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 | $18,256,000 | 4,962 |
| U.S. Government securities | $10,486,000 | 5,594 |
| U.S. Treasury securities | $519,000 | 1,541 |
| U.S. Government agency obligations | $9,967,000 | 5,558 |
| Securities issued by states & political subdivisions | $7,770,000 | 2,375 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,171,000 | 5,788 |
| Mortgage-backed securities | $3,715,000 | 4,375 |
| Certificates of participation in pools of residential mortgages | $1,714,000 | 4,676 |
| Issued or guaranteed by U.S. | $1,714,000 | 4,662 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,001,000 | 2,177 |
| CMOs issued by government agencies or sponsored agencies | $2,001,000 | 1,951 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $18,256,000 | 4,316 |
| Total debt securities | $18,247,000 | 4,897 |
| 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 | $18,457,000 | 5,007 |
| U.S. Government securities | $10,807,000 | 5,590 |
| U.S. Treasury securities | $523,000 | 1,619 |
| U.S. Government agency obligations | $10,284,000 | 5,542 |
| Securities issued by states & political subdivisions | $7,650,000 | 2,378 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,817,000 | 6,041 |
| Mortgage-backed securities | $3,831,000 | 4,415 |
| Certificates of participation in pools of residential mortgages | $1,839,000 | 4,669 |
| Issued or guaranteed by U.S. | $1,839,000 | 4,654 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,992,000 | 2,232 |
| CMOs issued by government agencies or sponsored agencies | $1,992,000 | 2,000 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $18,457,000 | 4,384 |
| Total debt securities | $18,457,000 | 4,939 |
| 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 | $17,034,000 | 5,202 |
| U.S. Government securities | $9,673,000 | 5,817 |
| U.S. Treasury securities | $536,000 | 1,588 |
| U.S. Government agency obligations | $9,137,000 | 5,784 |
| Securities issued by states & political subdivisions | $7,361,000 | 2,474 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,579,000 | 6,139 |
| Mortgage-backed securities | $3,855,000 | 4,436 |
| Certificates of participation in pools of residential mortgages | $2,091,000 | 4,550 |
| Issued or guaranteed by U.S. | $2,091,000 | 4,531 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,764,000 | 2,413 |
| CMOs issued by government agencies or sponsored agencies | $1,764,000 | 2,181 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $17,034,000 | 4,574 |
| Total debt securities | $17,037,000 | 5,121 |
| 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 | $15,949,000 | 5,459 |
| U.S. Government securities | $9,512,000 | 5,908 |
| U.S. Treasury securities | $537,000 | 1,696 |
| U.S. Government agency obligations | $8,975,000 | 5,879 |
| Securities issued by states & political subdivisions | $6,437,000 | 2,691 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,184,000 | 5,719 |
| Mortgage-backed securities | $3,249,000 | 4,632 |
| Certificates of participation in pools of residential mortgages | $2,254,000 | 4,458 |
| Issued or guaranteed by U.S. | $2,254,000 | 4,437 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $995,000 | 2,808 |
| CMOs issued by government agencies or sponsored agencies | $995,000 | 2,670 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $15,949,000 | 4,762 |
| Total debt securities | $15,949,000 | 5,363 |
| 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 | $15,443,000 | 5,466 |
| U.S. Government securities | $9,431,000 | 5,764 |
| U.S. Treasury securities | $542,000 | 1,755 |
| U.S. Government agency obligations | $8,889,000 | 5,739 |
| Securities issued by states & political subdivisions | $6,012,000 | 2,776 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,700,000 | 6,032 |
| Mortgage-backed securities | $3,599,000 | 4,498 |
| Certificates of participation in pools of residential mortgages | $2,586,000 | 4,290 |
| Issued or guaranteed by U.S. | $2,586,000 | 4,272 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,013,000 | 2,806 |
| CMOs issued by government agencies or sponsored agencies | $1,013,000 | 2,658 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $15,443,000 | 4,774 |
| Total debt securities | $15,444,000 | 5,379 |
| 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 | $15,230,000 | 5,435 |
| U.S. Government securities | $9,342,000 | 5,720 |
| U.S. Treasury securities | $804,000 | 1,666 |
| U.S. Government agency obligations | $8,538,000 | 5,767 |
| Securities issued by states & political subdivisions | $5,888,000 | 2,777 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,722,000 | 6,019 |
| Mortgage-backed securities | $4,361,000 | 4,321 |
| Certificates of participation in pools of residential mortgages | $2,985,000 | 4,156 |
| Issued or guaranteed by U.S. | $2,985,000 | 4,143 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,376,000 | 2,792 |
| CMOs issued by government agencies or sponsored agencies | $1,376,000 | 2,636 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $15,230,000 | 4,743 |
| Total debt securities | $15,230,000 | 5,331 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,860 |
| Fair value | $251,000 | 1,886 |
| 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 | $15,497,000 | 5,405 |
| U.S. Government securities | $10,586,000 | 5,463 |
| U.S. Treasury securities | $1,055,000 | 1,454 |
| U.S. Government agency obligations | $9,531,000 | 5,516 |
| Securities issued by states & political subdivisions | $4,911,000 | 2,988 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,977,000 | 5,901 |
| Mortgage-backed securities | $5,395,000 | 4,050 |
| Certificates of participation in pools of residential mortgages | $3,109,000 | 4,132 |
| Issued or guaranteed by U.S. | $3,109,000 | 4,117 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,286,000 | 2,461 |
| CMOs issued by government agencies or sponsored agencies | $2,286,000 | 2,328 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $15,497,000 | 4,694 |
| Total debt securities | $15,497,000 | 5,300 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,611 |
| Fair value | $253,000 | 1,629 |
| 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 | $15,624,000 | 5,348 |
| U.S. Government securities | $10,827,000 | 5,390 |
| U.S. Treasury securities | $1,063,000 | 1,532 |
| U.S. Government agency obligations | $9,764,000 | 5,451 |
| Securities issued by states & political subdivisions | $4,797,000 | 3,006 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,968,000 | 5,922 |
| Mortgage-backed securities | $4,048,000 | 4,463 |
| Certificates of participation in pools of residential mortgages | $2,502,000 | 4,375 |
| Issued or guaranteed by U.S. | $2,502,000 | 4,360 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,546,000 | 2,839 |
| CMOs issued by government agencies or sponsored agencies | $1,546,000 | 2,704 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $15,624,000 | 4,623 |
| Total debt securities | $15,624,000 | 5,254 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,417 |
| Fair value | $255,000 | 1,427 |
| 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 | $15,136,000 | 5,342 |
| U.S. Government securities | $11,518,000 | 5,125 |
| U.S. Treasury securities | $2,811,000 | 1,168 |
| U.S. Government agency obligations | $8,707,000 | 5,648 |
| Securities issued by states & political subdivisions | $3,618,000 | 3,422 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $414,000 | 7,293 |
| Mortgage-backed securities | $2,250,000 | 5,115 |
| Certificates of participation in pools of residential mortgages | $2,250,000 | 4,327 |
| Issued or guaranteed by U.S. | $2,250,000 | 4,309 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $15,136,000 | 4,581 |
| Total debt securities | $15,136,000 | 5,250 |
| 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 | $15,889,000 | 5,389 |
| U.S. Government securities | $13,896,000 | 4,802 |
| U.S. Treasury securities | $3,277,000 | 1,421 |
| U.S. Government agency obligations | $10,619,000 | 5,342 |
| Securities issued by states & political subdivisions | $1,956,000 | 4,430 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $37,000 | 7,504 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,741,000 | 5,836 |
| Mortgage-backed securities | $1,741,000 | 4,938 |
| Certificates of participation in pools of residential mortgages | $1,741,000 | 4,155 |
| Issued or guaranteed by U.S. | $1,741,000 | 4,129 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $15,889,000 | 4,445 |
| Total debt securities | $15,852,000 | 5,265 |
| 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 | $16,375,000 | 5,528 |
| U.S. Government securities | $15,610,000 | 4,647 |
| U.S. Treasury securities | $3,239,000 | 2,076 |
| U.S. Government agency obligations | $12,371,000 | 4,920 |
| Securities issued by states & political subdivisions | $728,000 | 6,035 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $37,000 | 7,480 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,141,000 | 7,030 |
| Mortgage-backed securities | $2,503,000 | 4,759 |
| Certificates of participation in pools of residential mortgages | $2,503,000 | 3,874 |
| Issued or guaranteed by U.S. | $2,503,000 | 3,857 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $16,375,000 | 4,481 |
| Total debt securities | $16,338,000 | 5,407 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $19,598,000 | 4,898 |
| U.S. Government securities | $18,757,000 | 4,100 |
| U.S. Treasury securities | $3,072,000 | 3,033 |
| U.S. Government agency obligations | $15,685,000 | 3,986 |
| Securities issued by states & political subdivisions | $804,000 | 6,060 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $37,000 | 7,302 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $150,000 | 8,227 |
| Mortgage-backed securities | $3,344,000 | 4,560 |
| Certificates of participation in pools of residential mortgages | $3,344,000 | 3,632 |
| Issued or guaranteed by U.S. | $3,344,000 | 3,615 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $19,598,000 | 3,855 |
| Total debt securities | $19,561,000 | 4,788 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $16,012,000 | 5,754 |
| U.S. Government securities | $15,555,000 | 4,924 |
| U.S. Treasury securities | $7,298,000 | 2,373 |
| U.S. Government agency obligations | $8,257,000 | 5,854 |
| Securities issued by states & political subdivisions | $420,000 | 6,897 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $37,000 | 7,264 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $497,000 | 8,234 |
| Mortgage-backed securities | $1,458,000 | 5,865 |
| Certificates of participation in pools of residential mortgages | $732,000 | 5,776 |
| Issued or guaranteed by U.S. | $732,000 | 5,757 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $726,000 | 3,713 |
| CMOs issued by government agencies or sponsored agencies | $726,000 | 3,584 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $16,012,000 | 4,278 |
| Total debt securities | $15,975,000 | 5,636 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $12,374,000 | 7,163 |
| U.S. Government securities | $11,917,000 | 6,361 |
| U.S. Treasury securities | $5,751,000 | 3,451 |
| U.S. Government agency obligations | $6,166,000 | 7,042 |
| Securities issued by states & political subdivisions | $420,000 | 7,251 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $37,000 | 7,334 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $819,000 | 8,125 |
| Mortgage-backed securities | $1,871,000 | 5,986 |
| Certificates of participation in pools of residential mortgages | $925,000 | 5,938 |
| Issued or guaranteed by U.S. | $925,000 | 5,923 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $946,000 | 3,911 |
| CMOs issued by government agencies or sponsored agencies | $946,000 | 3,764 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $12,374,000 | 5,317 |
| Total debt securities | $12,337,000 | 7,033 |
| Structured notes | ||
| Amortized cost | $250,000 | 3,178 |
| Fair value | $250,000 | 3,193 |
| 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 | $11,634,000 | 7,715 |
| U.S. Government securities | $8,236,000 | 8,072 |
| U.S. Treasury securities | $2,207,000 | 6,796 |
| U.S. Government agency obligations | $6,029,000 | 7,150 |
| Securities issued by states & political subdivisions | $3,361,000 | 3,713 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $37,000 | 7,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,045,000 | 6,805 |
| Mortgage-backed securities | $2,668,000 | 5,751 |
| Certificates of participation in pools of residential mortgages | $1,087,000 | 5,952 |
| Issued or guaranteed by U.S. | $1,087,000 | 5,917 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,581,000 | 3,746 |
| CMOs issued by government agencies or sponsored agencies | $1,581,000 | 3,579 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $11,634,000 | 5,667 |
| Total debt securities | $11,597,000 | 7,599 |
| Structured notes | ||
| Amortized cost | $750,000 | 3,114 |
| Fair value | $733,000 | 3,159 |
| 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 | $14,335,000 | 7,306 |
| U.S. Government securities | $10,408,000 | 7,574 |
| U.S. Treasury securities | $3,682,000 | 6,541 |
| U.S. Government agency obligations | $6,726,000 | 6,788 |
| Securities issued by states & political subdivisions | $3,890,000 | 3,539 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $37,000 | 7,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $435,000 | 9,467 |
| Mortgage-backed securities | $2,448,000 | 6,268 |
| Certificates of participation in pools of residential mortgages | $1,189,000 | 6,151 |
| Issued or guaranteed by U.S. | $1,189,000 | 6,125 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,259,000 | 4,237 |
| CMOs issued by government agencies or sponsored agencies | $1,259,000 | 4,055 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $14,335,000 | 3,696 |
| Total debt securities | $14,298,000 | 7,209 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $15,800,000 | 7,155 |
| U.S. Government securities | $12,183,000 | 7,154 |
| U.S. Treasury securities | $3,983,000 | 6,543 |
| U.S. Government agency obligations | $8,200,000 | 6,281 |
| Securities issued by states & political subdivisions | $3,585,000 | 3,854 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $32,000 | 7,262 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 9,505 |
| Mortgage-backed securities | $3,404,000 | 6,163 |
| Certificates of participation in pools of residential mortgages | $1,549,000 | 6,247 |
| Issued or guaranteed by U.S. | $1,549,000 | 6,202 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,855,000 | 4,184 |
| CMOs issued by government agencies or sponsored agencies | $1,855,000 | 4,003 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $15,768,000 | 7,020 |
| 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 | $15,606,000 | 7,180 |
| U.S. Government securities | $13,126,000 | 6,840 |
| U.S. Treasury securities | $5,492,000 | 5,493 |
| U.S. Government agency obligations | $7,634,000 | 6,517 |
| Securities issued by states & political subdivisions | $2,448,000 | 4,553 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $32,000 | 7,020 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,101,000 | 8,465 |
| Mortgage-backed securities | $4,107,000 | 5,967 |
| Certificates of participation in pools of residential mortgages | $2,004,000 | 6,122 |
| Issued or guaranteed by U.S. | $2,004,000 | 6,049 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,103,000 | 3,973 |
| CMOs issued by government agencies or sponsored agencies | $2,103,000 | 3,650 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $15,574,000 | 7,073 |
| 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 |