Home > First State Bank > Securities
First State Bank, Securities
| 2018-09-30 | Rank | |
| Total securities | $6,973,000 | 4,602 |
| U.S. Government securities | $4,356,000 | 4,345 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $4,356,000 | 4,202 |
| Securities issued by states & political subdivisions | $1,987,000 | 3,824 |
| Other domestic debt securities | $630,000 | 1,615 |
| Privately issued residential mortgage-backed securities | $27,000 | 547 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $603,000 | 1,285 |
| 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 | $3,180,000 | 3,786 |
| Mortgage-backed securities | $3,758,000 | 3,392 |
| Certificates of participation in pools of residential mortgages | $284,000 | 3,992 |
| Issued or guaranteed by U.S. | $284,000 | 3,967 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,223,000 | 1,842 |
| CMOs issued by government agencies or sponsored agencies | $3,196,000 | 1,796 |
| Privately issued | $27,000 | 445 |
| Commercial mortgage-backed securities | $251,000 | 1,658 |
| Commercial mortgage pass-through securities | $251,000 | 1,284 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $6,973,000 | 4,334 |
| Total debt securities | $6,973,000 | 4,580 |
| Structured notes | ||
| Amortized cost | $343,000 | 849 |
| Fair value | $327,000 | 850 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $7,229,000 | 4,627 |
| U.S. Government securities | $4,535,000 | 4,362 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $4,535,000 | 4,205 |
| Securities issued by states & political subdivisions | $2,062,000 | 3,856 |
| Other domestic debt securities | $632,000 | 1,800 |
| Privately issued residential mortgage-backed securities | $28,000 | 827 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $604,000 | 1,286 |
| 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 | $2,590,000 | 3,967 |
| Mortgage-backed securities | $3,899,000 | 3,409 |
| Certificates of participation in pools of residential mortgages | $286,000 | 4,050 |
| Issued or guaranteed by U.S. | $286,000 | 3,914 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $3,357,000 | 1,825 |
| CMOs issued by government agencies or sponsored agencies | $3,329,000 | 1,781 |
| Privately issued | $28,000 | 462 |
| Commercial mortgage-backed securities | $256,000 | 1,621 |
| Commercial mortgage pass-through securities | $256,000 | 1,246 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $7,229,000 | 4,364 |
| Total debt securities | $7,229,000 | 4,605 |
| Structured notes | ||
| Amortized cost | $343,000 | 852 |
| Fair value | $332,000 | 853 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $7,493,000 | 4,656 |
| U.S. Government securities | $4,724,000 | 4,404 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $4,724,000 | 4,257 |
| Securities issued by states & political subdivisions | $2,139,000 | 3,889 |
| Other domestic debt securities | $630,000 | 1,633 |
| Privately issued residential mortgage-backed securities | $29,000 | 517 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $601,000 | 1,322 |
| 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 | $2,595,000 | 4,003 |
| Mortgage-backed securities | $4,053,000 | 3,418 |
| Certificates of participation in pools of residential mortgages | $290,000 | 4,086 |
| Issued or guaranteed by U.S. | $290,000 | 4,079 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,504,000 | 1,791 |
| CMOs issued by government agencies or sponsored agencies | $3,475,000 | 1,743 |
| Privately issued | $29,000 | 478 |
| Commercial mortgage-backed securities | $259,000 | 1,438 |
| Commercial mortgage pass-through securities | $259,000 | 1,010 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $7,493,000 | 4,388 |
| Total debt securities | $7,493,000 | 4,634 |
| Structured notes | ||
| Amortized cost | $343,000 | 817 |
| Fair value | $332,000 | 819 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $8,307,000 | 4,657 |
| U.S. Government securities | $4,914,000 | 4,421 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $4,914,000 | 4,283 |
| Securities issued by states & political subdivisions | $2,757,000 | 3,818 |
| Other domestic debt securities | $636,000 | 1,641 |
| Privately issued residential mortgage-backed securities | $32,000 | 520 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $604,000 | 1,344 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,948,000 | 3,996 |
| Mortgage-backed securities | $4,235,000 | 3,407 |
| Certificates of participation in pools of residential mortgages | $557,000 | 3,990 |
| Issued or guaranteed by U.S. | $557,000 | 3,983 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $3,678,000 | 1,751 |
| CMOs issued by government agencies or sponsored agencies | $3,646,000 | 1,702 |
| Privately issued | $32,000 | 488 |
| 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) | $8,307,000 | 4,385 |
| Total debt securities | $8,307,000 | 4,632 |
| Structured notes | ||
| Amortized cost | $343,000 | 829 |
| Fair value | $339,000 | 831 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $8,792,000 | 4,673 |
| U.S. Government securities | $4,689,000 | 4,512 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $4,689,000 | 4,389 |
| Securities issued by states & political subdivisions | $3,461,000 | 3,702 |
| Other domestic debt securities | $642,000 | 1,656 |
| Privately issued residential mortgage-backed securities | $35,000 | 531 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $607,000 | 1,370 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,493,000 | 3,915 |
| Mortgage-backed securities | $4,334,000 | 3,450 |
| Certificates of participation in pools of residential mortgages | $568,000 | 4,035 |
| Issued or guaranteed by U.S. | $568,000 | 4,030 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $3,766,000 | 1,746 |
| CMOs issued by government agencies or sponsored agencies | $3,731,000 | 1,699 |
| Privately issued | $35,000 | 497 |
| 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) | $8,792,000 | 4,384 |
| Total debt securities | $8,792,000 | 4,651 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $8,971,000 | 4,702 |
| U.S. Government securities | $4,858,000 | 4,529 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $4,858,000 | 4,407 |
| Securities issued by states & political subdivisions | $3,469,000 | 3,744 |
| Other domestic debt securities | $644,000 | 1,682 |
| Privately issued residential mortgage-backed securities | $36,000 | 549 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $608,000 | 1,399 |
| 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 | $3,226,000 | 4,006 |
| Mortgage-backed securities | $4,496,000 | 3,453 |
| Certificates of participation in pools of residential mortgages | $571,000 | 4,071 |
| Issued or guaranteed by U.S. | $571,000 | 4,065 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,925,000 | 1,761 |
| CMOs issued by government agencies or sponsored agencies | $3,889,000 | 1,705 |
| Privately issued | $36,000 | 514 |
| 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) | $8,971,000 | 4,406 |
| Total debt securities | $8,971,000 | 4,678 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $8,886,000 | 4,766 |
| U.S. Government securities | $4,799,000 | 4,592 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $4,799,000 | 4,460 |
| Securities issued by states & political subdivisions | $3,440,000 | 3,784 |
| Other domestic debt securities | $647,000 | 1,735 |
| Privately issued residential mortgage-backed securities | $39,000 | 578 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $608,000 | 1,432 |
| 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 | $3,196,000 | 4,055 |
| Mortgage-backed securities | $4,440,000 | 3,502 |
| Certificates of participation in pools of residential mortgages | $569,000 | 4,144 |
| Issued or guaranteed by U.S. | $569,000 | 4,140 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,871,000 | 1,788 |
| CMOs issued by government agencies or sponsored agencies | $3,832,000 | 1,734 |
| Privately issued | $39,000 | 545 |
| 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) | $8,886,000 | 4,459 |
| Total debt securities | $8,886,000 | 4,740 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $8,969,000 | 4,771 |
| U.S. Government securities | $4,902,000 | 4,589 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,902,000 | 4,460 |
| Securities issued by states & political subdivisions | $3,416,000 | 3,822 |
| Other domestic debt securities | $651,000 | 1,747 |
| Privately issued residential mortgage-backed securities | $45,000 | 595 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $606,000 | 1,435 |
| 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 | $3,172,000 | 4,091 |
| Mortgage-backed securities | $4,550,000 | 3,497 |
| Certificates of participation in pools of residential mortgages | $571,000 | 4,174 |
| Issued or guaranteed by U.S. | $571,000 | 4,168 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,979,000 | 1,739 |
| CMOs issued by government agencies or sponsored agencies | $3,934,000 | 1,681 |
| Privately issued | $45,000 | 560 |
| 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) | $8,969,000 | 4,455 |
| Total debt securities | $8,969,000 | 4,746 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $9,071,000 | 4,791 |
| U.S. Government securities | $4,846,000 | 4,626 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $4,846,000 | 4,507 |
| Securities issued by states & political subdivisions | $3,579,000 | 3,802 |
| Other domestic debt securities | $646,000 | 1,748 |
| Privately issued residential mortgage-backed securities | $45,000 | 600 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $601,000 | 1,434 |
| 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 | $3,263,000 | 4,113 |
| Mortgage-backed securities | $4,703,000 | 3,489 |
| Certificates of participation in pools of residential mortgages | $1,608,000 | 3,831 |
| Issued or guaranteed by U.S. | $1,608,000 | 3,828 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,095,000 | 1,903 |
| CMOs issued by government agencies or sponsored agencies | $3,050,000 | 1,847 |
| Privately issued | $45,000 | 568 |
| 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) | $9,071,000 | 4,458 |
| Total debt securities | $9,071,000 | 4,764 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $7,928,000 | 4,973 |
| U.S. Government securities | $3,684,000 | 4,907 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $3,684,000 | 4,787 |
| Securities issued by states & political subdivisions | $3,600,000 | 3,834 |
| Other domestic debt securities | $644,000 | 1,774 |
| Privately issued residential mortgage-backed securities | $46,000 | 626 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $598,000 | 1,446 |
| 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 | $3,583,000 | 4,136 |
| Mortgage-backed securities | $3,241,000 | 3,790 |
| Certificates of participation in pools of residential mortgages | $1,334,000 | 3,953 |
| Issued or guaranteed by U.S. | $1,334,000 | 3,948 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,907,000 | 2,226 |
| CMOs issued by government agencies or sponsored agencies | $1,861,000 | 2,172 |
| Privately issued | $46,000 | 590 |
| 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) | $7,928,000 | 4,637 |
| Total debt securities | $7,927,000 | 4,950 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $7,730,000 | 5,072 |
| U.S. Government securities | $3,604,000 | 5,016 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $3,604,000 | 4,910 |
| Securities issued by states & political subdivisions | $3,482,000 | 3,858 |
| Other domestic debt securities | $644,000 | 1,792 |
| Privately issued residential mortgage-backed securities | $47,000 | 632 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $597,000 | 1,459 |
| 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 | $3,956,000 | 4,089 |
| Mortgage-backed securities | $2,661,000 | 3,948 |
| Certificates of participation in pools of residential mortgages | $1,386,000 | 3,965 |
| Issued or guaranteed by U.S. | $1,386,000 | 3,961 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,275,000 | 2,441 |
| CMOs issued by government agencies or sponsored agencies | $1,228,000 | 2,396 |
| Privately issued | $47,000 | 600 |
| 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) | $7,730,000 | 4,735 |
| Total debt securities | $7,730,000 | 5,051 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $8,848,000 | 5,019 |
| U.S. Government securities | $4,546,000 | 4,932 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $4,546,000 | 4,816 |
| Securities issued by states & political subdivisions | $3,657,000 | 3,859 |
| Other domestic debt securities | $645,000 | 1,785 |
| Privately issued residential mortgage-backed securities | $50,000 | 634 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $595,000 | 1,451 |
| 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 | $4,493,000 | 4,010 |
| Mortgage-backed securities | $3,622,000 | 3,768 |
| Certificates of participation in pools of residential mortgages | $1,898,000 | 3,819 |
| Issued or guaranteed by U.S. | $1,898,000 | 3,815 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,724,000 | 2,326 |
| CMOs issued by government agencies or sponsored agencies | $1,674,000 | 2,279 |
| Privately issued | $50,000 | 604 |
| 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) | $8,848,000 | 4,658 |
| Total debt securities | $8,848,000 | 4,999 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $9,599,000 | 5,038 |
| U.S. Government securities | $4,759,000 | 4,983 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $4,759,000 | 4,871 |
| Securities issued by states & political subdivisions | $4,180,000 | 3,782 |
| Other domestic debt securities | $660,000 | 1,797 |
| Privately issued residential mortgage-backed securities | $59,000 | 640 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $601,000 | 1,455 |
| 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 | $4,814,000 | 3,995 |
| Mortgage-backed securities | $3,820,000 | 3,780 |
| Certificates of participation in pools of residential mortgages | $1,970,000 | 3,847 |
| Issued or guaranteed by U.S. | $1,970,000 | 3,844 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,850,000 | 2,299 |
| CMOs issued by government agencies or sponsored agencies | $1,791,000 | 2,252 |
| Privately issued | $59,000 | 609 |
| 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) | $9,599,000 | 4,674 |
| Total debt securities | $9,599,000 | 5,015 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $10,189,000 | 5,054 |
| U.S. Government securities | $5,077,000 | 5,044 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $5,077,000 | 4,933 |
| Securities issued by states & political subdivisions | $4,445,000 | 3,733 |
| Other domestic debt securities | $667,000 | 1,801 |
| Privately issued residential mortgage-backed securities | $64,000 | 662 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $603,000 | 1,458 |
| 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 | $4,701,000 | 4,062 |
| Mortgage-backed securities | $4,159,000 | 3,788 |
| Certificates of participation in pools of residential mortgages | $2,082,000 | 3,891 |
| Issued or guaranteed by U.S. | $2,082,000 | 3,887 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,077,000 | 2,297 |
| CMOs issued by government agencies or sponsored agencies | $2,013,000 | 2,240 |
| Privately issued | $64,000 | 630 |
| 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) | $10,189,000 | 4,690 |
| Total debt securities | $10,189,000 | 5,033 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $10,586,000 | 5,082 |
| U.S. Government securities | $5,587,000 | 5,043 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $5,587,000 | 4,938 |
| Securities issued by states & political subdivisions | $4,328,000 | 3,754 |
| Other domestic debt securities | $671,000 | 1,857 |
| Privately issued residential mortgage-backed securities | $67,000 | 704 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $604,000 | 1,494 |
| 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 | $5,003,000 | 4,055 |
| Mortgage-backed securities | $4,649,000 | 3,764 |
| Certificates of participation in pools of residential mortgages | $2,393,000 | 3,870 |
| Issued or guaranteed by U.S. | $2,393,000 | 3,865 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,256,000 | 2,283 |
| CMOs issued by government agencies or sponsored agencies | $2,189,000 | 2,220 |
| Privately issued | $67,000 | 668 |
| 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) | $10,586,000 | 4,717 |
| Total debt securities | $10,586,000 | 5,060 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $12,052,000 | 4,993 |
| U.S. Government securities | $6,339,000 | 5,006 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $6,339,000 | 4,894 |
| Securities issued by states & political subdivisions | $5,040,000 | 3,648 |
| Other domestic debt securities | $673,000 | 1,872 |
| Privately issued residential mortgage-backed securities | $69,000 | 703 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $604,000 | 1,513 |
| 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 | $5,238,000 | 4,061 |
| Mortgage-backed securities | $4,789,000 | 3,807 |
| Certificates of participation in pools of residential mortgages | $2,413,000 | 3,942 |
| Issued or guaranteed by U.S. | $2,413,000 | 3,936 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,376,000 | 2,288 |
| CMOs issued by government agencies or sponsored agencies | $2,307,000 | 2,228 |
| Privately issued | $69,000 | 666 |
| 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) | $12,052,000 | 4,615 |
| Total debt securities | $12,052,000 | 4,973 |
| Structured notes | ||
| Amortized cost | $343,000 | 1,964 |
| Fair value | $350,000 | 1,962 |
| 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 | $13,263,000 | 4,979 |
| U.S. Government securities | $7,518,000 | 4,914 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $7,518,000 | 4,807 |
| Securities issued by states & political subdivisions | $5,072,000 | 3,681 |
| Other domestic debt securities | $673,000 | 1,924 |
| Privately issued residential mortgage-backed securities | $71,000 | 735 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $602,000 | 1,548 |
| 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 | $5,732,000 | 4,020 |
| Mortgage-backed securities | $5,585,000 | 3,750 |
| Certificates of participation in pools of residential mortgages | $3,327,000 | 3,765 |
| Issued or guaranteed by U.S. | $3,327,000 | 3,764 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,258,000 | 2,375 |
| CMOs issued by government agencies or sponsored agencies | $2,187,000 | 2,312 |
| Privately issued | $71,000 | 700 |
| 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) | $13,263,000 | 4,589 |
| Total debt securities | $13,263,000 | 4,955 |
| Structured notes | ||
| Amortized cost | $743,000 | 1,782 |
| Fair value | $747,000 | 1,767 |
| 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 | $13,548,000 | 5,028 |
| U.S. Government securities | $7,837,000 | 4,926 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $7,837,000 | 4,818 |
| Securities issued by states & political subdivisions | $5,034,000 | 3,717 |
| Other domestic debt securities | $677,000 | 1,977 |
| Privately issued residential mortgage-backed securities | $76,000 | 749 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $601,000 | 1,593 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,611,000 | 4,300 |
| Mortgage-backed securities | $5,920,000 | 3,751 |
| Certificates of participation in pools of residential mortgages | $3,447,000 | 3,795 |
| Issued or guaranteed by U.S. | $3,447,000 | 3,795 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,473,000 | 2,353 |
| CMOs issued by government agencies or sponsored agencies | $2,397,000 | 2,287 |
| Privately issued | $76,000 | 716 |
| 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) | $13,548,000 | 4,618 |
| Total debt securities | $13,548,000 | 5,002 |
| Structured notes | ||
| Amortized cost | $742,000 | 1,819 |
| Fair value | $744,000 | 1,810 |
| 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 | $13,759,000 | 5,053 |
| U.S. Government securities | $8,044,000 | 4,926 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $8,044,000 | 4,824 |
| Securities issued by states & political subdivisions | $5,035,000 | 3,750 |
| Other domestic debt securities | $680,000 | 2,033 |
| Privately issued residential mortgage-backed securities | $82,000 | 773 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $598,000 | 1,636 |
| 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 | $4,572,000 | 4,333 |
| Mortgage-backed securities | $6,244,000 | 3,719 |
| Certificates of participation in pools of residential mortgages | $3,660,000 | 3,782 |
| Issued or guaranteed by U.S. | $3,660,000 | 3,782 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,584,000 | 2,312 |
| CMOs issued by government agencies or sponsored agencies | $2,502,000 | 2,257 |
| Privately issued | $82,000 | 741 |
| 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) | $13,759,000 | 4,648 |
| Total debt securities | $13,760,000 | 5,028 |
| Structured notes | ||
| Amortized cost | $642,000 | 1,899 |
| Fair value | $636,000 | 1,899 |
| 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 | $13,634,000 | 5,067 |
| U.S. Government securities | $8,046,000 | 4,931 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,046,000 | 4,834 |
| Securities issued by states & political subdivisions | $4,835,000 | 3,803 |
| Other domestic debt securities | $753,000 | 2,037 |
| Privately issued residential mortgage-backed securities | $155,000 | 748 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $598,000 | 1,677 |
| 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 | $4,227,000 | 4,407 |
| Mortgage-backed securities | $6,156,000 | 3,728 |
| Certificates of participation in pools of residential mortgages | $3,401,000 | 3,860 |
| Issued or guaranteed by U.S. | $3,401,000 | 3,855 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,755,000 | 2,261 |
| CMOs issued by government agencies or sponsored agencies | $2,600,000 | 2,214 |
| Privately issued | $155,000 | 714 |
| 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) | $13,634,000 | 4,668 |
| Total debt securities | $13,634,000 | 5,038 |
| Structured notes | ||
| Amortized cost | $842,000 | 1,806 |
| Fair value | $819,000 | 1,808 |
| 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 | $13,601,000 | 5,124 |
| U.S. Government securities | $7,979,000 | 4,971 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,979,000 | 4,868 |
| Securities issued by states & political subdivisions | $4,859,000 | 3,809 |
| Other domestic debt securities | $763,000 | 2,092 |
| Privately issued residential mortgage-backed securities | $161,000 | 773 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $602,000 | 1,707 |
| 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 | $4,261,000 | 4,440 |
| Mortgage-backed securities | $5,740,000 | 3,852 |
| Certificates of participation in pools of residential mortgages | $3,526,000 | 3,849 |
| Issued or guaranteed by U.S. | $3,526,000 | 3,843 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,214,000 | 2,424 |
| CMOs issued by government agencies or sponsored agencies | $2,053,000 | 2,386 |
| Privately issued | $161,000 | 741 |
| 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) | $13,601,000 | 4,729 |
| Total debt securities | $13,601,000 | 5,091 |
| Structured notes | ||
| Amortized cost | $1,142,000 | 1,520 |
| Fair value | $1,127,000 | 1,517 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $13,374,000 | 5,150 |
| U.S. Government securities | $7,769,000 | 5,002 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $7,769,000 | 4,893 |
| Securities issued by states & political subdivisions | $4,843,000 | 3,805 |
| Other domestic debt securities | $762,000 | 2,151 |
| Privately issued residential mortgage-backed securities | $165,000 | 786 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $597,000 | 1,759 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,217,000 | 4,746 |
| Mortgage-backed securities | $6,147,000 | 3,803 |
| Certificates of participation in pools of residential mortgages | $3,650,000 | 3,808 |
| Issued or guaranteed by U.S. | $3,650,000 | 3,803 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,497,000 | 2,402 |
| CMOs issued by government agencies or sponsored agencies | $2,332,000 | 2,354 |
| Privately issued | $165,000 | 753 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $13,374,000 | 4,766 |
| Total debt securities | $13,371,000 | 5,120 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,931 |
| Fair value | $492,000 | 1,991 |
| 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 | $13,735,000 | 5,140 |
| U.S. Government securities | $7,735,000 | 5,061 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $7,735,000 | 4,955 |
| Securities issued by states & political subdivisions | $5,227,000 | 3,731 |
| Other domestic debt securities | $773,000 | 2,134 |
| Privately issued residential mortgage-backed securities | $172,000 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $601,000 | 1,729 |
| 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 | $3,692,000 | 4,655 |
| Mortgage-backed securities | $6,031,000 | 3,884 |
| Certificates of participation in pools of residential mortgages | $3,864,000 | 3,800 |
| Issued or guaranteed by U.S. | $3,864,000 | 3,795 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,167,000 | 2,571 |
| CMOs issued by government agencies or sponsored agencies | $1,995,000 | 2,510 |
| Privately issued | $172,000 | 795 |
| 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) | $13,735,000 | 4,767 |
| Total debt securities | $13,735,000 | 5,103 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,980 |
| Fair value | $500,000 | 2,030 |
| 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 | $13,112,000 | 5,187 |
| U.S. Government securities | $7,141,000 | 5,156 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $7,141,000 | 5,054 |
| Securities issued by states & political subdivisions | $4,503,000 | 3,877 |
| Other domestic debt securities | $1,468,000 | 1,753 |
| Privately issued residential mortgage-backed securities | $845,000 | 604 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $623,000 | 1,683 |
| 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 | $3,865,000 | 4,580 |
| Mortgage-backed securities | $6,110,000 | 3,879 |
| Certificates of participation in pools of residential mortgages | $3,375,000 | 3,918 |
| Issued or guaranteed by U.S. | $3,375,000 | 3,915 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,735,000 | 2,470 |
| CMOs issued by government agencies or sponsored agencies | $1,890,000 | 2,588 |
| Privately issued | $845,000 | 585 |
| 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) | $13,112,000 | 4,804 |
| Total debt securities | $13,112,000 | 5,158 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,008 |
| Fair value | $500,000 | 2,083 |
| 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 | $13,230,000 | 5,245 |
| U.S. Government securities | $6,360,000 | 5,441 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $6,360,000 | 5,328 |
| Securities issued by states & political subdivisions | $4,672,000 | 3,812 |
| Other domestic debt securities | $2,198,000 | 1,549 |
| Privately issued residential mortgage-backed securities | $1,576,000 | 530 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $622,000 | 1,746 |
| 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 | $4,174,000 | 4,543 |
| Mortgage-backed securities | $7,139,000 | 3,845 |
| Certificates of participation in pools of residential mortgages | $3,759,000 | 3,958 |
| Issued or guaranteed by U.S. | $3,759,000 | 3,956 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,380,000 | 2,410 |
| CMOs issued by government agencies or sponsored agencies | $1,804,000 | 2,689 |
| Privately issued | $1,576,000 | 510 |
| 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) | $13,230,000 | 4,841 |
| Total debt securities | $13,230,000 | 5,214 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,199 |
| Fair value | $500,000 | 2,285 |
| 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 | $13,760,000 | 5,205 |
| U.S. Government securities | $7,343,000 | 5,343 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $7,343,000 | 5,239 |
| Securities issued by states & political subdivisions | $4,312,000 | 3,842 |
| Other domestic debt securities | $2,105,000 | 1,585 |
| Privately issued residential mortgage-backed securities | $1,505,000 | 577 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $600,000 | 1,749 |
| 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 | $4,217,000 | 4,577 |
| Mortgage-backed securities | $7,652,000 | 3,792 |
| Certificates of participation in pools of residential mortgages | $4,103,000 | 3,916 |
| Issued or guaranteed by U.S. | $4,103,000 | 3,914 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,549,000 | 2,389 |
| CMOs issued by government agencies or sponsored agencies | $2,044,000 | 2,625 |
| Privately issued | $1,505,000 | 556 |
| 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) | $13,760,000 | 4,817 |
| Total debt securities | $13,760,000 | 5,171 |
| Structured notes | ||
| Amortized cost | $900,000 | 2,206 |
| Fair value | $900,000 | 2,203 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $14,720,000 | 5,164 |
| U.S. Government securities | $8,288,000 | 5,268 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $8,288,000 | 5,163 |
| Securities issued by states & political subdivisions | $4,282,000 | 3,784 |
| Other domestic debt securities | $2,150,000 | 1,546 |
| Privately issued residential mortgage-backed securities | $1,550,000 | 597 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $600,000 | 1,739 |
| 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 | $4,234,000 | 4,581 |
| Mortgage-backed securities | $8,141,000 | 3,767 |
| Certificates of participation in pools of residential mortgages | $4,317,000 | 3,868 |
| Issued or guaranteed by U.S. | $4,317,000 | 3,864 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,824,000 | 2,349 |
| CMOs issued by government agencies or sponsored agencies | $2,274,000 | 2,600 |
| Privately issued | $1,550,000 | 577 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $14,720,000 | 4,756 |
| Total debt securities | $14,720,000 | 5,139 |
| Structured notes | ||
| Amortized cost | $1,295,000 | 2,054 |
| Fair value | $1,299,000 | 2,051 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $14,110,000 | 5,208 |
| U.S. Government securities | $8,443,000 | 5,210 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $8,443,000 | 5,114 |
| Securities issued by states & political subdivisions | $3,802,000 | 3,894 |
| Other domestic debt securities | $1,865,000 | 1,650 |
| Privately issued residential mortgage-backed securities | $1,565,000 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $300,000 | 1,894 |
| 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 | $4,238,000 | 4,391 |
| Mortgage-backed securities | $7,725,000 | 3,738 |
| Certificates of participation in pools of residential mortgages | $4,252,000 | 3,776 |
| Issued or guaranteed by U.S. | $4,252,000 | 3,770 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,473,000 | 2,389 |
| CMOs issued by government agencies or sponsored agencies | $1,908,000 | 2,594 |
| Privately issued | $1,565,000 | 636 |
| 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) | $14,110,000 | 4,787 |
| Total debt securities | $14,110,000 | 5,183 |
| Structured notes | ||
| Amortized cost | $1,876,000 | 1,802 |
| Fair value | $1,885,000 | 1,802 |
| 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 | $12,838,000 | 5,340 |
| U.S. Government securities | $6,974,000 | 5,484 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $6,974,000 | 5,374 |
| Securities issued by states & political subdivisions | $3,886,000 | 3,825 |
| Other domestic debt securities | $1,978,000 | 1,615 |
| Privately issued residential mortgage-backed securities | $1,678,000 | 686 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $300,000 | 1,868 |
| 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 | $4,129,000 | 4,421 |
| Mortgage-backed securities | $6,164,000 | 3,971 |
| Certificates of participation in pools of residential mortgages | $3,188,000 | 4,018 |
| Issued or guaranteed by U.S. | $3,188,000 | 4,004 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,976,000 | 2,488 |
| CMOs issued by government agencies or sponsored agencies | $1,298,000 | 2,765 |
| Privately issued | $1,678,000 | 649 |
| 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) | $12,838,000 | 4,914 |
| Total debt securities | $12,838,000 | 5,307 |
| Structured notes | ||
| Amortized cost | $2,076,000 | 1,708 |
| Fair value | $2,085,000 | 1,708 |
| 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 | $12,801,000 | 5,404 |
| U.S. Government securities | $6,550,000 | 5,700 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $6,550,000 | 5,580 |
| Securities issued by states & political subdivisions | $4,146,000 | 3,697 |
| Other domestic debt securities | $2,105,000 | 1,514 |
| Privately issued residential mortgage-backed securities | $1,805,000 | 682 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $300,000 | 1,796 |
| 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 | $4,452,000 | 4,376 |
| Mortgage-backed securities | $6,498,000 | 3,870 |
| Certificates of participation in pools of residential mortgages | $3,294,000 | 3,959 |
| Issued or guaranteed by U.S. | $3,294,000 | 3,944 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,204,000 | 2,393 |
| CMOs issued by government agencies or sponsored agencies | $1,399,000 | 2,683 |
| Privately issued | $1,805,000 | 647 |
| 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) | $12,801,000 | 4,974 |
| Total debt securities | $12,801,000 | 5,371 |
| Structured notes | ||
| Amortized cost | $1,380,000 | 2,297 |
| Fair value | $1,383,000 | 2,298 |
| 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 | $12,996,000 | 5,382 |
| U.S. Government securities | $6,551,000 | 5,699 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $6,551,000 | 5,574 |
| Securities issued by states & political subdivisions | $4,085,000 | 3,678 |
| Other domestic debt securities | $2,360,000 | 1,475 |
| Privately issued residential mortgage-backed securities | $1,970,000 | 691 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $390,000 | 1,799 |
| 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 | $4,532,000 | 4,360 |
| Mortgage-backed securities | $6,438,000 | 3,825 |
| Certificates of participation in pools of residential mortgages | $3,170,000 | 3,937 |
| Issued or guaranteed by U.S. | $3,170,000 | 3,926 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,268,000 | 2,311 |
| CMOs issued by government agencies or sponsored agencies | $1,298,000 | 2,642 |
| Privately issued | $1,970,000 | 657 |
| 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) | $12,996,000 | 4,943 |
| Total debt securities | $12,996,000 | 5,348 |
| Structured notes | ||
| Amortized cost | $1,701,000 | 2,181 |
| Fair value | $1,690,000 | 2,190 |
| 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 | $13,110,000 | 5,289 |
| U.S. Government securities | $6,393,000 | 5,594 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $6,393,000 | 5,480 |
| Securities issued by states & political subdivisions | $4,235,000 | 3,647 |
| Other domestic debt securities | $2,482,000 | 1,536 |
| Privately issued residential mortgage-backed securities | $2,092,000 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $390,000 | 1,808 |
| 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 | $4,524,000 | 4,351 |
| Mortgage-backed securities | $6,402,000 | 3,735 |
| Certificates of participation in pools of residential mortgages | $2,915,000 | 3,925 |
| Issued or guaranteed by U.S. | $2,915,000 | 3,915 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,487,000 | 2,248 |
| CMOs issued by government agencies or sponsored agencies | $1,395,000 | 2,570 |
| Privately issued | $2,092,000 | 677 |
| 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) | $13,110,000 | 4,850 |
| Total debt securities | $13,110,000 | 5,252 |
| Structured notes | ||
| Amortized cost | $1,703,000 | 2,046 |
| Fair value | $1,688,000 | 2,051 |
| 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 | $12,427,000 | 5,312 |
| U.S. Government securities | $5,324,000 | 5,833 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $5,324,000 | 5,708 |
| Securities issued by states & political subdivisions | $4,533,000 | 3,490 |
| Other domestic debt securities | $2,570,000 | 1,558 |
| Privately issued residential mortgage-backed securities | $2,181,000 | 767 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $389,000 | 1,829 |
| 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 | $4,707,000 | 4,336 |
| Mortgage-backed securities | $6,395,000 | 3,730 |
| Certificates of participation in pools of residential mortgages | $2,717,000 | 3,969 |
| Issued or guaranteed by U.S. | $2,717,000 | 3,960 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,678,000 | 2,194 |
| CMOs issued by government agencies or sponsored agencies | $1,497,000 | 2,501 |
| Privately issued | $2,181,000 | 730 |
| 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) | $12,427,000 | 4,873 |
| Total debt securities | $12,427,000 | 5,281 |
| Structured notes | ||
| Amortized cost | $1,001,000 | 2,379 |
| Fair value | $1,003,000 | 2,482 |
| 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 | $11,496,000 | 5,491 |
| U.S. Government securities | $4,262,000 | 6,221 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $4,262,000 | 6,103 |
| Securities issued by states & political subdivisions | $4,569,000 | 3,411 |
| Other domestic debt securities | $2,665,000 | 1,534 |
| Privately issued residential mortgage-backed securities | $2,276,000 | 796 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $389,000 | 1,780 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,754,000 | 4,382 |
| Mortgage-backed securities | $6,433,000 | 3,723 |
| Certificates of participation in pools of residential mortgages | $2,890,000 | 3,961 |
| Issued or guaranteed by U.S. | $2,890,000 | 3,953 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,543,000 | 2,145 |
| CMOs issued by government agencies or sponsored agencies | $1,267,000 | 2,482 |
| Privately issued | $2,276,000 | 764 |
| 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) | $11,496,000 | 5,031 |
| Total debt securities | $11,497,000 | 5,456 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $11,798,000 | 5,494 |
| U.S. Government securities | $4,489,000 | 6,257 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $4,489,000 | 6,140 |
| Securities issued by states & political subdivisions | $4,554,000 | 3,383 |
| Other domestic debt securities | $2,755,000 | 1,563 |
| Privately issued residential mortgage-backed securities | $2,361,000 | 818 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $394,000 | 1,789 |
| 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 | $4,880,000 | 4,426 |
| Mortgage-backed securities | $6,748,000 | 3,723 |
| Certificates of participation in pools of residential mortgages | $2,989,000 | 4,049 |
| Issued or guaranteed by U.S. | $2,989,000 | 4,041 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,759,000 | 2,063 |
| CMOs issued by government agencies or sponsored agencies | $1,398,000 | 2,381 |
| Privately issued | $2,361,000 | 784 |
| 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) | $11,798,000 | 5,041 |
| Total debt securities | $11,798,000 | 5,455 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $12,217,000 | 5,407 |
| U.S. Government securities | $4,897,000 | 6,128 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $4,897,000 | 6,027 |
| Securities issued by states & political subdivisions | $4,540,000 | 3,394 |
| Other domestic debt securities | $2,780,000 | 1,600 |
| Privately issued residential mortgage-backed securities | $2,387,000 | 836 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $393,000 | 1,826 |
| 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 | $4,905,000 | 4,439 |
| Mortgage-backed securities | $7,284,000 | 3,685 |
| Certificates of participation in pools of residential mortgages | $3,382,000 | 4,001 |
| Issued or guaranteed by U.S. | $3,382,000 | 3,993 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $3,902,000 | 2,023 |
| CMOs issued by government agencies or sponsored agencies | $1,515,000 | 2,319 |
| Privately issued | $2,387,000 | 800 |
| 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) | $12,217,000 | 4,956 |
| Total debt securities | $12,217,000 | 5,366 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $12,155,000 | 5,464 |
| U.S. Government securities | $5,013,000 | 6,147 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $5,013,000 | 6,058 |
| Securities issued by states & political subdivisions | $4,133,000 | 3,515 |
| Other domestic debt securities | $3,009,000 | 1,639 |
| Privately issued residential mortgage-backed securities | $2,731,000 | 867 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $40,000 | 247 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $238,000 | 2,068 |
| 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 | $5,015,000 | 4,394 |
| Mortgage-backed securities | $7,744,000 | 3,679 |
| Certificates of participation in pools of residential mortgages | $3,570,000 | 4,026 |
| Issued or guaranteed by U.S. | $3,570,000 | 4,017 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $4,174,000 | 1,982 |
| CMOs issued by government agencies or sponsored agencies | $1,443,000 | 2,333 |
| Privately issued | $2,731,000 | 829 |
| 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) | $12,155,000 | 4,996 |
| Total debt securities | $12,155,000 | 5,416 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $11,804,000 | 5,521 |
| U.S. Government securities | $5,111,000 | 6,127 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $5,111,000 | 6,038 |
| Securities issued by states & political subdivisions | $3,949,000 | 3,548 |
| Other domestic debt securities | $2,744,000 | 1,719 |
| Privately issued residential mortgage-backed securities | $2,519,000 | 906 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $225,000 | 2,155 |
| 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 | $5,072,000 | 4,377 |
| Mortgage-backed securities | $7,630,000 | 3,732 |
| Certificates of participation in pools of residential mortgages | $3,888,000 | 3,983 |
| Issued or guaranteed by U.S. | $3,888,000 | 3,969 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $3,742,000 | 2,028 |
| CMOs issued by government agencies or sponsored agencies | $1,223,000 | 2,410 |
| Privately issued | $2,519,000 | 869 |
| 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) | $11,804,000 | 5,039 |
| Total debt securities | $11,804,000 | 5,477 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $12,649,000 | 5,443 |
| U.S. Government securities | $5,583,000 | 6,133 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $5,583,000 | 6,050 |
| Securities issued by states & political subdivisions | $3,935,000 | 3,483 |
| Other domestic debt securities | $3,131,000 | 1,552 |
| Privately issued residential mortgage-backed securities | $2,833,000 | 900 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $298,000 | 2,168 |
| 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 | $5,690,000 | 4,270 |
| Mortgage-backed securities | $8,281,000 | 3,694 |
| Certificates of participation in pools of residential mortgages | $4,087,000 | 4,028 |
| Issued or guaranteed by U.S. | $4,087,000 | 4,017 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,194,000 | 1,983 |
| CMOs issued by government agencies or sponsored agencies | $1,361,000 | 2,364 |
| Privately issued | $2,833,000 | 862 |
| 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) | $12,649,000 | 4,963 |
| Total debt securities | $12,649,000 | 5,399 |
| Structured notes | ||
| Amortized cost | $132,000 | 1,672 |
| Fair value | $135,000 | 1,669 |
| 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 | $13,184,000 | 5,382 |
| U.S. Government securities | $5,868,000 | 6,154 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $5,868,000 | 6,070 |
| Securities issued by states & political subdivisions | $3,905,000 | 3,446 |
| Other domestic debt securities | $3,411,000 | 1,462 |
| Privately issued residential mortgage-backed securities | $3,110,000 | 831 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $301,000 | 2,103 |
| 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 | $7,062,000 | 4,001 |
| Mortgage-backed securities | $8,776,000 | 3,540 |
| Certificates of participation in pools of residential mortgages | $4,247,000 | 3,942 |
| Issued or guaranteed by U.S. | $4,247,000 | 3,929 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $4,529,000 | 1,860 |
| CMOs issued by government agencies or sponsored agencies | $1,419,000 | 2,312 |
| Privately issued | $3,110,000 | 796 |
| 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) | $13,184,000 | 4,866 |
| Total debt securities | $13,184,000 | 5,341 |
| Structured notes | ||
| Amortized cost | $199,000 | 1,680 |
| Fair value | $202,000 | 1,657 |
| 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 | $14,259,000 | 5,172 |
| U.S. Government securities | $6,171,000 | 6,046 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $6,171,000 | 5,961 |
| Securities issued by states & political subdivisions | $3,974,000 | 3,404 |
| Other domestic debt securities | $4,114,000 | 1,314 |
| Privately issued residential mortgage-backed securities | $3,813,000 | 770 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $301,000 | 2,070 |
| 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 | $7,562,000 | 3,894 |
| Mortgage-backed securities | $9,782,000 | 3,286 |
| Certificates of participation in pools of residential mortgages | $4,498,000 | 3,785 |
| Issued or guaranteed by U.S. | $4,498,000 | 3,773 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $5,284,000 | 1,684 |
| CMOs issued by government agencies or sponsored agencies | $1,471,000 | 2,212 |
| Privately issued | $3,813,000 | 736 |
| 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) | $14,259,000 | 4,653 |
| Total debt securities | $14,257,000 | 5,130 |
| Structured notes | ||
| Amortized cost | $199,000 | 1,677 |
| Fair value | $202,000 | 1,651 |
| 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 | $15,539,000 | 5,048 |
| U.S. Government securities | $6,919,000 | 5,894 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $6,919,000 | 5,810 |
| Securities issued by states & political subdivisions | $4,024,000 | 3,401 |
| Other domestic debt securities | $4,596,000 | 1,286 |
| Privately issued residential mortgage-backed securities | $4,271,000 | 744 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $325,000 | 2,069 |
| 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 | $7,501,000 | 3,867 |
| Mortgage-backed securities | $10,886,000 | 3,130 |
| Certificates of participation in pools of residential mortgages | $5,111,000 | 3,613 |
| Issued or guaranteed by U.S. | $5,111,000 | 3,598 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $5,775,000 | 1,628 |
| CMOs issued by government agencies or sponsored agencies | $1,504,000 | 2,201 |
| Privately issued | $4,271,000 | 709 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $15,539,000 | 4,547 |
| Total debt securities | $15,539,000 | 4,995 |
| Structured notes | ||
| Amortized cost | $199,000 | 1,717 |
| Fair value | $201,000 | 1,696 |
| 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 | $15,859,000 | 4,989 |
| U.S. Government securities | $8,530,000 | 5,452 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $8,530,000 | 5,366 |
| Securities issued by states & political subdivisions | $2,818,000 | 3,885 |
| Other domestic debt securities | $4,511,000 | 1,259 |
| Privately issued residential mortgage-backed securities | $4,176,000 | 716 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $335,000 | 2,025 |
| 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 | $6,458,000 | 4,089 |
| Mortgage-backed securities | $11,390,000 | 2,989 |
| Certificates of participation in pools of residential mortgages | $5,547,000 | 3,393 |
| Issued or guaranteed by U.S. | $5,547,000 | 3,375 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,843,000 | 1,588 |
| CMOs issued by government agencies or sponsored agencies | $1,667,000 | 2,139 |
| Privately issued | $4,176,000 | 682 |
| 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) | $15,859,000 | 4,488 |
| Total debt securities | $15,859,000 | 4,936 |
| Structured notes | ||
| Amortized cost | $1,021,000 | 1,040 |
| Fair value | $1,036,000 | 1,056 |
| 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 | $16,468,000 | 4,947 |
| U.S. Government securities | $11,440,000 | 4,964 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $11,440,000 | 4,868 |
| Securities issued by states & political subdivisions | $2,797,000 | 3,876 |
| Other domestic debt securities | $2,231,000 | 1,553 |
| Privately issued residential mortgage-backed securities | $1,873,000 | 862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $163,000 | 242 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $195,000 | 2,058 |
| 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 | $7,648,000 | 3,852 |
| Mortgage-backed securities | $9,027,000 | 3,045 |
| Certificates of participation in pools of residential mortgages | $5,696,000 | 3,070 |
| Issued or guaranteed by U.S. | $5,696,000 | 3,054 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,331,000 | 1,896 |
| CMOs issued by government agencies or sponsored agencies | $1,458,000 | 2,126 |
| Privately issued | $1,873,000 | 821 |
| 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) | $16,468,000 | 4,398 |
| Total debt securities | $16,468,000 | 4,899 |
| Structured notes | ||
| Amortized cost | $2,803,000 | 854 |
| Fair value | $2,833,000 | 851 |
| 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 | $16,866,000 | 4,909 |
| U.S. Government securities | $13,115,000 | 4,749 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $13,115,000 | 4,650 |
| Securities issued by states & political subdivisions | $2,578,000 | 3,976 |
| Other domestic debt securities | $1,173,000 | 1,872 |
| Privately issued residential mortgage-backed securities | $599,000 | 1,092 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $180,000 | 238 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $394,000 | 1,841 |
| 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 | $7,132,000 | 3,987 |
| Mortgage-backed securities | $7,174,000 | 3,197 |
| Certificates of participation in pools of residential mortgages | $5,537,000 | 2,951 |
| Issued or guaranteed by U.S. | $5,537,000 | 2,935 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,637,000 | 2,307 |
| CMOs issued by government agencies or sponsored agencies | $1,038,000 | 2,257 |
| Privately issued | $599,000 | 1,038 |
| 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) | $16,866,000 | 4,349 |
| Total debt securities | $16,866,000 | 4,860 |
| Structured notes | ||
| Amortized cost | $3,202,000 | 890 |
| Fair value | $3,209,000 | 888 |
| 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 | $16,688,000 | 4,932 |
| U.S. Government securities | $13,325,000 | 4,724 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $13,325,000 | 4,614 |
| Securities issued by states & political subdivisions | $2,539,000 | 4,004 |
| Other domestic debt securities | $824,000 | 2,044 |
| Privately issued residential mortgage-backed securities | $209,000 | 1,206 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $221,000 | 226 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $394,000 | 1,809 |
| 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 | $7,326,000 | 3,922 |
| Mortgage-backed securities | $6,589,000 | 3,273 |
| Certificates of participation in pools of residential mortgages | $5,260,000 | 2,933 |
| Issued or guaranteed by U.S. | $5,260,000 | 2,918 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,329,000 | 2,386 |
| CMOs issued by government agencies or sponsored agencies | $1,120,000 | 2,205 |
| Privately issued | $209,000 | 1,137 |
| 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) | $16,688,000 | 4,364 |
| Total debt securities | $16,688,000 | 4,892 |
| Structured notes | ||
| Amortized cost | $3,116,000 | 961 |
| Fair value | $3,077,000 | 958 |
| 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 | $16,624,000 | 4,983 |
| U.S. Government securities | $13,133,000 | 4,773 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $13,133,000 | 4,651 |
| Securities issued by states & political subdivisions | $2,584,000 | 4,000 |
| Other domestic debt securities | $907,000 | 2,019 |
| Privately issued residential mortgage-backed securities | $228,000 | 1,156 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $285,000 | 232 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $394,000 | 1,847 |
| 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 | $5,612,000 | 4,381 |
| Mortgage-backed securities | $6,238,000 | 3,312 |
| Certificates of participation in pools of residential mortgages | $5,080,000 | 2,976 |
| Issued or guaranteed by U.S. | $5,080,000 | 2,961 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,158,000 | 2,438 |
| CMOs issued by government agencies or sponsored agencies | $930,000 | 2,319 |
| Privately issued | $228,000 | 1,081 |
| 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) | $16,624,000 | 4,395 |
| Total debt securities | $16,625,000 | 4,936 |
| Structured notes | ||
| Amortized cost | $3,115,000 | 1,014 |
| Fair value | $3,097,000 | 1,010 |
| 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 | $16,181,000 | 5,114 |
| U.S. Government securities | $12,856,000 | 4,889 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $12,856,000 | 4,761 |
| Securities issued by states & political subdivisions | $2,584,000 | 4,009 |
| Other domestic debt securities | $741,000 | 2,119 |
| Privately issued residential mortgage-backed securities | $244,000 | 1,126 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $103,000 | 244 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $394,000 | 1,894 |
| 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 | $5,597,000 | 4,392 |
| Mortgage-backed securities | $6,239,000 | 3,317 |
| Certificates of participation in pools of residential mortgages | $4,987,000 | 2,998 |
| Issued or guaranteed by U.S. | $4,987,000 | 2,985 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,252,000 | 2,391 |
| CMOs issued by government agencies or sponsored agencies | $1,008,000 | 2,230 |
| Privately issued | $244,000 | 1,058 |
| 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) | $16,181,000 | 4,512 |
| Total debt securities | $16,180,000 | 5,073 |
| Structured notes | ||
| Amortized cost | $3,531,000 | 998 |
| Fair value | $3,499,000 | 998 |
| 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 | $16,604,000 | 5,089 |
| U.S. Government securities | $13,200,000 | 4,867 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $13,200,000 | 4,736 |
| Securities issued by states & political subdivisions | $2,442,000 | 4,060 |
| Other domestic debt securities | $962,000 | 2,004 |
| Privately issued residential mortgage-backed securities | $258,000 | 1,103 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $109,000 | 269 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $595,000 | 1,669 |
| 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 | $5,676,000 | 4,400 |
| Mortgage-backed securities | $6,296,000 | 3,280 |
| Certificates of participation in pools of residential mortgages | $4,919,000 | 3,030 |
| Issued or guaranteed by U.S. | $4,919,000 | 3,014 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,377,000 | 2,306 |
| CMOs issued by government agencies or sponsored agencies | $1,119,000 | 2,141 |
| Privately issued | $258,000 | 1,025 |
| 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) | $16,604,000 | 4,465 |
| Total debt securities | $16,606,000 | 5,046 |
| Structured notes | ||
| Amortized cost | $3,830,000 | 1,022 |
| Fair value | $3,792,000 | 1,019 |
| 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 | $16,220,000 | 5,132 |
| U.S. Government securities | $12,863,000 | 4,932 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $12,863,000 | 4,797 |
| Securities issued by states & political subdivisions | $2,359,000 | 4,098 |
| Other domestic debt securities | $998,000 | 1,975 |
| Privately issued residential mortgage-backed securities | $284,000 | 1,076 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $119,000 | 266 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $595,000 | 1,709 |
| 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 | $4,812,000 | 4,705 |
| Mortgage-backed securities | $6,582,000 | 3,221 |
| Certificates of participation in pools of residential mortgages | $5,022,000 | 3,015 |
| Issued or guaranteed by U.S. | $5,022,000 | 3,003 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,560,000 | 2,222 |
| CMOs issued by government agencies or sponsored agencies | $1,276,000 | 2,067 |
| Privately issued | $284,000 | 1,004 |
| 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) | $16,220,000 | 4,485 |
| Total debt securities | $16,219,000 | 5,083 |
| Structured notes | ||
| Amortized cost | $3,829,000 | 1,081 |
| Fair value | $3,713,000 | 1,085 |
| 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 | $15,721,000 | 5,255 |
| U.S. Government securities | $12,276,000 | 5,068 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $12,276,000 | 4,933 |
| Securities issued by states & political subdivisions | $2,406,000 | 4,104 |
| Other domestic debt securities | $1,039,000 | 1,958 |
| Privately issued residential mortgage-backed securities | $315,000 | 1,049 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $126,000 | 278 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $598,000 | 1,781 |
| 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 | $4,782,000 | 4,701 |
| Mortgage-backed securities | $6,109,000 | 3,378 |
| Certificates of participation in pools of residential mortgages | $4,428,000 | 3,232 |
| Issued or guaranteed by U.S. | $4,428,000 | 3,219 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,681,000 | 2,185 |
| CMOs issued by government agencies or sponsored agencies | $1,366,000 | 2,038 |
| Privately issued | $315,000 | 980 |
| 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) | $15,721,000 | 4,614 |
| Total debt securities | $15,721,000 | 5,202 |
| Structured notes | ||
| Amortized cost | $3,731,000 | 1,115 |
| Fair value | $3,658,000 | 1,114 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $15,208,000 | 5,333 |
| U.S. Government securities | $11,294,000 | 5,289 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $11,294,000 | 5,150 |
| Securities issued by states & political subdivisions | $2,407,000 | 4,131 |
| Other domestic debt securities | $1,507,000 | 1,819 |
| Privately issued residential mortgage-backed securities | $354,000 | 996 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $138,000 | 274 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,015,000 | 1,565 |
| 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 | $4,225,000 | 4,869 |
| Mortgage-backed securities | $5,395,000 | 3,591 |
| Certificates of participation in pools of residential mortgages | $3,699,000 | 3,481 |
| Issued or guaranteed by U.S. | $3,699,000 | 3,465 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,696,000 | 2,178 |
| CMOs issued by government agencies or sponsored agencies | $1,342,000 | 2,049 |
| Privately issued | $354,000 | 927 |
| 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) | $15,208,000 | 4,657 |
| Total debt securities | $15,208,000 | 5,281 |
| Structured notes | ||
| Amortized cost | $3,730,000 | 1,113 |
| Fair value | $3,673,000 | 1,109 |
| 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 | $14,027,000 | 5,530 |
| U.S. Government securities | $10,258,000 | 5,511 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $10,258,000 | 5,377 |
| Securities issued by states & political subdivisions | $2,172,000 | 4,258 |
| Other domestic debt securities | $1,597,000 | 1,814 |
| Privately issued residential mortgage-backed securities | $392,000 | 968 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $152,000 | 286 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,053,000 | 1,592 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,993,000 | 4,951 |
| Mortgage-backed securities | $4,251,000 | 3,935 |
| Certificates of participation in pools of residential mortgages | $3,008,000 | 3,802 |
| Issued or guaranteed by U.S. | $3,008,000 | 3,788 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,243,000 | 2,366 |
| CMOs issued by government agencies or sponsored agencies | $851,000 | 2,335 |
| Privately issued | $392,000 | 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) | $30,000 | 4,137 |
| Available-for-sale securities (fair market value) | $13,997,000 | 4,861 |
| Total debt securities | $14,027,000 | 5,475 |
| Structured notes | ||
| Amortized cost | $3,729,000 | 1,083 |
| Fair value | $3,705,000 | 1,079 |
| 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 | $15,493,000 | 5,326 |
| U.S. Government securities | $11,411,000 | 5,283 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $11,411,000 | 5,126 |
| Securities issued by states & political subdivisions | $2,400,000 | 4,113 |
| Other domestic debt securities | $1,682,000 | 1,816 |
| Privately issued residential mortgage-backed securities | $444,000 | 933 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $180,000 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,058,000 | 1,660 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,424,000 | 5,182 |
| Mortgage-backed securities | $4,854,000 | 3,827 |
| Certificates of participation in pools of residential mortgages | $3,318,000 | 3,764 |
| Issued or guaranteed by U.S. | $3,318,000 | 3,750 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,536,000 | 2,284 |
| CMOs issued by government agencies or sponsored agencies | $1,092,000 | 2,253 |
| Privately issued | $444,000 | 862 |
| 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) | $30,000 | 4,190 |
| Available-for-sale securities (fair market value) | $15,463,000 | 4,652 |
| Total debt securities | $15,493,000 | 5,272 |
| Structured notes | ||
| Amortized cost | $3,728,000 | 1,090 |
| Fair value | $3,735,000 | 1,084 |
| 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 | $14,925,000 | 5,493 |
| U.S. Government securities | $11,610,000 | 5,305 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $11,610,000 | 5,154 |
| Securities issued by states & political subdivisions | $2,008,000 | 4,347 |
| Other domestic debt securities | $1,307,000 | 2,027 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $233,000 | 262 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,074,000 | 1,733 |
| 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 | $2,639,000 | 5,571 |
| Mortgage-backed securities | $4,963,000 | 3,896 |
| Certificates of participation in pools of residential mortgages | $3,829,000 | 3,661 |
| Issued or guaranteed by U.S. | $3,829,000 | 3,652 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,134,000 | 2,543 |
| CMOs issued by government agencies or sponsored agencies | $1,134,000 | 2,287 |
| 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) | $30,000 | 4,257 |
| Available-for-sale securities (fair market value) | $14,895,000 | 4,815 |
| Total debt securities | $14,925,000 | 5,428 |
| Structured notes | ||
| Amortized cost | $3,620,000 | 1,096 |
| Fair value | $3,568,000 | 1,094 |
| 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 | $11,793,000 | 6,126 |
| U.S. Government securities | $8,309,000 | 6,094 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,309,000 | 5,947 |
| Securities issued by states & political subdivisions | $2,090,000 | 4,294 |
| Other domestic debt securities | $1,394,000 | 2,067 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $272,000 | 261 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,122,000 | 1,778 |
| 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 | $1,029,000 | 6,454 |
| Mortgage-backed securities | $3,917,000 | 4,282 |
| Certificates of participation in pools of residential mortgages | $3,020,000 | 4,018 |
| Issued or guaranteed by U.S. | $3,020,000 | 4,006 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $897,000 | 2,737 |
| CMOs issued by government agencies or sponsored agencies | $897,000 | 2,482 |
| 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) | $30,000 | 4,324 |
| Available-for-sale securities (fair market value) | $11,763,000 | 5,366 |
| Total debt securities | $11,793,000 | 6,054 |
| Structured notes | ||
| Amortized cost | $2,977,000 | 1,262 |
| Fair value | $2,966,000 | 1,251 |
| 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 | $11,415,000 | 6,217 |
| U.S. Government securities | $7,499,000 | 6,355 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $7,499,000 | 6,196 |
| Securities issued by states & political subdivisions | $2,457,000 | 4,077 |
| Other domestic debt securities | $1,459,000 | 2,057 |
| Privately issued residential mortgage-backed securities | $321,000 | 894 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,138,000 | 1,833 |
| 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 | $860,000 | 6,627 |
| Mortgage-backed securities | $4,102,000 | 4,239 |
| Certificates of participation in pools of residential mortgages | $2,619,000 | 4,197 |
| Issued or guaranteed by U.S. | $2,619,000 | 4,187 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,483,000 | 2,417 |
| CMOs issued by government agencies or sponsored agencies | $1,162,000 | 2,328 |
| Privately issued | $321,000 | 827 |
| 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) | $120,000 | 4,175 |
| Available-for-sale securities (fair market value) | $11,295,000 | 5,471 |
| Total debt securities | $11,415,000 | 6,148 |
| Structured notes | ||
| Amortized cost | $2,072,000 | 1,463 |
| Fair value | $2,083,000 | 1,463 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $10,895,000 | 6,393 |
| U.S. Government securities | $7,541,000 | 6,418 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $7,541,000 | 6,246 |
| Securities issued by states & political subdivisions | $2,176,000 | 4,239 |
| Other domestic debt securities | $1,178,000 | 2,289 |
| Privately issued residential mortgage-backed securities | $129,000 | 992 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,049,000 | 1,985 |
| 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 | $745,000 | 6,719 |
| Mortgage-backed securities | $3,893,000 | 4,395 |
| Certificates of participation in pools of residential mortgages | $2,535,000 | 4,289 |
| Issued or guaranteed by U.S. | $2,535,000 | 4,276 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,358,000 | 2,534 |
| CMOs issued by government agencies or sponsored agencies | $1,229,000 | 2,345 |
| Privately issued | $129,000 | 917 |
| 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) | $120,000 | 4,226 |
| Available-for-sale securities (fair market value) | $10,775,000 | 5,659 |
| Total debt securities | $10,895,000 | 6,311 |
| Structured notes | ||
| Amortized cost | $1,985,000 | 1,584 |
| Fair value | $1,948,000 | 1,553 |
| 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 | $10,953,000 | 6,372 |
| U.S. Government securities | $6,602,000 | 6,639 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,602,000 | 6,477 |
| Securities issued by states & political subdivisions | $2,470,000 | 4,078 |
| Other domestic debt securities | $1,448,000 | 2,241 |
| Privately issued residential mortgage-backed securities | $209,000 | 995 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,239,000 | 1,971 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $433,000 | 1,619 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,103,000 | 6,444 |
| Mortgage-backed securities | $3,890,000 | 4,426 |
| Certificates of participation in pools of residential mortgages | $2,376,000 | 4,416 |
| Issued or guaranteed by U.S. | $2,376,000 | 4,402 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,514,000 | 2,520 |
| CMOs issued by government agencies or sponsored agencies | $1,305,000 | 2,363 |
| Privately issued | $209,000 | 915 |
| 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) | $120,000 | 4,274 |
| Available-for-sale securities (fair market value) | $10,833,000 | 5,664 |
| Total debt securities | $10,520,000 | 6,372 |
| Structured notes | ||
| Amortized cost | $1,686,000 | 1,470 |
| Fair value | $1,704,000 | 1,466 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $10,598,000 | 6,489 |
| U.S. Government securities | $5,904,000 | 6,961 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $5,904,000 | 6,782 |
| Securities issued by states & political subdivisions | $2,571,000 | 4,071 |
| Other domestic debt securities | $1,690,000 | 2,132 |
| 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 | $1,690,000 | 1,853 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $433,000 | 1,634 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,011,000 | 6,511 |
| Mortgage-backed securities | $3,249,000 | 4,632 |
| Certificates of participation in pools of residential mortgages | $2,228,000 | 4,473 |
| Issued or guaranteed by U.S. | $2,228,000 | 4,452 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,021,000 | 2,757 |
| CMOs issued by government agencies or sponsored agencies | $1,021,000 | 2,618 |
| 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) | $120,000 | 4,334 |
| Available-for-sale securities (fair market value) | $10,478,000 | 5,765 |
| Total debt securities | $10,165,000 | 6,483 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,529 |
| Fair value | $1,245,000 | 1,531 |
| 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 | $9,733,000 | 6,606 |
| U.S. Government securities | $5,015,000 | 7,143 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $5,015,000 | 6,963 |
| Securities issued by states & political subdivisions | $2,365,000 | 4,199 |
| Other domestic debt securities | $2,353,000 | 1,963 |
| 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 | $2,353,000 | 1,686 |
| 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 | $879,000 | 6,647 |
| Mortgage-backed securities | $3,017,000 | 4,726 |
| Certificates of participation in pools of residential mortgages | $1,853,000 | 4,692 |
| Issued or guaranteed by U.S. | $1,853,000 | 4,671 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,164,000 | 2,711 |
| CMOs issued by government agencies or sponsored agencies | $1,164,000 | 2,563 |
| 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) | $240,000 | 4,161 |
| Available-for-sale securities (fair market value) | $9,493,000 | 5,902 |
| Total debt securities | $9,733,000 | 6,511 |
| Structured notes | ||
| Amortized cost | $751,000 | 1,656 |
| Fair value | $745,000 | 1,673 |
| 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 | $10,130,000 | 6,463 |
| U.S. Government securities | $4,583,000 | 7,235 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $4,583,000 | 7,057 |
| Securities issued by states & political subdivisions | $2,345,000 | 4,158 |
| Other domestic debt securities | $2,770,000 | 1,906 |
| 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 | $2,770,000 | 1,626 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $432,000 | 1,715 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,045,000 | 6,509 |
| Mortgage-backed securities | $2,898,000 | 4,877 |
| Certificates of participation in pools of residential mortgages | $2,074,000 | 4,631 |
| Issued or guaranteed by U.S. | $2,074,000 | 4,614 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $824,000 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $824,000 | 3,021 |
| 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) | $240,000 | 4,221 |
| Available-for-sale securities (fair market value) | $9,890,000 | 5,755 |
| Total debt securities | $9,698,000 | 6,457 |
| Structured notes | ||
| Amortized cost | $851,000 | 1,427 |
| Fair value | $856,000 | 1,430 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $9,995,000 | 6,502 |
| U.S. Government securities | $4,819,000 | 7,214 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $4,819,000 | 7,014 |
| Securities issued by states & political subdivisions | $1,837,000 | 4,417 |
| Other domestic debt securities | $3,339,000 | 1,754 |
| 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 | $3,339,000 | 1,474 |
| 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 | $886,000 | 6,693 |
| Mortgage-backed securities | $3,263,000 | 4,762 |
| Certificates of participation in pools of residential mortgages | $2,534,000 | 4,407 |
| Issued or guaranteed by U.S. | $2,534,000 | 4,389 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $729,000 | 3,332 |
| CMOs issued by government agencies or sponsored agencies | $729,000 | 3,181 |
| 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) | $240,000 | 4,279 |
| Available-for-sale securities (fair market value) | $9,755,000 | 5,774 |
| Total debt securities | $9,995,000 | 6,407 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,171 |
| Fair value | $798,000 | 1,179 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $8,914,000 | 6,776 |
| U.S. Government securities | $4,063,000 | 7,512 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $4,063,000 | 7,316 |
| Securities issued by states & political subdivisions | $1,647,000 | 4,557 |
| Other domestic debt securities | $3,204,000 | 1,776 |
| 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 | $3,204,000 | 1,517 |
| 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 | $1,090,000 | 6,510 |
| Mortgage-backed securities | $2,330,000 | 5,156 |
| Certificates of participation in pools of residential mortgages | $2,237,000 | 4,523 |
| Issued or guaranteed by U.S. | $2,237,000 | 4,508 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $93,000 | 4,131 |
| CMOs issued by government agencies or sponsored agencies | $93,000 | 3,947 |
| 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) | $240,000 | 4,350 |
| Available-for-sale securities (fair market value) | $8,674,000 | 6,035 |
| Total debt securities | $8,914,000 | 6,678 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,148 |
| Fair value | $498,000 | 1,325 |
| 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 | $7,807,000 | 7,088 |
| U.S. Government securities | $3,601,000 | 7,820 |
| U.S. Treasury securities | $200,000 | 2,989 |
| U.S. Government agency obligations | $3,401,000 | 7,651 |
| Securities issued by states & political subdivisions | $1,220,000 | 5,000 |
| Other domestic debt securities | $2,986,000 | 1,908 |
| 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 | $2,986,000 | 1,594 |
| 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 | $775,000 | 6,947 |
| Mortgage-backed securities | $1,996,000 | 5,272 |
| Certificates of participation in pools of residential mortgages | $1,476,000 | 4,872 |
| Issued or guaranteed by U.S. | $1,476,000 | 4,846 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $520,000 | 3,694 |
| CMOs issued by government agencies or sponsored agencies | $520,000 | 3,529 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,006,000 | 3,819 |
| Available-for-sale securities (fair market value) | $6,801,000 | 6,458 |
| Total debt securities | $7,807,000 | 6,991 |
| Structured notes | ||
| Amortized cost | $300,000 | 708 |
| Fair value | $292,000 | 730 |
| 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 | $6,600,000 | 7,800 |
| U.S. Government securities | $2,452,000 | 8,819 |
| U.S. Treasury securities | $504,000 | 3,293 |
| U.S. Government agency obligations | $1,948,000 | 8,734 |
| Securities issued by states & political subdivisions | $1,136,000 | 5,160 |
| Other domestic debt securities | $2,949,000 | 1,605 |
| 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 | $2,949,000 | 1,358 |
| Foreign debt securities | NA | NA |
| Equity securities | $63,000 | 7,213 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,120,000 | 6,172 |
| Mortgage-backed securities | $358,000 | 6,345 |
| Certificates of participation in pools of residential mortgages | $242,000 | 5,961 |
| Issued or guaranteed by U.S. | $242,000 | 5,941 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $116,000 | 3,913 |
| CMOs issued by government agencies or sponsored agencies | $116,000 | 3,729 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,084,000 | 4,400 |
| Available-for-sale securities (fair market value) | $5,516,000 | 7,074 |
| Total debt securities | $6,537,000 | 7,705 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $7,346,000 | 7,877 |
| U.S. Government securities | $2,858,000 | 8,988 |
| U.S. Treasury securities | $804,000 | 3,993 |
| U.S. Government agency obligations | $2,054,000 | 8,883 |
| Securities issued by states & political subdivisions | $1,218,000 | 5,351 |
| Other domestic debt securities | $3,207,000 | 1,490 |
| 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 | $3,207,000 | 1,211 |
| Foreign debt securities | NA | NA |
| Equity securities | $63,000 | 7,160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,362,000 | 6,109 |
| Mortgage-backed securities | $508,000 | 6,436 |
| Certificates of participation in pools of residential mortgages | $311,000 | 6,101 |
| Issued or guaranteed by U.S. | $311,000 | 6,085 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $197,000 | 4,003 |
| CMOs issued by government agencies or sponsored agencies | $197,000 | 3,825 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,287,000 | 4,669 |
| Available-for-sale securities (fair market value) | $6,059,000 | 7,086 |
| Total debt securities | $7,283,000 | 7,775 |
| 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 | $7,204,000 | 7,963 |
| U.S. Government securities | $4,122,000 | 8,458 |
| U.S. Treasury securities | $1,113,000 | 4,779 |
| U.S. Government agency obligations | $3,009,000 | 8,216 |
| Securities issued by states & political subdivisions | $891,000 | 5,925 |
| Other domestic debt securities | $2,189,000 | 1,642 |
| 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 | $2,189,000 | 1,335 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,314,000 | 6,791 |
| Mortgage-backed securities | $1,308,000 | 5,820 |
| Certificates of participation in pools of residential mortgages | $459,000 | 6,053 |
| Issued or guaranteed by U.S. | $459,000 | 6,037 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $849,000 | 3,438 |
| CMOs issued by government agencies or sponsored agencies | $849,000 | 3,295 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,382,000 | 5,148 |
| Available-for-sale securities (fair market value) | $5,822,000 | 7,060 |
| Total debt securities | $7,202,000 | 7,831 |
| 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 | $7,145,000 | 8,393 |
| U.S. Government securities | $4,950,000 | 8,602 |
| U.S. Treasury securities | $1,203,000 | 6,087 |
| U.S. Government agency obligations | $3,747,000 | 7,973 |
| Securities issued by states & political subdivisions | $887,000 | 6,022 |
| Other domestic debt securities | $1,306,000 | 1,639 |
| 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 | $1,306,000 | 1,300 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $903,000 | 7,694 |
| Mortgage-backed securities | $1,351,000 | 5,965 |
| Certificates of participation in pools of residential mortgages | $649,000 | 5,902 |
| Issued or guaranteed by U.S. | $649,000 | 5,884 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $702,000 | 3,740 |
| CMOs issued by government agencies or sponsored agencies | $702,000 | 3,607 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,383,000 | 6,017 |
| Available-for-sale securities (fair market value) | $5,762,000 | 7,161 |
| Total debt securities | $7,143,000 | 8,254 |
| Structured notes | ||
| Amortized cost | $300,000 | 2,328 |
| Fair value | $298,000 | 2,372 |
| 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 | $7,232,000 | 8,890 |
| U.S. Government securities | $5,409,000 | 8,950 |
| U.S. Treasury securities | $1,702,000 | 6,343 |
| U.S. Government agency obligations | $3,707,000 | 8,386 |
| Securities issued by states & political subdivisions | $818,000 | 6,413 |
| Other domestic debt securities | $1,003,000 | 2,052 |
| 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 | $1,003,000 | 1,550 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $705,000 | 8,263 |
| Mortgage-backed securities | $1,212,000 | 6,592 |
| Certificates of participation in pools of residential mortgages | $1,024,000 | 5,784 |
| Issued or guaranteed by U.S. | $1,024,000 | 5,769 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $188,000 | 5,058 |
| CMOs issued by government agencies or sponsored agencies | $188,000 | 4,864 |
| 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) | $1,628,000 | 6,559 |
| Available-for-sale securities (fair market value) | $5,604,000 | 7,491 |
| Total debt securities | $7,230,000 | 8,790 |
| Structured notes | ||
| Amortized cost | $399,000 | 2,985 |
| Fair value | $396,000 | 2,956 |
| 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 | $7,021,000 | 9,385 |
| U.S. Government securities | $5,678,000 | 9,222 |
| U.S. Treasury securities | $2,216,000 | 6,784 |
| U.S. Government agency obligations | $3,462,000 | 8,686 |
| Securities issued by states & political subdivisions | $441,000 | 7,500 |
| Other domestic debt securities | $900,000 | 2,625 |
| 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 | $900,000 | 2,047 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $499,000 | 8,937 |
| Mortgage-backed securities | $1,139,000 | 7,126 |
| Certificates of participation in pools of residential mortgages | $846,000 | 6,330 |
| Issued or guaranteed by U.S. | $846,000 | 6,298 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $293,000 | 5,255 |
| CMOs issued by government agencies or sponsored agencies | $293,000 | 5,055 |
| 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) | $1,235,000 | 7,230 |
| Available-for-sale securities (fair market value) | $5,786,000 | 7,679 |
| Total debt securities | $7,019,000 | 9,269 |
| Structured notes | ||
| Amortized cost | $500,000 | 3,409 |
| Fair value | $484,000 | 3,727 |
| 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 | $7,740,000 | 9,639 |
| U.S. Government securities | $6,304,000 | 9,502 |
| U.S. Treasury securities | $3,025,000 | 7,041 |
| U.S. Government agency obligations | $3,279,000 | 8,870 |
| Securities issued by states & political subdivisions | $535,000 | 7,593 |
| Other domestic debt securities | $899,000 | 2,935 |
| 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 | $899,000 | 2,343 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,694 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $600,000 | 9,035 |
| Mortgage-backed securities | $1,215,000 | 7,479 |
| Certificates of participation in pools of residential mortgages | $1,115,000 | 6,256 |
| Issued or guaranteed by U.S. | $1,115,000 | 6,229 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $100,000 | 6,179 |
| CMOs issued by government agencies or sponsored agencies | $100,000 | 5,856 |
| 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) | $3,280,000 | 9,124 |
| Available-for-sale securities (fair market value) | $4,460,000 | 7,186 |
| Total debt securities | $7,738,000 | 9,540 |
| 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 | $8,244,000 | 9,771 |
| U.S. Government securities | $6,794,000 | 9,519 |
| U.S. Treasury securities | $4,410,000 | 6,127 |
| U.S. Government agency obligations | $2,384,000 | 9,910 |
| Securities issued by states & political subdivisions | $534,000 | 7,790 |
| Other domestic debt securities | $914,000 | 3,494 |
| Privately issued residential mortgage-backed securities | $1,000 | 3,399 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $913,000 | 2,683 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,000 | 8,799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $400,000 | 9,795 |
| Mortgage-backed securities | $1,381,000 | 7,940 |
| Certificates of participation in pools of residential mortgages | $1,280,000 | 6,649 |
| Issued or guaranteed by U.S. | $1,280,000 | 6,601 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $101,000 | 6,633 |
| CMOs issued by government agencies or sponsored agencies | $100,000 | 6,283 |
| Privately issued | $1,000 | 2,897 |
| 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 | $8,242,000 | 9,622 |
| 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 | $7,553,000 | 10,233 |
| U.S. Government securities | $6,092,000 | 10,082 |
| U.S. Treasury securities | $3,944,000 | 6,683 |
| U.S. Government agency obligations | $2,148,000 | 10,356 |
| Securities issued by states & political subdivisions | $549,000 | 7,567 |
| Other domestic debt securities | $810,000 | 4,416 |
| Privately issued residential mortgage-backed securities | $9,000 | 4,049 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $801,000 | 3,245 |
| Foreign debt securities | NA | NA |
| Equity securities | $102,000 | 5,084 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $415,000 | 10,000 |
| Mortgage-backed securities | $1,557,000 | 8,161 |
| Certificates of participation in pools of residential mortgages | $810,000 | 7,882 |
| Issued or guaranteed by U.S. | $810,000 | 7,821 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $747,000 | 5,457 |
| CMOs issued by government agencies or sponsored agencies | $738,000 | 5,064 |
| Privately issued | $9,000 | 3,476 |
| 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 | $7,451,000 | 10,148 |
| 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 |