Home > The First and Farmers Bank > Securities
The First and Farmers Bank, Securities
| 2019-09-30 | Rank | |
| Total securities | $5,612,000 | 4,502 |
| U.S. Government securities | $2,745,000 | 4,389 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,745,000 | 4,226 |
| Securities issued by states & political subdivisions | $2,168,000 | 3,557 |
| Other domestic debt securities | $691,000 | 1,650 |
| Privately issued residential mortgage-backed securities | $691,000 | 438 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $8,000 | 421 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,593,000 | 3,181 |
| Mortgage-backed securities | $3,436,000 | 3,368 |
| Certificates of participation in pools of residential mortgages | $942,000 | 3,568 |
| Issued or guaranteed by U.S. | $251,000 | 3,801 |
| Privately issued | $691,000 | 205 |
| Collaterized mortgage obligations | $2,494,000 | 2,021 |
| CMOs issued by government agencies or sponsored agencies | $2,494,000 | 1,973 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $5,612,000 | 4,257 |
| Total debt securities | $5,605,000 | 4,485 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $5,842,000 | 4,549 |
| U.S. Government securities | $2,903,000 | 4,428 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,903,000 | 4,267 |
| Securities issued by states & political subdivisions | $2,168,000 | 3,606 |
| Other domestic debt securities | $765,000 | 1,615 |
| Privately issued residential mortgage-backed securities | $765,000 | 390 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $6,000 | 459 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,430,000 | 3,254 |
| Mortgage-backed securities | $3,668,000 | 3,325 |
| Certificates of participation in pools of residential mortgages | $1,016,000 | 3,555 |
| Issued or guaranteed by U.S. | $251,000 | 3,823 |
| Privately issued | $765,000 | 154 |
| Collaterized mortgage obligations | $2,652,000 | 1,962 |
| CMOs issued by government agencies or sponsored agencies | $2,652,000 | 1,911 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $5,842,000 | 4,296 |
| Total debt securities | $5,836,000 | 4,529 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $7,287,000 | 4,498 |
| U.S. Government securities | $3,052,000 | 4,464 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $3,052,000 | 4,296 |
| Securities issued by states & political subdivisions | $2,158,000 | 3,670 |
| Other domestic debt securities | $2,070,000 | 1,242 |
| Privately issued residential mortgage-backed securities | $2,070,000 | 305 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $7,000 | 469 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,342,000 | 3,331 |
| Mortgage-backed securities | $5,122,000 | 3,139 |
| Certificates of participation in pools of residential mortgages | $2,344,000 | 3,172 |
| Issued or guaranteed by U.S. | $274,000 | 3,839 |
| Privately issued | $2,070,000 | 119 |
| Collaterized mortgage obligations | $2,778,000 | 1,946 |
| CMOs issued by government agencies or sponsored agencies | $2,778,000 | 1,892 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $7,287,000 | 4,227 |
| Total debt securities | $7,282,000 | 4,474 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $9,385,000 | 4,358 |
| U.S. Government securities | $6,143,000 | 4,053 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $6,143,000 | 3,902 |
| Securities issued by states & political subdivisions | $3,235,000 | 3,513 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $7,000 | 627 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,112,000 | 2,841 |
| Mortgage-backed securities | $6,143,000 | 3,024 |
| Certificates of participation in pools of residential mortgages | $3,252,000 | 2,991 |
| Issued or guaranteed by U.S. | $3,252,000 | 2,929 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,891,000 | 1,923 |
| CMOs issued by government agencies or sponsored agencies | $2,891,000 | 1,870 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $9,385,000 | 4,073 |
| Total debt securities | $9,377,000 | 4,340 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $9,713,000 | 4,373 |
| U.S. Government securities | $6,502,000 | 4,054 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $6,502,000 | 3,907 |
| Securities issued by states & political subdivisions | $3,204,000 | 3,549 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $7,000 | 664 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,641,000 | 2,777 |
| Mortgage-backed securities | $6,502,000 | 3,009 |
| Certificates of participation in pools of residential mortgages | $3,475,000 | 2,986 |
| Issued or guaranteed by U.S. | $3,475,000 | 2,963 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,027,000 | 1,876 |
| CMOs issued by government agencies or sponsored agencies | $3,027,000 | 1,826 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $9,713,000 | 4,096 |
| Total debt securities | $9,709,000 | 4,349 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $10,256,000 | 4,391 |
| U.S. Government securities | $3,581,000 | 4,504 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $3,581,000 | 4,345 |
| Securities issued by states & political subdivisions | $3,229,000 | 3,595 |
| Other domestic debt securities | $3,439,000 | 1,114 |
| Privately issued residential mortgage-backed securities | $3,439,000 | 337 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $7,000 | 707 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,027,000 | 3,037 |
| Mortgage-backed securities | $7,020,000 | 2,972 |
| Certificates of participation in pools of residential mortgages | $3,751,000 | 2,966 |
| Issued or guaranteed by U.S. | $312,000 | 3,891 |
| Privately issued | $3,439,000 | 177 |
| Collaterized mortgage obligations | $3,269,000 | 1,845 |
| CMOs issued by government agencies or sponsored agencies | $3,269,000 | 1,797 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $10,256,000 | 4,105 |
| Total debt securities | $10,250,000 | 4,367 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $10,748,000 | 4,399 |
| U.S. Government securities | $7,510,000 | 4,001 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $7,510,000 | 3,843 |
| Securities issued by states & political subdivisions | $3,229,000 | 3,636 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $9,000 | 723 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,960,000 | 3,080 |
| Mortgage-backed securities | $7,510,000 | 2,911 |
| Certificates of participation in pools of residential mortgages | $4,032,000 | 2,947 |
| Issued or guaranteed by U.S. | $4,032,000 | 2,942 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,478,000 | 1,794 |
| CMOs issued by government agencies or sponsored agencies | $3,478,000 | 1,741 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $10,748,000 | 4,107 |
| Total debt securities | $10,738,000 | 4,374 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $11,404,000 | 4,378 |
| U.S. Government securities | $8,122,000 | 3,960 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $8,122,000 | 3,820 |
| Securities issued by states & political subdivisions | $3,266,000 | 3,702 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $16,000 | 958 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,397,000 | 3,061 |
| Mortgage-backed securities | $8,122,000 | 2,885 |
| Certificates of participation in pools of residential mortgages | $4,372,000 | 2,927 |
| Issued or guaranteed by U.S. | $4,372,000 | 2,924 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $3,750,000 | 1,739 |
| CMOs issued by government agencies or sponsored agencies | $3,750,000 | 1,687 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $11,404,000 | 4,094 |
| Total debt securities | $11,391,000 | 4,354 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $12,122,000 | 4,362 |
| U.S. Government securities | $8,797,000 | 3,906 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $8,797,000 | 3,762 |
| Securities issued by states & political subdivisions | $3,310,000 | 3,744 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $15,000 | 986 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,486,000 | 3,234 |
| Mortgage-backed securities | $8,797,000 | 2,835 |
| Certificates of participation in pools of residential mortgages | $4,731,000 | 2,908 |
| Issued or guaranteed by U.S. | $4,731,000 | 2,906 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $4,066,000 | 1,694 |
| CMOs issued by government agencies or sponsored agencies | $4,066,000 | 1,640 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $12,122,000 | 4,074 |
| Total debt securities | $12,107,000 | 4,341 |
| 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 | $12,792,000 | 4,357 |
| U.S. Government securities | $9,461,000 | 3,861 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $9,461,000 | 3,726 |
| Securities issued by states & political subdivisions | $3,316,000 | 3,778 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $15,000 | 979 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,612,000 | 3,237 |
| Mortgage-backed securities | $9,461,000 | 2,801 |
| Certificates of participation in pools of residential mortgages | $5,081,000 | 2,886 |
| Issued or guaranteed by U.S. | $5,081,000 | 2,883 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,380,000 | 1,667 |
| CMOs issued by government agencies or sponsored agencies | $4,380,000 | 1,612 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $12,792,000 | 4,064 |
| Total debt securities | $12,777,000 | 4,338 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $13,089,000 | 4,373 |
| U.S. Government securities | $10,147,000 | 3,824 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $10,147,000 | 3,679 |
| Securities issued by states & political subdivisions | $2,928,000 | 3,895 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $14,000 | 995 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,978,000 | 3,230 |
| Mortgage-backed securities | $10,147,000 | 2,772 |
| Certificates of participation in pools of residential mortgages | $5,476,000 | 2,857 |
| Issued or guaranteed by U.S. | $5,476,000 | 2,854 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,671,000 | 1,636 |
| CMOs issued by government agencies or sponsored agencies | $4,671,000 | 1,583 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $13,089,000 | 4,067 |
| Total debt securities | $13,075,000 | 4,353 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $13,196,000 | 4,380 |
| U.S. Government securities | $10,480,000 | 3,784 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $10,480,000 | 3,642 |
| Securities issued by states & political subdivisions | $2,702,000 | 3,979 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $14,000 | 1,009 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,218,000 | 3,191 |
| Mortgage-backed securities | $10,480,000 | 2,735 |
| Certificates of participation in pools of residential mortgages | $5,846,000 | 2,819 |
| Issued or guaranteed by U.S. | $5,846,000 | 2,815 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,634,000 | 1,621 |
| CMOs issued by government agencies or sponsored agencies | $4,634,000 | 1,559 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $13,196,000 | 4,067 |
| Total debt securities | $13,182,000 | 4,360 |
| 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 | $14,200,000 | 4,316 |
| U.S. Government securities | $11,549,000 | 3,659 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $11,549,000 | 3,536 |
| Securities issued by states & political subdivisions | $2,596,000 | 4,025 |
| Other domestic debt securities | $44,000 | 2,136 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $44,000 | 346 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $11,000 | 1,011 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,378,000 | 2,935 |
| Mortgage-backed securities | $11,549,000 | 2,636 |
| Certificates of participation in pools of residential mortgages | $6,091,000 | 2,795 |
| Issued or guaranteed by U.S. | $6,091,000 | 2,792 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,458,000 | 1,529 |
| CMOs issued by government agencies or sponsored agencies | $5,458,000 | 1,467 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $14,200,000 | 3,999 |
| Total debt securities | $14,189,000 | 4,296 |
| 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 | $15,614,000 | 4,268 |
| U.S. Government securities | $12,937,000 | 3,599 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $12,937,000 | 3,485 |
| Securities issued by states & political subdivisions | $2,611,000 | 4,041 |
| Other domestic debt securities | $55,000 | 2,168 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $55,000 | 351 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $11,000 | 1,034 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,765,000 | 3,216 |
| Mortgage-backed securities | $12,587,000 | 2,584 |
| Certificates of participation in pools of residential mortgages | $6,551,000 | 2,780 |
| Issued or guaranteed by U.S. | $6,551,000 | 2,774 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,036,000 | 1,482 |
| CMOs issued by government agencies or sponsored agencies | $6,036,000 | 1,413 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $15,614,000 | 3,938 |
| Total debt securities | $15,603,000 | 4,244 |
| 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 | $14,684,000 | 4,393 |
| U.S. Government securities | $12,022,000 | 3,802 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $12,022,000 | 3,675 |
| Securities issued by states & political subdivisions | $2,585,000 | 4,067 |
| Other domestic debt securities | $66,000 | 2,176 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $66,000 | 350 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $11,000 | 1,042 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,891,000 | 3,214 |
| Mortgage-backed securities | $11,672,000 | 2,684 |
| Certificates of participation in pools of residential mortgages | $5,254,000 | 3,001 |
| Issued or guaranteed by U.S. | $5,254,000 | 3,001 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,418,000 | 1,466 |
| CMOs issued by government agencies or sponsored agencies | $6,418,000 | 1,402 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $14,684,000 | 4,047 |
| Total debt securities | $14,673,000 | 4,375 |
| 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 | $13,297,000 | 4,591 |
| U.S. Government securities | $10,895,000 | 3,987 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $10,895,000 | 3,842 |
| Securities issued by states & political subdivisions | $2,314,000 | 4,172 |
| Other domestic debt securities | $77,000 | 2,160 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $77,000 | 356 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $11,000 | 1,051 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,137,000 | 3,227 |
| Mortgage-backed securities | $10,553,000 | 2,781 |
| Certificates of participation in pools of residential mortgages | $4,289,000 | 3,191 |
| Issued or guaranteed by U.S. | $4,289,000 | 3,189 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,264,000 | 1,502 |
| CMOs issued by government agencies or sponsored agencies | $6,264,000 | 1,437 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $13,297,000 | 4,240 |
| Total debt securities | $13,286,000 | 4,570 |
| 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 | $13,274,000 | 4,673 |
| U.S. Government securities | $11,075,000 | 4,039 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $11,075,000 | 3,916 |
| Securities issued by states & political subdivisions | $2,099,000 | 4,282 |
| Other domestic debt securities | $89,000 | 2,195 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $89,000 | 366 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $11,000 | 1,066 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,203,000 | 3,389 |
| Mortgage-backed securities | $10,736,000 | 2,812 |
| Certificates of participation in pools of residential mortgages | $3,938,000 | 3,316 |
| Issued or guaranteed by U.S. | $3,938,000 | 3,312 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $6,798,000 | 1,463 |
| CMOs issued by government agencies or sponsored agencies | $6,798,000 | 1,392 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $13,274,000 | 4,309 |
| Total debt securities | $13,263,000 | 4,651 |
| 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 | $13,302,000 | 4,751 |
| U.S. Government securities | $11,321,000 | 4,128 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $11,321,000 | 4,001 |
| Securities issued by states & political subdivisions | $1,869,000 | 4,369 |
| Other domestic debt securities | $101,000 | 2,209 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $101,000 | 368 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $11,000 | 1,082 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,321,000 | 3,263 |
| Mortgage-backed securities | $10,989,000 | 2,847 |
| Certificates of participation in pools of residential mortgages | $3,682,000 | 3,449 |
| Issued or guaranteed by U.S. | $3,682,000 | 3,446 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,307,000 | 1,465 |
| CMOs issued by government agencies or sponsored agencies | $7,307,000 | 1,398 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $13,302,000 | 4,379 |
| Total debt securities | $13,291,000 | 4,731 |
| 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 | $13,529,000 | 4,805 |
| U.S. Government securities | $11,985,000 | 4,124 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $11,985,000 | 4,005 |
| Securities issued by states & political subdivisions | $1,407,000 | 4,534 |
| Other domestic debt securities | $126,000 | 2,253 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $126,000 | 370 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $11,000 | 1,085 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,893,000 | 3,371 |
| Mortgage-backed securities | $11,645,000 | 2,826 |
| Certificates of participation in pools of residential mortgages | $3,676,000 | 3,533 |
| Issued or guaranteed by U.S. | $3,676,000 | 3,529 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $7,969,000 | 1,451 |
| CMOs issued by government agencies or sponsored agencies | $7,969,000 | 1,380 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $13,529,000 | 4,428 |
| Total debt securities | $13,518,000 | 4,782 |
| 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 | $13,703,000 | 4,846 |
| U.S. Government securities | $12,554,000 | 4,111 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $12,554,000 | 3,996 |
| Securities issued by states & political subdivisions | $965,000 | 4,768 |
| Other domestic debt securities | $173,000 | 2,246 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $173,000 | 362 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $11,000 | 1,067 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,100,000 | 3,355 |
| Mortgage-backed securities | $12,220,000 | 2,805 |
| Certificates of participation in pools of residential mortgages | $3,834,000 | 3,557 |
| Issued or guaranteed by U.S. | $3,834,000 | 3,551 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $8,386,000 | 1,436 |
| CMOs issued by government agencies or sponsored agencies | $8,386,000 | 1,370 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $13,703,000 | 4,465 |
| Total debt securities | $13,692,000 | 4,824 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $13,869,000 | 4,923 |
| U.S. Government securities | $12,978,000 | 4,159 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $12,978,000 | 4,046 |
| Securities issued by states & political subdivisions | $651,000 | 4,957 |
| Other domestic debt securities | $229,000 | 2,271 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $229,000 | 364 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $11,000 | 1,129 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,537,000 | 3,320 |
| Mortgage-backed securities | $12,650,000 | 2,843 |
| Certificates of participation in pools of residential mortgages | $3,752,000 | 3,651 |
| Issued or guaranteed by U.S. | $3,752,000 | 3,649 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $8,898,000 | 1,429 |
| CMOs issued by government agencies or sponsored agencies | $8,898,000 | 1,352 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $13,869,000 | 4,535 |
| Total debt securities | $13,858,000 | 4,900 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $14,397,000 | 4,934 |
| U.S. Government securities | $13,918,000 | 4,121 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $13,918,000 | 4,009 |
| Securities issued by states & political subdivisions | $226,000 | 5,263 |
| Other domestic debt securities | $242,000 | 2,314 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $242,000 | 381 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $11,000 | 1,147 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,321,000 | 3,716 |
| Mortgage-backed securities | $13,590,000 | 2,797 |
| Certificates of participation in pools of residential mortgages | $4,037,000 | 3,645 |
| Issued or guaranteed by U.S. | $4,037,000 | 3,644 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $9,553,000 | 1,390 |
| CMOs issued by government agencies or sponsored agencies | $9,553,000 | 1,319 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $14,397,000 | 4,534 |
| Total debt securities | $14,386,000 | 4,912 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $14,566,000 | 4,979 |
| U.S. Government securities | $14,156,000 | 4,117 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $14,156,000 | 4,019 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $399,000 | 2,254 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $399,000 | 386 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $11,000 | 1,169 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,759,000 | 3,662 |
| Mortgage-backed securities | $14,156,000 | 2,767 |
| Certificates of participation in pools of residential mortgages | $4,343,000 | 3,615 |
| Issued or guaranteed by U.S. | $4,343,000 | 3,614 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $9,813,000 | 1,373 |
| CMOs issued by government agencies or sponsored agencies | $9,813,000 | 1,306 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $14,566,000 | 4,581 |
| Total debt securities | $14,555,000 | 4,953 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $15,374,000 | 4,889 |
| U.S. Government securities | $14,917,000 | 4,011 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $14,917,000 | 3,911 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $446,000 | 2,282 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $446,000 | 384 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $11,000 | 1,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,420,000 | 3,729 |
| Mortgage-backed securities | $14,917,000 | 2,701 |
| Certificates of participation in pools of residential mortgages | $4,611,000 | 3,556 |
| Issued or guaranteed by U.S. | $4,611,000 | 3,553 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $10,306,000 | 1,348 |
| CMOs issued by government agencies or sponsored agencies | $10,306,000 | 1,278 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $15,374,000 | 4,500 |
| Total debt securities | $15,363,000 | 4,864 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $16,712,000 | 4,813 |
| U.S. Government securities | $16,140,000 | 3,921 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $16,140,000 | 3,819 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $561,000 | 2,196 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $561,000 | 363 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $11,000 | 1,181 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,451,000 | 3,729 |
| Mortgage-backed securities | $16,140,000 | 2,626 |
| Certificates of participation in pools of residential mortgages | $5,009,000 | 3,498 |
| Issued or guaranteed by U.S. | $5,009,000 | 3,494 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $11,131,000 | 1,299 |
| CMOs issued by government agencies or sponsored agencies | $11,131,000 | 1,236 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $16,712,000 | 4,432 |
| Total debt securities | $16,701,000 | 4,778 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $17,687,000 | 4,720 |
| U.S. Government securities | $17,120,000 | 3,800 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $17,120,000 | 3,709 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $555,000 | 2,267 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $555,000 | 376 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $12,000 | 1,145 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,093,000 | 4,239 |
| Mortgage-backed securities | $17,120,000 | 2,560 |
| Certificates of participation in pools of residential mortgages | $5,479,000 | 3,378 |
| Issued or guaranteed by U.S. | $5,479,000 | 3,374 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $11,641,000 | 1,284 |
| CMOs issued by government agencies or sponsored agencies | $11,641,000 | 1,217 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $17,687,000 | 4,350 |
| Total debt securities | $17,675,000 | 4,689 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $15,628,000 | 4,940 |
| U.S. Government securities | $14,954,000 | 4,074 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $14,954,000 | 3,975 |
| Securities issued by states & political subdivisions | $100,000 | 5,521 |
| Other domestic debt securities | $562,000 | 2,263 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $562,000 | 366 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $12,000 | 1,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,554,000 | 4,404 |
| Mortgage-backed securities | $14,954,000 | 2,771 |
| Certificates of participation in pools of residential mortgages | $4,035,000 | 3,765 |
| Issued or guaranteed by U.S. | $4,035,000 | 3,761 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $10,919,000 | 1,379 |
| CMOs issued by government agencies or sponsored agencies | $10,919,000 | 1,306 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $15,628,000 | 4,566 |
| Total debt securities | $15,616,000 | 4,907 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $10,628,000 | 5,477 |
| U.S. Government securities | $9,528,000 | 4,768 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $9,528,000 | 4,673 |
| Securities issued by states & political subdivisions | $101,000 | 5,565 |
| Other domestic debt securities | $988,000 | 2,021 |
| Privately issued residential mortgage-backed securities | $256,000 | 810 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $732,000 | 326 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $11,000 | 1,175 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,067,000 | 4,844 |
| Mortgage-backed securities | $9,784,000 | 3,329 |
| Certificates of participation in pools of residential mortgages | $2,478,000 | 4,165 |
| Issued or guaranteed by U.S. | $2,478,000 | 4,163 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $7,306,000 | 1,724 |
| CMOs issued by government agencies or sponsored agencies | $7,050,000 | 1,651 |
| Privately issued | $256,000 | 779 |
| 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) | $10,628,000 | 5,104 |
| Total debt securities | $10,617,000 | 5,448 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $10,801,000 | 5,546 |
| U.S. Government securities | $9,644,000 | 4,853 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $9,644,000 | 4,760 |
| Securities issued by states & political subdivisions | $102,000 | 5,612 |
| Other domestic debt securities | $1,044,000 | 1,991 |
| Privately issued residential mortgage-backed securities | $283,000 | 839 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $761,000 | 310 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $11,000 | 1,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,611,000 | 4,714 |
| Mortgage-backed securities | $9,927,000 | 3,443 |
| Certificates of participation in pools of residential mortgages | $2,831,000 | 4,206 |
| Issued or guaranteed by U.S. | $2,831,000 | 4,204 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $7,096,000 | 1,825 |
| CMOs issued by government agencies or sponsored agencies | $6,813,000 | 1,764 |
| Privately issued | $283,000 | 807 |
| 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) | $10,801,000 | 5,159 |
| Total debt securities | $10,790,000 | 5,516 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $10,433,000 | 5,633 |
| U.S. Government securities | $9,079,000 | 5,025 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $9,079,000 | 4,936 |
| Securities issued by states & political subdivisions | $103,000 | 5,639 |
| Other domestic debt securities | $1,240,000 | 1,907 |
| Privately issued residential mortgage-backed securities | $307,000 | 883 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $933,000 | 263 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $11,000 | 1,171 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,127,000 | 4,595 |
| Mortgage-backed securities | $9,386,000 | 3,558 |
| Certificates of participation in pools of residential mortgages | $3,167,000 | 4,153 |
| Issued or guaranteed by U.S. | $3,167,000 | 4,151 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,219,000 | 1,948 |
| CMOs issued by government agencies or sponsored agencies | $5,912,000 | 1,885 |
| Privately issued | $307,000 | 849 |
| 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) | $10,433,000 | 5,251 |
| Total debt securities | $10,422,000 | 5,607 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $10,844,000 | 5,630 |
| U.S. Government securities | $9,281,000 | 5,108 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $9,281,000 | 5,007 |
| Securities issued by states & political subdivisions | $102,000 | 5,631 |
| Other domestic debt securities | $1,450,000 | 1,799 |
| Privately issued residential mortgage-backed securities | $345,000 | 901 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $1,105,000 | 204 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $11,000 | 1,146 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,636,000 | 4,487 |
| Mortgage-backed securities | $9,626,000 | 3,547 |
| Certificates of participation in pools of residential mortgages | $3,474,000 | 4,077 |
| Issued or guaranteed by U.S. | $3,474,000 | 4,073 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,152,000 | 1,985 |
| CMOs issued by government agencies or sponsored agencies | $5,807,000 | 1,919 |
| Privately issued | $345,000 | 867 |
| 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) | $10,844,000 | 5,238 |
| Total debt securities | $10,833,000 | 5,605 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $10,377,000 | 5,696 |
| U.S. Government securities | $8,155,000 | 5,267 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $8,155,000 | 5,170 |
| Securities issued by states & political subdivisions | $102,000 | 5,624 |
| Other domestic debt securities | $2,109,000 | 1,550 |
| Privately issued residential mortgage-backed securities | $1,379,000 | 699 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $730,000 | 172 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $11,000 | 1,167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,428,000 | 4,075 |
| Mortgage-backed securities | $9,534,000 | 3,492 |
| Certificates of participation in pools of residential mortgages | $3,804,000 | 3,900 |
| Issued or guaranteed by U.S. | $3,804,000 | 3,895 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $5,730,000 | 2,007 |
| CMOs issued by government agencies or sponsored agencies | $4,351,000 | 2,045 |
| Privately issued | $1,379,000 | 667 |
| 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) | $10,377,000 | 5,275 |
| Total debt securities | $10,366,000 | 5,672 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $7,126,000 | 6,123 |
| U.S. Government securities | $4,789,000 | 5,945 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $4,789,000 | 5,828 |
| Securities issued by states & political subdivisions | $102,000 | 5,646 |
| Other domestic debt securities | $2,224,000 | 1,521 |
| Privately issued residential mortgage-backed securities | $2,220,000 | 615 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $4,000 | 250 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $11,000 | 1,213 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,086,000 | 4,762 |
| Mortgage-backed securities | $7,009,000 | 3,814 |
| Certificates of participation in pools of residential mortgages | $3,547,000 | 3,921 |
| Issued or guaranteed by U.S. | $1,327,000 | 4,657 |
| Privately issued | $2,220,000 | 59 |
| Collaterized mortgage obligations | $3,462,000 | 2,361 |
| CMOs issued by government agencies or sponsored agencies | $3,462,000 | 2,176 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $7,126,000 | 5,683 |
| Total debt securities | $7,115,000 | 6,091 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $7,907,000 | 6,118 |
| U.S. Government securities | $7,788,000 | 5,435 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $7,788,000 | 5,324 |
| Securities issued by states & political subdivisions | $101,000 | 5,651 |
| Other domestic debt securities | $7,000 | 2,786 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $7,000 | 246 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $11,000 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,485,000 | 4,682 |
| Mortgage-backed securities | $7,788,000 | 3,642 |
| Certificates of participation in pools of residential mortgages | $3,768,000 | 3,834 |
| Issued or guaranteed by U.S. | $3,768,000 | 3,819 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $4,020,000 | 2,222 |
| CMOs issued by government agencies or sponsored agencies | $4,020,000 | 2,035 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $7,907,000 | 5,667 |
| Total debt securities | $7,896,000 | 6,086 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $6,686,000 | 6,309 |
| U.S. Government securities | $6,566,000 | 5,698 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $6,566,000 | 5,572 |
| Securities issued by states & political subdivisions | $101,000 | 5,676 |
| Other domestic debt securities | $8,000 | 2,840 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $8,000 | 247 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $11,000 | 1,264 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,890,000 | 4,887 |
| Mortgage-backed securities | $6,566,000 | 3,799 |
| Certificates of participation in pools of residential mortgages | $2,258,000 | 4,252 |
| Issued or guaranteed by U.S. | $2,258,000 | 4,241 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $4,308,000 | 2,116 |
| CMOs issued by government agencies or sponsored agencies | $4,308,000 | 1,922 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $6,686,000 | 5,836 |
| Total debt securities | $6,675,000 | 6,277 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $3,237,000 | 6,840 |
| U.S. Government securities | $3,117,000 | 6,352 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $3,117,000 | 6,228 |
| Securities issued by states & political subdivisions | $97,000 | 5,719 |
| Other domestic debt securities | $12,000 | 3,002 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $12,000 | 227 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $11,000 | 1,265 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,660,000 | 4,974 |
| Mortgage-backed securities | $3,117,000 | 4,454 |
| Certificates of participation in pools of residential mortgages | $594,000 | 4,941 |
| Issued or guaranteed by U.S. | $594,000 | 4,929 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,523,000 | 2,472 |
| CMOs issued by government agencies or sponsored agencies | $2,523,000 | 2,235 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $3,237,000 | 6,340 |
| Total debt securities | $3,226,000 | 6,806 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $3,487,000 | 6,844 |
| U.S. Government securities | $3,359,000 | 6,327 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $3,359,000 | 6,209 |
| Securities issued by states & political subdivisions | $102,000 | 5,691 |
| Other domestic debt securities | $17,000 | 3,080 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $17,000 | 217 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $9,000 | 1,318 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,849,000 | 5,370 |
| Mortgage-backed securities | $3,359,000 | 4,432 |
| Certificates of participation in pools of residential mortgages | $631,000 | 4,942 |
| Issued or guaranteed by U.S. | $631,000 | 4,930 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,728,000 | 2,383 |
| CMOs issued by government agencies or sponsored agencies | $2,728,000 | 2,141 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $3,487,000 | 6,332 |
| Total debt securities | $3,478,000 | 6,812 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $3,653,000 | 6,904 |
| U.S. Government securities | $3,506,000 | 6,441 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $3,506,000 | 6,321 |
| Securities issued by states & political subdivisions | $100,000 | 5,681 |
| Other domestic debt securities | $38,000 | 3,036 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $38,000 | 212 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $9,000 | 1,382 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,762,000 | 5,451 |
| Mortgage-backed securities | $3,506,000 | 4,389 |
| Certificates of participation in pools of residential mortgages | $669,000 | 4,966 |
| Issued or guaranteed by U.S. | $669,000 | 4,957 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,837,000 | 2,302 |
| CMOs issued by government agencies or sponsored agencies | $2,837,000 | 2,041 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $3,653,000 | 6,381 |
| Total debt securities | $3,644,000 | 6,869 |
| 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 | $3,633,000 | 6,989 |
| U.S. Government securities | $3,462,000 | 6,549 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $3,462,000 | 6,440 |
| Securities issued by states & political subdivisions | $100,000 | 5,710 |
| Other domestic debt securities | $62,000 | 3,058 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $62,000 | 208 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $9,000 | 1,443 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,018,000 | 5,405 |
| Mortgage-backed securities | $3,462,000 | 4,475 |
| Certificates of participation in pools of residential mortgages | $731,000 | 5,061 |
| Issued or guaranteed by U.S. | $731,000 | 5,052 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,731,000 | 2,277 |
| CMOs issued by government agencies or sponsored agencies | $2,731,000 | 1,999 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $3,633,000 | 6,468 |
| Total debt securities | $3,624,000 | 6,948 |
| 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 | $3,059,000 | 7,101 |
| U.S. Government securities | $2,868,000 | 6,706 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,868,000 | 6,607 |
| Securities issued by states & political subdivisions | $100,000 | 5,744 |
| Other domestic debt securities | $82,000 | 3,104 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $82,000 | 228 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $9,000 | 1,498 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,447,000 | 5,282 |
| Mortgage-backed securities | $2,868,000 | 4,716 |
| Certificates of participation in pools of residential mortgages | $236,000 | 5,529 |
| Issued or guaranteed by U.S. | $236,000 | 5,514 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,632,000 | 2,278 |
| CMOs issued by government agencies or sponsored agencies | $2,632,000 | 1,996 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $3,059,000 | 6,566 |
| Total debt securities | $3,050,000 | 7,065 |
| 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 | $3,423,000 | 7,106 |
| U.S. Government securities | $3,214,000 | 6,649 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,214,000 | 6,554 |
| Securities issued by states & political subdivisions | $102,000 | 5,771 |
| Other domestic debt securities | $103,000 | 3,155 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $103,000 | 231 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $4,000 | 1,621 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,165,000 | 5,408 |
| Mortgage-backed securities | $3,214,000 | 4,707 |
| Certificates of participation in pools of residential mortgages | $245,000 | 5,590 |
| Issued or guaranteed by U.S. | $245,000 | 5,572 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,969,000 | 2,211 |
| CMOs issued by government agencies or sponsored agencies | $2,969,000 | 1,911 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $3,423,000 | 6,567 |
| Total debt securities | $3,419,000 | 7,072 |
| 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 | $4,395,000 | 6,912 |
| U.S. Government securities | $4,144,000 | 6,406 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $4,144,000 | 6,314 |
| Securities issued by states & political subdivisions | $97,000 | 5,857 |
| Other domestic debt securities | $142,000 | 3,214 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $142,000 | 248 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $12,000 | 1,562 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,056,000 | 5,472 |
| Mortgage-backed securities | $3,643,000 | 4,616 |
| Certificates of participation in pools of residential mortgages | $255,000 | 5,641 |
| Issued or guaranteed by U.S. | $255,000 | 5,622 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $3,388,000 | 2,107 |
| CMOs issued by government agencies or sponsored agencies | $3,388,000 | 1,784 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $4,395,000 | 6,388 |
| Total debt securities | $4,383,000 | 6,878 |
| 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 | $5,066,000 | 6,843 |
| U.S. Government securities | $4,593,000 | 6,408 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $4,593,000 | 6,326 |
| Securities issued by states & political subdivisions | $96,000 | 5,802 |
| Other domestic debt securities | $168,000 | 3,138 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $168,000 | 303 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $209,000 | 1,152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,695,000 | 5,269 |
| Mortgage-backed securities | $4,089,000 | 4,579 |
| Certificates of participation in pools of residential mortgages | $262,000 | 5,686 |
| Issued or guaranteed by U.S. | $262,000 | 5,670 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,827,000 | 2,054 |
| CMOs issued by government agencies or sponsored agencies | $3,827,000 | 1,715 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $5,066,000 | 6,290 |
| Total debt securities | $4,857,000 | 6,835 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $5,106,000 | 6,897 |
| U.S. Government securities | $4,160,000 | 6,638 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,160,000 | 6,538 |
| Securities issued by states & political subdivisions | $95,000 | 5,763 |
| Other domestic debt securities | $194,000 | 3,036 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $194,000 | 283 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $657,000 | 857 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,005,000 | 5,227 |
| Mortgage-backed securities | $3,653,000 | 4,674 |
| Certificates of participation in pools of residential mortgages | $276,000 | 5,681 |
| Issued or guaranteed by U.S. | $276,000 | 5,661 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,377,000 | 2,081 |
| CMOs issued by government agencies or sponsored agencies | $3,377,000 | 1,769 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $5,106,000 | 6,332 |
| Total debt securities | $4,449,000 | 6,985 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $3,947,000 | 7,167 |
| U.S. Government securities | $3,431,000 | 6,865 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $3,431,000 | 6,768 |
| Securities issued by states & political subdivisions | $90,000 | 5,785 |
| Other domestic debt securities | $209,000 | 2,955 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $209,000 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $217,000 | 1,181 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,590,000 | 5,006 |
| Mortgage-backed securities | $2,686,000 | 4,901 |
| Certificates of participation in pools of residential mortgages | $313,000 | 5,645 |
| Issued or guaranteed by U.S. | $313,000 | 5,628 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $2,373,000 | 2,245 |
| CMOs issued by government agencies or sponsored agencies | $2,373,000 | 1,908 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $3,947,000 | 6,578 |
| Total debt securities | $3,730,000 | 7,185 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $4,115,000 | 7,183 |
| U.S. Government securities | $3,633,000 | 6,855 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $3,633,000 | 6,754 |
| Securities issued by states & political subdivisions | $95,000 | 5,839 |
| Other domestic debt securities | $239,000 | 2,903 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $239,000 | 256 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $148,000 | 1,599 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,822,000 | 4,918 |
| Mortgage-backed securities | $2,892,000 | 4,832 |
| Certificates of participation in pools of residential mortgages | $325,000 | 5,640 |
| Issued or guaranteed by U.S. | $325,000 | 5,616 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,567,000 | 2,185 |
| CMOs issued by government agencies or sponsored agencies | $2,567,000 | 1,855 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $4,115,000 | 6,590 |
| Total debt securities | $3,967,000 | 7,168 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $4,680,000 | 7,078 |
| U.S. Government securities | $3,089,000 | 7,035 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $3,089,000 | 6,931 |
| Securities issued by states & political subdivisions | $97,000 | 5,842 |
| Other domestic debt securities | $286,000 | 2,790 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $286,000 | 250 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $1,208,000 | 967 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,848,000 | 4,886 |
| Mortgage-backed securities | $3,089,000 | 4,673 |
| Certificates of participation in pools of residential mortgages | $359,000 | 5,597 |
| Issued or guaranteed by U.S. | $359,000 | 5,567 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,730,000 | 2,132 |
| CMOs issued by government agencies or sponsored agencies | $2,730,000 | 1,802 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $4,680,000 | 6,491 |
| Total debt securities | $3,472,000 | 7,339 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $7,244,000 | 6,590 |
| U.S. Government securities | $6,195,000 | 6,235 |
| U.S. Treasury securities | $3,018,000 | 449 |
| U.S. Government agency obligations | $3,177,000 | 7,027 |
| Securities issued by states & political subdivisions | $99,000 | 5,881 |
| Other domestic debt securities | $671,000 | 2,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $671,000 | 201 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $279,000 | 1,435 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,848,000 | 4,907 |
| Mortgage-backed securities | $3,177,000 | 4,414 |
| Certificates of participation in pools of residential mortgages | $381,000 | 5,444 |
| Issued or guaranteed by U.S. | $381,000 | 5,423 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,796,000 | 2,021 |
| CMOs issued by government agencies or sponsored agencies | $2,796,000 | 1,719 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $7,244,000 | 5,980 |
| Total debt securities | $6,965,000 | 6,597 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $4,227,000 | 7,309 |
| U.S. Government securities | $3,319,000 | 7,162 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $3,319,000 | 7,041 |
| Securities issued by states & political subdivisions | $97,000 | 5,913 |
| Other domestic debt securities | $703,000 | 2,176 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $703,000 | 187 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $108,000 | 1,547 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,026,000 | 4,846 |
| Mortgage-backed securities | $3,319,000 | 4,225 |
| Certificates of participation in pools of residential mortgages | $419,000 | 5,326 |
| Issued or guaranteed by U.S. | $419,000 | 5,307 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,900,000 | 1,936 |
| CMOs issued by government agencies or sponsored agencies | $2,900,000 | 1,648 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $4,227,000 | 6,653 |
| Total debt securities | $4,119,000 | 7,291 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $4,317,000 | 7,328 |
| U.S. Government securities | $3,368,000 | 7,216 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $3,368,000 | 7,086 |
| Securities issued by states & political subdivisions | $100,000 | 5,949 |
| Other domestic debt securities | $741,000 | 2,096 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $741,000 | 179 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $108,000 | 1,569 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,109,000 | 4,854 |
| Mortgage-backed securities | $3,368,000 | 4,165 |
| Certificates of participation in pools of residential mortgages | $437,000 | 5,324 |
| Issued or guaranteed by U.S. | $437,000 | 5,305 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,931,000 | 1,891 |
| CMOs issued by government agencies or sponsored agencies | $2,931,000 | 1,614 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $4,317,000 | 6,663 |
| Total debt securities | $4,209,000 | 7,316 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $4,448,000 | 7,359 |
| U.S. Government securities | $3,461,000 | 7,222 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $3,461,000 | 7,089 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $793,000 | 2,076 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $793,000 | 187 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $194,000 | 1,500 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,254,000 | 4,807 |
| Mortgage-backed securities | $3,461,000 | 4,126 |
| Certificates of participation in pools of residential mortgages | $461,000 | 5,302 |
| Issued or guaranteed by U.S. | $461,000 | 5,280 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $3,000,000 | 1,850 |
| CMOs issued by government agencies or sponsored agencies | $3,000,000 | 1,581 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $4,448,000 | 6,670 |
| Total debt securities | $4,254,000 | 7,348 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $4,563,000 | 7,365 |
| U.S. Government securities | $3,521,000 | 7,227 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $3,521,000 | 7,102 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $839,000 | 2,059 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $839,000 | 177 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $203,000 | 1,532 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,368,000 | 4,787 |
| Mortgage-backed securities | $3,521,000 | 4,107 |
| Certificates of participation in pools of residential mortgages | $481,000 | 5,282 |
| Issued or guaranteed by U.S. | $481,000 | 5,263 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $3,040,000 | 1,845 |
| CMOs issued by government agencies or sponsored agencies | $3,040,000 | 1,588 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $4,563,000 | 6,668 |
| Total debt securities | $4,360,000 | 7,358 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $4,674,000 | 7,414 |
| U.S. Government securities | $3,633,000 | 7,281 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $3,633,000 | 7,152 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $891,000 | 2,052 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $891,000 | 181 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $150,000 | 1,623 |
| 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 | 4,748 |
| Mortgage-backed securities | $3,633,000 | 4,073 |
| Certificates of participation in pools of residential mortgages | $513,000 | 5,255 |
| Issued or guaranteed by U.S. | $513,000 | 5,231 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $3,120,000 | 1,807 |
| CMOs issued by government agencies or sponsored agencies | $3,120,000 | 1,562 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $4,674,000 | 6,675 |
| Total debt securities | $4,524,000 | 7,393 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $4,894,000 | 7,414 |
| U.S. Government securities | $3,708,000 | 7,293 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $3,708,000 | 7,156 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $895,000 | 2,073 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $895,000 | 183 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $291,000 | 1,483 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,602,000 | 4,762 |
| Mortgage-backed securities | $3,708,000 | 4,007 |
| Certificates of participation in pools of residential mortgages | $539,000 | 5,257 |
| Issued or guaranteed by U.S. | $539,000 | 5,235 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,169,000 | 1,781 |
| CMOs issued by government agencies or sponsored agencies | $3,169,000 | 1,547 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $4,894,000 | 6,660 |
| Total debt securities | $4,603,000 | 7,420 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $5,037,000 | 7,414 |
| U.S. Government securities | $3,905,000 | 7,275 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $3,905,000 | 7,134 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $933,000 | 2,102 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $933,000 | 190 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $199,000 | 1,620 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,843,000 | 4,675 |
| Mortgage-backed securities | $3,905,000 | 3,972 |
| Certificates of participation in pools of residential mortgages | $631,000 | 5,204 |
| Issued or guaranteed by U.S. | $631,000 | 5,185 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,274,000 | 1,762 |
| CMOs issued by government agencies or sponsored agencies | $3,274,000 | 1,524 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $5,037,000 | 6,670 |
| Total debt securities | $4,838,000 | 7,409 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $5,045,000 | 7,441 |
| U.S. Government securities | $4,058,000 | 7,237 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $4,058,000 | 7,079 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $987,000 | 2,140 |
| Privately issued residential mortgage-backed securities | $50,000 | 1,183 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $937,000 | 185 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,045,000 | 4,567 |
| Mortgage-backed securities | $4,108,000 | 3,937 |
| Certificates of participation in pools of residential mortgages | $675,000 | 5,194 |
| Issued or guaranteed by U.S. | $675,000 | 5,174 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,433,000 | 1,725 |
| CMOs issued by government agencies or sponsored agencies | $3,383,000 | 1,509 |
| Privately issued | $50,000 | 1,087 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $5,045,000 | 6,687 |
| Total debt securities | $5,045,000 | 7,388 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $5,480,000 | 7,376 |
| U.S. Government securities | $4,219,000 | 7,207 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,219,000 | 7,063 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $1,089,000 | 2,030 |
| Privately issued residential mortgage-backed securities | $100,000 | 1,117 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $989,000 | 186 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $172,000 | 1,675 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,308,000 | 4,517 |
| Mortgage-backed securities | $4,319,000 | 3,908 |
| Certificates of participation in pools of residential mortgages | $720,000 | 5,201 |
| Issued or guaranteed by U.S. | $720,000 | 5,183 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,599,000 | 1,698 |
| CMOs issued by government agencies or sponsored agencies | $3,499,000 | 1,489 |
| Privately issued | $100,000 | 1,028 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $5,480,000 | 6,606 |
| Total debt securities | $5,308,000 | 7,354 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $6,069,000 | 7,266 |
| U.S. Government securities | $4,764,000 | 7,081 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,764,000 | 6,936 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $1,133,000 | 2,060 |
| Privately issued residential mortgage-backed securities | $100,000 | 1,086 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,033,000 | 179 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $172,000 | 1,700 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,901,000 | 4,295 |
| Mortgage-backed securities | $4,864,000 | 3,824 |
| Certificates of participation in pools of residential mortgages | $983,000 | 5,043 |
| Issued or guaranteed by U.S. | $983,000 | 5,024 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $3,881,000 | 1,681 |
| CMOs issued by government agencies or sponsored agencies | $3,781,000 | 1,477 |
| Privately issued | $100,000 | 993 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $6,069,000 | 6,487 |
| Total debt securities | $5,897,000 | 7,251 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $6,420,000 | 7,260 |
| U.S. Government securities | $4,982,000 | 7,071 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,982,000 | 6,917 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $1,159,000 | 2,119 |
| Privately issued residential mortgage-backed securities | $108,000 | 1,067 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,051,000 | 166 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $279,000 | 1,609 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,132,000 | 4,252 |
| Mortgage-backed securities | $5,090,000 | 3,856 |
| Certificates of participation in pools of residential mortgages | $1,039,000 | 5,049 |
| Issued or guaranteed by U.S. | $1,039,000 | 5,035 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $4,051,000 | 1,678 |
| CMOs issued by government agencies or sponsored agencies | $3,943,000 | 1,492 |
| Privately issued | $108,000 | 981 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $6,420,000 | 6,465 |
| Total debt securities | $6,141,000 | 7,279 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $6,810,000 | 7,174 |
| U.S. Government securities | $5,299,000 | 7,006 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,299,000 | 6,853 |
| Securities issued by states & political subdivisions | $100,000 | 6,380 |
| Other domestic debt securities | $1,203,000 | 2,158 |
| Privately issued residential mortgage-backed securities | $113,000 | 1,052 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,090,000 | 175 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $208,000 | 1,736 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,603,000 | 4,121 |
| Mortgage-backed securities | $5,412,000 | 3,812 |
| Certificates of participation in pools of residential mortgages | $1,123,000 | 5,028 |
| Issued or guaranteed by U.S. | $1,123,000 | 5,015 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $4,289,000 | 1,658 |
| CMOs issued by government agencies or sponsored agencies | $4,176,000 | 1,481 |
| Privately issued | $113,000 | 970 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $6,810,000 | 6,381 |
| Total debt securities | $6,602,000 | 7,156 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $7,446,000 | 7,072 |
| U.S. Government securities | $5,921,000 | 6,848 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,921,000 | 6,687 |
| Securities issued by states & political subdivisions | $101,000 | 6,420 |
| Other domestic debt securities | $1,297,000 | 2,122 |
| Privately issued residential mortgage-backed securities | $141,000 | 987 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,156,000 | 188 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $127,000 | 1,840 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,339,000 | 3,909 |
| Mortgage-backed securities | $6,062,000 | 3,694 |
| Certificates of participation in pools of residential mortgages | $1,253,000 | 4,948 |
| Issued or guaranteed by U.S. | $1,253,000 | 4,938 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,809,000 | 1,562 |
| CMOs issued by government agencies or sponsored agencies | $4,668,000 | 1,407 |
| Privately issued | $141,000 | 906 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $7,446,000 | 6,288 |
| Total debt securities | $7,319,000 | 7,036 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $7,488,000 | 7,143 |
| U.S. Government securities | $5,958,000 | 6,906 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $5,958,000 | 6,740 |
| Securities issued by states & political subdivisions | $102,000 | 6,454 |
| Other domestic debt securities | $1,385,000 | 2,175 |
| Privately issued residential mortgage-backed securities | $220,000 | 927 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,165,000 | 194 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $43,000 | 2,054 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,529,000 | 4,101 |
| Mortgage-backed securities | $6,178,000 | 3,720 |
| Certificates of participation in pools of residential mortgages | $1,341,000 | 4,964 |
| Issued or guaranteed by U.S. | $1,341,000 | 4,951 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,837,000 | 1,586 |
| CMOs issued by government agencies or sponsored agencies | $4,617,000 | 1,426 |
| Privately issued | $220,000 | 859 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $7,488,000 | 6,363 |
| Total debt securities | $7,445,000 | 7,088 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $8,133,000 | 6,968 |
| U.S. Government securities | $6,397,000 | 6,710 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $6,397,000 | 6,553 |
| Securities issued by states & political subdivisions | $103,000 | 6,455 |
| Other domestic debt securities | $1,515,000 | 2,194 |
| Privately issued residential mortgage-backed securities | $253,000 | 970 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,262,000 | 196 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $118,000 | 1,932 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,009,000 | 3,916 |
| Mortgage-backed securities | $6,650,000 | 3,653 |
| Certificates of participation in pools of residential mortgages | $1,505,000 | 4,903 |
| Issued or guaranteed by U.S. | $1,505,000 | 4,888 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $5,145,000 | 1,581 |
| CMOs issued by government agencies or sponsored agencies | $4,892,000 | 1,419 |
| Privately issued | $253,000 | 891 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $8,133,000 | 6,205 |
| Total debt securities | $8,015,000 | 6,919 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $8,473,000 | 6,957 |
| U.S. Government securities | $6,460,000 | 6,771 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $6,460,000 | 6,596 |
| Securities issued by states & political subdivisions | $104,000 | 6,536 |
| Other domestic debt securities | $1,572,000 | 2,198 |
| Privately issued residential mortgage-backed securities | $295,000 | 817 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,277,000 | 210 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $337,000 | 1,702 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,684,000 | 3,936 |
| Mortgage-backed securities | $6,755,000 | 3,600 |
| Certificates of participation in pools of residential mortgages | $1,610,000 | 4,848 |
| Issued or guaranteed by U.S. | $1,610,000 | 4,829 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,145,000 | 1,571 |
| CMOs issued by government agencies or sponsored agencies | $4,850,000 | 1,520 |
| Privately issued | $295,000 | 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 | 4,692 |
| Available-for-sale securities (fair market value) | $8,473,000 | 6,183 |
| Total debt securities | $8,136,000 | 6,950 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $7,745,000 | 7,057 |
| U.S. Government securities | $5,675,000 | 6,917 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $5,675,000 | 6,735 |
| Securities issued by states & political subdivisions | $105,000 | 6,572 |
| Other domestic debt securities | $1,850,000 | 2,192 |
| Privately issued residential mortgage-backed securities | $364,000 | 848 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,486,000 | 216 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $115,000 | 2,022 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,944,000 | 3,796 |
| Mortgage-backed securities | $6,039,000 | 3,748 |
| Certificates of participation in pools of residential mortgages | $1,785,000 | 4,736 |
| Issued or guaranteed by U.S. | $1,785,000 | 4,714 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $4,254,000 | 1,740 |
| CMOs issued by government agencies or sponsored agencies | $3,890,000 | 1,683 |
| Privately issued | $364,000 | 739 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $7,745,000 | 6,269 |
| Total debt securities | $7,630,000 | 6,996 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $7,605,000 | 7,055 |
| U.S. Government securities | $5,145,000 | 7,030 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $5,145,000 | 6,853 |
| Securities issued by states & political subdivisions | $106,000 | 6,576 |
| Other domestic debt securities | $2,197,000 | 2,084 |
| Privately issued residential mortgage-backed securities | $502,000 | 823 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,695,000 | 211 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $157,000 | 1,990 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,838,000 | 4,102 |
| Mortgage-backed securities | $5,647,000 | 3,955 |
| Certificates of participation in pools of residential mortgages | $4,630,000 | 3,550 |
| Issued or guaranteed by U.S. | $4,630,000 | 3,539 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,017,000 | 2,994 |
| CMOs issued by government agencies or sponsored agencies | $515,000 | 3,236 |
| Privately issued | $502,000 | 726 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $7,605,000 | 6,277 |
| Total debt securities | $7,448,000 | 6,996 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $8,967,000 | 6,733 |
| U.S. Government securities | $6,700,000 | 6,543 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $6,700,000 | 6,350 |
| Securities issued by states & political subdivisions | $106,000 | 6,561 |
| Other domestic debt securities | $1,941,000 | 2,245 |
| Privately issued residential mortgage-backed securities | $655,000 | 788 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,286,000 | 240 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $220,000 | 1,912 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,170,000 | 6,439 |
| Mortgage-backed securities | $7,355,000 | 3,541 |
| Certificates of participation in pools of residential mortgages | $5,640,000 | 3,237 |
| Issued or guaranteed by U.S. | $5,640,000 | 3,226 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,715,000 | 2,739 |
| CMOs issued by government agencies or sponsored agencies | $1,060,000 | 2,912 |
| Privately issued | $655,000 | 698 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $8,967,000 | 5,952 |
| Total debt securities | $8,747,000 | 6,678 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $9,734,000 | 6,573 |
| U.S. Government securities | $7,041,000 | 6,467 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $7,041,000 | 6,274 |
| Securities issued by states & political subdivisions | $199,000 | 6,405 |
| Other domestic debt securities | $2,327,000 | 2,058 |
| Privately issued residential mortgage-backed securities | $1,027,000 | 704 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,300,000 | 240 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $167,000 | 1,987 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,101,000 | 4,020 |
| Mortgage-backed securities | $7,563,000 | 3,473 |
| Certificates of participation in pools of residential mortgages | $5,139,000 | 3,325 |
| Issued or guaranteed by U.S. | $5,139,000 | 3,312 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,424,000 | 2,468 |
| CMOs issued by government agencies or sponsored agencies | $1,397,000 | 2,780 |
| Privately issued | $1,027,000 | 627 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $9,734,000 | 5,779 |
| Total debt securities | $9,567,000 | 6,515 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $11,300,000 | 6,177 |
| U.S. Government securities | $8,317,000 | 5,993 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $8,317,000 | 5,760 |
| Securities issued by states & political subdivisions | $202,000 | 6,514 |
| Other domestic debt securities | $2,542,000 | 2,042 |
| Privately issued residential mortgage-backed securities | $1,410,000 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,132,000 | 2,378 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $239,000 | 1,831 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,402,000 | 2,894 |
| Mortgage-backed securities | $8,185,000 | 3,182 |
| Certificates of participation in pools of residential mortgages | $4,451,000 | 3,318 |
| Issued or guaranteed by U.S. | $4,451,000 | 3,302 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,734,000 | 2,168 |
| CMOs issued by government agencies or sponsored agencies | $2,324,000 | 2,432 |
| Privately issued | $1,410,000 | 649 |
| 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) | $5,714,000 | 2,125 |
| Available-for-sale securities (fair market value) | $5,586,000 | 6,820 |
| Total debt securities | $11,061,000 | 6,147 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $14,151,000 | 5,744 |
| U.S. Government securities | $9,876,000 | 5,891 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $9,876,000 | 5,572 |
| Securities issued by states & political subdivisions | $421,000 | 6,219 |
| Other domestic debt securities | $2,947,000 | 1,606 |
| Privately issued residential mortgage-backed securities | $1,707,000 | 608 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,240,000 | 1,994 |
| Foreign debt securities | NA | NA |
| Equity securities | $907,000 | 2,681 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,409,000 | 2,729 |
| Mortgage-backed securities | $10,061,000 | 2,326 |
| Certificates of participation in pools of residential mortgages | $5,655,000 | 2,464 |
| Issued or guaranteed by U.S. | $5,655,000 | 2,444 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $4,406,000 | 1,602 |
| CMOs issued by government agencies or sponsored agencies | $2,699,000 | 1,884 |
| Privately issued | $1,707,000 | 537 |
| 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) | $7,100,000 | 2,300 |
| Available-for-sale securities (fair market value) | $7,051,000 | 6,582 |
| Total debt securities | $13,244,000 | 5,810 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $13,677,000 | 6,111 |
| U.S. Government securities | $10,550,000 | 5,927 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $10,550,000 | 5,418 |
| Securities issued by states & political subdivisions | $395,000 | 6,579 |
| Other domestic debt securities | $2,597,000 | 1,626 |
| Privately issued residential mortgage-backed securities | $1,486,000 | 668 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,111,000 | 1,897 |
| Foreign debt securities | NA | NA |
| Equity securities | $135,000 | 6,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,012,000 | 4,610 |
| Mortgage-backed securities | $9,375,000 | 2,617 |
| Certificates of participation in pools of residential mortgages | $5,432,000 | 2,666 |
| Issued or guaranteed by U.S. | $5,432,000 | 2,654 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $3,943,000 | 1,836 |
| CMOs issued by government agencies or sponsored agencies | $2,457,000 | 2,119 |
| Privately issued | $1,486,000 | 592 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,624,000 | 2,301 |
| Available-for-sale securities (fair market value) | $5,053,000 | 7,403 |
| Total debt securities | $13,542,000 | 6,028 |
| 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 | $12,039,000 | 6,518 |
| U.S. Government securities | $10,803,000 | 5,844 |
| U.S. Treasury securities | $1,011,000 | 5,000 |
| U.S. Government agency obligations | $9,792,000 | 5,339 |
| Securities issued by states & political subdivisions | $409,000 | 6,781 |
| Other domestic debt securities | $552,000 | 2,607 |
| Privately issued residential mortgage-backed securities | $552,000 | 872 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $275,000 | 4,795 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,140,000 | 4,216 |
| Mortgage-backed securities | $7,566,000 | 3,150 |
| Certificates of participation in pools of residential mortgages | $6,499,000 | 2,579 |
| Issued or guaranteed by U.S. | $6,499,000 | 2,564 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,067,000 | 3,173 |
| CMOs issued by government agencies or sponsored agencies | $515,000 | 3,574 |
| Privately issued | $552,000 | 743 |
| 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) | $7,720,000 | 2,721 |
| Available-for-sale securities (fair market value) | $4,319,000 | 7,609 |
| Total debt securities | $11,764,000 | 6,462 |
| 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 | $13,871,000 | 6,279 |
| U.S. Government securities | $12,343,000 | 5,719 |
| U.S. Treasury securities | $2,011,000 | 5,102 |
| U.S. Government agency obligations | $10,332,000 | 5,119 |
| Securities issued by states & political subdivisions | $959,000 | 5,879 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $569,000 | 3,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,190,000 | 4,406 |
| Mortgage-backed securities | $5,904,000 | 3,544 |
| Certificates of participation in pools of residential mortgages | $4,337,000 | 3,132 |
| Issued or guaranteed by U.S. | $4,337,000 | 3,118 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,567,000 | 2,950 |
| CMOs issued by government agencies or sponsored agencies | $1,567,000 | 2,838 |
| 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) | $6,610,000 | 3,607 |
| Available-for-sale securities (fair market value) | $7,261,000 | 6,610 |
| Total debt securities | $13,302,000 | 6,309 |
| Structured notes | ||
| Amortized cost | $148,000 | 2,801 |
| Fair value | $149,000 | 2,799 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $12,411,000 | 7,149 |
| U.S. Government securities | $10,504,000 | 6,814 |
| U.S. Treasury securities | $3,012,000 | 5,026 |
| U.S. Government agency obligations | $7,492,000 | 6,489 |
| Securities issued by states & political subdivisions | $1,227,000 | 5,747 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $680,000 | 2,960 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,857,000 | 4,222 |
| Mortgage-backed securities | $5,915,000 | 3,872 |
| Certificates of participation in pools of residential mortgages | $4,199,000 | 3,506 |
| Issued or guaranteed by U.S. | $4,199,000 | 3,486 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,716,000 | 3,273 |
| CMOs issued by government agencies or sponsored agencies | $1,716,000 | 3,138 |
| 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) | $6,210,000 | 4,216 |
| Available-for-sale securities (fair market value) | $6,201,000 | 7,273 |
| Total debt securities | $11,731,000 | 7,231 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $12,898,000 | 7,305 |
| U.S. Government securities | $10,406,000 | 7,150 |
| U.S. Treasury securities | $2,033,000 | 6,967 |
| U.S. Government agency obligations | $8,373,000 | 6,092 |
| Securities issued by states & political subdivisions | $1,691,000 | 5,284 |
| Other domestic debt securities | $198,000 | 4,069 |
| Privately issued residential mortgage-backed securities | $198,000 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $603,000 | 2,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,395,000 | 6,496 |
| Mortgage-backed securities | $6,779,000 | 3,871 |
| Certificates of participation in pools of residential mortgages | $4,716,000 | 3,388 |
| Issued or guaranteed by U.S. | $4,518,000 | 3,432 |
| Privately issued | $198,000 | 410 |
| Collaterized mortgage obligations | $2,063,000 | 3,369 |
| CMOs issued by government agencies or sponsored agencies | $2,063,000 | 3,214 |
| 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) | $7,698,000 | 3,998 |
| Available-for-sale securities (fair market value) | $5,200,000 | 7,932 |
| Total debt securities | $12,295,000 | 7,363 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $15,662,000 | 6,931 |
| U.S. Government securities | $12,577,000 | 6,773 |
| U.S. Treasury securities | $4,194,000 | 6,088 |
| U.S. Government agency obligations | $8,383,000 | 6,016 |
| Securities issued by states & political subdivisions | $2,391,000 | 4,738 |
| Other domestic debt securities | $196,000 | 4,654 |
| Privately issued residential mortgage-backed securities | $196,000 | 1,835 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $498,000 | 3,078 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,354,000 | 7,904 |
| Mortgage-backed securities | $6,855,000 | 4,039 |
| Certificates of participation in pools of residential mortgages | $4,384,000 | 3,638 |
| Issued or guaranteed by U.S. | $4,188,000 | 3,705 |
| Privately issued | $196,000 | 413 |
| Collaterized mortgage obligations | $2,471,000 | 3,333 |
| CMOs issued by government agencies or sponsored agencies | $2,471,000 | 3,174 |
| 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) | $9,246,000 | 5,971 |
| Available-for-sale securities (fair market value) | $6,416,000 | 6,164 |
| Total debt securities | $15,164,000 | 6,973 |
| 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 | $16,895,000 | 6,861 |
| U.S. Government securities | $14,045,000 | 6,527 |
| U.S. Treasury securities | $4,072,000 | 6,359 |
| U.S. Government agency obligations | $9,973,000 | 5,582 |
| Securities issued by states & political subdivisions | $2,206,000 | 5,062 |
| Other domestic debt securities | $367,000 | 4,634 |
| Privately issued residential mortgage-backed securities | $173,000 | 2,447 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $194,000 | 4,269 |
| Foreign debt securities | NA | NA |
| Equity securities | $277,000 | 4,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,391,000 | 7,921 |
| Mortgage-backed securities | $8,031,000 | 4,107 |
| Certificates of participation in pools of residential mortgages | $4,103,000 | 4,210 |
| Issued or guaranteed by U.S. | $4,103,000 | 4,169 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $3,928,000 | 3,013 |
| CMOs issued by government agencies or sponsored agencies | $3,755,000 | 2,914 |
| Privately issued | $173,000 | 2,050 |
| 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 | $16,618,000 | 6,794 |
| 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 | $13,887,000 | 7,701 |
| U.S. Government securities | $9,675,000 | 8,198 |
| U.S. Treasury securities | $3,224,000 | 7,277 |
| U.S. Government agency obligations | $6,451,000 | 7,100 |
| Securities issued by states & political subdivisions | $2,792,000 | 4,242 |
| Other domestic debt securities | $1,017,000 | 4,019 |
| Privately issued residential mortgage-backed securities | $825,000 | 1,964 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $192,000 | 4,860 |
| Foreign debt securities | NA | NA |
| Equity securities | $403,000 | 2,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,082,000 | 8,510 |
| Mortgage-backed securities | $5,292,000 | 5,334 |
| Certificates of participation in pools of residential mortgages | $2,694,000 | 5,418 |
| Issued or guaranteed by U.S. | $2,694,000 | 5,361 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,598,000 | 3,686 |
| CMOs issued by government agencies or sponsored agencies | $1,773,000 | 3,901 |
| Privately issued | $825,000 | 1,607 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $13,484,000 | 7,708 |
| 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 |