Home > Bank of Louisiana > Securities
Bank of Louisiana, Securities
| 2021-09-30 | Rank | |
| Total securities | $14,790,000 | 3,894 |
| U.S. Government securities | $6,710,000 | 3,809 |
| U.S. Treasury securities | $506,000 | 1,891 |
| U.S. Government agency obligations | $6,204,000 | 3,646 |
| Securities issued by states & political subdivisions | $6,062,000 | 3,097 |
| Other domestic debt securities | $2,018,000 | 1,566 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $2,018,000 | 1,252 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,550,000 | 2,885 |
| Mortgage-backed securities | $5,253,000 | 3,198 |
| Certificates of participation in pools of residential mortgages | $581,000 | 3,658 |
| Issued or guaranteed by U.S. | $581,000 | 3,573 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $3,639,000 | 1,755 |
| CMOs issued by government agencies or sponsored agencies | $3,639,000 | 1,710 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $1,033,000 | 1,683 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $1,033,000 | 1,182 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $14,790,000 | 3,686 |
| Total debt securities | $14,790,000 | 3,873 |
| Structured notes | ||
| Amortized cost | $738,000 | 709 |
| Fair value | $749,000 | 697 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $13,276,000 | 3,952 |
| U.S. Government securities | $4,838,000 | 4,005 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $4,838,000 | 3,796 |
| Securities issued by states & political subdivisions | $6,417,000 | 3,035 |
| Other domestic debt securities | $2,021,000 | 1,523 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $2,021,000 | 1,189 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,021,000 | 2,823 |
| Mortgage-backed securities | $3,791,000 | 3,352 |
| Certificates of participation in pools of residential mortgages | $623,000 | 3,663 |
| Issued or guaranteed by U.S. | $623,000 | 3,569 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,069,000 | 2,007 |
| CMOs issued by government agencies or sponsored agencies | $2,069,000 | 1,959 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $1,099,000 | 1,655 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $1,099,000 | 1,146 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $13,276,000 | 3,744 |
| Total debt securities | $13,276,000 | 3,930 |
| Structured notes | ||
| Amortized cost | $256,000 | 762 |
| Fair value | $269,000 | 763 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $13,706,000 | 3,860 |
| U.S. Government securities | $5,300,000 | 3,854 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $5,300,000 | 3,669 |
| Securities issued by states & political subdivisions | $6,386,000 | 3,021 |
| Other domestic debt securities | $2,020,000 | 1,482 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $2,020,000 | 1,117 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,016,000 | 2,821 |
| Mortgage-backed securities | $4,244,000 | 3,273 |
| Certificates of participation in pools of residential mortgages | $655,000 | 3,650 |
| Issued or guaranteed by U.S. | $655,000 | 3,560 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $2,110,000 | 1,974 |
| CMOs issued by government agencies or sponsored agencies | $2,110,000 | 1,922 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,479,000 | 1,563 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $1,479,000 | 1,047 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $13,706,000 | 3,639 |
| Total debt securities | $13,706,000 | 3,836 |
| Structured notes | ||
| Amortized cost | $256,000 | 558 |
| Fair value | $266,000 | 556 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $12,170,000 | 3,877 |
| U.S. Government securities | $3,605,000 | 3,983 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $3,605,000 | 3,834 |
| Securities issued by states & political subdivisions | $6,544,000 | 2,985 |
| Other domestic debt securities | $2,021,000 | 1,430 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $2,021,000 | 1,076 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,077,000 | 2,799 |
| Mortgage-backed securities | $2,431,000 | 3,505 |
| Certificates of participation in pools of residential mortgages | $687,000 | 3,622 |
| Issued or guaranteed by U.S. | $687,000 | 3,537 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $197,000 | 2,682 |
| CMOs issued by government agencies or sponsored agencies | $197,000 | 2,626 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $1,547,000 | 1,505 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $1,547,000 | 993 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $12,170,000 | 3,656 |
| Total debt securities | $12,170,000 | 3,850 |
| Structured notes | ||
| Amortized cost | $299,000 | 317 |
| Fair value | $318,000 | 313 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $12,653,000 | 3,813 |
| U.S. Government securities | $4,364,000 | 3,891 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $4,364,000 | 3,739 |
| Securities issued by states & political subdivisions | $6,272,000 | 2,929 |
| Other domestic debt securities | $2,017,000 | 1,411 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $2,017,000 | 1,051 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,468,000 | 2,665 |
| Mortgage-backed securities | $3,170,000 | 3,398 |
| Certificates of participation in pools of residential mortgages | $713,000 | 3,613 |
| Issued or guaranteed by U.S. | $713,000 | 3,523 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $217,000 | 2,687 |
| CMOs issued by government agencies or sponsored agencies | $217,000 | 2,632 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $2,240,000 | 1,343 |
| Commercial mortgage pass-through securities | $160,000 | 1,419 |
| Other commercial mortgage-backed securities | $2,080,000 | 903 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $12,653,000 | 3,578 |
| Total debt securities | $12,653,000 | 3,790 |
| Structured notes | ||
| Amortized cost | $482,000 | 291 |
| Fair value | $571,000 | 246 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $12,281,000 | 3,835 |
| U.S. Government securities | $4,804,000 | 3,852 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $4,804,000 | 3,693 |
| Securities issued by states & political subdivisions | $5,968,000 | 2,925 |
| Other domestic debt securities | $1,509,000 | 1,466 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,509,000 | 1,104 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,457,000 | 2,654 |
| Mortgage-backed securities | $3,564,000 | 3,351 |
| Certificates of participation in pools of residential mortgages | $741,000 | 3,606 |
| Issued or guaranteed by U.S. | $741,000 | 3,515 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $243,000 | 2,680 |
| CMOs issued by government agencies or sponsored agencies | $243,000 | 2,635 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $2,580,000 | 1,279 |
| Commercial mortgage pass-through securities | $314,000 | 1,369 |
| Other commercial mortgage-backed securities | $2,266,000 | 860 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $12,281,000 | 3,599 |
| Total debt securities | $12,281,000 | 3,813 |
| Structured notes | ||
| Amortized cost | $500,000 | 285 |
| Fair value | $575,000 | 276 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $12,102,000 | 3,841 |
| U.S. Government securities | $5,122,000 | 3,865 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $5,122,000 | 3,699 |
| Securities issued by states & political subdivisions | $5,525,000 | 2,918 |
| Other domestic debt securities | $1,455,000 | 1,425 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $1,455,000 | 1,051 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,981,000 | 2,787 |
| Mortgage-backed securities | $3,888,000 | 3,319 |
| Certificates of participation in pools of residential mortgages | $774,000 | 3,607 |
| Issued or guaranteed by U.S. | $774,000 | 3,508 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $266,000 | 2,676 |
| CMOs issued by government agencies or sponsored agencies | $266,000 | 2,624 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $2,848,000 | 1,212 |
| Commercial mortgage pass-through securities | $396,000 | 1,321 |
| Other commercial mortgage-backed securities | $2,452,000 | 819 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $12,102,000 | 3,607 |
| Total debt securities | $12,102,000 | 3,817 |
| Structured notes | ||
| Amortized cost | $500,000 | 412 |
| Fair value | $525,000 | 405 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $12,928,000 | 3,837 |
| U.S. Government securities | $4,931,000 | 3,974 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $4,931,000 | 3,804 |
| Securities issued by states & political subdivisions | $6,478,000 | 2,764 |
| Other domestic debt securities | $1,519,000 | 1,372 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $1,519,000 | 1,006 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,524,000 | 2,768 |
| Mortgage-backed securities | $3,483,000 | 3,355 |
| Certificates of participation in pools of residential mortgages | $256,000 | 3,837 |
| Issued or guaranteed by U.S. | $256,000 | 3,767 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $283,000 | 2,674 |
| CMOs issued by government agencies or sponsored agencies | $283,000 | 2,627 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $2,944,000 | 1,179 |
| Commercial mortgage pass-through securities | $415,000 | 1,311 |
| Other commercial mortgage-backed securities | $2,529,000 | 784 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $12,928,000 | 3,597 |
| Total debt securities | $12,928,000 | 3,817 |
| Structured notes | ||
| Amortized cost | $585,000 | 530 |
| Fair value | $649,000 | 525 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $12,986,000 | 3,891 |
| U.S. Government securities | $5,042,000 | 4,018 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $5,042,000 | 3,862 |
| Securities issued by states & political subdivisions | $6,429,000 | 2,776 |
| Other domestic debt securities | $1,515,000 | 1,379 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,515,000 | 1,007 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,332,000 | 2,823 |
| Mortgage-backed securities | $3,567,000 | 3,342 |
| Certificates of participation in pools of residential mortgages | $273,000 | 3,866 |
| Issued or guaranteed by U.S. | $273,000 | 3,790 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $305,000 | 2,676 |
| CMOs issued by government agencies or sponsored agencies | $305,000 | 2,629 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $2,989,000 | 1,163 |
| Commercial mortgage pass-through securities | $455,000 | 1,289 |
| Other commercial mortgage-backed securities | $2,534,000 | 760 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $12,986,000 | 3,638 |
| Total debt securities | $12,987,000 | 3,870 |
| Structured notes | ||
| Amortized cost | $585,000 | 657 |
| Fair value | $656,000 | 647 |
| 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 | $13,478,000 | 3,908 |
| U.S. Government securities | $5,775,000 | 4,011 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $5,775,000 | 3,853 |
| Securities issued by states & political subdivisions | $6,188,000 | 2,888 |
| Other domestic debt securities | $1,515,000 | 1,367 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,515,000 | 1,024 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,072,000 | 2,808 |
| Mortgage-backed securities | $3,611,000 | 3,336 |
| Certificates of participation in pools of residential mortgages | $291,000 | 3,875 |
| Issued or guaranteed by U.S. | $291,000 | 3,807 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $326,000 | 2,672 |
| CMOs issued by government agencies or sponsored agencies | $326,000 | 2,621 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $2,994,000 | 1,150 |
| Commercial mortgage pass-through securities | $463,000 | 1,278 |
| Other commercial mortgage-backed securities | $2,531,000 | 730 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $13,478,000 | 3,644 |
| Total debt securities | $13,488,000 | 3,888 |
| Structured notes | ||
| Amortized cost | $605,000 | 719 |
| Fair value | $663,000 | 713 |
| 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 | $13,437,000 | 3,965 |
| U.S. Government securities | $5,831,000 | 4,058 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $5,831,000 | 3,900 |
| Securities issued by states & political subdivisions | $6,093,000 | 2,947 |
| Other domestic debt securities | $1,513,000 | 1,370 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,513,000 | 1,024 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,983,000 | 2,843 |
| Mortgage-backed securities | $3,601,000 | 3,362 |
| Certificates of participation in pools of residential mortgages | $306,000 | 3,896 |
| Issued or guaranteed by U.S. | $306,000 | 3,821 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $346,000 | 2,682 |
| CMOs issued by government agencies or sponsored agencies | $346,000 | 2,627 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $2,949,000 | 1,100 |
| Commercial mortgage pass-through securities | $463,000 | 1,253 |
| Other commercial mortgage-backed securities | $2,486,000 | 672 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $13,437,000 | 3,696 |
| Total debt securities | $13,437,000 | 3,942 |
| Structured notes | ||
| Amortized cost | $605,000 | 731 |
| Fair value | $629,000 | 726 |
| 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 | $13,391,000 | 4,003 |
| U.S. Government securities | $5,937,000 | 4,074 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $5,937,000 | 3,930 |
| Securities issued by states & political subdivisions | $5,938,000 | 3,027 |
| Other domestic debt securities | $1,516,000 | 1,357 |
| 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 | $1,516,000 | 1,024 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,876,000 | 2,873 |
| Mortgage-backed securities | $3,651,000 | 3,377 |
| Certificates of participation in pools of residential mortgages | $318,000 | 3,923 |
| Issued or guaranteed by U.S. | $318,000 | 3,860 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $365,000 | 2,678 |
| CMOs issued by government agencies or sponsored agencies | $365,000 | 2,626 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $2,968,000 | 1,067 |
| Commercial mortgage pass-through securities | $516,000 | 1,207 |
| Other commercial mortgage-backed securities | $2,452,000 | 648 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $13,391,000 | 3,742 |
| Total debt securities | $13,390,000 | 3,983 |
| Structured notes | ||
| Amortized cost | $656,000 | 745 |
| Fair value | $654,000 | 745 |
| 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 | $13,059,000 | 4,077 |
| U.S. Government securities | $6,100,000 | 4,106 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $6,100,000 | 3,966 |
| Securities issued by states & political subdivisions | $5,686,000 | 3,105 |
| Other domestic debt securities | $1,273,000 | 1,385 |
| 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 | $1,273,000 | 1,087 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,015,000 | 2,861 |
| Mortgage-backed securities | $3,722,000 | 3,397 |
| Certificates of participation in pools of residential mortgages | $336,000 | 3,963 |
| Issued or guaranteed by U.S. | $336,000 | 3,939 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $392,000 | 2,673 |
| CMOs issued by government agencies or sponsored agencies | $392,000 | 2,618 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $2,994,000 | 1,043 |
| Commercial mortgage pass-through securities | $546,000 | 1,178 |
| Other commercial mortgage-backed securities | $2,448,000 | 651 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $13,059,000 | 3,803 |
| Total debt securities | $13,058,000 | 4,051 |
| Structured notes | ||
| Amortized cost | $656,000 | 731 |
| Fair value | $654,000 | 729 |
| 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 | $13,386,000 | 4,105 |
| U.S. Government securities | $6,297,000 | 4,101 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $6,297,000 | 3,956 |
| Securities issued by states & political subdivisions | $5,820,000 | 3,145 |
| Other domestic debt securities | $1,269,000 | 1,541 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $1,269,000 | 1,086 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,073,000 | 2,895 |
| Mortgage-backed securities | $3,811,000 | 3,423 |
| Certificates of participation in pools of residential mortgages | $361,000 | 3,999 |
| Issued or guaranteed by U.S. | $361,000 | 3,853 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $420,000 | 2,680 |
| CMOs issued by government agencies or sponsored agencies | $420,000 | 2,620 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $3,030,000 | 1,005 |
| Commercial mortgage pass-through securities | $574,000 | 1,149 |
| Other commercial mortgage-backed securities | $2,456,000 | 641 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $13,386,000 | 3,827 |
| Total debt securities | $13,386,000 | 4,081 |
| Structured notes | ||
| Amortized cost | $676,000 | 731 |
| Fair value | $689,000 | 728 |
| 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 | $13,760,000 | 4,137 |
| U.S. Government securities | $6,544,000 | 4,137 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $6,544,000 | 3,993 |
| Securities issued by states & political subdivisions | $5,942,000 | 3,164 |
| Other domestic debt securities | $1,274,000 | 1,383 |
| 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 | $1,274,000 | 1,101 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,098,000 | 2,919 |
| Mortgage-backed securities | $3,915,000 | 3,440 |
| Certificates of participation in pools of residential mortgages | $388,000 | 4,031 |
| Issued or guaranteed by U.S. | $388,000 | 4,023 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $453,000 | 2,657 |
| CMOs issued by government agencies or sponsored agencies | $453,000 | 2,597 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $3,074,000 | 876 |
| Commercial mortgage pass-through securities | $606,000 | 932 |
| Other commercial mortgage-backed securities | $2,468,000 | 625 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $13,760,000 | 3,854 |
| Total debt securities | $13,760,000 | 4,107 |
| Structured notes | ||
| Amortized cost | $676,000 | 701 |
| Fair value | $688,000 | 700 |
| 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 | $14,570,000 | 4,131 |
| U.S. Government securities | $6,935,000 | 4,116 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $6,935,000 | 3,979 |
| Securities issued by states & political subdivisions | $6,354,000 | 3,159 |
| Other domestic debt securities | $1,281,000 | 1,394 |
| 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 | $1,281,000 | 1,131 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,280,000 | 2,934 |
| Mortgage-backed securities | $4,034,000 | 3,447 |
| Certificates of participation in pools of residential mortgages | $1,448,000 | 3,635 |
| Issued or guaranteed by U.S. | $1,448,000 | 3,629 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $483,000 | 2,633 |
| CMOs issued by government agencies or sponsored agencies | $483,000 | 2,568 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $2,103,000 | 995 |
| Commercial mortgage pass-through securities | $627,000 | 925 |
| Other commercial mortgage-backed securities | $1,476,000 | 715 |
| Held to maturity securities (book value) | $55,000 | 1,979 |
| Available-for-sale securities (fair market value) | $14,515,000 | 3,853 |
| Total debt securities | $14,570,000 | 4,109 |
| Structured notes | ||
| Amortized cost | $732,000 | 703 |
| Fair value | $729,000 | 695 |
| 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 | $14,821,000 | 4,165 |
| U.S. Government securities | $7,115,000 | 4,133 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $7,115,000 | 3,994 |
| Securities issued by states & political subdivisions | $6,432,000 | 3,185 |
| Other domestic debt securities | $1,274,000 | 1,415 |
| 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 | $1,274,000 | 1,165 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,344,000 | 2,973 |
| Mortgage-backed securities | $4,140,000 | 3,484 |
| Certificates of participation in pools of residential mortgages | $1,489,000 | 3,681 |
| Issued or guaranteed by U.S. | $1,489,000 | 3,674 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $519,000 | 2,622 |
| CMOs issued by government agencies or sponsored agencies | $519,000 | 2,561 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $2,132,000 | 985 |
| Commercial mortgage pass-through securities | $646,000 | 915 |
| Other commercial mortgage-backed securities | $1,486,000 | 710 |
| Held to maturity securities (book value) | $55,000 | 2,034 |
| Available-for-sale securities (fair market value) | $14,766,000 | 3,869 |
| Total debt securities | $14,821,000 | 4,140 |
| Structured notes | ||
| Amortized cost | $732,000 | 731 |
| Fair value | $732,000 | 726 |
| 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 | $13,089,000 | 4,337 |
| U.S. Government securities | $5,963,000 | 4,382 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $5,963,000 | 4,258 |
| Securities issued by states & political subdivisions | $6,115,000 | 3,262 |
| Other domestic debt securities | $1,011,000 | 1,508 |
| 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 | $1,011,000 | 1,250 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,555,000 | 3,248 |
| Mortgage-backed securities | $3,163,000 | 3,669 |
| Certificates of participation in pools of residential mortgages | $470,000 | 4,131 |
| Issued or guaranteed by U.S. | $470,000 | 4,126 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $555,000 | 2,639 |
| CMOs issued by government agencies or sponsored agencies | $555,000 | 2,569 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $2,138,000 | 958 |
| Commercial mortgage pass-through securities | $653,000 | 889 |
| Other commercial mortgage-backed securities | $1,485,000 | 684 |
| Held to maturity securities (book value) | $55,000 | 2,062 |
| Available-for-sale securities (fair market value) | $13,034,000 | 4,045 |
| Total debt securities | $13,089,000 | 4,316 |
| Structured notes | ||
| Amortized cost | $752,000 | 758 |
| Fair value | $744,000 | 766 |
| 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 | $13,282,000 | 4,361 |
| U.S. Government securities | $5,878,000 | 4,441 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $5,878,000 | 4,310 |
| Securities issued by states & political subdivisions | $6,142,000 | 3,301 |
| Other domestic debt securities | $1,262,000 | 1,468 |
| 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 | $1,262,000 | 1,193 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,805,000 | 3,261 |
| Mortgage-backed securities | $3,292,000 | 3,700 |
| Certificates of participation in pools of residential mortgages | $498,000 | 4,181 |
| Issued or guaranteed by U.S. | $498,000 | 4,177 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $594,000 | 2,664 |
| CMOs issued by government agencies or sponsored agencies | $594,000 | 2,593 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $2,200,000 | 921 |
| Commercial mortgage pass-through securities | $715,000 | 847 |
| Other commercial mortgage-backed securities | $1,485,000 | 675 |
| Held to maturity securities (book value) | $65,000 | 2,093 |
| Available-for-sale securities (fair market value) | $13,217,000 | 4,053 |
| Total debt securities | $13,282,000 | 4,341 |
| Structured notes | ||
| Amortized cost | $752,000 | 788 |
| Fair value | $744,000 | 796 |
| 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 | $13,909,000 | 4,315 |
| U.S. Government securities | $6,098,000 | 4,422 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,098,000 | 4,294 |
| Securities issued by states & political subdivisions | $6,549,000 | 3,265 |
| Other domestic debt securities | $1,262,000 | 1,473 |
| 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 | $1,262,000 | 1,195 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,888,000 | 3,247 |
| Mortgage-backed securities | $3,361,000 | 3,703 |
| Certificates of participation in pools of residential mortgages | $530,000 | 4,194 |
| Issued or guaranteed by U.S. | $530,000 | 4,187 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $627,000 | 2,661 |
| CMOs issued by government agencies or sponsored agencies | $627,000 | 2,579 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $2,204,000 | 886 |
| Commercial mortgage pass-through securities | $719,000 | 820 |
| Other commercial mortgage-backed securities | $1,485,000 | 649 |
| Held to maturity securities (book value) | $65,000 | 2,117 |
| Available-for-sale securities (fair market value) | $13,844,000 | 4,007 |
| Total debt securities | $13,909,000 | 4,298 |
| Structured notes | ||
| Amortized cost | $804,000 | 775 |
| Fair value | $795,000 | 776 |
| 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 | $14,374,000 | 4,307 |
| U.S. Government securities | $6,278,000 | 4,414 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $6,278,000 | 4,293 |
| Securities issued by states & political subdivisions | $6,843,000 | 3,234 |
| Other domestic debt securities | $1,253,000 | 1,478 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $1,253,000 | 1,198 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,004,000 | 3,267 |
| Mortgage-backed securities | $3,526,000 | 3,707 |
| Certificates of participation in pools of residential mortgages | $1,327,000 | 3,917 |
| Issued or guaranteed by U.S. | $1,327,000 | 3,914 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,199,000 | 2,125 |
| CMOs issued by government agencies or sponsored agencies | $2,199,000 | 2,053 |
| 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) | $65,000 | 2,140 |
| Available-for-sale securities (fair market value) | $14,309,000 | 3,992 |
| Total debt securities | $14,371,000 | 4,285 |
| Structured notes | ||
| Amortized cost | $804,000 | 762 |
| Fair value | $815,000 | 761 |
| 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 | $15,003,000 | 4,319 |
| U.S. Government securities | $6,942,000 | 4,395 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $6,942,000 | 4,264 |
| Securities issued by states & political subdivisions | $6,822,000 | 3,245 |
| Other domestic debt securities | $1,239,000 | 1,502 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,239,000 | 1,204 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,028,000 | 3,314 |
| Mortgage-backed securities | $3,626,000 | 3,721 |
| Certificates of participation in pools of residential mortgages | $1,379,000 | 3,933 |
| Issued or guaranteed by U.S. | $1,379,000 | 3,928 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,247,000 | 2,123 |
| CMOs issued by government agencies or sponsored agencies | $2,247,000 | 2,052 |
| 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) | $65,000 | 2,190 |
| Available-for-sale securities (fair market value) | $14,938,000 | 3,991 |
| Total debt securities | $15,003,000 | 4,298 |
| Structured notes | ||
| Amortized cost | $1,807,000 | 601 |
| Fair value | $1,814,000 | 600 |
| 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 | $14,960,000 | 4,374 |
| U.S. Government securities | $7,182,000 | 4,472 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $7,182,000 | 4,350 |
| Securities issued by states & political subdivisions | $6,540,000 | 3,271 |
| Other domestic debt securities | $1,238,000 | 1,521 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,238,000 | 1,213 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,458,000 | 3,429 |
| Mortgage-backed securities | $3,679,000 | 3,742 |
| Certificates of participation in pools of residential mortgages | $1,416,000 | 3,956 |
| Issued or guaranteed by U.S. | $1,416,000 | 3,952 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,263,000 | 2,139 |
| CMOs issued by government agencies or sponsored agencies | $2,263,000 | 2,078 |
| 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) | $65,000 | 2,234 |
| Available-for-sale securities (fair market value) | $14,895,000 | 4,034 |
| Total debt securities | $14,961,000 | 4,354 |
| Structured notes | ||
| Amortized cost | $1,814,000 | 723 |
| Fair value | $1,804,000 | 721 |
| 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 | $16,300,000 | 4,320 |
| U.S. Government securities | $7,991,000 | 4,383 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,991,000 | 4,259 |
| Securities issued by states & political subdivisions | $7,055,000 | 3,215 |
| Other domestic debt securities | $1,254,000 | 1,502 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,254,000 | 1,208 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,306,000 | 3,666 |
| Mortgage-backed securities | $3,737,000 | 3,747 |
| Certificates of participation in pools of residential mortgages | $1,450,000 | 3,966 |
| Issued or guaranteed by U.S. | $1,450,000 | 3,962 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,287,000 | 2,153 |
| CMOs issued by government agencies or sponsored agencies | $2,287,000 | 2,093 |
| 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) | $65,000 | 2,276 |
| Available-for-sale securities (fair market value) | $16,235,000 | 3,977 |
| Total debt securities | $16,300,000 | 4,294 |
| Structured notes | ||
| Amortized cost | $2,856,000 | 614 |
| Fair value | $2,815,000 | 619 |
| 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 | $16,577,000 | 4,386 |
| U.S. Government securities | $9,014,000 | 4,319 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $9,014,000 | 4,204 |
| Securities issued by states & political subdivisions | $6,563,000 | 3,302 |
| Other domestic debt securities | $1,000,000 | 1,630 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,000,000 | 1,301 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,414,000 | 3,519 |
| Mortgage-backed securities | $3,091,000 | 3,933 |
| Certificates of participation in pools of residential mortgages | $2,281,000 | 3,752 |
| Issued or guaranteed by U.S. | $2,281,000 | 3,749 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $810,000 | 2,718 |
| CMOs issued by government agencies or sponsored agencies | $810,000 | 2,637 |
| 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) | $65,000 | 2,288 |
| Available-for-sale securities (fair market value) | $16,512,000 | 4,030 |
| Total debt securities | $16,577,000 | 4,361 |
| Structured notes | ||
| Amortized cost | $4,349,000 | 526 |
| Fair value | $4,291,000 | 529 |
| 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 | $16,520,000 | 4,463 |
| U.S. Government securities | $10,749,000 | 4,201 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $10,749,000 | 4,082 |
| Securities issued by states & political subdivisions | $5,275,000 | 3,565 |
| Other domestic debt securities | $496,000 | 1,947 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $496,000 | 1,580 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,968,000 | 3,470 |
| Mortgage-backed securities | $5,100,000 | 3,622 |
| Certificates of participation in pools of residential mortgages | $3,202,000 | 3,585 |
| Issued or guaranteed by U.S. | $3,202,000 | 3,581 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,898,000 | 2,354 |
| CMOs issued by government agencies or sponsored agencies | $1,898,000 | 2,277 |
| 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) | $65,000 | 2,329 |
| Available-for-sale securities (fair market value) | $16,455,000 | 4,111 |
| Total debt securities | $16,520,000 | 4,444 |
| Structured notes | ||
| Amortized cost | $5,099,000 | 514 |
| Fair value | $4,951,000 | 537 |
| 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 | $17,156,000 | 4,455 |
| U.S. Government securities | $11,679,000 | 4,163 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $11,679,000 | 4,043 |
| Securities issued by states & political subdivisions | $4,982,000 | 3,618 |
| Other domestic debt securities | $495,000 | 2,009 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $495,000 | 1,618 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,514,000 | 3,433 |
| Mortgage-backed securities | $5,394,000 | 3,632 |
| Certificates of participation in pools of residential mortgages | $3,374,000 | 3,611 |
| Issued or guaranteed by U.S. | $3,374,000 | 3,607 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,020,000 | 2,354 |
| CMOs issued by government agencies or sponsored agencies | $2,020,000 | 2,276 |
| 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) | $81,000 | 2,329 |
| Available-for-sale securities (fair market value) | $17,075,000 | 4,103 |
| Total debt securities | $17,156,000 | 4,436 |
| Structured notes | ||
| Amortized cost | $5,599,000 | 542 |
| Fair value | $5,569,000 | 542 |
| 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 | $16,160,000 | 4,607 |
| U.S. Government securities | $11,073,000 | 4,301 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $11,073,000 | 4,189 |
| Securities issued by states & political subdivisions | $4,584,000 | 3,741 |
| Other domestic debt securities | $503,000 | 1,968 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $503,000 | 1,573 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,337,000 | 3,641 |
| Mortgage-backed securities | $4,758,000 | 3,816 |
| Certificates of participation in pools of residential mortgages | $2,658,000 | 3,871 |
| Issued or guaranteed by U.S. | $2,658,000 | 3,865 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,100,000 | 2,366 |
| CMOs issued by government agencies or sponsored agencies | $2,100,000 | 2,288 |
| 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) | $81,000 | 2,360 |
| Available-for-sale securities (fair market value) | $16,079,000 | 4,243 |
| Total debt securities | $16,161,000 | 4,587 |
| Structured notes | ||
| Amortized cost | $6,880,000 | 505 |
| Fair value | $6,696,000 | 508 |
| 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 | $17,133,000 | 4,620 |
| U.S. Government securities | $12,087,000 | 4,274 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $12,087,000 | 4,167 |
| Securities issued by states & political subdivisions | $4,551,000 | 3,795 |
| Other domestic debt securities | $495,000 | 2,092 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $495,000 | 1,676 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,174,000 | 3,720 |
| Mortgage-backed securities | $4,937,000 | 3,853 |
| Certificates of participation in pools of residential mortgages | $2,766,000 | 3,920 |
| Issued or guaranteed by U.S. | $2,766,000 | 3,917 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,171,000 | 2,406 |
| CMOs issued by government agencies or sponsored agencies | $2,171,000 | 2,321 |
| 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) | $81,000 | 2,401 |
| Available-for-sale securities (fair market value) | $17,052,000 | 4,244 |
| Total debt securities | $17,133,000 | 4,602 |
| Structured notes | ||
| Amortized cost | $7,881,000 | 496 |
| Fair value | $7,531,000 | 503 |
| 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 | $18,100,000 | 4,592 |
| U.S. Government securities | $13,079,000 | 4,219 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $13,079,000 | 4,111 |
| Securities issued by states & political subdivisions | $4,527,000 | 3,833 |
| Other domestic debt securities | $494,000 | 2,139 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $494,000 | 1,725 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,120,000 | 3,573 |
| Mortgage-backed securities | $3,413,000 | 4,225 |
| Certificates of participation in pools of residential mortgages | $2,184,000 | 4,156 |
| Issued or guaranteed by U.S. | $2,184,000 | 4,154 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,229,000 | 2,762 |
| CMOs issued by government agencies or sponsored agencies | $1,229,000 | 2,664 |
| 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) | $81,000 | 2,421 |
| Available-for-sale securities (fair market value) | $18,019,000 | 4,209 |
| Total debt securities | $18,100,000 | 4,572 |
| Structured notes | ||
| Amortized cost | $10,129,000 | 407 |
| Fair value | $9,690,000 | 421 |
| 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 | $18,290,000 | 4,615 |
| U.S. Government securities | $13,292,000 | 4,224 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $13,292,000 | 4,124 |
| Securities issued by states & political subdivisions | $4,511,000 | 3,853 |
| Other domestic debt securities | $487,000 | 2,202 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $487,000 | 1,772 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,253,000 | 3,567 |
| Mortgage-backed securities | $3,520,000 | 4,246 |
| Certificates of participation in pools of residential mortgages | $2,273,000 | 4,154 |
| Issued or guaranteed by U.S. | $2,273,000 | 4,152 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,247,000 | 2,763 |
| CMOs issued by government agencies or sponsored agencies | $1,247,000 | 2,666 |
| 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) | $94,000 | 2,424 |
| Available-for-sale securities (fair market value) | $18,196,000 | 4,235 |
| Total debt securities | $18,290,000 | 4,594 |
| Structured notes | ||
| Amortized cost | $10,379,000 | 412 |
| Fair value | $9,800,000 | 421 |
| 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 | $18,225,000 | 4,624 |
| U.S. Government securities | $13,174,000 | 4,230 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $13,174,000 | 4,133 |
| Securities issued by states & political subdivisions | $4,574,000 | 3,863 |
| Other domestic debt securities | $477,000 | 2,262 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $477,000 | 1,810 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,654,000 | 3,678 |
| Mortgage-backed securities | $3,342,000 | 4,296 |
| Certificates of participation in pools of residential mortgages | $3,342,000 | 3,876 |
| Issued or guaranteed by U.S. | $3,342,000 | 3,871 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $94,000 | 2,453 |
| Available-for-sale securities (fair market value) | $18,131,000 | 4,250 |
| Total debt securities | $18,225,000 | 4,605 |
| Structured notes | ||
| Amortized cost | $10,410,000 | 402 |
| Fair value | $9,620,000 | 417 |
| 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 | $16,980,000 | 4,790 |
| U.S. Government securities | $12,171,000 | 4,384 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $12,171,000 | 4,284 |
| Securities issued by states & political subdivisions | $4,333,000 | 3,926 |
| Other domestic debt securities | $476,000 | 2,317 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $476,000 | 1,845 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,515,000 | 3,713 |
| Mortgage-backed securities | $2,508,000 | 4,544 |
| Certificates of participation in pools of residential mortgages | $2,508,000 | 4,137 |
| Issued or guaranteed by U.S. | $2,508,000 | 4,130 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $94,000 | 2,453 |
| Available-for-sale securities (fair market value) | $16,886,000 | 4,413 |
| Total debt securities | $16,980,000 | 4,758 |
| Structured notes | ||
| Amortized cost | $10,411,000 | 387 |
| Fair value | $9,722,000 | 403 |
| 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 | $16,227,000 | 4,863 |
| U.S. Government securities | $11,399,000 | 4,479 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $11,399,000 | 4,375 |
| Securities issued by states & political subdivisions | $4,346,000 | 3,919 |
| Other domestic debt securities | $482,000 | 2,379 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $482,000 | 1,889 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,797,000 | 3,651 |
| Mortgage-backed securities | $1,364,000 | 4,848 |
| Certificates of participation in pools of residential mortgages | $1,364,000 | 4,486 |
| Issued or guaranteed by U.S. | $1,364,000 | 4,482 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $94,000 | 2,399 |
| Available-for-sale securities (fair market value) | $16,133,000 | 4,493 |
| Total debt securities | $16,227,000 | 4,829 |
| Structured notes | ||
| Amortized cost | $10,410,000 | 378 |
| Fair value | $10,087,000 | 379 |
| 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 | $16,985,000 | 4,796 |
| U.S. Government securities | $12,466,000 | 4,376 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $12,466,000 | 4,271 |
| Securities issued by states & political subdivisions | $4,268,000 | 3,939 |
| Other domestic debt securities | $251,000 | 2,530 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $251,000 | 1,985 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,994,000 | 3,492 |
| Mortgage-backed securities | $1,137,000 | 4,972 |
| Certificates of participation in pools of residential mortgages | $1,137,000 | 4,623 |
| Issued or guaranteed by U.S. | $1,137,000 | 4,621 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $105,000 | 2,375 |
| Available-for-sale securities (fair market value) | $16,880,000 | 4,437 |
| Total debt securities | $16,985,000 | 4,763 |
| Structured notes | ||
| Amortized cost | $10,660,000 | 375 |
| Fair value | $10,627,000 | 376 |
| 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 | $15,982,000 | 4,860 |
| U.S. Government securities | $11,095,000 | 4,538 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $11,095,000 | 4,439 |
| Securities issued by states & political subdivisions | $4,622,000 | 3,847 |
| Other domestic debt securities | $250,000 | 2,524 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $250,000 | 1,949 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $15,000 | 1,115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,286,000 | 4,222 |
| Mortgage-backed securities | $986,000 | 5,066 |
| Certificates of participation in pools of residential mortgages | $986,000 | 4,722 |
| Issued or guaranteed by U.S. | $986,000 | 4,721 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $105,000 | 2,409 |
| Available-for-sale securities (fair market value) | $15,877,000 | 4,503 |
| Total debt securities | $15,967,000 | 4,831 |
| Structured notes | ||
| Amortized cost | $8,190,000 | 491 |
| Fair value | $8,189,000 | 493 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $16,283,000 | 4,905 |
| U.S. Government securities | $11,424,000 | 4,588 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $11,424,000 | 4,493 |
| Securities issued by states & political subdivisions | $4,594,000 | 3,835 |
| Other domestic debt securities | $249,000 | 2,622 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $249,000 | 2,040 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $16,000 | 1,127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,547,000 | 4,210 |
| Mortgage-backed securities | $1,535,000 | 4,980 |
| Certificates of participation in pools of residential mortgages | $1,535,000 | 4,603 |
| Issued or guaranteed by U.S. | $1,535,000 | 4,601 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $105,000 | 2,465 |
| Available-for-sale securities (fair market value) | $16,178,000 | 4,541 |
| Total debt securities | $16,267,000 | 4,874 |
| Structured notes | ||
| Amortized cost | $8,441,000 | 510 |
| Fair value | $8,437,000 | 512 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $15,348,000 | 5,024 |
| U.S. Government securities | $10,976,000 | 4,739 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $10,976,000 | 4,645 |
| Securities issued by states & political subdivisions | $4,107,000 | 3,907 |
| Other domestic debt securities | $248,000 | 2,620 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $248,000 | 2,035 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $17,000 | 1,139 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,572,000 | 4,008 |
| Mortgage-backed securities | $1,597,000 | 5,009 |
| Certificates of participation in pools of residential mortgages | $1,597,000 | 4,615 |
| Issued or guaranteed by U.S. | $1,597,000 | 4,613 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $121,000 | 2,482 |
| Available-for-sale securities (fair market value) | $15,227,000 | 4,662 |
| Total debt securities | $15,331,000 | 4,995 |
| Structured notes | ||
| Amortized cost | $8,091,000 | 595 |
| Fair value | $7,121,000 | 669 |
| 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 | $15,070,000 | 5,119 |
| U.S. Government securities | $11,010,000 | 4,826 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $11,010,000 | 4,734 |
| Securities issued by states & political subdivisions | $4,044,000 | 3,861 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $16,000 | 1,124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,861,000 | 3,781 |
| Mortgage-backed securities | $662,000 | 5,336 |
| Certificates of participation in pools of residential mortgages | $662,000 | 5,017 |
| Issued or guaranteed by U.S. | $662,000 | 5,013 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $147,000 | 2,503 |
| Available-for-sale securities (fair market value) | $14,923,000 | 4,729 |
| Total debt securities | $15,054,000 | 5,093 |
| Structured notes | ||
| Amortized cost | $7,341,000 | 780 |
| Fair value | $7,381,000 | 779 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $16,588,000 | 4,916 |
| U.S. Government securities | $12,100,000 | 4,606 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $12,100,000 | 4,519 |
| Securities issued by states & political subdivisions | $4,206,000 | 3,788 |
| Other domestic debt securities | $265,000 | 2,563 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $265,000 | 1,923 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $17,000 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,610,000 | 3,814 |
| Mortgage-backed securities | $727,000 | 5,308 |
| Certificates of participation in pools of residential mortgages | $727,000 | 4,954 |
| Issued or guaranteed by U.S. | $727,000 | 4,946 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $147,000 | 2,611 |
| Available-for-sale securities (fair market value) | $16,441,000 | 4,515 |
| Total debt securities | $16,571,000 | 4,892 |
| Structured notes | ||
| Amortized cost | $7,622,000 | 703 |
| Fair value | $7,675,000 | 701 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $15,516,000 | 5,017 |
| U.S. Government securities | $11,289,000 | 4,692 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $11,289,000 | 4,595 |
| Securities issued by states & political subdivisions | $3,943,000 | 3,802 |
| Other domestic debt securities | $269,000 | 2,544 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $269,000 | 1,888 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $15,000 | 1,184 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,147,000 | 3,685 |
| Mortgage-backed securities | $521,000 | 5,407 |
| Certificates of participation in pools of residential mortgages | $521,000 | 5,067 |
| Issued or guaranteed by U.S. | $521,000 | 5,052 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| 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) | $147,000 | 2,634 |
| Available-for-sale securities (fair market value) | $15,369,000 | 4,623 |
| Total debt securities | $15,501,000 | 4,993 |
| Structured notes | ||
| Amortized cost | $7,371,000 | 761 |
| Fair value | $7,443,000 | 758 |
| 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 | $15,931,000 | 5,020 |
| U.S. Government securities | $12,608,000 | 4,634 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $12,608,000 | 4,518 |
| Securities issued by states & political subdivisions | $3,016,000 | 4,054 |
| Other domestic debt securities | $293,000 | 2,477 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $293,000 | 1,809 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $14,000 | 1,223 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,176,000 | 3,736 |
| Mortgage-backed securities | $3,564,000 | 4,463 |
| Certificates of participation in pools of residential mortgages | $3,564,000 | 3,884 |
| Issued or guaranteed by U.S. | $3,564,000 | 3,871 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| 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) | $162,000 | 2,665 |
| Available-for-sale securities (fair market value) | $15,769,000 | 4,620 |
| Total debt securities | $15,917,000 | 4,988 |
| Structured notes | ||
| Amortized cost | $6,923,000 | 926 |
| Fair value | $6,979,000 | 922 |
| 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 | $14,112,000 | 5,232 |
| U.S. Government securities | $11,186,000 | 4,817 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $11,186,000 | 4,690 |
| Securities issued by states & political subdivisions | $2,573,000 | 4,179 |
| Other domestic debt securities | $339,000 | 2,486 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $339,000 | 1,821 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $14,000 | 1,240 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,211,000 | 3,721 |
| Mortgage-backed securities | $1,580,000 | 4,972 |
| Certificates of participation in pools of residential mortgages | $1,580,000 | 4,519 |
| Issued or guaranteed by U.S. | $1,580,000 | 4,511 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| 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) | $182,000 | 2,653 |
| Available-for-sale securities (fair market value) | $13,930,000 | 4,832 |
| Total debt securities | $14,098,000 | 5,202 |
| Structured notes | ||
| Amortized cost | $5,269,000 | 1,184 |
| Fair value | $5,281,000 | 1,176 |
| 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 | $15,159,000 | 5,011 |
| U.S. Government securities | $12,054,000 | 4,534 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $12,054,000 | 4,417 |
| Securities issued by states & political subdivisions | $2,743,000 | 4,128 |
| Other domestic debt securities | $347,000 | 2,632 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $347,000 | 1,825 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $15,000 | 1,239 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,069,000 | 3,702 |
| Mortgage-backed securities | $1,370,000 | 5,008 |
| Certificates of participation in pools of residential mortgages | $1,370,000 | 4,510 |
| Issued or guaranteed by U.S. | $1,370,000 | 4,505 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| 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) | $182,000 | 2,693 |
| Available-for-sale securities (fair market value) | $14,977,000 | 4,604 |
| Total debt securities | $15,144,000 | 4,979 |
| Structured notes | ||
| Amortized cost | $4,999,000 | 1,146 |
| Fair value | $5,050,000 | 1,100 |
| 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 | $15,155,000 | 4,955 |
| U.S. Government securities | $12,135,000 | 4,461 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $12,135,000 | 4,344 |
| Securities issued by states & political subdivisions | $2,658,000 | 4,081 |
| Other domestic debt securities | $347,000 | 2,714 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $347,000 | 1,849 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $15,000 | 1,277 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,069,000 | 3,734 |
| Mortgage-backed securities | $645,000 | 5,389 |
| Certificates of participation in pools of residential mortgages | $645,000 | 4,930 |
| Issued or guaranteed by U.S. | $645,000 | 4,918 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| 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) | $97,000 | 2,886 |
| Available-for-sale securities (fair market value) | $15,058,000 | 4,527 |
| Total debt securities | $15,140,000 | 4,919 |
| Structured notes | ||
| Amortized cost | $5,499,000 | 1,040 |
| Fair value | $5,551,000 | 1,031 |
| 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 | $14,832,000 | 5,015 |
| U.S. Government securities | $11,953,000 | 4,576 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $11,953,000 | 4,476 |
| Securities issued by states & political subdivisions | $2,536,000 | 4,083 |
| Other domestic debt securities | $330,000 | 2,708 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $330,000 | 1,796 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $13,000 | 1,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,796,000 | 3,854 |
| Mortgage-backed securities | $1,199,000 | 5,118 |
| Certificates of participation in pools of residential mortgages | $1,199,000 | 4,635 |
| Issued or guaranteed by U.S. | $1,199,000 | 4,628 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| 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) | $111,000 | 2,913 |
| Available-for-sale securities (fair market value) | $14,721,000 | 4,602 |
| Total debt securities | $14,819,000 | 4,981 |
| Structured notes | ||
| Amortized cost | $4,499,000 | 1,281 |
| Fair value | $4,554,000 | 1,258 |
| 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 | $12,365,000 | 5,398 |
| U.S. Government securities | $9,655,000 | 5,084 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $9,655,000 | 4,980 |
| Securities issued by states & political subdivisions | $2,368,000 | 4,123 |
| Other domestic debt securities | $328,000 | 2,771 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $328,000 | 1,819 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $14,000 | 1,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,784,000 | 3,919 |
| Mortgage-backed securities | $478,000 | 5,632 |
| Certificates of participation in pools of residential mortgages | $478,000 | 5,233 |
| Issued or guaranteed by U.S. | $478,000 | 5,221 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| 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) | $142,000 | 2,921 |
| Available-for-sale securities (fair market value) | $12,223,000 | 4,971 |
| Total debt securities | $12,351,000 | 5,359 |
| Structured notes | ||
| Amortized cost | $2,249,000 | 1,680 |
| Fair value | $2,247,000 | 1,680 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $12,272,000 | 5,399 |
| U.S. Government securities | $9,699,000 | 5,046 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $9,699,000 | 4,949 |
| Securities issued by states & political subdivisions | $2,262,000 | 4,201 |
| Other domestic debt securities | $297,000 | 2,868 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $297,000 | 1,898 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $14,000 | 1,450 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,074,000 | 4,111 |
| Mortgage-backed securities | $1,193,000 | 5,304 |
| Certificates of participation in pools of residential mortgages | $1,193,000 | 4,860 |
| Issued or guaranteed by U.S. | $1,193,000 | 4,850 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| 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) | $142,000 | 2,977 |
| Available-for-sale securities (fair market value) | $12,130,000 | 4,969 |
| Total debt securities | $12,258,000 | 5,359 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,669 |
| Fair value | $253,000 | 2,671 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $12,398,000 | 5,432 |
| U.S. Government securities | $9,781,000 | 5,052 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $9,781,000 | 4,955 |
| Securities issued by states & political subdivisions | $2,279,000 | 4,232 |
| Other domestic debt securities | $325,000 | 2,932 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $325,000 | 1,961 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $13,000 | 1,530 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,602,000 | 4,226 |
| Mortgage-backed securities | $1,268,000 | 5,347 |
| Certificates of participation in pools of residential mortgages | $1,268,000 | 4,927 |
| Issued or guaranteed by U.S. | $1,268,000 | 4,914 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| 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) | $142,000 | 3,058 |
| Available-for-sale securities (fair market value) | $12,256,000 | 4,982 |
| Total debt securities | $12,385,000 | 5,390 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,308 |
| Fair value | $252,000 | 2,310 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $11,439,000 | 5,575 |
| U.S. Government securities | $8,802,000 | 5,230 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $8,802,000 | 5,133 |
| Securities issued by states & political subdivisions | $2,257,000 | 4,222 |
| Other domestic debt securities | $368,000 | 2,967 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $368,000 | 2,001 |
| 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 | $5,812,000 | 4,176 |
| Mortgage-backed securities | $4,158,000 | 4,487 |
| Certificates of participation in pools of residential mortgages | $4,158,000 | 3,901 |
| Issued or guaranteed by U.S. | $4,158,000 | 3,888 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| 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) | $142,000 | 3,108 |
| Available-for-sale securities (fair market value) | $11,297,000 | 5,118 |
| Total debt securities | $11,427,000 | 5,539 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,832 |
| Fair value | $250,000 | 1,839 |
| 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 | $9,793,000 | 5,925 |
| U.S. Government securities | $7,413,000 | 5,663 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $7,413,000 | 5,575 |
| Securities issued by states & political subdivisions | $2,074,000 | 4,227 |
| Other domestic debt securities | $306,000 | 2,940 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $306,000 | 2,146 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,118,000 | 4,168 |
| Mortgage-backed securities | $2,223,000 | 5,141 |
| Certificates of participation in pools of residential mortgages | $2,223,000 | 4,654 |
| Issued or guaranteed by U.S. | $2,223,000 | 4,641 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| 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) | $142,000 | 3,148 |
| Available-for-sale securities (fair market value) | $9,651,000 | 5,432 |
| Total debt securities | $9,793,000 | 5,870 |
| 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 | $9,408,000 | 6,042 |
| U.S. Government securities | $6,936,000 | 5,870 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $6,936,000 | 5,786 |
| Securities issued by states & political subdivisions | $2,157,000 | 4,126 |
| Other domestic debt securities | $315,000 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $315,000 | 2,093 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,548,000 | 4,676 |
| Mortgage-backed securities | $1,129,000 | 5,539 |
| Certificates of participation in pools of residential mortgages | $1,129,000 | 5,115 |
| Issued or guaranteed by U.S. | $1,129,000 | 5,102 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| 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) | $142,000 | 3,180 |
| Available-for-sale securities (fair market value) | $9,266,000 | 5,525 |
| Total debt securities | $9,408,000 | 5,999 |
| Structured notes | ||
| Amortized cost | $247,000 | 1,640 |
| Fair value | $251,000 | 1,608 |
| 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 | $9,324,000 | 6,021 |
| U.S. Government securities | $6,869,000 | 5,873 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $6,869,000 | 5,783 |
| Securities issued by states & political subdivisions | $2,130,000 | 4,128 |
| Other domestic debt securities | $325,000 | 2,829 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $325,000 | 2,062 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,271,000 | 4,449 |
| Mortgage-backed securities | $366,000 | 5,951 |
| Certificates of participation in pools of residential mortgages | $366,000 | 5,609 |
| Issued or guaranteed by U.S. | $366,000 | 5,592 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $142,000 | 3,200 |
| Available-for-sale securities (fair market value) | $9,182,000 | 5,497 |
| Total debt securities | $9,324,000 | 5,971 |
| Structured notes | ||
| Amortized cost | $247,000 | 1,640 |
| Fair value | $251,000 | 1,601 |
| 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 | $8,814,000 | 6,153 |
| U.S. Government securities | $6,325,000 | 6,045 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $6,325,000 | 5,959 |
| Securities issued by states & political subdivisions | $2,076,000 | 4,200 |
| Other domestic debt securities | $413,000 | 2,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $413,000 | 2,014 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,965,000 | 4,538 |
| Mortgage-backed securities | $380,000 | 5,956 |
| Certificates of participation in pools of residential mortgages | $376,000 | 5,610 |
| Issued or guaranteed by U.S. | $376,000 | 5,586 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,000 | 3,699 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 3,344 |
| 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) | $359,000 | 2,974 |
| Available-for-sale securities (fair market value) | $8,455,000 | 5,694 |
| Total debt securities | $8,814,000 | 6,086 |
| Structured notes | ||
| Amortized cost | $447,000 | 1,520 |
| Fair value | $452,000 | 1,517 |
| 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 | $7,358,000 | 6,489 |
| U.S. Government securities | $5,461,000 | 6,328 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,461,000 | 6,231 |
| Securities issued by states & political subdivisions | $1,547,000 | 4,507 |
| Other domestic debt securities | $350,000 | 2,726 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $350,000 | 2,013 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,363,000 | 4,369 |
| Mortgage-backed securities | $408,000 | 5,926 |
| Certificates of participation in pools of residential mortgages | $397,000 | 5,569 |
| Issued or guaranteed by U.S. | $397,000 | 5,539 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $11,000 | 3,655 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,297 |
| 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) | $466,000 | 2,939 |
| Available-for-sale securities (fair market value) | $6,892,000 | 6,022 |
| Total debt securities | $7,358,000 | 6,417 |
| Structured notes | ||
| Amortized cost | $697,000 | 1,371 |
| Fair value | $703,000 | 1,362 |
| 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 | $7,533,000 | 6,537 |
| U.S. Government securities | $5,149,000 | 6,541 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $5,149,000 | 6,435 |
| Securities issued by states & political subdivisions | $1,668,000 | 4,444 |
| Other domestic debt securities | $716,000 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $716,000 | 1,577 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,134,000 | 5,161 |
| Mortgage-backed securities | $424,000 | 5,790 |
| Certificates of participation in pools of residential mortgages | $404,000 | 5,423 |
| Issued or guaranteed by U.S. | $404,000 | 5,402 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $20,000 | 3,550 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 3,216 |
| 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) | $475,000 | 2,978 |
| Available-for-sale securities (fair market value) | $7,058,000 | 6,019 |
| Total debt securities | $7,533,000 | 6,478 |
| Structured notes | ||
| Amortized cost | $1,939,000 | 1,138 |
| Fair value | $1,943,000 | 1,136 |
| 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 | $7,726,000 | 6,548 |
| U.S. Government securities | $5,334,000 | 6,598 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $5,334,000 | 6,484 |
| Securities issued by states & political subdivisions | $1,665,000 | 4,450 |
| Other domestic debt securities | $727,000 | 2,161 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $727,000 | 1,537 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,676,000 | 4,981 |
| Mortgage-backed securities | $439,000 | 5,727 |
| Certificates of participation in pools of residential mortgages | $409,000 | 5,335 |
| Issued or guaranteed by U.S. | $409,000 | 5,316 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $30,000 | 3,493 |
| CMOs issued by government agencies or sponsored agencies | $30,000 | 3,154 |
| 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) | $485,000 | 3,031 |
| Available-for-sale securities (fair market value) | $7,241,000 | 6,005 |
| Total debt securities | $7,726,000 | 6,492 |
| Structured notes | ||
| Amortized cost | $2,638,000 | 1,051 |
| Fair value | $2,634,000 | 1,047 |
| 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 | $6,275,000 | 6,902 |
| U.S. Government securities | $4,810,000 | 6,782 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $4,810,000 | 6,660 |
| Securities issued by states & political subdivisions | $1,218,000 | 4,738 |
| Other domestic debt securities | $247,000 | 2,590 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $247,000 | 1,942 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,649,000 | 5,023 |
| Mortgage-backed securities | $455,000 | 5,717 |
| Certificates of participation in pools of residential mortgages | $414,000 | 5,351 |
| Issued or guaranteed by U.S. | $414,000 | 5,333 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $41,000 | 3,445 |
| CMOs issued by government agencies or sponsored agencies | $41,000 | 3,119 |
| 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) | $508,000 | 3,031 |
| Available-for-sale securities (fair market value) | $5,767,000 | 6,359 |
| Total debt securities | $6,275,000 | 6,855 |
| Structured notes | ||
| Amortized cost | $2,642,000 | 1,114 |
| Fair value | $2,618,000 | 1,106 |
| 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 | $5,462,000 | 7,120 |
| U.S. Government securities | $3,872,000 | 7,083 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $3,872,000 | 6,950 |
| Securities issued by states & political subdivisions | $1,344,000 | 4,670 |
| Other domestic debt securities | $246,000 | 2,616 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $246,000 | 1,994 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,007,000 | 4,902 |
| Mortgage-backed securities | $740,000 | 5,478 |
| Certificates of participation in pools of residential mortgages | $687,000 | 5,083 |
| Issued or guaranteed by U.S. | $687,000 | 5,064 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $53,000 | 3,410 |
| CMOs issued by government agencies or sponsored agencies | $53,000 | 3,106 |
| 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) | $520,000 | 3,076 |
| Available-for-sale securities (fair market value) | $4,942,000 | 6,565 |
| Total debt securities | $5,462,000 | 7,075 |
| Structured notes | ||
| Amortized cost | $2,891,000 | 1,116 |
| Fair value | $2,868,000 | 1,115 |
| 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 | $5,274,000 | 7,202 |
| U.S. Government securities | $3,638,000 | 7,198 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $3,638,000 | 7,078 |
| Securities issued by states & political subdivisions | $1,389,000 | 4,671 |
| Other domestic debt securities | $247,000 | 2,647 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $247,000 | 2,047 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,556,000 | 5,078 |
| Mortgage-backed securities | $764,000 | 5,469 |
| Certificates of participation in pools of residential mortgages | $697,000 | 5,081 |
| Issued or guaranteed by U.S. | $697,000 | 5,061 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $67,000 | 3,387 |
| CMOs issued by government agencies or sponsored agencies | $67,000 | 3,089 |
| 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) | $535,000 | 3,125 |
| Available-for-sale securities (fair market value) | $4,739,000 | 6,624 |
| Total debt securities | $5,274,000 | 7,157 |
| Structured notes | ||
| Amortized cost | $2,890,000 | 1,191 |
| Fair value | $2,862,000 | 1,194 |
| 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 | $6,298,000 | 7,042 |
| U.S. Government securities | $4,660,000 | 6,970 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $4,660,000 | 6,839 |
| Securities issued by states & political subdivisions | $1,391,000 | 4,699 |
| Other domestic debt securities | $247,000 | 2,693 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $247,000 | 2,085 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,713,000 | 5,048 |
| Mortgage-backed securities | $543,000 | 5,647 |
| Certificates of participation in pools of residential mortgages | $460,000 | 5,323 |
| Issued or guaranteed by U.S. | $460,000 | 5,300 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $83,000 | 3,330 |
| CMOs issued by government agencies or sponsored agencies | $83,000 | 3,035 |
| 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) | $551,000 | 3,179 |
| Available-for-sale securities (fair market value) | $5,747,000 | 6,435 |
| Total debt securities | $6,298,000 | 6,987 |
| Structured notes | ||
| Amortized cost | $3,894,000 | 1,010 |
| Fair value | $3,851,000 | 1,007 |
| 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 | $6,537,000 | 7,016 |
| U.S. Government securities | $4,887,000 | 6,943 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $4,887,000 | 6,804 |
| Securities issued by states & political subdivisions | $1,406,000 | 4,705 |
| Other domestic debt securities | $244,000 | 2,740 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $244,000 | 2,150 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,932,000 | 4,988 |
| Mortgage-backed securities | $564,000 | 5,651 |
| Certificates of participation in pools of residential mortgages | $464,000 | 5,350 |
| Issued or guaranteed by U.S. | $464,000 | 5,327 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $100,000 | 3,314 |
| CMOs issued by government agencies or sponsored agencies | $100,000 | 3,000 |
| 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) | $591,000 | 3,192 |
| Available-for-sale securities (fair market value) | $5,946,000 | 6,398 |
| Total debt securities | $6,537,000 | 6,962 |
| Structured notes | ||
| Amortized cost | $4,143,000 | 988 |
| Fair value | $4,066,000 | 987 |
| 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 | $6,609,000 | 7,050 |
| U.S. Government securities | $4,939,000 | 6,952 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $4,939,000 | 6,808 |
| Securities issued by states & political subdivisions | $1,431,000 | 4,720 |
| Other domestic debt securities | $239,000 | 2,826 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $239,000 | 2,263 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,943,000 | 4,984 |
| Mortgage-backed securities | $603,000 | 5,654 |
| Certificates of participation in pools of residential mortgages | $486,000 | 5,345 |
| Issued or guaranteed by U.S. | $486,000 | 5,325 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $117,000 | 3,285 |
| CMOs issued by government agencies or sponsored agencies | $117,000 | 2,973 |
| 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) | $608,000 | 3,238 |
| Available-for-sale securities (fair market value) | $6,001,000 | 6,449 |
| Total debt securities | $6,609,000 | 6,994 |
| Structured notes | ||
| Amortized cost | $4,143,000 | 997 |
| Fair value | $4,068,000 | 997 |
| 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 | $6,882,000 | 7,026 |
| U.S. Government securities | $4,967,000 | 6,965 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $4,967,000 | 6,812 |
| Securities issued by states & political subdivisions | $1,684,000 | 4,568 |
| Other domestic debt securities | $231,000 | 2,913 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $231,000 | 2,379 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,564,000 | 4,732 |
| Mortgage-backed securities | $641,000 | 5,676 |
| Certificates of participation in pools of residential mortgages | $506,000 | 5,357 |
| Issued or guaranteed by U.S. | $506,000 | 5,335 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $135,000 | 3,271 |
| CMOs issued by government agencies or sponsored agencies | $135,000 | 2,970 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $877,000 | 3,162 |
| Available-for-sale securities (fair market value) | $6,005,000 | 6,484 |
| Total debt securities | $6,882,000 | 6,969 |
| Structured notes | ||
| Amortized cost | $4,142,000 | 996 |
| Fair value | $4,062,000 | 997 |
| 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 | $6,905,000 | 7,032 |
| U.S. Government securities | $5,057,000 | 6,934 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $5,057,000 | 6,790 |
| Securities issued by states & political subdivisions | $1,606,000 | 4,618 |
| Other domestic debt securities | $242,000 | 2,953 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $242,000 | 2,437 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,637,000 | 4,721 |
| Mortgage-backed securities | $686,000 | 5,683 |
| Certificates of participation in pools of residential mortgages | $531,000 | 5,374 |
| Issued or guaranteed by U.S. | $531,000 | 5,354 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $155,000 | 3,267 |
| CMOs issued by government agencies or sponsored agencies | $155,000 | 2,957 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $898,000 | 3,188 |
| Available-for-sale securities (fair market value) | $6,007,000 | 6,485 |
| Total debt securities | $6,905,000 | 6,972 |
| Structured notes | ||
| Amortized cost | $4,142,000 | 970 |
| Fair value | $4,114,000 | 970 |
| 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 | $6,992,000 | 7,064 |
| U.S. Government securities | $5,115,000 | 6,955 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $5,115,000 | 6,809 |
| Securities issued by states & political subdivisions | $1,633,000 | 4,586 |
| Other domestic debt securities | $244,000 | 3,012 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $244,000 | 2,515 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,176,000 | 4,865 |
| Mortgage-backed securities | $738,000 | 5,698 |
| Certificates of participation in pools of residential mortgages | $557,000 | 5,394 |
| Issued or guaranteed by U.S. | $557,000 | 5,368 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $181,000 | 3,262 |
| CMOs issued by government agencies or sponsored agencies | $181,000 | 2,965 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $961,000 | 3,189 |
| Available-for-sale securities (fair market value) | $6,031,000 | 6,497 |
| Total debt securities | $6,992,000 | 7,008 |
| Structured notes | ||
| Amortized cost | $3,896,000 | 1,071 |
| Fair value | $3,867,000 | 1,069 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $5,905,000 | 7,410 |
| U.S. Government securities | $4,615,000 | 7,193 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,615,000 | 7,026 |
| Securities issued by states & political subdivisions | $1,053,000 | 5,053 |
| Other domestic debt securities | $237,000 | 3,068 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $237,000 | 2,603 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,921,000 | 5,012 |
| Mortgage-backed securities | $536,000 | 5,944 |
| Certificates of participation in pools of residential mortgages | $328,000 | 5,769 |
| Issued or guaranteed by U.S. | $328,000 | 5,751 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $208,000 | 3,274 |
| CMOs issued by government agencies or sponsored agencies | $208,000 | 2,990 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $989,000 | 3,224 |
| Available-for-sale securities (fair market value) | $4,916,000 | 6,831 |
| Total debt securities | $5,905,000 | 7,345 |
| Structured notes | ||
| Amortized cost | $3,398,000 | 1,162 |
| Fair value | $3,328,000 | 1,163 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $5,677,000 | 7,476 |
| U.S. Government securities | $4,720,000 | 7,193 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,720,000 | 7,035 |
| Securities issued by states & political subdivisions | $957,000 | 5,159 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,339,000 | 4,824 |
| Mortgage-backed securities | $346,000 | 6,199 |
| Certificates of participation in pools of residential mortgages | $75,000 | 6,318 |
| Issued or guaranteed by U.S. | $75,000 | 6,302 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $271,000 | 3,229 |
| CMOs issued by government agencies or sponsored agencies | $271,000 | 2,947 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,104,000 | 3,171 |
| Available-for-sale securities (fair market value) | $4,573,000 | 6,948 |
| Total debt securities | $5,677,000 | 7,406 |
| Structured notes | ||
| Amortized cost | $3,398,000 | 1,131 |
| Fair value | $3,361,000 | 1,134 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $5,748,000 | 7,498 |
| U.S. Government securities | $4,787,000 | 7,198 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $4,787,000 | 7,042 |
| Securities issued by states & political subdivisions | $961,000 | 5,185 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,843,000 | 4,669 |
| Mortgage-backed securities | $385,000 | 6,205 |
| Certificates of participation in pools of residential mortgages | $82,000 | 6,327 |
| Issued or guaranteed by U.S. | $82,000 | 6,314 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $303,000 | 3,204 |
| CMOs issued by government agencies or sponsored agencies | $303,000 | 2,932 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,142,000 | 3,203 |
| Available-for-sale securities (fair market value) | $4,606,000 | 6,973 |
| Total debt securities | $5,748,000 | 7,428 |
| Structured notes | ||
| Amortized cost | $3,198,000 | 1,186 |
| Fair value | $3,178,000 | 1,185 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $5,224,000 | 7,698 |
| U.S. Government securities | $4,092,000 | 7,497 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $4,092,000 | 7,334 |
| Securities issued by states & political subdivisions | $1,132,000 | 5,032 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,528,000 | 5,639 |
| Mortgage-backed securities | $432,000 | 6,243 |
| Certificates of participation in pools of residential mortgages | $92,000 | 6,370 |
| Issued or guaranteed by U.S. | $92,000 | 6,355 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $340,000 | 3,238 |
| CMOs issued by government agencies or sponsored agencies | $340,000 | 2,975 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,215,000 | 3,189 |
| Available-for-sale securities (fair market value) | $4,009,000 | 7,190 |
| Total debt securities | $5,224,000 | 7,630 |
| Structured notes | ||
| Amortized cost | $2,948,000 | 1,273 |
| Fair value | $2,863,000 | 1,269 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $5,055,000 | 7,727 |
| U.S. Government securities | $3,493,000 | 7,648 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $3,493,000 | 7,495 |
| Securities issued by states & political subdivisions | $1,562,000 | 4,681 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,777,000 | 5,485 |
| Mortgage-backed securities | $489,000 | 6,210 |
| Certificates of participation in pools of residential mortgages | $106,000 | 6,349 |
| Issued or guaranteed by U.S. | $106,000 | 6,327 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $383,000 | 3,273 |
| CMOs issued by government agencies or sponsored agencies | $383,000 | 2,997 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,430,000 | 3,072 |
| Available-for-sale securities (fair market value) | $3,625,000 | 7,270 |
| Total debt securities | $5,055,000 | 7,647 |
| Structured notes | ||
| Amortized cost | $2,449,000 | 1,219 |
| Fair value | $2,456,000 | 1,219 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $5,340,000 | 7,720 |
| U.S. Government securities | $3,470,000 | 7,733 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $3,470,000 | 7,554 |
| Securities issued by states & political subdivisions | $1,870,000 | 4,481 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,907,000 | 5,383 |
| Mortgage-backed securities | $499,000 | 6,212 |
| Certificates of participation in pools of residential mortgages | $114,000 | 6,378 |
| Issued or guaranteed by U.S. | $114,000 | 6,353 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $385,000 | 3,296 |
| CMOs issued by government agencies or sponsored agencies | $385,000 | 3,142 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,649,000 | 3,005 |
| Available-for-sale securities (fair market value) | $3,691,000 | 7,321 |
| Total debt securities | $5,340,000 | 7,640 |
| Structured notes | ||
| Amortized cost | $2,449,000 | 1,113 |
| Fair value | $2,417,000 | 1,114 |
| 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 | $4,552,000 | 7,881 |
| U.S. Government securities | $2,784,000 | 7,917 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $2,784,000 | 7,741 |
| Securities issued by states & political subdivisions | $1,768,000 | 4,567 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,909,000 | 5,351 |
| Mortgage-backed securities | $551,000 | 6,195 |
| Certificates of participation in pools of residential mortgages | $140,000 | 6,359 |
| Issued or guaranteed by U.S. | $140,000 | 6,331 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $411,000 | 3,341 |
| CMOs issued by government agencies or sponsored agencies | $411,000 | 3,176 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,699,000 | 3,021 |
| Available-for-sale securities (fair market value) | $2,853,000 | 7,510 |
| Total debt securities | $4,552,000 | 7,795 |
| Structured notes | ||
| Amortized cost | $1,699,000 | 1,166 |
| Fair value | $1,674,000 | 1,169 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $4,425,000 | 7,920 |
| U.S. Government securities | $2,382,000 | 8,059 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $2,382,000 | 7,880 |
| Securities issued by states & political subdivisions | $2,043,000 | 4,347 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,314,000 | 5,099 |
| Mortgage-backed securities | $629,000 | 6,200 |
| Certificates of participation in pools of residential mortgages | $164,000 | 6,331 |
| Issued or guaranteed by U.S. | $164,000 | 6,308 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $465,000 | 3,500 |
| CMOs issued by government agencies or sponsored agencies | $465,000 | 3,337 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,051,000 | 2,870 |
| Available-for-sale securities (fair market value) | $2,374,000 | 7,652 |
| Total debt securities | $4,425,000 | 7,838 |
| Structured notes | ||
| Amortized cost | $1,449,000 | 1,075 |
| Fair value | $1,455,000 | 1,075 |
| 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 | $5,210,000 | 7,746 |
| U.S. Government securities | $3,014,000 | 7,885 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $3,014,000 | 7,699 |
| Securities issued by states & political subdivisions | $2,196,000 | 4,176 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,716,000 | 4,949 |
| Mortgage-backed securities | $712,000 | 6,164 |
| Certificates of participation in pools of residential mortgages | $184,000 | 6,298 |
| Issued or guaranteed by U.S. | $184,000 | 6,277 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $528,000 | 3,482 |
| CMOs issued by government agencies or sponsored agencies | $528,000 | 3,315 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,781,000 | 2,660 |
| Available-for-sale securities (fair market value) | $2,429,000 | 7,681 |
| Total debt securities | $5,210,000 | 7,661 |
| Structured notes | ||
| Amortized cost | $1,200,000 | 852 |
| Fair value | $1,198,000 | 853 |
| 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 | $5,180,000 | 7,778 |
| U.S. Government securities | $2,583,000 | 8,092 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $2,583,000 | 7,891 |
| Securities issued by states & political subdivisions | $2,597,000 | 3,957 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,354,000 | 5,687 |
| Mortgage-backed securities | $824,000 | 6,066 |
| Certificates of participation in pools of residential mortgages | $213,000 | 6,224 |
| Issued or guaranteed by U.S. | $213,000 | 6,205 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $611,000 | 3,477 |
| CMOs issued by government agencies or sponsored agencies | $611,000 | 3,324 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,290,000 | 2,568 |
| Available-for-sale securities (fair market value) | $1,890,000 | 7,849 |
| Total debt securities | $5,180,000 | 7,698 |
| Structured notes | ||
| Amortized cost | $200,000 | 1,490 |
| Fair value | $200,000 | 1,507 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $7,453,000 | 7,189 |
| U.S. Government securities | $4,657,000 | 7,366 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $4,657,000 | 7,113 |
| Securities issued by states & political subdivisions | $2,796,000 | 3,863 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,488,000 | 4,611 |
| Mortgage-backed securities | $1,816,000 | 5,383 |
| Certificates of participation in pools of residential mortgages | $333,000 | 5,974 |
| Issued or guaranteed by U.S. | $333,000 | 5,950 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,483,000 | 2,989 |
| CMOs issued by government agencies or sponsored agencies | $1,483,000 | 2,829 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,853,000 | 2,542 |
| Available-for-sale securities (fair market value) | $3,600,000 | 7,421 |
| Total debt securities | $7,453,000 | 7,090 |
| Structured notes | ||
| Amortized cost | $200,000 | 793 |
| Fair value | $190,000 | 811 |
| 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 | $9,458,000 | 6,964 |
| U.S. Government securities | $6,067,000 | 7,280 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $6,067,000 | 6,933 |
| Securities issued by states & political subdivisions | $2,991,000 | 3,713 |
| Other domestic debt securities | $96,000 | 3,654 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $96,000 | 3,202 |
| Foreign debt securities | NA | NA |
| Equity securities | $304,000 | 4,948 |
| 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 | 3,791 |
| Mortgage-backed securities | $2,171,000 | 4,677 |
| Certificates of participation in pools of residential mortgages | $490,000 | 5,450 |
| Issued or guaranteed by U.S. | $490,000 | 5,430 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,681,000 | 2,430 |
| CMOs issued by government agencies or sponsored agencies | $1,681,000 | 2,289 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,449,000 | 2,434 |
| Available-for-sale securities (fair market value) | $3,009,000 | 7,865 |
| Total debt securities | $9,154,000 | 6,914 |
| Structured notes | ||
| Amortized cost | $200,000 | 825 |
| Fair value | $158,000 | 859 |
| 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 | $10,177,000 | 7,025 |
| U.S. Government securities | $6,323,000 | 7,464 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $6,323,000 | 6,936 |
| Securities issued by states & political subdivisions | $3,450,000 | 3,645 |
| Other domestic debt securities | $100,000 | 3,509 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,969 |
| Foreign debt securities | NA | NA |
| Equity securities | $304,000 | 4,821 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,254,000 | 3,857 |
| Mortgage-backed securities | $2,375,000 | 4,838 |
| Certificates of participation in pools of residential mortgages | $689,000 | 5,429 |
| Issued or guaranteed by U.S. | $689,000 | 5,419 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,686,000 | 2,597 |
| CMOs issued by government agencies or sponsored agencies | $1,686,000 | 2,451 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,203,000 | 2,546 |
| Available-for-sale securities (fair market value) | $2,974,000 | 8,090 |
| Total debt securities | $9,873,000 | 6,996 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,034 |
| Fair value | $220,000 | 1,177 |
| 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 | $12,175,000 | 6,489 |
| U.S. Government securities | $7,506,000 | 6,950 |
| U.S. Treasury securities | $250,000 | 6,497 |
| U.S. Government agency obligations | $7,256,000 | 6,193 |
| Securities issued by states & political subdivisions | $4,301,000 | 3,242 |
| Other domestic debt securities | $108,000 | 3,400 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $108,000 | 2,818 |
| Foreign debt securities | NA | NA |
| Equity securities | $260,000 | 4,921 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,392,000 | 4,607 |
| Mortgage-backed securities | $2,950,000 | 4,770 |
| Certificates of participation in pools of residential mortgages | $943,000 | 5,342 |
| Issued or guaranteed by U.S. | $943,000 | 5,325 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,007,000 | 2,633 |
| CMOs issued by government agencies or sponsored agencies | $2,007,000 | 2,500 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,409,000 | 2,421 |
| Available-for-sale securities (fair market value) | $2,766,000 | 8,187 |
| Total debt securities | $11,915,000 | 6,428 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,269 |
| Fair value | $238,000 | 1,433 |
| 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 | $17,645,000 | 5,374 |
| U.S. Government securities | $12,962,000 | 5,556 |
| U.S. Treasury securities | $749,000 | 6,827 |
| U.S. Government agency obligations | $12,213,000 | 4,611 |
| Securities issued by states & political subdivisions | $4,465,000 | 2,989 |
| Other domestic debt securities | $99,000 | 3,334 |
| 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 | $99,000 | 2,671 |
| Foreign debt securities | NA | NA |
| Equity securities | $119,000 | 6,198 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,434,000 | 3,914 |
| Mortgage-backed securities | $4,286,000 | 4,112 |
| Certificates of participation in pools of residential mortgages | $1,778,000 | 4,558 |
| Issued or guaranteed by U.S. | $1,778,000 | 4,542 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,508,000 | 2,444 |
| CMOs issued by government agencies or sponsored agencies | $2,508,000 | 2,337 |
| 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) | $11,724,000 | 2,508 |
| Available-for-sale securities (fair market value) | $5,921,000 | 7,096 |
| Total debt securities | $17,526,000 | 5,278 |
| Structured notes | ||
| Amortized cost | $800,000 | 1,560 |
| Fair value | $735,000 | 1,636 |
| 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 | $15,793,000 | 6,227 |
| U.S. Government securities | $11,881,000 | 6,369 |
| U.S. Treasury securities | $747,000 | 7,696 |
| U.S. Government agency obligations | $11,134,000 | 5,155 |
| Securities issued by states & political subdivisions | $3,700,000 | 3,444 |
| Other domestic debt securities | $95,000 | 3,895 |
| 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 | $95,000 | 3,013 |
| Foreign debt securities | NA | NA |
| Equity securities | $117,000 | 6,157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,699,000 | 5,345 |
| Mortgage-backed securities | $5,159,000 | 4,170 |
| Certificates of participation in pools of residential mortgages | $2,607,000 | 4,329 |
| Issued or guaranteed by U.S. | $2,607,000 | 4,307 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $2,552,000 | 2,752 |
| CMOs issued by government agencies or sponsored agencies | $2,552,000 | 2,638 |
| 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) | $11,645,000 | 2,866 |
| Available-for-sale securities (fair market value) | $4,148,000 | 8,147 |
| Total debt securities | $15,676,000 | 6,132 |
| Structured notes | ||
| Amortized cost | $1,101,000 | 1,600 |
| Fair value | $1,020,000 | 1,646 |
| 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 | $18,659,000 | 5,824 |
| U.S. Government securities | $14,658,000 | 5,798 |
| U.S. Treasury securities | $2,000,000 | 7,140 |
| U.S. Government agency obligations | $12,658,000 | 4,713 |
| Securities issued by states & political subdivisions | $3,884,000 | 3,410 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $117,000 | 5,966 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,301,000 | 4,096 |
| Mortgage-backed securities | $5,683,000 | 4,225 |
| Certificates of participation in pools of residential mortgages | $2,333,000 | 4,654 |
| Issued or guaranteed by U.S. | $2,333,000 | 4,627 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $3,350,000 | 2,705 |
| CMOs issued by government agencies or sponsored agencies | $3,350,000 | 2,573 |
| 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) | $13,278,000 | 2,755 |
| Available-for-sale securities (fair market value) | $5,381,000 | 7,840 |
| Total debt securities | $18,542,000 | 5,738 |
| Structured notes | ||
| Amortized cost | $1,602,000 | 1,971 |
| Fair value | $1,561,000 | 1,981 |
| 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 | $17,425,000 | 6,479 |
| U.S. Government securities | $13,486,000 | 6,480 |
| U.S. Treasury securities | $3,601,000 | 6,575 |
| U.S. Government agency obligations | $9,885,000 | 5,427 |
| Securities issued by states & political subdivisions | $3,647,000 | 3,701 |
| Other domestic debt securities | $267,000 | 4,268 |
| Privately issued residential mortgage-backed securities | $267,000 | 1,647 |
| 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 | $25,000 | 7,669 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,185,000 | 3,140 |
| Mortgage-backed securities | $3,237,000 | 5,684 |
| Certificates of participation in pools of residential mortgages | $1,165,000 | 6,178 |
| Issued or guaranteed by U.S. | $1,165,000 | 6,153 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $2,072,000 | 3,568 |
| CMOs issued by government agencies or sponsored agencies | $1,805,000 | 3,647 |
| Privately issued | $267,000 | 1,370 |
| 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) | $7,232,000 | 6,805 |
| Available-for-sale securities (fair market value) | $10,193,000 | 4,696 |
| Total debt securities | $17,400,000 | 6,375 |
| 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 | $11,973,000 | 8,355 |
| U.S. Government securities | $8,352,000 | 8,729 |
| U.S. Treasury securities | $1,760,000 | 8,837 |
| U.S. Government agency obligations | $6,592,000 | 7,025 |
| Securities issued by states & political subdivisions | $3,509,000 | 3,900 |
| Other domestic debt securities | $87,000 | 5,950 |
| Privately issued residential mortgage-backed securities | $87,000 | 2,787 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 7,553 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,100,000 | 4,557 |
| Mortgage-backed securities | $4,872,000 | 5,333 |
| Certificates of participation in pools of residential mortgages | $4,438,000 | 4,035 |
| Issued or guaranteed by U.S. | $4,438,000 | 3,999 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $434,000 | 5,875 |
| CMOs issued by government agencies or sponsored agencies | $347,000 | 5,756 |
| Privately issued | $87,000 | 2,370 |
| 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 | $11,848,000 | 8,260 |
| 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 | $10,993,000 | 8,751 |
| U.S. Government securities | $7,964,000 | 9,028 |
| U.S. Treasury securities | $2,261,000 | 8,394 |
| U.S. Government agency obligations | $5,703,000 | 7,562 |
| Securities issued by states & political subdivisions | $2,446,000 | 4,556 |
| Other domestic debt securities | $558,000 | 4,908 |
| Privately issued residential mortgage-backed securities | $466,000 | 2,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $92,000 | 5,334 |
| Foreign debt securities | NA | NA |
| Equity securities | $25,000 | 7,358 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,856,000 | 5,237 |
| Mortgage-backed securities | $4,037,000 | 6,015 |
| Certificates of participation in pools of residential mortgages | $3,120,000 | 5,083 |
| Issued or guaranteed by U.S. | $3,120,000 | 5,025 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $917,000 | 5,234 |
| CMOs issued by government agencies or sponsored agencies | $451,000 | 5,609 |
| Privately issued | $466,000 | 2,048 |
| 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 | $10,740,000 | 8,711 |
| 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 |