Home > Farmers State Bank > Securities
Farmers State Bank, Securities
| 2025-03-31 | Rank | |
| Total securities | $26,414,000 | 3,176 |
| U.S. Government securities | $2,536,000 | 4,024 |
| U.S. Treasury securities | $0 | 2,481 |
| U.S. Government agency obligations | $2,536,000 | 3,753 |
| Securities issued by states & political subdivisions | $13,734,000 | 2,063 |
| Other domestic debt securities | $10,144,000 | 1,001 |
| Privately issued residential mortgage-backed securities | $1,968,000 | 432 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,265,000 | 392 |
| Structured financial products - Total | $247,000 | 852 |
| Other domestic debt securities - All other | $4,251,000 | 1,025 |
| 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 | $15,214,000 | 2,490 |
| Mortgage-backed securities | $5,048,000 | 3,040 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $766,000 | 3,271 |
| Privately issued | $0 | 189 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 2,669 |
| Privately issued | $1,968,000 | 375 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $338,000 | 1,523 |
| Other commercial mortgage-backed securities | $1,908,000 | 931 |
| Held to maturity securities (book value) | $0 | 1,669 |
| Available-for-sale securities (fair market value) | $26,414,000 | 2,954 |
| Total debt securities | $26,414,000 | 3,150 |
| Structured notes | ||
| Amortized cost | $750,000 | 754 |
| Fair value | $686,000 | 762 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 157 |
| 2024-12-31 | Rank | |
| Total securities | $27,392,000 | 3,175 |
| U.S. Government securities | $1,552,000 | 4,104 |
| U.S. Treasury securities | $0 | 2,543 |
| U.S. Government agency obligations | $1,552,000 | 3,860 |
| Securities issued by states & political subdivisions | $13,684,000 | 2,107 |
| Other domestic debt securities | $12,156,000 | 925 |
| Privately issued residential mortgage-backed securities | $1,971,000 | 434 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,266,000 | 402 |
| Structured financial products - Total | $243,000 | 863 |
| Other domestic debt securities - All other | $4,166,000 | 1,049 |
| Foreign debt securities | $0 | 269 |
| 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 | $16,239,000 | 2,472 |
| Mortgage-backed securities | $6,177,000 | 2,905 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $292,000 | 3,426 |
| Privately issued | $0 | 197 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $71,000 | 2,668 |
| Privately issued | $1,971,000 | 380 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $333,000 | 1,517 |
| Other commercial mortgage-backed securities | $3,510,000 | 768 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $27,392,000 | 2,946 |
| Total debt securities | $27,392,000 | 3,148 |
| Structured notes | ||
| Amortized cost | $750,000 | 782 |
| Fair value | $665,000 | 799 |
| Trading account assets | $0 | 218 |
| Revaluation gains on off-balance sheet contracts | $0 | 2 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2024-09-30 | Rank | |
| Total securities | $29,227,000 | 3,132 |
| U.S. Government securities | $1,622,000 | 4,149 |
| U.S. Treasury securities | $0 | 2,583 |
| U.S. Government agency obligations | $1,622,000 | 3,906 |
| Securities issued by states & political subdivisions | $14,758,000 | 2,053 |
| Other domestic debt securities | $12,847,000 | 888 |
| Privately issued residential mortgage-backed securities | $2,140,000 | 425 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,720,000 | 386 |
| Structured financial products - Total | $249,000 | 763 |
| Other domestic debt securities - All other | $4,200,000 | 1,050 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,722,000 | 2,650 |
| Mortgage-backed securities | $6,415,000 | 2,916 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $315,000 | 3,437 |
| Privately issued | $0 | 200 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $75,000 | 2,661 |
| Privately issued | $2,140,000 | 370 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $347,000 | 1,504 |
| Other commercial mortgage-backed securities | $3,538,000 | 789 |
| Held to maturity securities (book value) | $0 | 1,702 |
| Available-for-sale securities (fair market value) | $29,227,000 | 2,907 |
| Total debt securities | $29,228,000 | 3,110 |
| Structured notes | ||
| Amortized cost | $750,000 | 805 |
| Fair value | $688,000 | 819 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 161 |
| 2024-06-30 | Rank | |
| Total securities | $28,939,000 | 3,154 |
| U.S. Government securities | $1,606,000 | 4,161 |
| U.S. Treasury securities | $0 | 2,648 |
| U.S. Government agency obligations | $1,606,000 | 3,916 |
| Securities issued by states & political subdivisions | $14,365,000 | 2,079 |
| Other domestic debt securities | $12,968,000 | 877 |
| Privately issued residential mortgage-backed securities | $2,109,000 | 422 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,739,000 | 391 |
| Structured financial products - Total | $241,000 | 758 |
| Other domestic debt securities - All other | $4,092,000 | 1,067 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,148,000 | 2,696 |
| Mortgage-backed securities | $6,636,000 | 2,859 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $326,000 | 3,430 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $78,000 | 2,627 |
| Privately issued | $2,109,000 | 378 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $336,000 | 1,492 |
| Other commercial mortgage-backed securities | $3,787,000 | 748 |
| Held to maturity securities (book value) | $0 | 1,716 |
| Available-for-sale securities (fair market value) | $28,939,000 | 2,916 |
| Total debt securities | $28,939,000 | 3,129 |
| Structured notes | ||
| Amortized cost | $750,000 | 839 |
| Fair value | $655,000 | 855 |
| Trading account assets | $0 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 159 |
| 2024-03-31 | Rank | |
| Total securities | $29,721,000 | 3,164 |
| U.S. Government securities | $1,624,000 | 4,192 |
| U.S. Treasury securities | $0 | 2,737 |
| U.S. Government agency obligations | $1,624,000 | 3,975 |
| Securities issued by states & political subdivisions | $14,539,000 | 2,080 |
| Other domestic debt securities | $13,558,000 | 863 |
| Privately issued residential mortgage-backed securities | $2,239,000 | 424 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,862,000 | 394 |
| Structured financial products - Total | $243,000 | 704 |
| Other domestic debt securities - All other | $4,098,000 | 1,032 |
| Foreign debt securities | $0 | 306 |
| 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 | $13,008,000 | 2,729 |
| Mortgage-backed securities | $7,115,000 | 2,822 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $345,000 | 3,435 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $81,000 | 2,586 |
| Privately issued | $2,239,000 | 329 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $334,000 | 1,488 |
| Other commercial mortgage-backed securities | $4,116,000 | 759 |
| Held to maturity securities (book value) | $0 | 1,732 |
| Available-for-sale securities (fair market value) | $29,721,000 | 2,927 |
| Total debt securities | $29,721,000 | 3,141 |
| Structured notes | ||
| Amortized cost | $750,000 | 858 |
| Fair value | $649,000 | 872 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 161 |
| 2023-12-31 | Rank | |
| Total securities | $31,368,000 | 3,151 |
| U.S. Government securities | $1,701,000 | 4,210 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $1,701,000 | 3,992 |
| Securities issued by states & political subdivisions | $14,741,000 | 2,096 |
| Other domestic debt securities | $14,926,000 | 823 |
| Privately issued residential mortgage-backed securities | $3,056,000 | 418 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,216,000 | 423 |
| Structured financial products - Total | $245,000 | 687 |
| Other domestic debt securities - All other | $4,996,000 | 966 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,712,000 | 2,579 |
| Mortgage-backed securities | $8,256,000 | 2,722 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $364,000 | 3,413 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $84,000 | 2,578 |
| Privately issued | $3,056,000 | 316 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $339,000 | 1,455 |
| Other commercial mortgage-backed securities | $4,413,000 | 748 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $31,368,000 | 2,907 |
| Total debt securities | $31,368,000 | 3,130 |
| Structured notes | ||
| Amortized cost | $750,000 | 904 |
| Fair value | $652,000 | 918 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-03-31 | Rank | |
| Total securities | $33,172,000 | 3,222 |
| U.S. Government securities | $1,804,000 | 4,330 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $1,804,000 | 4,051 |
| Securities issued by states & political subdivisions | $14,960,000 | 2,182 |
| Other domestic debt securities | $16,408,000 | 821 |
| Privately issued residential mortgage-backed securities | $3,467,000 | 414 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,700,000 | 381 |
| Structured financial products - Total | $246,000 | 655 |
| Other domestic debt securities - All other | $4,975,000 | 1,002 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,487,000 | 2,512 |
| Mortgage-backed securities | $9,352,000 | 2,701 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $423,000 | 3,466 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $96,000 | 2,609 |
| Privately issued | $3,467,000 | 313 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $346,000 | 1,444 |
| Other commercial mortgage-backed securities | $5,020,000 | 714 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $33,172,000 | 2,960 |
| Total debt securities | $33,172,000 | 3,196 |
| Structured notes | ||
| Amortized cost | $748,000 | 1,019 |
| Fair value | $641,000 | 1,020 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $33,104,000 | 3,260 |
| U.S. Government securities | $1,850,000 | 4,354 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $1,850,000 | 4,065 |
| Securities issued by states & political subdivisions | $14,620,000 | 2,238 |
| Other domestic debt securities | $16,634,000 | 836 |
| Privately issued residential mortgage-backed securities | $3,559,000 | 418 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,738,000 | 386 |
| Structured financial products - Total | $243,000 | 674 |
| Other domestic debt securities - All other | $5,140,000 | 997 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,748,000 | 2,516 |
| Mortgage-backed securities | $9,395,000 | 2,734 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $438,000 | 3,489 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $99,000 | 2,629 |
| Privately issued | $3,559,000 | 302 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $345,000 | 1,445 |
| Other commercial mortgage-backed securities | $4,954,000 | 720 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $33,104,000 | 2,996 |
| Total debt securities | $33,104,000 | 3,234 |
| Structured notes | ||
| Amortized cost | $747,000 | 1,046 |
| Fair value | $619,000 | 1,047 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $33,642,000 | 3,256 |
| U.S. Government securities | $2,051,000 | 4,373 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $2,051,000 | 4,070 |
| Securities issued by states & political subdivisions | $14,484,000 | 2,254 |
| Other domestic debt securities | $17,107,000 | 785 |
| Privately issued residential mortgage-backed securities | $3,677,000 | 395 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,837,000 | 377 |
| Structured financial products - Total | $242,000 | 497 |
| Other domestic debt securities - All other | $5,201,000 | 996 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,529,000 | 2,499 |
| Mortgage-backed securities | $9,903,000 | 2,704 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $630,000 | 3,446 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $103,000 | 2,641 |
| Privately issued | $3,677,000 | 301 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $343,000 | 1,462 |
| Other commercial mortgage-backed securities | $5,150,000 | 737 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $33,642,000 | 3,002 |
| Total debt securities | $33,642,000 | 3,232 |
| Structured notes | ||
| Amortized cost | $747,000 | 1,031 |
| Fair value | $620,000 | 1,034 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $36,670,000 | 3,196 |
| U.S. Government securities | $2,520,000 | 4,357 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $2,520,000 | 4,051 |
| Securities issued by states & political subdivisions | $14,978,000 | 2,289 |
| Other domestic debt securities | $19,172,000 | 701 |
| Privately issued residential mortgage-backed securities | $3,342,000 | 411 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,408,000 | 364 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $5,450,000 | 983 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,032,000 | 2,407 |
| Mortgage-backed securities | $11,743,000 | 2,615 |
| Certificates of participation in pools of residential mortgages | $692,000 | 3,545 |
| Issued or guaranteed by U.S. | $692,000 | 3,455 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $3,455,000 | 1,796 |
| CMOs issued by government agencies or sponsored agencies | $113,000 | 2,662 |
| Privately issued | $3,342,000 | 304 |
| Commercial mortgage-backed securities | $7,596,000 | 986 |
| Commercial mortgage pass-through securities | $371,000 | 1,453 |
| Other commercial mortgage-backed securities | $7,225,000 | 691 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $36,670,000 | 2,964 |
| Total debt securities | $36,670,000 | 3,180 |
| Structured notes | ||
| Amortized cost | $746,000 | 1,011 |
| Fair value | $660,000 | 1,011 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $37,912,000 | 3,106 |
| U.S. Government securities | $2,656,000 | 4,287 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $2,656,000 | 4,016 |
| Securities issued by states & political subdivisions | $15,042,000 | 2,301 |
| Other domestic debt securities | $20,214,000 | 670 |
| Privately issued residential mortgage-backed securities | $3,631,000 | 379 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,577,000 | 368 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $6,448,000 | 882 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,584,000 | 2,340 |
| Mortgage-backed securities | $11,711,000 | 2,635 |
| Certificates of participation in pools of residential mortgages | $736,000 | 3,548 |
| Issued or guaranteed by U.S. | $736,000 | 3,456 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $3,759,000 | 1,765 |
| CMOs issued by government agencies or sponsored agencies | $128,000 | 2,652 |
| Privately issued | $3,631,000 | 275 |
| Commercial mortgage-backed securities | $7,216,000 | 1,011 |
| Commercial mortgage pass-through securities | $396,000 | 1,431 |
| Other commercial mortgage-backed securities | $6,820,000 | 706 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $37,912,000 | 2,913 |
| Total debt securities | $37,912,000 | 3,091 |
| Structured notes | ||
| Amortized cost | $745,000 | 898 |
| Fair value | $690,000 | 895 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $37,953,000 | 3,034 |
| U.S. Government securities | $2,601,000 | 4,227 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $2,601,000 | 4,009 |
| Securities issued by states & political subdivisions | $15,395,000 | 2,322 |
| Other domestic debt securities | $19,957,000 | 653 |
| Privately issued residential mortgage-backed securities | $2,153,000 | 412 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,410,000 | 359 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $6,829,000 | 815 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,489,000 | 2,331 |
| Mortgage-backed securities | $10,027,000 | 2,763 |
| Certificates of participation in pools of residential mortgages | $805,000 | 3,543 |
| Issued or guaranteed by U.S. | $805,000 | 3,443 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $2,300,000 | 1,970 |
| CMOs issued by government agencies or sponsored agencies | $147,000 | 2,639 |
| Privately issued | $2,153,000 | 274 |
| Commercial mortgage-backed securities | $6,922,000 | 1,018 |
| Commercial mortgage pass-through securities | $74,000 | 1,483 |
| Other commercial mortgage-backed securities | $6,848,000 | 699 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $37,953,000 | 2,870 |
| Total debt securities | $37,953,000 | 3,017 |
| Structured notes | ||
| Amortized cost | $745,000 | 802 |
| Fair value | $740,000 | 792 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $38,164,000 | 2,971 |
| U.S. Government securities | $2,723,000 | 4,227 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $2,723,000 | 4,034 |
| Securities issued by states & political subdivisions | $15,445,000 | 2,292 |
| Other domestic debt securities | $19,996,000 | 617 |
| Privately issued residential mortgage-backed securities | $1,016,000 | 430 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,051,000 | 341 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $7,146,000 | 755 |
| 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 | $14,606,000 | 2,289 |
| Mortgage-backed securities | $9,196,000 | 2,850 |
| Certificates of participation in pools of residential mortgages | $863,000 | 3,567 |
| Issued or guaranteed by U.S. | $863,000 | 3,477 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,186,000 | 2,263 |
| CMOs issued by government agencies or sponsored agencies | $170,000 | 2,659 |
| Privately issued | $1,016,000 | 291 |
| Commercial mortgage-backed securities | $7,147,000 | 1,009 |
| Commercial mortgage pass-through securities | $77,000 | 1,497 |
| Other commercial mortgage-backed securities | $7,070,000 | 685 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $38,164,000 | 2,814 |
| Total debt securities | $38,164,000 | 2,950 |
| Structured notes | ||
| Amortized cost | $744,000 | 708 |
| Fair value | $745,000 | 702 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $36,872,000 | 2,959 |
| U.S. Government securities | $2,968,000 | 4,210 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $2,968,000 | 4,017 |
| Securities issued by states & political subdivisions | $14,803,000 | 2,301 |
| Other domestic debt securities | $19,101,000 | 605 |
| Privately issued residential mortgage-backed securities | $568,000 | 483 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,336,000 | 367 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $7,787,000 | 664 |
| 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 | $13,866,000 | 2,332 |
| Mortgage-backed securities | $8,462,000 | 2,886 |
| Certificates of participation in pools of residential mortgages | $921,000 | 3,568 |
| Issued or guaranteed by U.S. | $921,000 | 3,474 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $760,000 | 2,399 |
| CMOs issued by government agencies or sponsored agencies | $192,000 | 2,642 |
| Privately issued | $568,000 | 315 |
| Commercial mortgage-backed securities | $6,781,000 | 1,021 |
| Commercial mortgage pass-through securities | $80,000 | 1,505 |
| Other commercial mortgage-backed securities | $6,701,000 | 686 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $36,872,000 | 2,789 |
| Total debt securities | $36,872,000 | 2,939 |
| Structured notes | ||
| Amortized cost | $743,000 | 640 |
| Fair value | $746,000 | 634 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $31,963,000 | 3,034 |
| U.S. Government securities | $3,148,000 | 4,124 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $3,148,000 | 3,952 |
| Securities issued by states & political subdivisions | $11,367,000 | 2,504 |
| Other domestic debt securities | $17,448,000 | 618 |
| Privately issued residential mortgage-backed securities | $630,000 | 476 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,832,000 | 379 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $7,647,000 | 621 |
| 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 | $12,224,000 | 2,431 |
| Mortgage-backed securities | $7,632,000 | 2,922 |
| Certificates of participation in pools of residential mortgages | $1,007,000 | 3,545 |
| Issued or guaranteed by U.S. | $1,007,000 | 3,452 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $850,000 | 2,334 |
| CMOs issued by government agencies or sponsored agencies | $220,000 | 2,599 |
| Privately issued | $630,000 | 302 |
| Commercial mortgage-backed securities | $5,775,000 | 1,042 |
| Commercial mortgage pass-through securities | $82,000 | 1,502 |
| Other commercial mortgage-backed securities | $5,693,000 | 693 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $31,963,000 | 2,853 |
| Total debt securities | $31,963,000 | 3,016 |
| Structured notes | ||
| Amortized cost | $743,000 | 458 |
| Fair value | $735,000 | 454 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $31,432,000 | 2,949 |
| U.S. Government securities | $2,585,000 | 4,134 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $2,585,000 | 3,991 |
| Securities issued by states & political subdivisions | $11,635,000 | 2,455 |
| Other domestic debt securities | $17,212,000 | 584 |
| Privately issued residential mortgage-backed securities | $682,000 | 449 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,577,000 | 398 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $8,142,000 | 582 |
| 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 | $12,579,000 | 2,398 |
| Mortgage-backed securities | $8,183,000 | 2,823 |
| Certificates of participation in pools of residential mortgages | $1,077,000 | 3,493 |
| Issued or guaranteed by U.S. | $1,077,000 | 3,407 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $929,000 | 2,321 |
| CMOs issued by government agencies or sponsored agencies | $247,000 | 2,590 |
| Privately issued | $682,000 | 291 |
| Commercial mortgage-backed securities | $6,177,000 | 975 |
| Commercial mortgage pass-through securities | $124,000 | 1,442 |
| Other commercial mortgage-backed securities | $6,053,000 | 655 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $31,432,000 | 2,773 |
| Total debt securities | $31,432,000 | 2,929 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $29,791,000 | 2,916 |
| U.S. Government securities | $2,857,000 | 4,112 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,857,000 | 3,957 |
| Securities issued by states & political subdivisions | $10,073,000 | 2,482 |
| Other domestic debt securities | $16,861,000 | 570 |
| Privately issued residential mortgage-backed securities | $738,000 | 439 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,563,000 | 379 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $8,177,000 | 555 |
| 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 | $12,397,000 | 2,395 |
| Mortgage-backed securities | $8,073,000 | 2,816 |
| Certificates of participation in pools of residential mortgages | $1,163,000 | 3,452 |
| Issued or guaranteed by U.S. | $1,163,000 | 3,359 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,019,000 | 2,318 |
| CMOs issued by government agencies or sponsored agencies | $281,000 | 2,591 |
| Privately issued | $738,000 | 270 |
| Commercial mortgage-backed securities | $5,891,000 | 975 |
| Commercial mortgage pass-through securities | $147,000 | 1,423 |
| Other commercial mortgage-backed securities | $5,744,000 | 651 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $29,791,000 | 2,728 |
| Total debt securities | $29,791,000 | 2,898 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $27,321,000 | 2,984 |
| U.S. Government securities | $3,032,000 | 4,105 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $3,032,000 | 3,946 |
| Securities issued by states & political subdivisions | $9,327,000 | 2,484 |
| Other domestic debt securities | $14,962,000 | 577 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,783,000 | 372 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $9,106,000 | 512 |
| 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 | $12,144,000 | 2,432 |
| Mortgage-backed securities | $6,116,000 | 3,023 |
| Certificates of participation in pools of residential mortgages | $1,232,000 | 3,447 |
| Issued or guaranteed by U.S. | $1,232,000 | 3,351 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $319,000 | 2,633 |
| CMOs issued by government agencies or sponsored agencies | $319,000 | 2,591 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $4,565,000 | 1,048 |
| Commercial mortgage pass-through securities | $150,000 | 1,418 |
| Other commercial mortgage-backed securities | $4,415,000 | 685 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $27,321,000 | 2,787 |
| Total debt securities | $27,321,000 | 2,962 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $24,727,000 | 3,068 |
| U.S. Government securities | $4,082,000 | 4,009 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $4,082,000 | 3,846 |
| Securities issued by states & political subdivisions | $8,201,000 | 2,530 |
| Other domestic debt securities | $12,444,000 | 611 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,763,000 | 354 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $7,024,000 | 535 |
| 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 | $12,097,000 | 2,360 |
| Mortgage-backed securities | $6,743,000 | 2,964 |
| Certificates of participation in pools of residential mortgages | $1,891,000 | 3,275 |
| Issued or guaranteed by U.S. | $1,891,000 | 3,177 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $613,000 | 2,507 |
| CMOs issued by government agencies or sponsored agencies | $613,000 | 2,460 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $4,239,000 | 1,055 |
| Commercial mortgage pass-through securities | $154,000 | 1,385 |
| Other commercial mortgage-backed securities | $4,085,000 | 694 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $24,727,000 | 2,872 |
| Total debt securities | $24,727,000 | 3,047 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $21,658,000 | 3,267 |
| U.S. Government securities | $4,441,000 | 4,046 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $4,441,000 | 3,874 |
| Securities issued by states & political subdivisions | $7,669,000 | 2,590 |
| Other domestic debt securities | $9,548,000 | 671 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $3,099,000 | 126 |
| Asset backed securities | $1,826,000 | 330 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $4,623,000 | 619 |
| 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 | $12,385,000 | 2,375 |
| Mortgage-backed securities | $6,401,000 | 2,970 |
| Certificates of participation in pools of residential mortgages | $1,989,000 | 3,229 |
| Issued or guaranteed by U.S. | $1,989,000 | 3,134 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $644,000 | 2,506 |
| CMOs issued by government agencies or sponsored agencies | $644,000 | 2,462 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $3,768,000 | 1,088 |
| Commercial mortgage pass-through securities | $151,000 | 1,382 |
| Other commercial mortgage-backed securities | $3,617,000 | 686 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $21,658,000 | 3,047 |
| Total debt securities | $21,658,000 | 3,244 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $22,442,000 | 3,247 |
| U.S. Government securities | $4,952,000 | 4,046 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $4,952,000 | 3,889 |
| Securities issued by states & political subdivisions | $8,096,000 | 2,541 |
| Other domestic debt securities | $9,394,000 | 671 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $3,101,000 | 127 |
| Asset backed securities | $1,844,000 | 314 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $4,449,000 | 641 |
| 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 | $12,394,000 | 2,410 |
| Mortgage-backed securities | $6,862,000 | 2,910 |
| Certificates of participation in pools of residential mortgages | $2,074,000 | 3,219 |
| Issued or guaranteed by U.S. | $2,074,000 | 3,116 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $699,000 | 2,501 |
| CMOs issued by government agencies or sponsored agencies | $699,000 | 2,457 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $4,089,000 | 1,050 |
| Commercial mortgage pass-through securities | $156,000 | 1,375 |
| Other commercial mortgage-backed securities | $3,933,000 | 647 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $22,442,000 | 3,027 |
| Total debt securities | $22,442,000 | 3,225 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $22,598,000 | 3,300 |
| U.S. Government securities | $5,348,000 | 4,055 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $5,348,000 | 3,897 |
| Securities issued by states & political subdivisions | $8,137,000 | 2,589 |
| Other domestic debt securities | $9,113,000 | 655 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $3,092,000 | 119 |
| Asset backed securities | $1,859,000 | 300 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $4,162,000 | 661 |
| 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 | $12,601,000 | 2,439 |
| Mortgage-backed securities | $7,053,000 | 2,893 |
| Certificates of participation in pools of residential mortgages | $2,156,000 | 3,199 |
| Issued or guaranteed by U.S. | $2,156,000 | 3,112 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $744,000 | 2,473 |
| CMOs issued by government agencies or sponsored agencies | $744,000 | 2,427 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $4,153,000 | 1,018 |
| Commercial mortgage pass-through securities | $158,000 | 1,370 |
| Other commercial mortgage-backed securities | $3,995,000 | 606 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $22,598,000 | 3,063 |
| Total debt securities | $22,598,000 | 3,277 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $22,403,000 | 3,351 |
| U.S. Government securities | $5,535,000 | 4,086 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $5,535,000 | 3,927 |
| Securities issued by states & political subdivisions | $8,131,000 | 2,657 |
| Other domestic debt securities | $8,737,000 | 677 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $4,030,000 | 106 |
| Asset backed securities | $1,847,000 | 290 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,860,000 | 809 |
| 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 | $11,308,000 | 2,598 |
| Mortgage-backed securities | $8,142,000 | 2,781 |
| Certificates of participation in pools of residential mortgages | $2,219,000 | 3,204 |
| Issued or guaranteed by U.S. | $2,219,000 | 3,112 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $780,000 | 2,470 |
| CMOs issued by government agencies or sponsored agencies | $780,000 | 2,425 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $5,143,000 | 868 |
| Commercial mortgage pass-through securities | $159,000 | 1,349 |
| Other commercial mortgage-backed securities | $4,984,000 | 506 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $22,403,000 | 3,104 |
| Total debt securities | $22,403,000 | 3,330 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $22,298,000 | 3,408 |
| U.S. Government securities | $5,778,000 | 4,100 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $5,778,000 | 3,958 |
| Securities issued by states & political subdivisions | $8,127,000 | 2,726 |
| Other domestic debt securities | $8,393,000 | 666 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $3,962,000 | 94 |
| Asset backed securities | $1,591,000 | 294 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $2,840,000 | 807 |
| 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 | $11,986,000 | 2,555 |
| Mortgage-backed securities | $8,155,000 | 2,786 |
| Certificates of participation in pools of residential mortgages | $2,264,000 | 3,217 |
| Issued or guaranteed by U.S. | $2,264,000 | 3,143 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $807,000 | 2,471 |
| CMOs issued by government agencies or sponsored agencies | $807,000 | 2,420 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $5,084,000 | 853 |
| Commercial mortgage pass-through securities | $160,000 | 1,331 |
| Other commercial mortgage-backed securities | $4,924,000 | 499 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $22,298,000 | 3,156 |
| Total debt securities | $22,298,000 | 3,384 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $21,635,000 | 3,474 |
| U.S. Government securities | $5,954,000 | 4,130 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $5,954,000 | 3,991 |
| Securities issued by states & political subdivisions | $9,644,000 | 2,557 |
| Other domestic debt securities | $6,037,000 | 747 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $3,908,000 | 95 |
| Asset backed securities | $1,612,000 | 286 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $517,000 | 1,307 |
| 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 | $9,103,000 | 2,851 |
| Mortgage-backed securities | $8,262,000 | 2,794 |
| Certificates of participation in pools of residential mortgages | $2,390,000 | 3,221 |
| Issued or guaranteed by U.S. | $2,390,000 | 3,193 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $834,000 | 2,465 |
| CMOs issued by government agencies or sponsored agencies | $834,000 | 2,412 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $5,038,000 | 848 |
| Commercial mortgage pass-through securities | $160,000 | 1,314 |
| Other commercial mortgage-backed securities | $4,878,000 | 501 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $21,635,000 | 3,210 |
| Total debt securities | $21,635,000 | 3,452 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $22,370,000 | 3,484 |
| U.S. Government securities | $6,538,000 | 4,058 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $6,538,000 | 3,916 |
| Securities issued by states & political subdivisions | $9,758,000 | 2,595 |
| Other domestic debt securities | $6,074,000 | 850 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $3,942,000 | 85 |
| Asset backed securities | $1,609,000 | 276 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $523,000 | 1,313 |
| 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 | $6,491,000 | 3,248 |
| Mortgage-backed securities | $8,597,000 | 2,786 |
| Certificates of participation in pools of residential mortgages | $2,515,000 | 3,236 |
| Issued or guaranteed by U.S. | $2,515,000 | 3,076 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $885,000 | 2,465 |
| CMOs issued by government agencies or sponsored agencies | $885,000 | 2,406 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $5,197,000 | 828 |
| Commercial mortgage pass-through securities | $164,000 | 1,279 |
| Other commercial mortgage-backed securities | $5,033,000 | 482 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $22,370,000 | 3,211 |
| Total debt securities | $22,370,000 | 3,462 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $22,864,000 | 3,481 |
| U.S. Government securities | $6,834,000 | 4,090 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $6,834,000 | 3,945 |
| Securities issued by states & political subdivisions | $9,891,000 | 2,618 |
| Other domestic debt securities | $6,139,000 | 741 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $3,991,000 | 81 |
| Asset backed securities | $1,624,000 | 260 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $524,000 | 1,346 |
| 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 | $6,054,000 | 3,372 |
| Mortgage-backed securities | $8,897,000 | 2,757 |
| Certificates of participation in pools of residential mortgages | $2,637,000 | 3,254 |
| Issued or guaranteed by U.S. | $2,637,000 | 3,248 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $941,000 | 2,435 |
| CMOs issued by government agencies or sponsored agencies | $941,000 | 2,371 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $5,319,000 | 715 |
| Commercial mortgage pass-through securities | $168,000 | 1,031 |
| Other commercial mortgage-backed securities | $5,151,000 | 469 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $22,864,000 | 3,210 |
| Total debt securities | $22,864,000 | 3,458 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $23,468,000 | 3,503 |
| U.S. Government securities | $7,218,000 | 4,069 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $7,218,000 | 3,931 |
| Securities issued by states & political subdivisions | $10,560,000 | 2,603 |
| Other domestic debt securities | $5,690,000 | 770 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $4,040,000 | 80 |
| Asset backed securities | $1,115,000 | 252 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $535,000 | 1,363 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,527,000 | 3,498 |
| Mortgage-backed securities | $9,183,000 | 2,771 |
| Certificates of participation in pools of residential mortgages | $2,779,000 | 3,260 |
| Issued or guaranteed by U.S. | $2,779,000 | 3,255 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,003,000 | 2,395 |
| CMOs issued by government agencies or sponsored agencies | $1,003,000 | 2,332 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $5,401,000 | 700 |
| Commercial mortgage pass-through securities | $175,000 | 1,029 |
| Other commercial mortgage-backed securities | $5,226,000 | 446 |
| Held to maturity securities (book value) | $500,000 | 1,746 |
| Available-for-sale securities (fair market value) | $22,968,000 | 3,264 |
| Total debt securities | $23,468,000 | 3,479 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $23,396,000 | 3,550 |
| U.S. Government securities | $7,994,000 | 4,020 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $7,994,000 | 3,883 |
| Securities issued by states & political subdivisions | $12,048,000 | 2,479 |
| Other domestic debt securities | $3,354,000 | 1,000 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $2,716,000 | 88 |
| Asset backed securities | $100,000 | 343 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $538,000 | 1,391 |
| 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 | $5,602,000 | 3,527 |
| Mortgage-backed securities | $8,134,000 | 2,904 |
| Certificates of participation in pools of residential mortgages | $2,911,000 | 3,283 |
| Issued or guaranteed by U.S. | $2,911,000 | 3,280 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,072,000 | 2,382 |
| CMOs issued by government agencies or sponsored agencies | $1,072,000 | 2,323 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $4,151,000 | 753 |
| Commercial mortgage pass-through securities | $180,000 | 1,017 |
| Other commercial mortgage-backed securities | $3,971,000 | 475 |
| Held to maturity securities (book value) | $500,000 | 1,807 |
| Available-for-sale securities (fair market value) | $22,896,000 | 3,300 |
| Total debt securities | $23,395,000 | 3,524 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $23,002,000 | 3,624 |
| U.S. Government securities | $8,491,000 | 4,008 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $8,491,000 | 3,865 |
| Securities issued by states & political subdivisions | $11,271,000 | 2,589 |
| Other domestic debt securities | $3,240,000 | 1,023 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $2,715,000 | 88 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $525,000 | 1,425 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,686,000 | 3,550 |
| Mortgage-backed securities | $8,422,000 | 2,910 |
| Certificates of participation in pools of residential mortgages | $3,053,000 | 3,293 |
| Issued or guaranteed by U.S. | $3,053,000 | 3,290 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,148,000 | 2,392 |
| CMOs issued by government agencies or sponsored agencies | $1,148,000 | 2,325 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $4,221,000 | 739 |
| Commercial mortgage pass-through securities | $183,000 | 991 |
| Other commercial mortgage-backed securities | $4,038,000 | 461 |
| Held to maturity securities (book value) | $500,000 | 1,832 |
| Available-for-sale securities (fair market value) | $22,502,000 | 3,365 |
| Total debt securities | $23,002,000 | 3,599 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $22,681,000 | 3,682 |
| U.S. Government securities | $8,727,000 | 4,015 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $8,727,000 | 3,876 |
| Securities issued by states & political subdivisions | $10,732,000 | 2,679 |
| Other domestic debt securities | $3,222,000 | 1,063 |
| Privately issued residential mortgage-backed securities | $1,000 | 665 |
| Commercial mortgage-backed securities - Total | $2,694,000 | 89 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $527,000 | 1,461 |
| 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 | $7,611,000 | 3,282 |
| Mortgage-backed securities | $8,628,000 | 2,922 |
| Certificates of participation in pools of residential mortgages | $3,181,000 | 3,317 |
| Issued or guaranteed by U.S. | $3,181,000 | 3,314 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,210,000 | 2,403 |
| CMOs issued by government agencies or sponsored agencies | $1,209,000 | 2,335 |
| Privately issued | $1,000 | 629 |
| Commercial mortgage-backed securities | $4,237,000 | 720 |
| Commercial mortgage pass-through securities | $185,000 | 950 |
| Other commercial mortgage-backed securities | $4,052,000 | 457 |
| Held to maturity securities (book value) | $500,000 | 1,862 |
| Available-for-sale securities (fair market value) | $22,181,000 | 3,411 |
| Total debt securities | $22,681,000 | 3,658 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $20,917,000 | 3,810 |
| U.S. Government securities | $10,776,000 | 3,754 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $10,776,000 | 3,609 |
| Securities issued by states & political subdivisions | $9,613,000 | 2,841 |
| Other domestic debt securities | $528,000 | 1,794 |
| Privately issued residential mortgage-backed securities | $1,000 | 695 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $527,000 | 1,464 |
| 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 | $7,653,000 | 3,280 |
| Mortgage-backed securities | $7,859,000 | 3,017 |
| Certificates of participation in pools of residential mortgages | $3,343,000 | 3,302 |
| Issued or guaranteed by U.S. | $3,343,000 | 3,298 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $782,000 | 2,592 |
| CMOs issued by government agencies or sponsored agencies | $781,000 | 2,517 |
| Privately issued | $1,000 | 653 |
| Commercial mortgage-backed securities | $3,734,000 | 736 |
| Commercial mortgage pass-through securities | $188,000 | 917 |
| Other commercial mortgage-backed securities | $3,546,000 | 469 |
| Held to maturity securities (book value) | $500,000 | 1,885 |
| Available-for-sale securities (fair market value) | $20,417,000 | 3,528 |
| Total debt securities | $20,917,000 | 3,781 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $21,671,000 | 3,743 |
| U.S. Government securities | $10,217,000 | 3,822 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $10,217,000 | 3,696 |
| Securities issued by states & political subdivisions | $10,928,000 | 2,676 |
| Other domestic debt securities | $526,000 | 1,808 |
| Privately issued residential mortgage-backed securities | $1,000 | 701 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $525,000 | 1,474 |
| 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 | $8,363,000 | 3,208 |
| Mortgage-backed securities | $6,846,000 | 3,166 |
| Certificates of participation in pools of residential mortgages | $4,461,000 | 3,103 |
| Issued or guaranteed by U.S. | $4,461,000 | 3,101 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $854,000 | 2,581 |
| CMOs issued by government agencies or sponsored agencies | $853,000 | 2,512 |
| Privately issued | $1,000 | 663 |
| Commercial mortgage-backed securities | $1,531,000 | 955 |
| Commercial mortgage pass-through securities | $335,000 | 825 |
| Other commercial mortgage-backed securities | $1,196,000 | 652 |
| Held to maturity securities (book value) | $500,000 | 1,894 |
| Available-for-sale securities (fair market value) | $21,171,000 | 3,478 |
| Total debt securities | $21,671,000 | 3,712 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $22,636,000 | 3,752 |
| U.S. Government securities | $11,884,000 | 3,724 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $11,884,000 | 3,597 |
| Securities issued by states & political subdivisions | $10,243,000 | 2,781 |
| Other domestic debt securities | $509,000 | 1,857 |
| Privately issued residential mortgage-backed securities | $2,000 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $507,000 | 1,497 |
| 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 | $8,686,000 | 3,225 |
| Mortgage-backed securities | $7,659,000 | 3,099 |
| Certificates of participation in pools of residential mortgages | $6,291,000 | 2,813 |
| Issued or guaranteed by U.S. | $6,291,000 | 2,808 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $911,000 | 2,577 |
| CMOs issued by government agencies or sponsored agencies | $909,000 | 2,504 |
| Privately issued | $2,000 | 666 |
| Commercial mortgage-backed securities | $457,000 | 1,152 |
| Commercial mortgage pass-through securities | $457,000 | 771 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $500,000 | 1,938 |
| Available-for-sale securities (fair market value) | $22,136,000 | 3,477 |
| Total debt securities | $22,636,000 | 3,722 |
| Structured notes | ||
| Amortized cost | $208,000 | 1,182 |
| Fair value | $210,000 | 1,185 |
| 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 | $22,897,000 | 3,787 |
| U.S. Government securities | $12,283,000 | 3,767 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $12,283,000 | 3,640 |
| Securities issued by states & political subdivisions | $10,112,000 | 2,769 |
| Other domestic debt securities | $502,000 | 1,882 |
| Privately issued residential mortgage-backed securities | $2,000 | 712 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $500,000 | 1,520 |
| 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 | $8,447,000 | 3,278 |
| Mortgage-backed securities | $8,041,000 | 3,062 |
| Certificates of participation in pools of residential mortgages | $6,610,000 | 2,770 |
| Issued or guaranteed by U.S. | $6,610,000 | 2,766 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $971,000 | 2,566 |
| CMOs issued by government agencies or sponsored agencies | $969,000 | 2,496 |
| Privately issued | $2,000 | 674 |
| Commercial mortgage-backed securities | $460,000 | 1,121 |
| Commercial mortgage pass-through securities | $460,000 | 750 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $500,000 | 1,979 |
| Available-for-sale securities (fair market value) | $22,397,000 | 3,500 |
| Total debt securities | $22,897,000 | 3,762 |
| Structured notes | ||
| Amortized cost | $208,000 | 1,367 |
| Fair value | $210,000 | 1,367 |
| 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 | $20,631,000 | 3,981 |
| U.S. Government securities | $11,511,000 | 3,896 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $11,511,000 | 3,758 |
| Securities issued by states & political subdivisions | $9,118,000 | 2,929 |
| Other domestic debt securities | $2,000 | 2,232 |
| Privately issued residential mortgage-backed securities | $2,000 | 720 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,285,000 | 3,493 |
| Mortgage-backed securities | $7,760,000 | 3,113 |
| Certificates of participation in pools of residential mortgages | $6,820,000 | 2,739 |
| Issued or guaranteed by U.S. | $6,820,000 | 2,735 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $487,000 | 2,848 |
| CMOs issued by government agencies or sponsored agencies | $485,000 | 2,758 |
| Privately issued | $2,000 | 682 |
| Commercial mortgage-backed securities | $453,000 | 1,074 |
| Commercial mortgage pass-through securities | $453,000 | 723 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $500,000 | 2,017 |
| Available-for-sale securities (fair market value) | $20,131,000 | 3,684 |
| Total debt securities | $20,631,000 | 3,956 |
| Structured notes | ||
| Amortized cost | $699,000 | 1,206 |
| Fair value | $707,000 | 1,201 |
| 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 | $19,665,000 | 4,125 |
| U.S. Government securities | $11,963,000 | 3,943 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $11,963,000 | 3,816 |
| Securities issued by states & political subdivisions | $7,700,000 | 3,161 |
| Other domestic debt securities | $2,000 | 2,274 |
| Privately issued residential mortgage-backed securities | $2,000 | 740 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,481,000 | 3,509 |
| Mortgage-backed securities | $7,640,000 | 3,164 |
| Certificates of participation in pools of residential mortgages | $6,620,000 | 2,807 |
| Issued or guaranteed by U.S. | $6,620,000 | 2,805 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $531,000 | 2,868 |
| CMOs issued by government agencies or sponsored agencies | $529,000 | 2,781 |
| Privately issued | $2,000 | 700 |
| Commercial mortgage-backed securities | $489,000 | 1,020 |
| Commercial mortgage pass-through securities | $489,000 | 687 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $500,000 | 2,042 |
| Available-for-sale securities (fair market value) | $19,165,000 | 3,810 |
| Total debt securities | $19,665,000 | 4,095 |
| Structured notes | ||
| Amortized cost | $698,000 | 1,367 |
| Fair value | $708,000 | 1,362 |
| 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 | $20,971,000 | 4,112 |
| U.S. Government securities | $13,026,000 | 3,923 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $13,026,000 | 3,798 |
| Securities issued by states & political subdivisions | $7,942,000 | 3,129 |
| Other domestic debt securities | $3,000 | 2,291 |
| Privately issued residential mortgage-backed securities | $3,000 | 754 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,812,000 | 3,500 |
| Mortgage-backed securities | $8,418,000 | 3,144 |
| Certificates of participation in pools of residential mortgages | $7,019,000 | 2,828 |
| Issued or guaranteed by U.S. | $7,019,000 | 2,826 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $912,000 | 2,720 |
| CMOs issued by government agencies or sponsored agencies | $909,000 | 2,640 |
| Privately issued | $3,000 | 714 |
| Commercial mortgage-backed securities | $487,000 | 974 |
| Commercial mortgage pass-through securities | $487,000 | 649 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $500,000 | 2,086 |
| Available-for-sale securities (fair market value) | $20,471,000 | 3,792 |
| Total debt securities | $20,971,000 | 4,085 |
| Structured notes | ||
| Amortized cost | $1,697,000 | 1,088 |
| Fair value | $1,690,000 | 1,086 |
| 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 | $20,883,000 | 4,170 |
| U.S. Government securities | $13,443,000 | 3,957 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $13,443,000 | 3,835 |
| Securities issued by states & political subdivisions | $7,436,000 | 3,196 |
| Other domestic debt securities | $4,000 | 2,357 |
| Privately issued residential mortgage-backed securities | $4,000 | 793 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,328,000 | 3,461 |
| Mortgage-backed securities | $9,285,000 | 3,088 |
| Certificates of participation in pools of residential mortgages | $7,571,000 | 2,798 |
| Issued or guaranteed by U.S. | $7,571,000 | 2,797 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,204,000 | 2,632 |
| CMOs issued by government agencies or sponsored agencies | $1,200,000 | 2,555 |
| Privately issued | $4,000 | 749 |
| Commercial mortgage-backed securities | $510,000 | 929 |
| Commercial mortgage pass-through securities | $510,000 | 610 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $500,000 | 2,083 |
| Available-for-sale securities (fair market value) | $20,383,000 | 3,850 |
| Total debt securities | $20,883,000 | 4,140 |
| Structured notes | ||
| Amortized cost | $1,697,000 | 1,165 |
| Fair value | $1,702,000 | 1,162 |
| 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 | $21,311,000 | 4,186 |
| U.S. Government securities | $15,260,000 | 3,802 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $15,260,000 | 3,675 |
| Securities issued by states & political subdivisions | $6,047,000 | 3,459 |
| Other domestic debt securities | $4,000 | 2,380 |
| Privately issued residential mortgage-backed securities | $4,000 | 795 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,478,000 | 3,455 |
| Mortgage-backed securities | $10,588,000 | 2,991 |
| Certificates of participation in pools of residential mortgages | $7,857,000 | 2,802 |
| Issued or guaranteed by U.S. | $7,857,000 | 2,800 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,241,000 | 2,670 |
| CMOs issued by government agencies or sponsored agencies | $1,237,000 | 2,586 |
| Privately issued | $4,000 | 750 |
| Commercial mortgage-backed securities | $1,490,000 | 736 |
| Commercial mortgage pass-through securities | $1,490,000 | 455 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $500,000 | 2,101 |
| Available-for-sale securities (fair market value) | $20,811,000 | 3,867 |
| Total debt securities | $21,311,000 | 4,165 |
| Structured notes | ||
| Amortized cost | $2,230,000 | 1,034 |
| Fair value | $2,221,000 | 1,031 |
| 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 | $20,230,000 | 4,350 |
| U.S. Government securities | $14,564,000 | 3,997 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $14,564,000 | 3,870 |
| Securities issued by states & political subdivisions | $5,661,000 | 3,563 |
| Other domestic debt securities | $5,000 | 2,439 |
| Privately issued residential mortgage-backed securities | $5,000 | 827 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,565,000 | 3,176 |
| Mortgage-backed securities | $10,427,000 | 3,072 |
| Certificates of participation in pools of residential mortgages | $7,697,000 | 2,921 |
| Issued or guaranteed by U.S. | $7,697,000 | 2,919 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,270,000 | 2,708 |
| CMOs issued by government agencies or sponsored agencies | $1,265,000 | 2,613 |
| Privately issued | $5,000 | 786 |
| Commercial mortgage-backed securities | $1,460,000 | 711 |
| Commercial mortgage pass-through securities | $1,460,000 | 458 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $500,000 | 2,137 |
| Available-for-sale securities (fair market value) | $19,730,000 | 4,028 |
| Total debt securities | $20,231,000 | 4,328 |
| Structured notes | ||
| Amortized cost | $1,741,000 | 1,323 |
| Fair value | $1,710,000 | 1,322 |
| 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 | $20,140,000 | 4,414 |
| U.S. Government securities | $13,516,000 | 4,163 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $13,516,000 | 4,054 |
| Securities issued by states & political subdivisions | $6,618,000 | 3,429 |
| Other domestic debt securities | $6,000 | 2,499 |
| Privately issued residential mortgage-backed securities | $6,000 | 847 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,730,000 | 3,161 |
| Mortgage-backed securities | $9,871,000 | 3,196 |
| Certificates of participation in pools of residential mortgages | $7,074,000 | 3,067 |
| Issued or guaranteed by U.S. | $7,074,000 | 3,067 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,301,000 | 2,735 |
| CMOs issued by government agencies or sponsored agencies | $1,295,000 | 2,644 |
| Privately issued | $6,000 | 808 |
| Commercial mortgage-backed securities | $1,496,000 | 690 |
| Commercial mortgage pass-through securities | $1,496,000 | 455 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $500,000 | 2,148 |
| Available-for-sale securities (fair market value) | $19,640,000 | 4,074 |
| Total debt securities | $20,140,000 | 4,392 |
| Structured notes | ||
| Amortized cost | $1,741,000 | 1,364 |
| Fair value | $1,707,000 | 1,362 |
| 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 | $19,897,000 | 4,466 |
| U.S. Government securities | $13,107,000 | 4,254 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $13,107,000 | 4,150 |
| Securities issued by states & political subdivisions | $6,783,000 | 3,423 |
| Other domestic debt securities | $7,000 | 2,565 |
| Privately issued residential mortgage-backed securities | $7,000 | 875 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,763,000 | 3,174 |
| Mortgage-backed securities | $9,738,000 | 3,231 |
| Certificates of participation in pools of residential mortgages | $6,946,000 | 3,097 |
| Issued or guaranteed by U.S. | $6,946,000 | 3,097 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,319,000 | 2,735 |
| CMOs issued by government agencies or sponsored agencies | $1,312,000 | 2,642 |
| Privately issued | $7,000 | 833 |
| Commercial mortgage-backed securities | $1,473,000 | 682 |
| Commercial mortgage pass-through securities | $1,473,000 | 444 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $500,000 | 2,158 |
| Available-for-sale securities (fair market value) | $19,397,000 | 4,138 |
| Total debt securities | $19,897,000 | 4,445 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,412 |
| Fair value | $1,446,000 | 1,440 |
| 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 | $18,936,000 | 4,560 |
| U.S. Government securities | $12,232,000 | 4,357 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $12,232,000 | 4,254 |
| Securities issued by states & political subdivisions | $6,696,000 | 3,441 |
| Other domestic debt securities | $8,000 | 2,624 |
| Privately issued residential mortgage-backed securities | $8,000 | 904 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,651,000 | 3,329 |
| Mortgage-backed securities | $9,387,000 | 3,271 |
| Certificates of participation in pools of residential mortgages | $7,120,000 | 3,077 |
| Issued or guaranteed by U.S. | $7,120,000 | 3,075 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,343,000 | 2,713 |
| CMOs issued by government agencies or sponsored agencies | $1,335,000 | 2,613 |
| Privately issued | $8,000 | 860 |
| Commercial mortgage-backed securities | $924,000 | 745 |
| Commercial mortgage pass-through securities | $924,000 | 499 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $500,000 | 2,162 |
| Available-for-sale securities (fair market value) | $18,436,000 | 4,221 |
| Total debt securities | $18,936,000 | 4,540 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,396 |
| Fair value | $1,420,000 | 1,434 |
| 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 | $18,732,000 | 4,625 |
| U.S. Government securities | $11,986,000 | 4,415 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,986,000 | 4,311 |
| Securities issued by states & political subdivisions | $6,729,000 | 3,440 |
| Other domestic debt securities | $17,000 | 2,689 |
| Privately issued residential mortgage-backed securities | $17,000 | 922 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,887,000 | 3,290 |
| Mortgage-backed securities | $9,100,000 | 3,330 |
| Certificates of participation in pools of residential mortgages | $6,783,000 | 3,136 |
| Issued or guaranteed by U.S. | $6,783,000 | 3,133 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,379,000 | 2,728 |
| CMOs issued by government agencies or sponsored agencies | $1,362,000 | 2,624 |
| Privately issued | $17,000 | 882 |
| Commercial mortgage-backed securities | $938,000 | 722 |
| Commercial mortgage pass-through securities | $938,000 | 474 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $500,000 | 2,149 |
| Available-for-sale securities (fair market value) | $18,232,000 | 4,292 |
| Total debt securities | $18,732,000 | 4,593 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,385 |
| Fair value | $1,453,000 | 1,411 |
| 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 | $18,209,000 | 4,659 |
| U.S. Government securities | $11,452,000 | 4,472 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $11,452,000 | 4,370 |
| Securities issued by states & political subdivisions | $6,731,000 | 3,440 |
| Other domestic debt securities | $26,000 | 2,739 |
| Privately issued residential mortgage-backed securities | $26,000 | 931 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,189,000 | 3,221 |
| Mortgage-backed securities | $9,063,000 | 3,345 |
| Certificates of participation in pools of residential mortgages | $6,678,000 | 3,148 |
| Issued or guaranteed by U.S. | $6,678,000 | 3,146 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,446,000 | 2,751 |
| CMOs issued by government agencies or sponsored agencies | $1,420,000 | 2,649 |
| Privately issued | $26,000 | 890 |
| Commercial mortgage-backed securities | $939,000 | 700 |
| Commercial mortgage pass-through securities | $939,000 | 475 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $500,000 | 2,092 |
| Available-for-sale securities (fair market value) | $17,709,000 | 4,346 |
| Total debt securities | $18,209,000 | 4,627 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,355 |
| Fair value | $1,460,000 | 1,392 |
| 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 | $17,307,000 | 4,766 |
| U.S. Government securities | $10,570,000 | 4,640 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $10,570,000 | 4,540 |
| Securities issued by states & political subdivisions | $6,696,000 | 3,424 |
| Other domestic debt securities | $41,000 | 2,729 |
| Privately issued residential mortgage-backed securities | $41,000 | 952 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,814,000 | 3,193 |
| Mortgage-backed securities | $8,108,000 | 3,541 |
| Certificates of participation in pools of residential mortgages | $6,541,000 | 3,216 |
| Issued or guaranteed by U.S. | $6,541,000 | 3,215 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,567,000 | 2,766 |
| CMOs issued by government agencies or sponsored agencies | $1,526,000 | 2,669 |
| Privately issued | $41,000 | 912 |
| 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) | $500,000 | 2,085 |
| Available-for-sale securities (fair market value) | $16,807,000 | 4,447 |
| Total debt securities | $17,307,000 | 4,734 |
| Structured notes | ||
| Amortized cost | $2,001,000 | 1,186 |
| Fair value | $2,001,000 | 1,221 |
| 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 | $17,072,000 | 4,752 |
| U.S. Government securities | $10,467,000 | 4,629 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $10,467,000 | 4,525 |
| Securities issued by states & political subdivisions | $6,498,000 | 3,439 |
| Other domestic debt securities | $107,000 | 2,665 |
| Privately issued residential mortgage-backed securities | $107,000 | 923 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,104,000 | 3,131 |
| Mortgage-backed securities | $7,767,000 | 3,604 |
| Certificates of participation in pools of residential mortgages | $7,040,000 | 3,112 |
| Issued or guaranteed by U.S. | $7,040,000 | 3,111 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $727,000 | 3,170 |
| CMOs issued by government agencies or sponsored agencies | $620,000 | 3,076 |
| Privately issued | $107,000 | 887 |
| 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) | $500,000 | 2,114 |
| Available-for-sale securities (fair market value) | $16,572,000 | 4,429 |
| Total debt securities | $17,072,000 | 4,722 |
| Structured notes | ||
| Amortized cost | $2,278,000 | 1,181 |
| Fair value | $2,304,000 | 1,178 |
| 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 | $16,433,000 | 4,890 |
| U.S. Government securities | $9,795,000 | 4,826 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $9,795,000 | 4,733 |
| Securities issued by states & political subdivisions | $6,508,000 | 3,418 |
| Other domestic debt securities | $130,000 | 2,728 |
| Privately issued residential mortgage-backed securities | $130,000 | 956 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,808,000 | 3,196 |
| Mortgage-backed securities | $8,422,000 | 3,643 |
| Certificates of participation in pools of residential mortgages | $7,660,000 | 3,152 |
| Issued or guaranteed by U.S. | $7,660,000 | 3,151 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $762,000 | 3,245 |
| CMOs issued by government agencies or sponsored agencies | $632,000 | 3,151 |
| Privately issued | $130,000 | 917 |
| 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) | $500,000 | 2,157 |
| Available-for-sale securities (fair market value) | $15,933,000 | 4,571 |
| Total debt securities | $16,433,000 | 4,858 |
| Structured notes | ||
| Amortized cost | $1,476,000 | 1,613 |
| Fair value | $1,503,000 | 1,576 |
| 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 | $16,393,000 | 4,914 |
| U.S. Government securities | $10,236,000 | 4,853 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $10,236,000 | 4,754 |
| Securities issued by states & political subdivisions | $5,481,000 | 3,586 |
| Other domestic debt securities | $676,000 | 2,253 |
| Privately issued residential mortgage-backed securities | $166,000 | 978 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $510,000 | 1,807 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,583,000 | 3,414 |
| Mortgage-backed securities | $8,895,000 | 3,628 |
| Certificates of participation in pools of residential mortgages | $8,085,000 | 3,102 |
| Issued or guaranteed by U.S. | $8,085,000 | 3,102 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $810,000 | 3,234 |
| CMOs issued by government agencies or sponsored agencies | $644,000 | 3,157 |
| Privately issued | $166,000 | 941 |
| 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) | $500,000 | 2,183 |
| Available-for-sale securities (fair market value) | $15,893,000 | 4,600 |
| Total debt securities | $16,393,000 | 4,881 |
| Structured notes | ||
| Amortized cost | $974,000 | 2,171 |
| Fair value | $1,006,000 | 1,999 |
| 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 | $16,084,000 | 5,003 |
| U.S. Government securities | $10,383,000 | 4,906 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $10,383,000 | 4,808 |
| Securities issued by states & political subdivisions | $4,986,000 | 3,631 |
| Other domestic debt securities | $715,000 | 2,214 |
| Privately issued residential mortgage-backed securities | $209,000 | 982 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $506,000 | 1,793 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,281,000 | 3,180 |
| Mortgage-backed securities | $9,084,000 | 3,627 |
| Certificates of participation in pools of residential mortgages | $8,226,000 | 3,087 |
| Issued or guaranteed by U.S. | $8,226,000 | 3,085 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $858,000 | 3,245 |
| CMOs issued by government agencies or sponsored agencies | $649,000 | 3,175 |
| Privately issued | $209,000 | 947 |
| 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) | $500,000 | 2,223 |
| Available-for-sale securities (fair market value) | $15,584,000 | 4,657 |
| Total debt securities | $16,084,000 | 4,974 |
| Structured notes | ||
| Amortized cost | $973,000 | 2,428 |
| Fair value | $1,004,000 | 2,228 |
| 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 | $17,161,000 | 4,854 |
| U.S. Government securities | $12,455,000 | 4,559 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $12,455,000 | 4,471 |
| Securities issued by states & political subdivisions | $4,009,000 | 3,838 |
| Other domestic debt securities | $697,000 | 2,196 |
| Privately issued residential mortgage-backed securities | $242,000 | 1,055 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $455,000 | 1,812 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,937,000 | 3,101 |
| Mortgage-backed securities | $8,163,000 | 3,682 |
| Certificates of participation in pools of residential mortgages | $7,272,000 | 3,131 |
| Issued or guaranteed by U.S. | $7,272,000 | 3,131 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $891,000 | 3,178 |
| CMOs issued by government agencies or sponsored agencies | $649,000 | 3,040 |
| Privately issued | $242,000 | 1,000 |
| 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) | $500,000 | 2,319 |
| Available-for-sale securities (fair market value) | $16,661,000 | 4,497 |
| Total debt securities | $17,161,000 | 4,830 |
| Structured notes | ||
| Amortized cost | $2,966,000 | 1,424 |
| Fair value | $3,017,000 | 1,352 |
| 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 | $17,531,000 | 4,773 |
| U.S. Government securities | $12,582,000 | 4,496 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $12,582,000 | 4,401 |
| Securities issued by states & political subdivisions | $4,219,000 | 3,726 |
| Other domestic debt securities | $730,000 | 2,168 |
| Privately issued residential mortgage-backed securities | $275,000 | 1,065 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $455,000 | 1,784 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,578,000 | 3,257 |
| Mortgage-backed securities | $8,316,000 | 3,618 |
| Certificates of participation in pools of residential mortgages | $7,395,000 | 3,073 |
| Issued or guaranteed by U.S. | $7,395,000 | 3,070 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $921,000 | 3,166 |
| CMOs issued by government agencies or sponsored agencies | $646,000 | 3,020 |
| Privately issued | $275,000 | 1,007 |
| 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) | $500,000 | 2,340 |
| Available-for-sale securities (fair market value) | $17,031,000 | 4,427 |
| Total debt securities | $17,531,000 | 4,739 |
| Structured notes | ||
| Amortized cost | $2,464,000 | 1,614 |
| Fair value | $2,520,000 | 1,570 |
| 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 | $17,503,000 | 4,832 |
| U.S. Government securities | $12,549,000 | 4,641 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $12,549,000 | 4,525 |
| Securities issued by states & political subdivisions | $4,147,000 | 3,696 |
| Other domestic debt securities | $807,000 | 2,063 |
| Privately issued residential mortgage-backed securities | $299,000 | 1,065 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $508,000 | 1,600 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,405,000 | 3,302 |
| Mortgage-backed securities | $8,454,000 | 3,552 |
| Certificates of participation in pools of residential mortgages | $7,537,000 | 2,999 |
| Issued or guaranteed by U.S. | $7,537,000 | 2,993 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $917,000 | 3,121 |
| CMOs issued by government agencies or sponsored agencies | $618,000 | 2,991 |
| Privately issued | $299,000 | 1,012 |
| 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) | $500,000 | 2,371 |
| Available-for-sale securities (fair market value) | $17,003,000 | 4,496 |
| Total debt securities | $17,503,000 | 4,794 |
| Structured notes | ||
| Amortized cost | $2,862,000 | 1,699 |
| Fair value | $2,885,000 | 1,697 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $17,723,000 | 4,805 |
| U.S. Government securities | $12,097,000 | 4,697 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $12,097,000 | 4,578 |
| Securities issued by states & political subdivisions | $4,260,000 | 3,642 |
| Other domestic debt securities | $1,366,000 | 1,810 |
| Privately issued residential mortgage-backed securities | $343,000 | 1,084 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $1,023,000 | 1,354 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,871,000 | 3,434 |
| Mortgage-backed securities | $8,094,000 | 3,524 |
| Certificates of participation in pools of residential mortgages | $7,146,000 | 3,010 |
| Issued or guaranteed by U.S. | $7,146,000 | 3,004 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $948,000 | 3,041 |
| CMOs issued by government agencies or sponsored agencies | $605,000 | 2,945 |
| Privately issued | $343,000 | 1,033 |
| 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) | $500,000 | 2,390 |
| Available-for-sale securities (fair market value) | $17,223,000 | 4,462 |
| Total debt securities | $17,723,000 | 4,766 |
| Structured notes | ||
| Amortized cost | $2,861,000 | 1,754 |
| Fair value | $2,840,000 | 1,753 |
| 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 | $15,546,000 | 4,961 |
| U.S. Government securities | $9,950,000 | 4,861 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $9,950,000 | 4,741 |
| Securities issued by states & political subdivisions | $4,191,000 | 3,663 |
| Other domestic debt securities | $1,405,000 | 1,902 |
| Privately issued residential mortgage-backed securities | $395,000 | 1,125 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $1,010,000 | 1,375 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,034,000 | 3,335 |
| Mortgage-backed securities | $8,470,000 | 3,391 |
| Certificates of participation in pools of residential mortgages | $7,469,000 | 2,838 |
| Issued or guaranteed by U.S. | $7,469,000 | 2,830 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,001,000 | 3,000 |
| CMOs issued by government agencies or sponsored agencies | $606,000 | 2,935 |
| Privately issued | $395,000 | 1,072 |
| 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) | $500,000 | 2,394 |
| Available-for-sale securities (fair market value) | $15,046,000 | 4,590 |
| Total debt securities | $15,546,000 | 4,925 |
| Structured notes | ||
| Amortized cost | $1,387,000 | 2,204 |
| Fair value | $1,372,000 | 2,202 |
| 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 | $15,725,000 | 4,888 |
| U.S. Government securities | $10,217,000 | 4,793 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $10,217,000 | 4,671 |
| Securities issued by states & political subdivisions | $4,038,000 | 3,617 |
| Other domestic debt securities | $1,470,000 | 1,923 |
| Privately issued residential mortgage-backed securities | $449,000 | 1,171 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,021,000 | 1,375 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,057,000 | 3,548 |
| Mortgage-backed securities | $6,680,000 | 3,681 |
| Certificates of participation in pools of residential mortgages | $5,593,000 | 3,180 |
| Issued or guaranteed by U.S. | $5,593,000 | 3,173 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,087,000 | 2,932 |
| CMOs issued by government agencies or sponsored agencies | $638,000 | 2,894 |
| Privately issued | $449,000 | 1,115 |
| 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) | $500,000 | 2,459 |
| Available-for-sale securities (fair market value) | $15,225,000 | 4,507 |
| Total debt securities | $15,725,000 | 4,849 |
| Structured notes | ||
| Amortized cost | $905,000 | 2,596 |
| Fair value | $905,000 | 2,599 |
| 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 | $16,661,000 | 4,789 |
| U.S. Government securities | $11,274,000 | 4,685 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $11,274,000 | 4,583 |
| Securities issued by states & political subdivisions | $3,925,000 | 3,588 |
| Other domestic debt securities | $1,462,000 | 1,918 |
| Privately issued residential mortgage-backed securities | $476,000 | 1,200 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $986,000 | 1,390 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,094,000 | 3,593 |
| Mortgage-backed securities | $7,166,000 | 3,585 |
| Certificates of participation in pools of residential mortgages | $6,078,000 | 3,102 |
| Issued or guaranteed by U.S. | $6,078,000 | 3,095 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,088,000 | 2,854 |
| CMOs issued by government agencies or sponsored agencies | $612,000 | 2,811 |
| Privately issued | $476,000 | 1,147 |
| 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) | $500,000 | 2,533 |
| Available-for-sale securities (fair market value) | $16,161,000 | 4,432 |
| Total debt securities | $16,661,000 | 4,749 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $16,922,000 | 4,800 |
| U.S. Government securities | $12,445,000 | 4,542 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $12,445,000 | 4,431 |
| Securities issued by states & political subdivisions | $2,940,000 | 3,908 |
| Other domestic debt securities | $1,537,000 | 1,934 |
| Privately issued residential mortgage-backed securities | $522,000 | 1,225 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,015,000 | 1,368 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,650,000 | 3,750 |
| Mortgage-backed securities | $5,588,000 | 3,969 |
| Certificates of participation in pools of residential mortgages | $4,484,000 | 3,589 |
| Issued or guaranteed by U.S. | $4,484,000 | 3,583 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,104,000 | 2,827 |
| CMOs issued by government agencies or sponsored agencies | $582,000 | 2,782 |
| Privately issued | $522,000 | 1,172 |
| 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) | $500,000 | 2,579 |
| Available-for-sale securities (fair market value) | $16,422,000 | 4,426 |
| Total debt securities | $16,922,000 | 4,759 |
| Structured notes | ||
| Amortized cost | $506,000 | 2,647 |
| Fair value | $507,000 | 2,657 |
| 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 | $13,689,000 | 5,206 |
| U.S. Government securities | $9,515,000 | 5,068 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $9,515,000 | 4,971 |
| Securities issued by states & political subdivisions | $2,629,000 | 4,044 |
| Other domestic debt securities | $1,545,000 | 1,987 |
| Privately issued residential mortgage-backed securities | $563,000 | 1,244 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $982,000 | 1,442 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,674,000 | 3,769 |
| Mortgage-backed securities | $6,021,000 | 3,929 |
| Certificates of participation in pools of residential mortgages | $4,886,000 | 3,572 |
| Issued or guaranteed by U.S. | $4,886,000 | 3,565 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,135,000 | 2,818 |
| CMOs issued by government agencies or sponsored agencies | $572,000 | 2,791 |
| Privately issued | $563,000 | 1,191 |
| 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) | $500,000 | 2,634 |
| Available-for-sale securities (fair market value) | $13,189,000 | 4,829 |
| Total debt securities | $13,689,000 | 5,167 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $12,414,000 | 5,430 |
| U.S. Government securities | $7,953,000 | 5,428 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $7,953,000 | 5,332 |
| Securities issued by states & political subdivisions | $2,914,000 | 3,960 |
| Other domestic debt securities | $1,547,000 | 2,097 |
| Privately issued residential mortgage-backed securities | $582,000 | 1,296 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $965,000 | 1,544 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,930,000 | 3,730 |
| Mortgage-backed securities | $6,449,000 | 3,908 |
| Certificates of participation in pools of residential mortgages | $5,282,000 | 3,571 |
| Issued or guaranteed by U.S. | $5,282,000 | 3,559 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,167,000 | 2,798 |
| CMOs issued by government agencies or sponsored agencies | $585,000 | 2,785 |
| Privately issued | $582,000 | 1,240 |
| 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) | $500,000 | 2,700 |
| Available-for-sale securities (fair market value) | $11,914,000 | 5,034 |
| Total debt securities | $12,414,000 | 5,382 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $11,148,000 | 5,620 |
| U.S. Government securities | $6,848,000 | 5,679 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,848,000 | 5,595 |
| Securities issued by states & political subdivisions | $2,806,000 | 3,978 |
| Other domestic debt securities | $1,494,000 | 2,175 |
| Privately issued residential mortgage-backed securities | $659,000 | 1,295 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $835,000 | 1,630 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,688,000 | 3,765 |
| Mortgage-backed securities | $6,980,000 | 3,860 |
| Certificates of participation in pools of residential mortgages | $5,740,000 | 3,503 |
| Issued or guaranteed by U.S. | $5,740,000 | 3,490 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,240,000 | 2,766 |
| CMOs issued by government agencies or sponsored agencies | $581,000 | 2,779 |
| Privately issued | $659,000 | 1,232 |
| 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) | $500,000 | 2,751 |
| Available-for-sale securities (fair market value) | $10,648,000 | 5,210 |
| Total debt securities | $11,148,000 | 5,577 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $11,844,000 | 5,567 |
| U.S. Government securities | $8,007,000 | 5,509 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $8,007,000 | 5,425 |
| Securities issued by states & political subdivisions | $2,660,000 | 3,950 |
| Other domestic debt securities | $1,177,000 | 2,238 |
| Privately issued residential mortgage-backed securities | $685,000 | 1,314 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $492,000 | 1,965 |
| 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 | $6,845,000 | 4,014 |
| Mortgage-backed securities | $7,653,000 | 3,804 |
| Certificates of participation in pools of residential mortgages | $6,378,000 | 3,428 |
| Issued or guaranteed by U.S. | $6,378,000 | 3,417 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,275,000 | 2,766 |
| CMOs issued by government agencies or sponsored agencies | $590,000 | 2,799 |
| Privately issued | $685,000 | 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) | $500,000 | 2,800 |
| Available-for-sale securities (fair market value) | $11,344,000 | 5,151 |
| Total debt securities | $11,844,000 | 5,524 |
| Structured notes | ||
| Amortized cost | $498,000 | 1,400 |
| Fair value | $502,000 | 1,298 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $13,358,000 | 5,350 |
| U.S. Government securities | $8,881,000 | 5,389 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $8,881,000 | 5,306 |
| Securities issued by states & political subdivisions | $2,667,000 | 3,909 |
| Other domestic debt securities | $1,810,000 | 1,900 |
| Privately issued residential mortgage-backed securities | $729,000 | 1,243 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,081,000 | 1,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,039,000 | 3,786 |
| Mortgage-backed securities | $8,058,000 | 3,671 |
| Certificates of participation in pools of residential mortgages | $6,766,000 | 3,299 |
| Issued or guaranteed by U.S. | $6,766,000 | 3,286 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,292,000 | 2,700 |
| CMOs issued by government agencies or sponsored agencies | $563,000 | 2,798 |
| Privately issued | $729,000 | 1,188 |
| 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) | $500,000 | 2,828 |
| Available-for-sale securities (fair market value) | $12,858,000 | 4,922 |
| Total debt securities | $13,358,000 | 5,311 |
| Structured notes | ||
| Amortized cost | $498,000 | 1,430 |
| Fair value | $502,000 | 1,368 |
| 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 | $13,239,000 | 5,318 |
| U.S. Government securities | $8,841,000 | 5,356 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $8,841,000 | 5,269 |
| Securities issued by states & political subdivisions | $2,635,000 | 3,906 |
| Other domestic debt securities | $1,763,000 | 1,878 |
| Privately issued residential mortgage-backed securities | $742,000 | 1,221 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,021,000 | 1,454 |
| 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 | $8,257,000 | 3,746 |
| Mortgage-backed securities | $8,061,000 | 3,555 |
| Certificates of participation in pools of residential mortgages | $6,782,000 | 3,214 |
| Issued or guaranteed by U.S. | $6,782,000 | 3,202 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,279,000 | 2,633 |
| CMOs issued by government agencies or sponsored agencies | $537,000 | 2,729 |
| Privately issued | $742,000 | 1,168 |
| 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) | $500,000 | 2,836 |
| Available-for-sale securities (fair market value) | $12,739,000 | 4,882 |
| Total debt securities | $13,239,000 | 5,280 |
| Structured notes | ||
| Amortized cost | $497,000 | 1,436 |
| Fair value | $501,000 | 1,343 |
| 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 | $12,853,000 | 5,434 |
| U.S. Government securities | $7,982,000 | 5,603 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $7,982,000 | 5,522 |
| Securities issued by states & political subdivisions | $2,819,000 | 3,864 |
| Other domestic debt securities | $2,052,000 | 1,815 |
| Privately issued residential mortgage-backed securities | $800,000 | 1,191 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,252,000 | 1,437 |
| 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 | $6,848,000 | 4,024 |
| Mortgage-backed securities | $7,771,000 | 3,600 |
| Certificates of participation in pools of residential mortgages | $6,971,000 | 3,163 |
| Issued or guaranteed by U.S. | $6,971,000 | 3,149 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $800,000 | 2,914 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $800,000 | 1,132 |
| 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) | $500,000 | 2,846 |
| Available-for-sale securities (fair market value) | $12,353,000 | 5,029 |
| Total debt securities | $12,853,000 | 5,381 |
| Structured notes | ||
| Amortized cost | $497,000 | 1,482 |
| Fair value | $497,000 | 1,442 |
| 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 | $12,112,000 | 5,571 |
| U.S. Government securities | $7,124,000 | 5,854 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,124,000 | 5,764 |
| Securities issued by states & political subdivisions | $2,846,000 | 3,870 |
| Other domestic debt securities | $2,142,000 | 1,702 |
| Privately issued residential mortgage-backed securities | $845,000 | 1,158 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,297,000 | 1,371 |
| 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 | $7,389,000 | 3,869 |
| Mortgage-backed securities | $6,444,000 | 3,779 |
| Certificates of participation in pools of residential mortgages | $5,599,000 | 3,382 |
| Issued or guaranteed by U.S. | $5,599,000 | 3,365 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $845,000 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $845,000 | 1,100 |
| 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) | $500,000 | 2,888 |
| Available-for-sale securities (fair market value) | $11,612,000 | 5,143 |
| Total debt securities | $12,112,000 | 5,501 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,489 |
| Fair value | $500,000 | 1,593 |
| 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 | $12,936,000 | 5,524 |
| U.S. Government securities | $7,659,000 | 5,834 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $7,659,000 | 5,723 |
| Securities issued by states & political subdivisions | $3,110,000 | 3,746 |
| Other domestic debt securities | $2,167,000 | 1,565 |
| Privately issued residential mortgage-backed securities | $874,000 | 1,061 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,293,000 | 1,284 |
| 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 | $8,993,000 | 3,576 |
| Mortgage-backed securities | $4,030,000 | 4,121 |
| Certificates of participation in pools of residential mortgages | $3,156,000 | 3,846 |
| Issued or guaranteed by U.S. | $3,156,000 | 3,830 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $874,000 | 2,740 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $874,000 | 1,010 |
| 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) | $500,000 | 2,945 |
| Available-for-sale securities (fair market value) | $12,436,000 | 5,040 |
| Total debt securities | $12,936,000 | 5,463 |
| Structured notes | ||
| Amortized cost | $1,990,000 | 1,112 |
| Fair value | $1,989,000 | 1,113 |
| 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 | $12,966,000 | 5,554 |
| U.S. Government securities | $7,642,000 | 5,925 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $7,642,000 | 5,814 |
| Securities issued by states & political subdivisions | $3,126,000 | 3,735 |
| Other domestic debt securities | $2,198,000 | 1,525 |
| Privately issued residential mortgage-backed securities | $895,000 | 1,019 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,303,000 | 1,256 |
| 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 | $8,966,000 | 3,598 |
| Mortgage-backed securities | $4,071,000 | 3,963 |
| Certificates of participation in pools of residential mortgages | $3,176,000 | 3,663 |
| Issued or guaranteed by U.S. | $3,176,000 | 3,648 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $895,000 | 2,671 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $895,000 | 968 |
| 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) | $500,000 | 3,005 |
| Available-for-sale securities (fair market value) | $12,466,000 | 5,066 |
| Total debt securities | $12,966,000 | 5,504 |
| Structured notes | ||
| Amortized cost | $1,989,000 | 1,301 |
| Fair value | $1,971,000 | 1,305 |
| 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 | $13,198,000 | 5,523 |
| U.S. Government securities | $8,200,000 | 5,808 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $8,200,000 | 5,692 |
| Securities issued by states & political subdivisions | $3,095,000 | 3,745 |
| Other domestic debt securities | $1,903,000 | 1,558 |
| Privately issued residential mortgage-backed securities | $603,000 | 1,042 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,300,000 | 1,212 |
| 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 | $8,819,000 | 3,618 |
| Mortgage-backed securities | $3,644,000 | 4,063 |
| Certificates of participation in pools of residential mortgages | $2,716,000 | 3,831 |
| Issued or guaranteed by U.S. | $2,716,000 | 3,819 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $928,000 | 2,611 |
| CMOs issued by government agencies or sponsored agencies | $325,000 | 2,767 |
| Privately issued | $603,000 | 985 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $500,000 | 3,038 |
| Available-for-sale securities (fair market value) | $12,698,000 | 5,005 |
| Total debt securities | $13,198,000 | 5,477 |
| Structured notes | ||
| Amortized cost | $2,988,000 | 1,041 |
| Fair value | $2,934,000 | 1,039 |
| 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 | $12,922,000 | 5,578 |
| U.S. Government securities | $7,484,000 | 6,029 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $7,484,000 | 5,913 |
| Securities issued by states & political subdivisions | $3,147,000 | 3,731 |
| Other domestic debt securities | $2,291,000 | 1,442 |
| Privately issued residential mortgage-backed securities | $987,000 | 900 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,304,000 | 1,230 |
| 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 | $7,834,000 | 3,822 |
| Mortgage-backed securities | $3,282,000 | 4,195 |
| Certificates of participation in pools of residential mortgages | $2,295,000 | 4,028 |
| Issued or guaranteed by U.S. | $2,295,000 | 4,009 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $987,000 | 2,539 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $987,000 | 841 |
| 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) | $500,000 | 3,093 |
| Available-for-sale securities (fair market value) | $12,422,000 | 5,057 |
| Total debt securities | $12,921,000 | 5,537 |
| Structured notes | ||
| Amortized cost | $3,486,000 | 947 |
| Fair value | $3,453,000 | 943 |
| 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 | $14,742,000 | 5,326 |
| U.S. Government securities | $8,869,000 | 5,741 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $8,869,000 | 5,616 |
| Securities issued by states & political subdivisions | $3,385,000 | 3,658 |
| Other domestic debt securities | $2,488,000 | 1,405 |
| Privately issued residential mortgage-backed securities | $663,000 | 969 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,825,000 | 1,102 |
| 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 | $7,014,000 | 4,033 |
| Mortgage-backed securities | $3,378,000 | 4,164 |
| Certificates of participation in pools of residential mortgages | $2,352,000 | 3,996 |
| Issued or guaranteed by U.S. | $2,352,000 | 3,984 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,026,000 | 2,487 |
| CMOs issued by government agencies or sponsored agencies | $363,000 | 2,717 |
| Privately issued | $663,000 | 914 |
| 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) | $500,000 | 3,148 |
| Available-for-sale securities (fair market value) | $14,242,000 | 4,791 |
| Total debt securities | $14,742,000 | 5,283 |
| Structured notes | ||
| Amortized cost | $3,485,000 | 1,025 |
| Fair value | $3,423,000 | 1,030 |
| 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 | $14,981,000 | 5,320 |
| U.S. Government securities | $8,924,000 | 5,772 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $8,924,000 | 5,656 |
| Securities issued by states & political subdivisions | $3,538,000 | 3,569 |
| Other domestic debt securities | $2,519,000 | 1,388 |
| Privately issued residential mortgage-backed securities | $688,000 | 944 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,831,000 | 1,107 |
| 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 | $6,866,000 | 4,083 |
| Mortgage-backed securities | $3,464,000 | 4,122 |
| Certificates of participation in pools of residential mortgages | $2,391,000 | 3,957 |
| Issued or guaranteed by U.S. | $2,391,000 | 3,936 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,073,000 | 2,440 |
| CMOs issued by government agencies or sponsored agencies | $385,000 | 2,672 |
| Privately issued | $688,000 | 879 |
| 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) | $500,000 | 3,221 |
| Available-for-sale securities (fair market value) | $14,481,000 | 4,760 |
| Total debt securities | $14,981,000 | 5,276 |
| Structured notes | ||
| Amortized cost | $3,483,000 | 1,106 |
| Fair value | $3,417,000 | 1,111 |
| 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 | $15,337,000 | 5,270 |
| U.S. Government securities | $8,696,000 | 5,863 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $8,696,000 | 5,727 |
| Securities issued by states & political subdivisions | $3,609,000 | 3,550 |
| Other domestic debt securities | $3,032,000 | 1,267 |
| Privately issued residential mortgage-backed securities | $698,000 | 915 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,334,000 | 996 |
| 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 | $6,765,000 | 4,104 |
| Mortgage-backed securities | $1,601,000 | 4,944 |
| Certificates of participation in pools of residential mortgages | $518,000 | 5,286 |
| Issued or guaranteed by U.S. | $518,000 | 5,264 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,083,000 | 2,421 |
| CMOs issued by government agencies or sponsored agencies | $385,000 | 2,655 |
| Privately issued | $698,000 | 857 |
| 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) | $500,000 | 3,268 |
| Available-for-sale securities (fair market value) | $14,837,000 | 4,699 |
| Total debt securities | $15,337,000 | 5,213 |
| Structured notes | ||
| Amortized cost | $3,482,000 | 1,150 |
| Fair value | $3,351,000 | 1,155 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $15,562,000 | 5,277 |
| U.S. Government securities | $8,778,000 | 5,899 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $8,778,000 | 5,758 |
| Securities issued by states & political subdivisions | $3,696,000 | 3,525 |
| Other domestic debt securities | $3,088,000 | 1,300 |
| Privately issued residential mortgage-backed securities | $732,000 | 907 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,356,000 | 1,033 |
| 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 | $6,950,000 | 4,039 |
| Mortgage-backed securities | $1,683,000 | 4,940 |
| Certificates of participation in pools of residential mortgages | $556,000 | 5,272 |
| Issued or guaranteed by U.S. | $556,000 | 5,254 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,127,000 | 2,406 |
| CMOs issued by government agencies or sponsored agencies | $395,000 | 2,641 |
| Privately issued | $732,000 | 851 |
| 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) | $500,000 | 3,331 |
| Available-for-sale securities (fair market value) | $15,062,000 | 4,700 |
| Total debt securities | $15,562,000 | 5,227 |
| Structured notes | ||
| Amortized cost | $3,481,000 | 1,182 |
| Fair value | $3,376,000 | 1,185 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $15,451,000 | 5,291 |
| U.S. Government securities | $8,871,000 | 5,863 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $8,871,000 | 5,712 |
| Securities issued by states & political subdivisions | $3,447,000 | 3,647 |
| Other domestic debt securities | $3,133,000 | 1,316 |
| Privately issued residential mortgage-backed securities | $776,000 | 864 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,357,000 | 1,086 |
| 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 | $6,842,000 | 4,057 |
| Mortgage-backed securities | $1,766,000 | 4,935 |
| Certificates of participation in pools of residential mortgages | $584,000 | 5,278 |
| Issued or guaranteed by U.S. | $584,000 | 5,258 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,182,000 | 2,388 |
| CMOs issued by government agencies or sponsored agencies | $406,000 | 2,646 |
| Privately issued | $776,000 | 809 |
| 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) | $500,000 | 3,400 |
| Available-for-sale securities (fair market value) | $14,951,000 | 4,706 |
| Total debt securities | $15,451,000 | 5,243 |
| Structured notes | ||
| Amortized cost | $3,481,000 | 1,176 |
| Fair value | $3,411,000 | 1,176 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $14,993,000 | 5,377 |
| U.S. Government securities | $8,437,000 | 5,950 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $8,437,000 | 5,803 |
| Securities issued by states & political subdivisions | $3,185,000 | 3,743 |
| Other domestic debt securities | $3,371,000 | 1,302 |
| Privately issued residential mortgage-backed securities | $980,000 | 805 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,391,000 | 1,122 |
| 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 | $7,418,000 | 3,906 |
| Mortgage-backed securities | $1,516,000 | 5,121 |
| Certificates of participation in pools of residential mortgages | $114,000 | 6,040 |
| Issued or guaranteed by U.S. | $114,000 | 6,019 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,402,000 | 2,297 |
| CMOs issued by government agencies or sponsored agencies | $422,000 | 2,662 |
| Privately issued | $980,000 | 751 |
| 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) | $500,000 | 3,446 |
| Available-for-sale securities (fair market value) | $14,493,000 | 4,785 |
| Total debt securities | $14,993,000 | 5,324 |
| Structured notes | ||
| Amortized cost | $3,480,000 | 1,149 |
| Fair value | $3,418,000 | 1,153 |
| 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 | $14,705,000 | 5,470 |
| U.S. Government securities | $8,049,000 | 6,091 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $8,049,000 | 5,949 |
| Securities issued by states & political subdivisions | $3,199,000 | 3,712 |
| Other domestic debt securities | $3,457,000 | 1,310 |
| Privately issued residential mortgage-backed securities | $1,050,000 | 772 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,407,000 | 1,162 |
| 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 | $6,982,000 | 4,016 |
| Mortgage-backed securities | $1,625,000 | 5,140 |
| Certificates of participation in pools of residential mortgages | $126,000 | 6,058 |
| Issued or guaranteed by U.S. | $126,000 | 6,032 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,499,000 | 2,302 |
| CMOs issued by government agencies or sponsored agencies | $449,000 | 2,701 |
| Privately issued | $1,050,000 | 721 |
| 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) | $500,000 | 3,510 |
| Available-for-sale securities (fair market value) | $14,205,000 | 4,867 |
| Total debt securities | $14,705,000 | 5,403 |
| Structured notes | ||
| Amortized cost | $3,480,000 | 1,151 |
| Fair value | $3,459,000 | 1,146 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $14,333,000 | 5,600 |
| U.S. Government securities | $7,542,000 | 6,313 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,542,000 | 6,170 |
| Securities issued by states & political subdivisions | $3,242,000 | 3,677 |
| Other domestic debt securities | $3,549,000 | 1,341 |
| Privately issued residential mortgage-backed securities | $1,139,000 | 736 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,410,000 | 1,228 |
| 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 | $6,971,000 | 4,036 |
| Mortgage-backed securities | $1,775,000 | 5,143 |
| Certificates of participation in pools of residential mortgages | $150,000 | 6,079 |
| Issued or guaranteed by U.S. | $150,000 | 6,056 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,625,000 | 2,281 |
| CMOs issued by government agencies or sponsored agencies | $486,000 | 2,715 |
| Privately issued | $1,139,000 | 688 |
| 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) | $500,000 | 3,548 |
| Available-for-sale securities (fair market value) | $13,833,000 | 4,985 |
| Total debt securities | $14,333,000 | 5,530 |
| Structured notes | ||
| Amortized cost | $2,981,000 | 1,287 |
| Fair value | $2,918,000 | 1,283 |
| 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 | $13,788,000 | 5,724 |
| U.S. Government securities | $7,653,000 | 6,281 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,653,000 | 6,138 |
| Securities issued by states & political subdivisions | $3,267,000 | 3,699 |
| Other domestic debt securities | $2,868,000 | 1,532 |
| Privately issued residential mortgage-backed securities | $408,000 | 913 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,460,000 | 1,272 |
| 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 | $6,613,000 | 4,116 |
| Mortgage-backed securities | $575,000 | 5,956 |
| Certificates of participation in pools of residential mortgages | $167,000 | 6,072 |
| Issued or guaranteed by U.S. | $167,000 | 6,054 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $408,000 | 3,101 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $408,000 | 847 |
| 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) | $500,000 | 3,598 |
| Available-for-sale securities (fair market value) | $13,288,000 | 5,098 |
| Total debt securities | $13,788,000 | 5,653 |
| Structured notes | ||
| Amortized cost | $2,481,000 | 1,376 |
| Fair value | $2,458,000 | 1,378 |
| 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 | $15,918,000 | 5,366 |
| U.S. Government securities | $9,797,000 | 5,751 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $9,797,000 | 5,594 |
| Securities issued by states & political subdivisions | $3,152,000 | 3,760 |
| Other domestic debt securities | $2,969,000 | 1,525 |
| Privately issued residential mortgage-backed securities | $458,000 | 841 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,511,000 | 1,291 |
| 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 | $5,094,000 | 4,565 |
| Mortgage-backed securities | $638,000 | 5,946 |
| Certificates of participation in pools of residential mortgages | $180,000 | 6,095 |
| Issued or guaranteed by U.S. | $180,000 | 6,079 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $458,000 | 3,065 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $458,000 | 775 |
| 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) | $500,000 | 3,669 |
| Available-for-sale securities (fair market value) | $15,418,000 | 4,753 |
| Total debt securities | $15,918,000 | 5,293 |
| Structured notes | ||
| Amortized cost | $2,971,000 | 1,298 |
| Fair value | $2,974,000 | 1,296 |
| 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 | $16,796,000 | 5,279 |
| U.S. Government securities | $10,742,000 | 5,608 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $10,742,000 | 5,452 |
| Securities issued by states & political subdivisions | $3,076,000 | 3,788 |
| Other domestic debt securities | $2,978,000 | 1,588 |
| Privately issued residential mortgage-backed securities | $522,000 | 802 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,456,000 | 1,382 |
| 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 | $4,614,000 | 4,739 |
| Mortgage-backed securities | $713,000 | 5,950 |
| Certificates of participation in pools of residential mortgages | $191,000 | 6,142 |
| Issued or guaranteed by U.S. | $191,000 | 6,125 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $522,000 | 3,034 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $522,000 | 745 |
| 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) | $2,491,000 | 2,656 |
| Available-for-sale securities (fair market value) | $14,305,000 | 5,006 |
| Total debt securities | $16,796,000 | 5,206 |
| Structured notes | ||
| Amortized cost | $2,970,000 | 1,265 |
| Fair value | $2,920,000 | 1,245 |
| 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 | $16,762,000 | 5,235 |
| U.S. Government securities | $10,214,000 | 5,684 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $10,214,000 | 5,541 |
| Securities issued by states & political subdivisions | $3,248,000 | 3,716 |
| Other domestic debt securities | $3,300,000 | 1,582 |
| Privately issued residential mortgage-backed securities | $714,000 | 784 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,586,000 | 1,425 |
| 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 | $5,888,000 | 4,240 |
| Mortgage-backed securities | $1,054,000 | 5,724 |
| Certificates of participation in pools of residential mortgages | $218,000 | 6,105 |
| Issued or guaranteed by U.S. | $218,000 | 6,084 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $836,000 | 2,902 |
| CMOs issued by government agencies or sponsored agencies | $122,000 | 3,286 |
| Privately issued | $714,000 | 729 |
| 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) | $2,490,000 | 2,642 |
| Available-for-sale securities (fair market value) | $14,272,000 | 5,008 |
| Total debt securities | $16,762,000 | 5,155 |
| Structured notes | ||
| Amortized cost | $3,720,000 | 923 |
| Fair value | $3,732,000 | 921 |
| 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 | $16,663,000 | 5,334 |
| U.S. Government securities | $10,997,000 | 5,527 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $10,997,000 | 5,361 |
| Securities issued by states & political subdivisions | $3,195,000 | 3,783 |
| Other domestic debt securities | $2,471,000 | 1,848 |
| Privately issued residential mortgage-backed securities | $200,000 | 864 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,271,000 | 1,618 |
| 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 | $5,894,000 | 4,156 |
| Mortgage-backed securities | $816,000 | 5,921 |
| Certificates of participation in pools of residential mortgages | $252,000 | 6,104 |
| Issued or guaranteed by U.S. | $252,000 | 6,080 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $564,000 | 3,098 |
| CMOs issued by government agencies or sponsored agencies | $364,000 | 3,162 |
| Privately issued | $200,000 | 751 |
| 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) | $2,490,000 | 2,684 |
| Available-for-sale securities (fair market value) | $14,173,000 | 5,028 |
| Total debt securities | $16,663,000 | 5,242 |
| Structured notes | ||
| Amortized cost | $3,719,000 | 816 |
| Fair value | $3,705,000 | 812 |
| 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 | $17,068,000 | 5,186 |
| U.S. Government securities | $11,536,000 | 5,264 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $11,536,000 | 5,104 |
| Securities issued by states & political subdivisions | $3,192,000 | 3,760 |
| Other domestic debt securities | $2,340,000 | 1,969 |
| Privately issued residential mortgage-backed securities | $656,000 | 727 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,684,000 | 1,967 |
| 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 | $5,937,000 | 4,120 |
| Mortgage-backed securities | $1,693,000 | 5,376 |
| Certificates of participation in pools of residential mortgages | $282,000 | 6,106 |
| Issued or guaranteed by U.S. | $282,000 | 6,078 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,411,000 | 2,594 |
| CMOs issued by government agencies or sponsored agencies | $755,000 | 2,850 |
| Privately issued | $656,000 | 642 |
| 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) | $1,990,000 | 2,905 |
| Available-for-sale securities (fair market value) | $15,078,000 | 4,822 |
| Total debt securities | $17,068,000 | 5,105 |
| Structured notes | ||
| Amortized cost | $3,718,000 | 679 |
| Fair value | $3,735,000 | 674 |
| 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 | $14,270,000 | 5,621 |
| U.S. Government securities | $9,750,000 | 5,619 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $9,750,000 | 5,447 |
| Securities issued by states & political subdivisions | $1,984,000 | 4,389 |
| Other domestic debt securities | $2,536,000 | 1,983 |
| Privately issued residential mortgage-backed securities | $567,000 | 792 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,969,000 | 1,928 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,984,000 | 4,412 |
| Mortgage-backed securities | $2,775,000 | 4,925 |
| Certificates of participation in pools of residential mortgages | $355,000 | 6,025 |
| Issued or guaranteed by U.S. | $355,000 | 6,004 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,420,000 | 2,343 |
| CMOs issued by government agencies or sponsored agencies | $1,853,000 | 2,456 |
| Privately issued | $567,000 | 701 |
| 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) | $1,989,000 | 2,913 |
| Available-for-sale securities (fair market value) | $12,281,000 | 5,275 |
| Total debt securities | $14,270,000 | 5,515 |
| Structured notes | ||
| Amortized cost | $1,245,000 | 1,119 |
| Fair value | $1,258,000 | 1,110 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $15,866,000 | 5,344 |
| U.S. Government securities | $11,651,000 | 5,196 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $11,651,000 | 5,015 |
| Securities issued by states & political subdivisions | $1,489,000 | 4,681 |
| Other domestic debt securities | $2,726,000 | 1,922 |
| Privately issued residential mortgage-backed securities | $822,000 | 752 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,904,000 | 1,957 |
| 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 | $5,629,000 | 4,193 |
| Mortgage-backed securities | $4,663,000 | 4,258 |
| Certificates of participation in pools of residential mortgages | $400,000 | 5,975 |
| Issued or guaranteed by U.S. | $400,000 | 5,956 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $4,263,000 | 1,915 |
| CMOs issued by government agencies or sponsored agencies | $3,441,000 | 2,000 |
| Privately issued | $822,000 | 665 |
| 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) | $1,989,000 | 2,975 |
| Available-for-sale securities (fair market value) | $13,877,000 | 4,973 |
| Total debt securities | $15,866,000 | 5,246 |
| Structured notes | ||
| Amortized cost | $1,096,000 | 869 |
| Fair value | $1,103,000 | 869 |
| 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 | $16,184,000 | 5,255 |
| U.S. Government securities | $11,642,000 | 5,200 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $11,642,000 | 5,020 |
| Securities issued by states & political subdivisions | $1,431,000 | 4,746 |
| Other domestic debt securities | $3,111,000 | 1,804 |
| Privately issued residential mortgage-backed securities | $1,231,000 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,880,000 | 1,987 |
| 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 | $6,413,000 | 3,908 |
| Mortgage-backed securities | $5,510,000 | 3,992 |
| Certificates of participation in pools of residential mortgages | $445,000 | 5,899 |
| Issued or guaranteed by U.S. | $445,000 | 5,879 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $5,065,000 | 1,810 |
| CMOs issued by government agencies or sponsored agencies | $3,834,000 | 1,952 |
| Privately issued | $1,231,000 | 586 |
| 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) | $1,989,000 | 3,030 |
| Available-for-sale securities (fair market value) | $14,195,000 | 4,864 |
| Total debt securities | $16,184,000 | 5,173 |
| Structured notes | ||
| Amortized cost | $219,000 | 1,484 |
| Fair value | $222,000 | 1,483 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $15,866,000 | 5,220 |
| U.S. Government securities | $10,238,000 | 5,460 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $10,238,000 | 5,217 |
| Securities issued by states & political subdivisions | $1,372,000 | 4,841 |
| Other domestic debt securities | $4,256,000 | 1,574 |
| Privately issued residential mortgage-backed securities | $2,989,000 | 526 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,267,000 | 2,298 |
| 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 | $4,685,000 | 4,532 |
| Mortgage-backed securities | $6,271,000 | 3,648 |
| Certificates of participation in pools of residential mortgages | $728,000 | 5,467 |
| Issued or guaranteed by U.S. | $728,000 | 5,446 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $5,543,000 | 1,778 |
| CMOs issued by government agencies or sponsored agencies | $2,554,000 | 2,355 |
| Privately issued | $2,989,000 | 473 |
| 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) | $1,988,000 | 3,213 |
| Available-for-sale securities (fair market value) | $13,878,000 | 4,787 |
| Total debt securities | $15,866,000 | 5,125 |
| Structured notes | ||
| Amortized cost | $684,000 | 474 |
| Fair value | $677,000 | 478 |
| 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 | $16,680,000 | 5,222 |
| U.S. Government securities | $12,748,000 | 5,084 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $12,748,000 | 4,757 |
| Securities issued by states & political subdivisions | $1,817,000 | 4,527 |
| Other domestic debt securities | $1,765,000 | 2,032 |
| Privately issued residential mortgage-backed securities | $1,008,000 | 720 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $757,000 | 2,354 |
| Foreign debt securities | NA | NA |
| Equity securities | $350,000 | 4,640 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,851,000 | 4,709 |
| Mortgage-backed securities | $3,155,000 | 4,099 |
| Certificates of participation in pools of residential mortgages | $990,000 | 4,806 |
| Issued or guaranteed by U.S. | $990,000 | 4,792 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,165,000 | 2,230 |
| CMOs issued by government agencies or sponsored agencies | $1,157,000 | 2,575 |
| Privately issued | $1,008,000 | 632 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $16,680,000 | 4,292 |
| Total debt securities | $16,330,000 | 5,170 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $14,908,000 | 5,814 |
| U.S. Government securities | $12,255,000 | 5,440 |
| U.S. Treasury securities | $500,000 | 4,448 |
| U.S. Government agency obligations | $11,755,000 | 5,071 |
| Securities issued by states & political subdivisions | $2,327,000 | 4,365 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $326,000 | 4,671 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,445,000 | 4,875 |
| Mortgage-backed securities | $2,733,000 | 4,625 |
| Certificates of participation in pools of residential mortgages | $1,145,000 | 4,883 |
| Issued or guaranteed by U.S. | $1,145,000 | 4,868 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,588,000 | 2,642 |
| CMOs issued by government agencies or sponsored agencies | $1,588,000 | 2,501 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $14,908,000 | 4,771 |
| Total debt securities | $14,582,000 | 5,787 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $12,336,000 | 6,453 |
| U.S. Government securities | $9,527,000 | 6,267 |
| U.S. Treasury securities | $1,006,000 | 5,111 |
| U.S. Government agency obligations | $8,521,000 | 5,724 |
| Securities issued by states & political subdivisions | $2,505,000 | 4,343 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $304,000 | 4,584 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,907,000 | 4,338 |
| Mortgage-backed securities | $3,025,000 | 4,721 |
| Certificates of participation in pools of residential mortgages | $1,564,000 | 4,717 |
| Issued or guaranteed by U.S. | $1,564,000 | 4,697 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,461,000 | 2,937 |
| CMOs issued by government agencies or sponsored agencies | $1,461,000 | 2,805 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $12,336,000 | 5,185 |
| Total debt securities | $12,032,000 | 6,403 |
| Structured notes | ||
| Amortized cost | $500,000 | 941 |
| Fair value | $500,000 | 981 |
| 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 | $12,923,000 | 6,573 |
| U.S. Government securities | $9,353,000 | 6,715 |
| U.S. Treasury securities | $1,502,000 | 5,717 |
| U.S. Government agency obligations | $7,851,000 | 6,030 |
| Securities issued by states & political subdivisions | $3,287,000 | 3,630 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $283,000 | 4,770 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,539,000 | 3,879 |
| Mortgage-backed securities | $2,000,000 | 5,416 |
| Certificates of participation in pools of residential mortgages | $1,237,000 | 5,080 |
| Issued or guaranteed by U.S. | $1,237,000 | 5,062 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $763,000 | 3,673 |
| CMOs issued by government agencies or sponsored agencies | $763,000 | 3,547 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $12,923,000 | 4,947 |
| Total debt securities | $12,640,000 | 6,505 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $13,069,000 | 6,975 |
| U.S. Government securities | $9,086,000 | 7,363 |
| U.S. Treasury securities | $1,498,000 | 6,600 |
| U.S. Government agency obligations | $7,588,000 | 6,443 |
| Securities issued by states & political subdivisions | $3,723,000 | 3,432 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $260,000 | 4,791 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,292,000 | 3,686 |
| Mortgage-backed securities | $2,820,000 | 5,315 |
| Certificates of participation in pools of residential mortgages | $1,808,000 | 4,903 |
| Issued or guaranteed by U.S. | $1,808,000 | 4,885 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,012,000 | 3,788 |
| CMOs issued by government agencies or sponsored agencies | $1,012,000 | 3,634 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $13,069,000 | 5,167 |
| Total debt securities | $12,809,000 | 6,928 |
| Structured notes | ||
| Amortized cost | $599,000 | 2,380 |
| Fair value | $599,000 | 2,343 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $10,085,000 | 8,264 |
| U.S. Government securities | $7,090,000 | 8,577 |
| U.S. Treasury securities | $1,504,000 | 7,757 |
| U.S. Government agency obligations | $5,586,000 | 7,371 |
| Securities issued by states & political subdivisions | $2,715,000 | 4,207 |
| Other domestic debt securities | $37,000 | 4,862 |
| 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 | $37,000 | 3,755 |
| Foreign debt securities | NA | NA |
| Equity securities | $243,000 | 4,675 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,055,000 | 5,201 |
| Mortgage-backed securities | $3,579,000 | 5,178 |
| Certificates of participation in pools of residential mortgages | $2,321,000 | 4,658 |
| Issued or guaranteed by U.S. | $2,321,000 | 4,632 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,258,000 | 3,999 |
| CMOs issued by government agencies or sponsored agencies | $1,258,000 | 3,845 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $10,085,000 | 6,129 |
| Total debt securities | $9,842,000 | 8,210 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $9,456,000 | 8,940 |
| U.S. Government securities | $6,315,000 | 9,493 |
| U.S. Treasury securities | $1,459,000 | 9,000 |
| U.S. Government agency obligations | $4,856,000 | 7,793 |
| Securities issued by states & political subdivisions | $2,824,000 | 4,347 |
| Other domestic debt securities | $172,000 | 4,729 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $172,000 | 3,796 |
| Foreign debt securities | NA | NA |
| Equity securities | $145,000 | 5,375 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,206,000 | 4,620 |
| Mortgage-backed securities | $4,376,000 | 5,012 |
| Certificates of participation in pools of residential mortgages | $3,043,000 | 4,353 |
| Issued or guaranteed by U.S. | $3,043,000 | 4,326 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,333,000 | 4,184 |
| CMOs issued by government agencies or sponsored agencies | $1,333,000 | 4,000 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,642,000 | 7,084 |
| Available-for-sale securities (fair market value) | $2,814,000 | 8,253 |
| Total debt securities | $9,311,000 | 8,896 |
| 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 | $11,336,000 | 8,586 |
| U.S. Government securities | $8,117,000 | 8,824 |
| U.S. Treasury securities | $1,499,000 | 9,220 |
| U.S. Government agency obligations | $6,618,000 | 7,007 |
| Securities issued by states & political subdivisions | $2,681,000 | 4,573 |
| Other domestic debt securities | $400,000 | 4,548 |
| Privately issued residential mortgage-backed securities | $2,000 | 3,391 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $398,000 | 3,543 |
| Foreign debt securities | NA | NA |
| Equity securities | $138,000 | 5,135 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,879,000 | 4,694 |
| Mortgage-backed securities | $5,624,000 | 4,969 |
| Certificates of participation in pools of residential mortgages | $3,925,000 | 4,302 |
| Issued or guaranteed by U.S. | $3,925,000 | 4,264 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,699,000 | 4,298 |
| CMOs issued by government agencies or sponsored agencies | $1,697,000 | 4,117 |
| Privately issued | $2,000 | 2,892 |
| 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 | $11,198,000 | 8,506 |
| 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 | $10,768,000 | 8,826 |
| U.S. Government securities | $7,015,000 | 9,573 |
| U.S. Treasury securities | $1,518,000 | 9,442 |
| U.S. Government agency obligations | $5,497,000 | 7,679 |
| Securities issued by states & political subdivisions | $1,939,000 | 5,108 |
| Other domestic debt securities | $1,682,000 | 3,220 |
| Privately issued residential mortgage-backed securities | $495,000 | 2,371 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,187,000 | 2,702 |
| Foreign debt securities | NA | NA |
| Equity securities | $132,000 | 4,632 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,893,000 | 7,306 |
| Mortgage-backed securities | $4,996,000 | 5,474 |
| Certificates of participation in pools of residential mortgages | $3,135,000 | 5,075 |
| Issued or guaranteed by U.S. | $3,135,000 | 5,016 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,861,000 | 4,177 |
| CMOs issued by government agencies or sponsored agencies | $1,366,000 | 4,248 |
| Privately issued | $495,000 | 1,990 |
| 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 | $10,636,000 | 8,751 |
| 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 |